WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 301,415
COMMITMENTS
55,312 100,535 27,805 188,338 135,907 271,455 264,247 29,960 37,168
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,388)
-654 -12,562 3,191 -4,282 5,671 -1,745 -3,700 357 2,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 33.4 9.2 62.5 45.1 90.1 87.7 9.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
80 116 61 47 61 169 204
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 773,337
COMMITMENTS
163,891 174,292 48,197 421,545 361,831 633,633 584,320 139,704 189,017
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 3,191)
3,784 -13,971 -2,957 -20 19,368 807 2,440 2,384 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 22.5 6.2 54.5 46.8 81.9 75.6 18.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
141 106 77 163 190 339 351
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 9,100
COMMITMENTS
4,806 436 0 1,250 7,094 6,056 7,530 3,044 1,570
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,118)
-672 -196 -65 -46 -628 -783 -889 -335 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 4.8 0.0 13.7 78.0 66.5 82.7 33.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 5 0 10 16 27 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 294,849
COMMITMENTS
54,193 47,946 33,456 151,604 130,977 239,253 212,379 55,596 82,470
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 4,962)
4,395 -14,374 409 -2,338 11,747 2,466 -2,218 2,496 7,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 16.3 11.3 51.4 44.4 81.1 72.0 18.9 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
97 84 99 93 108 258 247
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY 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: 180,918
COMMITMENTS
29,914 50,206 24,617 104,644 84,569 159,175 159,392 21,743 21,526
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -21,135)
-2,052 -656 -7,921 -14,077 -14,341 -24,050 -22,918 2,915 1,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 27.8 13.6 57.8 46.7 88.0 88.1 12.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 49 36 51 41 110 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 562,932
COMMITMENTS
58,847 96,786 5,416 380,035 306,992 444,298 409,194 118,634 153,738
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 15,402)
9,942 -11,469 -1,070 -2,887 37,595 5,985 25,056 9,417 -9,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 17.2 1.0 67.5 54.5 78.9 72.7 21.1 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
18 36 12 52 60 77 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 139,295
COMMITMENTS
28,473 15,527 19,275 61,984 83,248 109,732 118,050 29,563 21,245
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -611)
4,359 -2,374 1,330 -7,294 840 -1,605 -204 994 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 11.1 13.8 44.5 59.8 78.8 84.7 21.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
42 30 33 47 46 111 94
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 8,406
COMMITMENTS
3,415 246 361 2,315 6,790 6,091 7,397 2,315 1,009
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -159)
309 -111 -474 74 490 -91 -95 -68 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 2.9 4.3 27.5 80.8 72.5 88.0 27.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 3 5 15 15 35 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 365,759
COMMITMENTS
117,904 63,115 5,563 179,684 195,484 303,151 264,162 62,608 101,597
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 8,961)
7,253 -8,273 -606 3,285 19,756 9,932 10,877 -971 -1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 17.3 1.5 49.1 53.4 82.9 72.2 17.1 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
24 24 7 42 54 68 83
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 1,600,491
COMMITMENTS
399,380 290,688 31,924 974,624 896,326 1405928 1218938 194,563 381,553
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -113,092)
-52,481 -50,043 -10,427 -28,359 -50,327 -91,267 -110,797 -21,825 -2,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 18.2 2.0 60.9 56.0 87.8 76.2 12.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
52 67 34 73 95 148 173
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,101,948
COMMITMENTS
226,888 236,957 5,417 724,335 597,707 956,640 840,081 145,308 261,867
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -37,619)
2,121 -13,368 -1,040 -19,535 -11,408 -18,454 -25,816 -19,165 -11,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 21.5 0.5 65.7 54.2 86.8 76.2 13.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
32 42 11 60 73 98 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 429,431
COMMITMENTS
162,970 79,026 81,342 145,380 245,316 389,692 405,684 39,739 23,747
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 35,267)
24,222 -3,743 -1,110 10,278 37,610 33,390 32,757 1,877 2,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 18.4 18.9 33.9 57.1 90.7 94.5 9.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
26 29 34 43 48 90 93
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 37,594
COMMITMENTS
11,274 6,096 4 14,793 26,759 26,071 32,859 11,523 4,735
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -26,675)
-1,347 -2,280 -6,138 -21,458 -2,563 -28,943 -10,981 2,268 -15,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 16.2 0.0 39.3 71.2 69.3 87.4 30.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 9 2 18 14 34 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 54,517
COMMITMENTS
35,451 12,127 186 9,733 21,739 45,370 34,052 9,147 20,465
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -61,571)
-14,255 -5,871 -11,983 -4,596 -50,373 -30,834 -68,227 -30,737 6,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.0 22.2 0.3 17.9 39.9 83.2 62.5 16.8 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
24 13 1 12 14 36 28
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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