WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,365
COMMITMENTS
50,384 96,463 33,296 186,574 128,051 270,254 257,810 27,111 39,555
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -7,997)
-1,677 4,631 -12,744 5,637 1,669 -8,784 -6,444 787 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 32.4 11.2 62.7 43.1 90.9 86.7 9.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
73 135 85 52 65 181 244
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 867,838
COMMITMENTS
170,585 174,536 86,497 454,258 409,859 711,340 670,892 156,498 196,946
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 7,974)
9,853 6,754 -2,125 -6,353 5,755 1,375 10,384 6,599 -2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.1 10.0 52.3 47.2 82.0 77.3 18.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
150 130 123 190 194 406 409
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,089
COMMITMENTS
3,647 420 20 1,176 5,446 4,843 5,886 2,246 1,203
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 545)
681 200 -72 161 301 770 429 -225 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 5.9 0.3 16.6 76.8 68.3 83.0 31.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 6 2 11 12 27 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 270,161
COMMITMENTS
47,024 43,007 27,182 151,917 129,973 226,123 200,162 44,038 69,999
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -4,475)
-789 -1,725 -1,039 -4,292 160 -6,120 -2,604 1,645 -1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 15.9 10.1 56.2 48.1 83.7 74.1 16.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
66 92 67 84 97 200 226
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 171,933
COMMITMENTS
39,247 16,804 24,862 84,785 112,263 148,894 153,929 23,039 18,004
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 394)
-634 3,845 1,459 1,456 -6,564 2,281 -1,260 -1,887 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 9.8 14.5 49.3 65.3 86.6 89.5 13.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
41 37 42 49 47 115 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,382
COMMITMENTS
94,218 123,407 15,193 383,036 306,565 492,447 445,165 121,935 169,217
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 12,568)
9,045 -18,939 5,839 -12,907 14,829 1,977 1,729 10,591 10,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 20.1 2.5 62.3 49.9 80.2 72.5 19.8 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
24 37 30 65 74 107 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 137,339
COMMITMENTS
19,515 21,407 16,082 75,685 74,632 111,282 112,121 26,057 25,218
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -3,561)
637 -751 -159 -1,951 -3,584 -1,473 -4,494 -2,088 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.6 11.7 55.1 54.3 81.0 81.6 19.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 37 34 47 43 104 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,455
COMMITMENTS
3,086 271 757 1,933 5,600 5,776 6,628 1,679 827
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -35)
402 -306 -126 -505 665 -229 233 194 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 3.6 10.2 25.9 75.1 77.5 88.9 22.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 5 6 14 16 33 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 362,070
COMMITMENTS
104,934 90,606 2,158 183,777 163,312 290,869 256,076 71,201 105,994
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 5,966)
9,843 -965 152 -3,411 7,954 6,584 7,141 -618 -1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 25.0 0.6 50.8 45.1 80.3 70.7 19.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
23 26 6 46 50 72 79
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,788,392
COMMITMENTS
400,177 389,957 60,197 1090669 947,345 1551043 1397499 237,349 390,893
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 41,906)
48,979 -27,768 14,621 -17,488 68,477 46,112 55,330 -4,206 -13,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 21.8 3.4 61.0 53.0 86.7 78.1 13.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
70 58 35 95 107 180 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,469,846
COMMITMENTS
277,060 463,890 45,613 1013885 671,224 1336558 1180727 133,288 289,119
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 25,751)
23,175 152 5,356 87 36,688 28,618 42,196 -2,867 -16,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 31.6 3.1 69.0 45.7 90.9 80.3 9.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
43 46 30 68 75 119 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 325,079
COMMITMENTS
97,742 82,782 42,668 143,587 165,420 283,997 290,870 41,082 34,209
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -111,113)
-57,386 -21,997 -8,024 -52,397 -80,288 -117,807 -110,309 6,694 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 25.5 13.1 44.2 50.9 87.4 89.5 12.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
29 24 31 45 48 91 88
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,543
COMMITMENTS
5,702 7,763 5 25,935 17,645 31,642 25,413 5,901 12,130
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -77)
572 -735 5 -79 318 498 -412 -575 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 20.7 0.0 69.1 47.0 84.3 67.7 15.7 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 10 1 18 11 32 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,291
COMMITMENTS
27,286 22,675 580 25,747 38,319 53,613 61,574 16,678 8,717
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,345)
-1,456 -4,382 -34 2,466 2,993 976 -1,423 -2,321 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 32.3 0.8 36.6 54.5 76.3 87.6 23.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 21 5 20 14 50 38
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,553
COMMITMENTS
6,917 3,463 56 26,232 29,278 33,205 32,797 348 756
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 824)
95 -73 0 789 871 884 798 -60 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 10.3 0.2 78.2 87.3 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 12 3 21 20 31 33
Updated October 14, 2005