WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,221
COMMITMENTS
55,543 70,668 45,537 170,136 139,804 271,216 256,009 26,005 41,212
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 15,334)
11,273 -10,457 11,104 -8,685 10,824 13,692 11,471 1,642 3,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 23.8 15.3 57.2 47.0 91.3 86.1 8.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
73 110 79 43 64 180 205
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 749,162
COMMITMENTS
146,255 165,277 52,074 417,670 339,785 615,999 557,136 133,163 192,026
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 28,939)
15,290 4,655 2,019 2,501 12,586 19,810 19,260 9,129 9,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 22.1 7.0 55.8 45.4 82.2 74.4 17.8 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
146 117 94 176 187 374 362
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,413
COMMITMENTS
2,814 449 78 1,098 4,713 3,990 5,240 2,423 1,173
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 525)
270 -121 56 5 1,151 331 1,086 194 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 7.0 1.2 17.1 73.5 62.2 81.7 37.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 5 3 7 16 21 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 267,206
COMMITMENTS
57,675 55,468 24,390 139,835 113,097 221,900 192,955 45,306 74,251
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 13,917)
1,430 1,137 2,019 9,421 6,105 12,870 9,261 1,047 4,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 20.8 9.1 52.3 42.3 83.0 72.2 17.0 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
84 100 69 86 98 215 238
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 153,305
COMMITMENTS
36,834 12,176 14,660 75,972 111,544 127,466 138,380 25,839 14,925
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,227)
6,850 -12,724 1,164 -2,440 26,316 5,574 14,756 5,653 -3,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 7.9 9.6 49.6 72.8 83.1 90.3 16.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
43 25 30 48 47 107 92
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,145
COMMITMENTS
96,177 97,922 4,187 362,260 306,695 462,624 408,804 119,521 173,341
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 26,472)
-1,690 16,552 -934 21,727 -5,341 19,103 10,277 7,369 16,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 16.8 0.7 62.2 52.7 79.5 70.2 20.5 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
24 33 19 57 76 90 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 130,923
COMMITMENTS
20,462 19,237 15,249 68,801 74,560 104,512 109,046 26,411 21,877
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,011)
2,452 4,146 243 -363 -1,896 2,332 2,493 1,679 1,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 14.7 11.6 52.6 56.9 79.8 83.3 20.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 36 33 47 46 96 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,041
COMMITMENTS
2,998 1,006 879 1,903 4,039 5,780 5,924 1,261 1,117
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 631)
406 -252 92 8 833 506 673 125 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 14.3 12.5 27.0 57.4 82.1 84.1 17.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 6 9 11 15 32 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,140
COMMITMENTS
83,571 65,457 1,323 186,377 163,420 271,271 230,200 63,869 104,940
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -707)
-3,628 19,818 -338 10,825 -18,463 6,859 1,017 -7,566 -1,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 19.5 0.4 55.6 48.8 80.9 68.7 19.1 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
21 22 4 42 45 64 70
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,641,098
COMMITMENTS
389,329 380,552 20,796 1008755 852,066 1418880 1253414 222,218 387,684
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 10,604)
7,043 21,799 -16,550 31,654 -14,520 22,147 -9,271 -11,543 19,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 23.2 1.3 61.5 51.9 86.5 76.4 13.5 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
60 55 34 83 106 151 187
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,214,256
COMMITMENTS
236,492 343,786 21,813 813,152 574,857 1071457 940,456 142,799 273,800
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 88,788)
51,162 81,665 4,285 45,091 -30,082 100,538 55,868 -11,750 32,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 28.3 1.8 67.0 47.3 88.2 77.5 11.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
43 35 21 66 71 113 123
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 353,263
COMMITMENTS
100,555 71,260 51,285 157,861 198,556 309,701 321,101 43,562 32,162
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -110,705)
-34,237 -10,464 -19,423 -49,736 -75,431 -103,396 -105,318 -7,309 -5,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 20.2 14.5 44.7 56.2 87.7 90.9 12.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
34 25 30 48 46 99 84
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,810
COMMITMENTS
4,954 6,318 410 23,533 18,174 28,897 24,902 6,913 10,908
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,242)
631 -711 404 195 1,224 1,230 917 12 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 17.6 1.1 65.7 50.8 80.7 69.5 19.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 14 3 18 12 31 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,360
COMMITMENTS
23,585 29,814 529 11,402 13,847 35,516 44,190 17,844 9,170
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,729)
3,890 2,939 172 -1,385 2,035 2,677 5,146 2,052 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 55.9 1.0 21.4 26.0 66.6 82.8 33.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 25 3 15 10 38 35
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,490
COMMITMENTS
8,664 3,745 62 24,311 28,953 33,037 32,760 453 730
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -188)
120 -136 -110 -440 57 -430 -189 242 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 11.2 0.2 72.6 86.5 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 17 3 15 20 24 38
Updated October 7, 2005