WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 310,877
COMMITMENTS
46,600 102,797 35,856 193,163 131,164 275,618 269,817 35,259 41,060
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -757)
-1,918 -1,183 -1,239 -4,672 -1,955 -7,829 -4,377 7,071 3,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 33.1 11.5 62.1 42.2 88.7 86.8 11.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
84 133 83 59 65 194 240
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 907,533
COMMITMENTS
137,908 190,966 123,530 488,604 381,853 750,042 696,349 157,492 211,184
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -53,491)
-14,798 2,317 -18,912 -9,615 -50,777 -43,324 -67,371 -10,167 13,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 21.0 13.6 53.8 42.1 82.6 76.7 17.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
140 139 134 208 196 415 416
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,231
COMMITMENTS
4,712 252 222 1,560 7,171 6,494 7,645 2,737 1,586
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 796)
912 -122 32 -26 546 919 456 -123 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 2.7 2.4 16.9 77.7 70.3 82.8 29.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 3 2 11 15 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 356,090
COMMITMENTS
41,811 72,472 65,056 183,998 129,377 290,866 266,906 65,224 89,183
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 24,934)
-1,040 15,069 8,614 12,525 -4,070 20,099 19,613 4,835 5,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 20.4 18.3 51.7 36.3 81.7 75.0 18.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
75 116 106 106 97 250 262
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 207,568
COMMITMENTS
20,992 39,283 44,200 117,638 99,102 182,831 182,585 24,738 24,983
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 13,360)
-1,105 8,184 3,777 8,148 -2,249 10,820 9,712 2,540 3,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 18.9 21.3 56.7 47.7 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
36 52 49 58 49 123 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 704,791
COMMITMENTS
53,541 83,453 76,545 443,655 345,958 573,741 505,957 131,050 198,834
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 6,804)
-35,241 -8,869 5,261 21,078 -26,658 -8,902 -30,265 15,705 37,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 11.8 10.9 62.9 49.1 81.4 71.8 18.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
23 36 40 77 79 125 132
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 159,691
COMMITMENTS
17,785 30,555 24,345 91,257 78,800 133,387 133,699 26,304 25,992
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 12,668)
1,318 6,761 1,376 11,636 2,183 14,330 10,320 -1,662 2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.1 15.2 57.1 49.3 83.5 83.7 16.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
30 50 39 49 50 104 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,915
COMMITMENTS
3,003 272 854 2,178 5,923 6,035 7,050 1,880 865
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 168)
83 -47 -40 23 385 65 298 103 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 3.4 10.8 27.5 74.8 76.2 89.1 23.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 7 9 18 17 40 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 344,576
COMMITMENTS
95,983 59,362 5,832 174,165 158,902 275,980 224,096 68,596 120,480
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,167)
13,195 -4,220 3,651 -7,735 -8,775 9,111 -9,344 -7,944 10,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 17.2 1.7 50.5 46.1 80.1 65.0 19.9 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
28 17 10 45 48 76 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,052,258
COMMITMENTS
361,721 290,112 231,275 1202682 1115271 1795677 1636657 256,581 415,601
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 25,803)
-14,502 -27,167 25,132 -13,096 -24,141 -2,466 -26,176 28,269 51,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 14.1 11.3 58.6 54.3 87.5 79.7 12.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
58 58 70 102 112 192 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,308,670
COMMITMENTS
233,475 274,167 119,249 793,342 626,764 1146066 1020179 162,604 288,491
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -85,302)
27,284 -83,378 8,080 -150,483 -100,619 -115,118 -175,917 29,817 90,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 21.0 9.1 60.6 47.9 87.6 78.0 12.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
37 44 40 65 74 120 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 691,960
COMMITMENTS
126,528 92,127 305,669 204,780 244,810 636,977 642,606 54,983 49,354
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 36,642)
17,873 -2,919 21,251 -542 18,469 38,583 36,801 -1,941 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 13.3 44.2 29.6 35.4 92.1 92.9 7.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
38 36 46 56 55 121 111
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,944
COMMITMENTS
10,499 6,495 879 22,014 19,084 33,392 26,458 7,552 14,486
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,401)
43 484 -24 183 423 202 883 1,199 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 15.9 2.1 53.8 46.6 81.6 64.6 18.4 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 13 8 19 12 34 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,286
COMMITMENTS
44,843 21,543 5,370 24,865 56,235 75,077 83,148 19,209 11,138
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 8,186)
5,905 333 888 743 7,579 7,536 8,801 650 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 22.8 5.7 26.4 59.6 79.6 88.2 20.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 31 19 20 18 65 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,296
COMMITMENTS
8,663 3,838 476 25,688 30,175 34,827 34,489 469 807
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -671)
-421 -249 407 -166 -322 -180 -164 -491 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 10.9 1.3 72.8 85.5 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 11 4 18 20 30 33
Updated December 2, 2005