WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 333,527
COMMITMENTS
49,376 96,173 55,060 197,331 138,668 301,767 289,901 31,760 43,626
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -4,956)
-2,661 4,591 -10,573 5,970 2,455 -7,264 -3,527 2,308 -1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 28.8 16.5 59.2 41.6 90.5 86.9 9.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
86 137 114 60 68 212 266
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,075,735
COMMITMENTS
150,407 173,801 205,502 535,397 467,783 891,306 847,087 184,429 228,649
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 10,956)
4,780 8,276 2,285 -3,217 5,080 3,848 15,641 7,108 -4,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 16.2 19.1 49.8 43.5 82.9 78.7 17.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
160 147 182 228 219 478 480
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,270
COMMITMENTS
3,590 203 549 1,730 6,177 5,869 6,929 2,401 1,341
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 610)
694 127 -42 168 409 819 494 -209 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 2.4 6.6 20.9 74.7 71.0 83.8 29.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 5 5 13 13 30 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 327,873
COMMITMENTS
47,522 41,577 57,882 166,445 145,737 271,849 245,196 56,024 82,677
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,829)
-987 -1,661 3,593 -3,240 984 -634 2,916 3,463 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.7 17.7 50.8 44.4 82.9 74.8 17.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
78 98 101 102 106 247 254
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 201,834
COMMITMENTS
28,152 16,503 46,734 102,433 118,845 177,319 182,082 24,516 19,753
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 570)
274 3,854 1,207 1,191 -6,388 2,671 -1,328 -2,101 1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 8.2 23.2 50.8 58.9 87.9 90.2 12.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
41 42 50 55 53 128 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 817,957
COMMITMENTS
84,563 95,145 137,396 452,247 391,652 674,206 624,193 143,751 193,765
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 30,068)
3,162 -20,779 19,810 -8,592 19,451 14,380 18,483 15,687 11,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.6 16.8 55.3 47.9 82.4 76.3 17.6 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
31 37 49 78 87 134 148
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 154,393
COMMITMENTS
16,163 21,439 26,915 83,256 78,923 126,333 127,277 28,060 27,116
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -3,433)
-301 -1,191 924 -1,764 -4,088 -1,141 -4,356 -2,292 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.9 17.4 53.9 51.1 81.8 82.4 18.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
31 45 42 51 50 111 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,024
COMMITMENTS
2,978 310 1,108 2,053 5,664 6,139 7,083 1,885 941
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 39)
370 -369 -21 -491 677 -142 287 181 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 3.9 13.8 25.6 70.6 76.5 88.3 23.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 7 8 17 18 38 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 362,394
COMMITMENTS
104,934 90,606 2,158 183,777 163,312 290,869 256,076 71,525 106,318
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 5,965)
9,843 -965 152 -3,411 7,954 6,584 7,141 -619 -1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 25.0 0.6 50.7 45.1 80.3 70.7 19.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
23 26 6 46 50 72 79
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,430,652
COMMITMENTS
362,932 392,274 354,935 1439492 1243858 2157359 1991067 273,293 439,586
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 91,633)
44,610 -29,246 42,584 4,085 89,992 91,278 103,329 355 -11,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 16.1 14.6 59.2 51.2 88.8 81.9 11.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
74 69 95 117 130 237 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,807,767
COMMITMENTS
207,492 441,688 268,185 1179431 784,862 1655108 1494734 152,658 313,032
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 38,798)
15,517 -11,956 27,556 1,123 44,432 44,197 60,033 -5,399 -21,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 24.4 14.8 65.2 43.4 91.6 82.7 8.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
39 54 51 79 87 146 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 577,044
COMMITMENTS
92,943 88,691 246,797 185,151 196,700 524,891 532,187 52,153 44,856
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -90,100)
-70,218 -33,189 17,130 -47,922 -76,137 -101,010 -92,195 10,910 2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 15.4 42.8 32.1 34.1 91.0 92.2 9.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
36 32 43 51 56 110 109
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,147
COMMITMENTS
5,692 7,683 731 26,192 17,839 32,615 26,254 6,532 12,893
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 66)
534 -862 163 -47 291 649 -408 -583 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 19.6 1.9 66.9 45.6 83.3 67.1 16.7 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 12 7 19 11 36 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,479
COMMITMENTS
26,693 21,662 5,747 27,873 40,521 60,314 67,931 17,165 9,548
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -52)
-2,167 -5,059 1,473 2,977 3,240 2,284 -346 -2,336 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 28.0 7.4 36.0 52.3 77.8 87.7 22.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 27 19 21 17 63 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,553
COMMITMENTS
6,917 3,463 56 26,232 29,278 33,205 32,797 348 756
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 824)
95 -73 0 789 871 884 798 -60 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 10.3 0.2 78.2 87.3 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 12 3 21 20 31 33
Updated October 14, 2005