WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 302,803
COMMITMENTS
55,966 113,097 24,614 192,620 130,236 273,200 267,947 29,603 34,856
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 6,691)
2,999 2,119 1,681 -103 2,561 4,577 6,361 2,114 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 37.4 8.1 63.6 43.0 90.2 88.5 9.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
83 132 62 48 58 171 217
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 770,146
COMMITMENTS
160,107 188,263 51,154 421,565 342,463 632,826 581,880 137,320 188,266
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,546)
3,532 -223 -4,048 1,995 -718 1,479 -4,989 1,067 7,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 24.4 6.6 54.7 44.5 82.2 75.6 17.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515)
139 120 80 156 178 335 351
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,218
COMMITMENTS
5,478 632 65 1,296 7,722 6,839 8,419 3,379 1,799
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,206)
674 266 65 170 646 909 977 297 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 6.2 0.6 12.7 75.6 66.9 82.4 33.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 7 1 11 16 33 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 289,887
COMMITMENTS
49,798 62,320 33,047 153,942 119,230 236,787 214,597 53,100 75,290
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -687)
4,485 -10,558 2,307 -8,130 6,732 -1,338 -1,519 651 832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 21.5 11.4 53.1 41.1 81.7 74.0 18.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
84 96 81 89 98 232 231
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 202,053
COMMITMENTS
31,966 50,862 32,538 118,721 98,910 183,225 182,310 18,828 19,743
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 14,392)
1,010 2,212 6,560 7,878 7,534 15,448 16,306 -1,056 -1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 25.2 16.1 58.8 49.0 90.7 90.2 9.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
37 57 44 52 43 122 134
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 547,530
COMMITMENTS
48,905 108,255 6,486 382,922 269,397 438,313 384,138 109,217 163,392
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -32,349)
-5,729 -72 -2,332 -1,661 -19,777 -9,722 -22,181 -22,627 -10,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 19.8 1.2 69.9 49.2 80.1 70.2 19.9 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
13 43 13 56 62 77 110
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 139,906
COMMITMENTS
24,114 17,901 17,945 69,278 82,408 111,337 118,254 28,569 21,652
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -4,332)
5,263 -10,446 2,852 -17,413 4,042 -9,298 -3,552 4,966 -780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 12.8 12.8 49.5 58.9 79.6 84.5 20.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
37 35 35 48 46 111 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,565
COMMITMENTS
3,106 357 835 2,241 6,300 6,182 7,492 2,383 1,073
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 800)
174 29 -26 224 590 372 593 428 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 4.2 9.7 26.2 73.6 72.2 87.5 27.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 5 5 15 14 34 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 356,798
COMMITMENTS
110,651 71,388 6,169 176,399 175,728 293,219 253,285 63,579 103,513
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 20,534)
-2,605 6,224 1,772 19,588 10,793 18,755 18,789 1,779 1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 20.0 1.7 49.4 49.3 82.2 71.0 17.8 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
25 22 10 44 53 72 82
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,713,583
COMMITMENTS
451,861 340,731 42,351 1002983 946,653 1497195 1329735 216,388 383,848
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 6,515)
53,073 3,538 -7,603 -9,355 4,432 36,115 367 -29,600 6,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 19.9 2.5 58.5 55.2 87.4 77.6 12.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
54 65 33 76 99 146 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,139,567
COMMITMENTS
224,767 250,325 6,457 743,870 609,115 975,094 865,897 164,473 273,670
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -55,806)
-40,051 -11,536 -5,185 -16,778 -18,745 -62,014 -35,466 6,208 -20,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 22.0 0.6 65.3 53.5 85.6 76.0 14.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
35 40 13 55 78 97 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 394,164
COMMITMENTS
138,748 82,769 82,452 135,102 207,706 356,302 372,927 37,862 21,237
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 53,833)
36,082 8,249 9,923 11,702 40,214 57,707 58,386 -3,874 -4,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 21.0 20.9 34.3 52.7 90.4 94.6 9.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
31 28 37 41 47 93 93
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,269
COMMITMENTS
12,621 8,376 6,142 36,251 29,322 55,014 43,840 9,255 20,429
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 22,797)
1,387 1,426 5,495 14,193 9,599 21,075 16,520 1,722 6,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 13.0 9.6 56.4 45.6 85.6 68.2 14.4 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 20 17 27 20 59 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,088
COMMITMENTS
49,706 17,998 12,169 14,329 72,112 76,204 102,279 39,884 13,809
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 20,902)
-2,132 -3,004 11,700 -6,031 7,816 3,537 16,512 17,365 4,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 15.5 10.5 12.3 62.1 65.6 88.1 34.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
35 18 22 25 22 70 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,667
COMMITMENTS
8,771 4,254 555 26,137 30,153 35,463 34,962 204 705
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -2,523)
-23 2 0 -2,527 -2,694 -2,550 -2,692 27 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 11.9 1.6 73.3 84.5 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 11 4 18 21 30 35
Updated December 16, 2005