WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 311,634
COMMITMENTS
48,518 103,980 37,094 197,835 133,119 283,447 274,194 28,187 37,441
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -30,795)
-1,054 748 -13,027 -9,175 -9,737 -23,255 -22,015 -7,539 -8,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 33.4 11.9 63.5 42.7 91.0 88.0 9.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
81 131 87 61 64 194 238
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 961,024
COMMITMENTS
152,706 188,650 142,441 498,219 432,629 793,366 763,721 167,659 197,304
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -94,697)
652 13,529 -44,810 -34,009 -41,298 -78,167 -72,578 -16,530 -22,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 19.6 14.8 51.8 45.0 82.6 79.5 17.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
138 135 142 218 201 425 426
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,435
COMMITMENTS
3,800 374 190 1,585 6,626 5,575 7,190 2,860 1,245
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -6)
228 151 -358 -401 478 -531 271 525 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 4.4 2.3 18.8 78.5 66.1 85.2 33.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 4 3 11 13 28 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,156
COMMITMENTS
42,851 57,403 56,442 171,474 133,447 270,767 247,293 60,388 83,863
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 187)
-7,116 14,063 -3,103 9,812 -10,809 -407 151 594 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 17.3 17.0 51.8 40.3 81.8 74.7 18.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
72 103 103 105 98 245 253
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 194,208
COMMITMENTS
22,097 31,099 40,423 109,490 101,351 172,011 172,873 22,198 21,335
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -10,453)
-3,706 7,274 -5,614 311 -11,143 -9,008 -9,484 -1,445 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 16.0 20.8 56.4 52.2 88.6 89.0 11.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
32 47 39 55 51 114 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 697,987
COMMITMENTS
88,782 92,322 71,284 422,577 372,616 582,643 536,222 115,344 161,765
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -161,203)
1,806 5,891 -73,687 -55,497 -56,026 -127,378 -123,821 -33,825 -37,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 13.2 10.2 60.5 53.4 83.5 76.8 16.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
31 30 39 68 77 118 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 147,024
COMMITMENTS
16,467 23,794 22,969 79,621 76,616 119,057 123,379 27,967 23,644
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -5,709)
-3,671 4,219 -3,145 2,061 -5,201 -4,755 -4,127 -955 -1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 16.2 15.6 54.2 52.1 81.0 83.9 19.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
28 41 35 49 52 100 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,747
COMMITMENTS
2,920 319 894 2,155 5,538 5,970 6,752 1,777 995
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -253)
3 65 -203 22 -155 -178 -294 -75 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 4.1 11.5 27.8 71.5 77.1 87.2 22.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 10 8 17 16 38 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 343,409
COMMITMENTS
82,788 63,582 2,181 181,900 167,677 266,869 233,440 76,540 109,969
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -27,567)
-21,166 -33,216 23 -11,788 5,447 -32,931 -27,746 5,364 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 18.5 0.6 53.0 48.8 77.7 68.0 22.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
22 22 6 46 55 71 80
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,026,455
COMMITMENTS
376,223 317,278 206,143 1215777 1139412 1798143 1662833 228,312 363,622
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -532,818)
49,963 -50,994 -166,009 -271,210 -216,090 -387,256 -433,093 -145,562 -99,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.7 10.2 60.0 56.2 88.7 82.1 11.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
59 61 67 105 110 196 206
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,393,972
COMMITMENTS
206,191 357,545 111,169 943,825 727,383 1261184 1196096 132,787 197,876
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -399,592)
7,269 -84,046 -139,369 -239,394 -58,115 -371,494 -281,530 -28,098 -118,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 25.6 8.0 67.7 52.2 90.5 85.8 9.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
28 50 34 68 78 117 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 655,318
COMMITMENTS
108,655 95,046 284,418 205,322 226,340 598,394 605,804 56,924 49,513
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 47,346)
6,547 480 24,585 12,851 17,048 43,982 42,113 3,364 5,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 14.5 43.4 31.3 34.5 91.3 92.4 8.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 32 45 56 55 118 110
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,543
COMMITMENTS
10,456 6,011 903 21,831 18,661 33,190 25,576 6,353 13,967
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 278)
4,066 -2,283 -40 -4,482 970 -456 -1,353 734 1,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 15.2 2.3 55.2 47.2 83.9 64.7 16.1 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 12 7 19 12 35 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,100
COMMITMENTS
38,938 21,210 4,481 24,121 48,656 67,541 74,347 18,559 11,753
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -515)
9,442 -3,198 -2,582 -10,761 5,282 -3,900 -497 3,385 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 24.6 5.2 28.0 56.5 78.4 86.4 21.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
34 26 17 18 18 64 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,967
COMMITMENTS
9,084 4,087 69 25,854 30,497 35,007 34,653 960 1,314
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,353)
1,848 357 0 -96 1,470 1,752 1,827 601 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 11.4 0.2 71.9 84.8 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 12 4 18 20 30 34
Updated November 28, 2005