WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 312,296
COMMITMENTS
48,934 88,443 46,995 189,013 138,899 284,942 274,337 27,354 37,959
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,432)
5,805 118 6,375 4,479 9,279 16,658 15,772 1,773 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 28.3 15.0 60.5 44.5 91.2 87.8 8.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
88 107 87 49 61 185 217
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 890,355
COMMITMENTS
118,399 145,600 144,435 481,691 387,535 744,525 677,570 145,830 212,785
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,513)
-15,389 12,999 3,747 19,293 -11,790 7,651 4,956 862 3,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.4 16.2 54.1 43.5 83.6 76.1 16.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
151 132 149 218 231 437 453
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,833
COMMITMENTS
2,193 495 535 1,755 4,048 4,484 5,078 2,349 1,755
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -148)
-116 -30 -42 -134 7 -292 -65 145 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 7.2 7.8 25.7 59.2 65.6 74.3 34.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 5 5 10 15 22 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,421
COMMITMENTS
51,280 39,606 67,292 155,875 139,875 274,447 246,773 61,975 89,648
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 5,999)
-1,084 6,179 3,879 7,500 -6,696 10,295 3,362 -4,296 2,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.8 20.0 46.3 41.6 81.6 73.4 18.4 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
94 115 136 105 124 280 305
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 153,412
COMMITMENTS
20,361 27,732 23,263 87,769 82,685 131,393 133,680 22,019 19,732
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,158)
206 3,412 -85 2,036 -2,384 2,156 943 2 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 18.1 15.2 57.2 53.9 85.6 87.1 14.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
30 46 34 51 42 101 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,678
COMMITMENTS
91,919 58,641 100,867 423,401 414,987 616,187 574,496 141,490 183,182
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -70,659)
-3,668 -1,911 -13,652 -50,386 -48,797 -67,706 -64,359 -2,953 -6,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 7.7 13.3 55.9 54.8 81.3 75.8 18.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
33 32 48 70 80 130 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 133,214
COMMITMENTS
14,978 12,180 23,157 68,323 76,718 106,458 112,055 26,756 21,158
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 5,406)
-1,582 3,044 1,261 5,086 -82 4,764 4,222 642 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.1 17.4 51.3 57.6 79.9 84.1 20.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 36 41 46 45 102 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,272
COMMITMENTS
2,780 1,570 1,210 2,164 2,756 6,154 5,536 1,118 1,736
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 165)
-7 237 95 182 -260 270 73 -105 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 21.6 16.6 29.8 37.9 84.6 76.1 15.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 12 11 15 17 36 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,152
COMMITMENTS
114,492 85,630 2,819 207,048 185,727 324,360 274,176 63,792 113,975
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 43)
3,482 3,601 -4,112 -4,375 -5,271 -5,004 -5,782 5,047 5,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 22.1 0.7 53.3 47.8 83.6 70.6 16.4 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
18 29 7 44 46 65 79
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,412,355
COMMITMENTS
330,666 375,559 416,968 1407735 1226878 2155368 2019405 256,987 392,951
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 60,485)
-14,887 -4,967 74,721 16,554 51,066 76,388 120,820 -15,904 -60,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 15.6 17.3 58.4 50.9 89.3 83.7 10.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
56 73 80 106 130 205 242
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,428,798
COMMITMENTS
146,529 298,014 151,012 924,519 735,311 1222059 1184337 206,739 244,461
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -91,649)
-1,715 -32,534 6,635 -102,127 -43,483 -97,207 -69,382 5,557 -22,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.9 10.6 64.7 51.5 85.5 82.9 14.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 45 45 76 85 134 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 765,591
COMMITMENTS
177,384 60,265 294,471 236,489 363,705 708,344 718,441 57,247 47,150
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 29,016)
18,201 13,887 -27,880 33,835 41,924 24,156 27,930 4,861 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 7.9 38.5 30.9 47.5 92.5 93.8 7.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
43 31 47 61 59 129 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,251
COMMITMENTS
8,161 6,610 2,956 29,473 30,935 40,590 40,501 12,661 12,750
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,018)
560 1,396 2,423 10,611 9,188 13,594 13,007 4,423 5,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.4 5.6 55.3 58.1 76.2 76.1 23.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 14 14 28 19 48 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,319
COMMITMENTS
17,202 34,408 7,130 48,066 23,162 72,398 64,701 15,920 23,618
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 10,999)
2,567 -415 2,678 1,356 3,229 6,601 5,492 4,398 5,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 39.0 8.1 54.4 26.2 82.0 73.3 18.0 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 30 23 25 23 62 63
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,703
COMMITMENTS
2,922 3,926 6,638 29,731 28,210 39,291 38,774 412 929
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -738)
492 -508 2,195 -2,529 -1,453 158 234 -896 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 9.9 16.7 74.9 71.1 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 17 21 27 39
Updated September 16, 2005