WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,286
COMMITMENTS
52,499 98,783 48,422 196,646 143,966 297,566 291,170 33,719 40,115
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 2,646)
-265 -13,248 6,093 -3,949 6,844 1,879 -310 767 2,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 29.8 14.6 59.4 43.5 89.8 87.9 10.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
80 125 87 57 64 194 226
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 927,511
COMMITMENTS
142,469 174,323 134,257 479,045 407,089 755,770 715,669 171,740 211,842
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 10,689)
1,768 -14,214 2,303 2,802 21,174 6,873 9,263 3,816 1,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 18.8 14.5 51.6 43.9 81.5 77.2 18.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
123 139 129 209 212 407 417
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,537
COMMITMENTS
4,809 315 158 1,289 7,365 6,256 7,838 3,281 1,699
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,071)
-675 -187 -75 -26 -583 -776 -845 -295 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 3.3 1.7 13.5 77.2 65.6 82.2 34.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 3 2 10 16 29 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,042
COMMITMENTS
52,625 40,742 86,154 171,284 155,806 310,063 282,702 71,979 99,340
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 13,591)
4,760 -15,276 7,666 -1,117 13,154 11,309 5,544 2,282 8,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 10.7 22.6 44.8 40.8 81.2 74.0 18.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
95 108 137 106 114 292 282
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 204,396
COMMITMENTS
21,340 49,523 42,089 117,782 89,848 181,211 181,460 23,185 22,936
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -21,445)
-1,052 -622 -8,488 -14,887 -13,909 -24,427 -23,019 2,982 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 24.2 20.6 57.6 44.0 88.7 88.8 11.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
41 51 44 58 48 124 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 672,938
COMMITMENTS
50,681 86,945 68,927 419,152 346,803 538,761 502,675 134,177 170,263
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 9,381)
6,058 -8,299 -4,373 -752 33,115 934 20,443 8,447 -11,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 12.9 10.2 62.3 51.5 80.1 74.7 19.9 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
20 39 35 62 67 104 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 154,572
COMMITMENTS
28,764 14,798 27,662 65,576 89,035 122,002 131,495 32,571 23,077
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,344)
4,480 -2,303 2,300 -6,886 1,458 -105 1,454 1,450 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 9.6 17.9 42.4 57.6 78.9 85.1 21.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 33 36 51 52 119 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,136
COMMITMENTS
3,084 253 890 2,468 6,839 6,443 7,983 2,693 1,154
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -146)
301 -116 -462 51 486 -111 -92 -35 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 2.8 9.7 27.0 74.9 70.5 87.4 29.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 4 7 21 18 41 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 366,754
COMMITMENTS
117,912 62,885 6,159 179,684 195,630 303,755 264,675 62,999 102,080
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 9,503)
7,261 -8,514 -127 3,285 19,902 10,418 11,261 -915 -1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 17.1 1.7 49.0 53.3 82.8 72.2 17.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
25 24 10 42 55 71 85
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,069,281
COMMITMENTS
400,936 256,781 261,558 1187092 1139722 1849585 1658061 219,696 411,220
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -79,494)
-45,083 -61,077 9,409 -22,067 -24,751 -57,740 -76,419 -21,753 -3,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 12.4 12.6 57.4 55.1 89.4 80.1 10.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
61 62 74 101 115 198 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,204,743
COMMITMENTS
219,256 237,181 63,654 767,485 631,789 1050395 932,624 154,348 272,119
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -40,827)
3,479 -10,965 -4,236 -20,626 -12,665 -21,383 -27,866 -19,444 -12,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 19.7 5.3 63.7 52.4 87.2 77.4 12.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
37 39 32 67 84 116 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 652,541
COMMITMENTS
179,210 88,933 261,452 165,611 266,773 606,273 617,159 46,268 35,382
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 37,918)
32,990 -707 -6,113 9,856 42,418 36,732 35,597 1,185 2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 13.6 40.1 25.4 40.9 92.9 94.6 7.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
30 31 40 50 54 104 102
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,770
COMMITMENTS
11,299 6,119 502 14,950 26,889 26,751 33,510 12,019 5,260
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -27,401)
-1,117 -2,130 -6,562 -21,661 -2,625 -29,340 -11,316 1,939 -16,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 15.8 1.3 38.6 69.4 69.0 86.4 31.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 9 5 18 14 36 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,614
COMMITMENTS
34,502 11,332 4,564 11,355 23,196 50,420 39,091 10,193 21,523
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -63,704)
-14,357 -4,268 -13,441 -5,334 -52,566 -33,132 -70,274 -30,573 6,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 18.7 7.5 18.7 38.3 83.2 64.5 16.8 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 15 12 13 15 43 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,619
COMMITMENTS
8,827 4,455 475 24,096 28,240 33,398 33,170 221 449
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -2,048)
56 201 -80 -2,041 -1,913 -2,065 -1,792 17 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 13.3 1.4 71.7 84.0 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 12 3 14 20 24 34
Updated December 23, 2005