WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 342,429
COMMITMENTS
49,571 103,232 50,121 207,010 142,856 306,702 296,209 35,727 46,220
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 8,902)
195 7,059 -4,939 9,679 4,189 4,935 6,308 3,967 2,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 30.1 14.6 60.5 41.7 89.6 86.5 10.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
80 139 97 65 71 205 255
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,055,722
COMMITMENTS
152,054 175,121 187,251 532,228 473,927 871,533 836,299 184,188 219,423
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -20,014)
1,647 1,319 -18,251 -3,169 6,144 -19,773 -10,788 -241 -9,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 16.6 17.7 50.4 44.9 82.6 79.2 17.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
159 153 179 231 220 488 471
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,442
COMMITMENTS
3,572 223 548 1,986 6,148 6,106 6,919 2,335 1,523
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 172)
-18 20 -2 256 -29 237 -10 -65 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 2.6 6.5 23.5 72.8 72.3 82.0 27.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 6 5 14 13 31 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,969
COMMITMENTS
49,968 43,340 59,545 161,662 144,257 271,175 247,142 59,794 83,827
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,096)
2,446 1,763 1,663 -4,783 -1,480 -674 1,946 3,770 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 13.1 18.0 48.8 43.6 81.9 74.7 18.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
83 111 107 103 103 262 254
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 204,662
COMMITMENTS
25,803 23,825 46,038 109,179 112,494 181,019 182,357 23,643 22,305
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,827)
-2,350 7,323 -696 6,746 -6,351 3,700 275 -873 2,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 11.6 22.5 53.3 55.0 88.4 89.1 11.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 46 44 56 52 121 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 859,190
COMMITMENTS
86,976 86,431 144,970 478,074 428,642 710,021 660,044 149,169 199,146
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 41,232)
2,413 -8,714 7,575 25,827 36,990 35,815 35,851 5,417 5,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.1 16.9 55.6 49.9 82.6 76.8 17.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
34 33 48 82 86 138 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,733
COMMITMENTS
20,138 19,575 26,114 77,560 81,818 123,812 127,506 28,921 25,227
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,660)
3,975 -1,864 -801 -5,696 2,894 -2,521 229 861 -1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.8 17.1 50.8 53.6 81.1 83.5 18.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
37 38 37 54 55 116 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,000
COMMITMENTS
2,917 255 1,097 2,133 5,694 6,147 7,046 1,852 954
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -24)
-61 -55 -11 81 29 9 -37 -33 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 3.2 13.7 26.7 71.2 76.8 88.1 23.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 7 8 18 18 38 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,976
COMMITMENTS
103,954 96,798 2,158 193,688 162,230 299,800 261,186 71,176 109,790
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 8,582)
-980 6,192 0 9,911 -1,082 8,931 5,110 -349 3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 26.1 0.6 52.2 43.7 80.8 70.4 19.2 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 28 6 48 48 75 79
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,559,273
COMMITMENTS
326,260 368,272 372,152 1486988 1355502 2185399 2095926 373,874 463,347
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 128,621)
-36,672 -24,002 17,217 47,495 111,645 28,040 104,860 100,581 23,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 14.4 14.5 58.1 53.0 85.4 81.9 14.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
77 66 91 125 129 245 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,793,564
COMMITMENTS
198,922 441,591 250,538 1183219 785,498 1632678 1477626 160,886 315,938
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -14,203)
-8,571 -98 -17,647 3,787 636 -22,430 -17,108 8,227 2,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 24.6 14.0 66.0 43.8 91.0 82.4 9.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
43 51 51 82 87 149 165
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 607,971
COMMITMENTS
102,108 94,566 259,833 192,471 209,292 554,412 563,692 53,559 44,280
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 30,927)
9,165 5,875 13,036 7,320 12,593 29,521 31,504 1,407 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 15.6 42.7 31.7 34.4 91.2 92.7 8.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
39 30 44 56 55 117 108
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,265
COMMITMENTS
6,390 8,294 943 26,313 17,691 33,646 26,929 5,619 12,336
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 118)
698 611 212 121 -148 1,031 675 -913 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 21.1 2.4 67.0 45.1 85.7 68.6 14.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 14 8 20 11 39 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,615
COMMITMENTS
29,496 24,407 7,063 34,882 43,374 71,441 74,844 15,174 11,771
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 9,136)
2,802 2,745 1,316 7,009 2,852 11,127 6,913 -1,991 2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 28.2 8.2 40.3 50.1 82.5 86.4 17.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
31 34 18 19 16 63 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,614
COMMITMENTS
7,236 3,730 69 25,950 29,027 33,255 32,826 359 788
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 61)
319 267 13 -282 -251 50 29 11 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 11.1 0.2 77.2 86.4 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 12 4 18 20 29 34
Updated October 14, 2005