WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 328,639
COMMITMENTS
52,763 112,031 42,328 200,595 137,122 295,687 291,481 32,952 37,158
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 9,541)
2,128 1,188 4,470 483 3,139 7,081 8,797 2,460 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 34.1 12.9 61.0 41.7 90.0 88.7 10.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
87 139 86 57 61 196 238
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 916,821
COMMITMENTS
140,701 188,537 131,953 476,243 385,916 748,897 706,406 167,924 210,415
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 15,633)
3,657 613 1,691 4,372 5,149 9,720 7,453 5,912 8,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 20.6 14.4 51.9 42.1 81.7 77.0 18.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
121 153 132 203 198 403 415
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,608
COMMITMENTS
5,485 502 233 1,315 7,948 7,032 8,682 3,576 1,926
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,361)
681 148 205 155 777 1,040 1,129 321 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 4.7 2.2 12.4 74.9 66.3 81.8 33.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
23 6 3 11 16 35 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 368,451
COMMITMENTS
47,865 56,017 78,488 172,401 142,652 298,754 277,158 69,697 91,293
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 7,037)
5,839 -17,141 11,672 -12,484 10,895 5,026 5,426 2,011 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 15.2 21.3 46.8 38.7 81.1 75.2 18.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
95 107 127 99 105 267 276
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 225,841
COMMITMENTS
22,392 50,146 50,577 132,669 103,756 205,638 204,479 20,203 21,362
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 14,330)
542 2,382 7,076 7,898 6,861 15,516 16,319 -1,186 -1,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 22.2 22.4 58.7 45.9 91.1 90.5 8.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
41 58 54 58 51 135 148
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 663,557
COMMITMENTS
44,623 95,244 73,299 419,904 313,688 537,827 482,231 125,731 181,326
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -33,270)
-8,058 392 -1,773 -3,024 -21,313 -12,855 -22,694 -20,415 -10,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 14.4 11.0 63.3 47.3 81.1 72.7 18.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
21 40 37 64 70 106 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 153,228
COMMITMENTS
24,283 17,101 25,362 72,462 87,578 122,107 130,041 31,121 23,188
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -2,160)
6,796 -11,443 3,832 -18,651 5,889 -8,023 -1,723 5,863 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.2 16.6 47.3 57.2 79.7 84.9 20.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
40 37 41 49 52 116 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 9,282
COMMITMENTS
2,784 369 1,353 2,417 6,353 6,554 8,074 2,728 1,207
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 808)
235 35 -64 181 611 353 582 455 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 4.0 14.6 26.0 68.4 70.6 87.0 29.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 6 6 21 17 40 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 357,251
COMMITMENTS
110,651 71,398 6,287 176,399 175,728 293,337 253,413 63,914 103,838
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 20,687)
-2,605 6,234 1,890 19,588 10,793 18,873 18,917 1,814 1,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 20.0 1.8 49.4 49.2 82.1 70.9 17.9 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
25 23 11 44 53 73 83
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,148,775
COMMITMENTS
446,018 317,858 252,149 1209159 1164473 1907325 1734480 241,450 414,295
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 28,922)
53,828 5,237 -5,972 8,449 20,842 56,305 20,107 -27,384 8,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 14.8 11.7 56.3 54.2 88.8 80.7 11.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
58 65 76 100 117 197 219
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,245,570
COMMITMENTS
215,777 248,146 67,890 788,111 644,454 1071778 960,490 173,792 285,080
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -46,483)
-38,219 -12,204 -65 -13,612 -13,811 -51,896 -26,080 5,414 -20,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 19.9 5.5 63.3 51.7 86.0 77.1 14.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
31 46 34 64 85 115 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 614,623
COMMITMENTS
146,220 89,641 267,565 155,756 224,356 569,541 581,562 45,082 33,061
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 54,081)
36,097 8,052 7,975 12,598 41,282 56,670 57,309 -2,589 -3,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 14.6 43.5 25.3 36.5 92.7 94.6 7.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
35 30 42 48 52 107 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 66,171
COMMITMENTS
12,416 8,248 7,063 36,611 29,515 56,091 44,826 10,080 21,345
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 22,756)
1,308 1,490 5,533 14,189 9,587 21,029 16,609 1,727 6,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 12.5 10.7 55.3 44.6 84.8 67.7 15.2 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 23 22 28 20 61 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 124,318
COMMITMENTS
48,859 15,599 18,004 16,689 75,761 83,552 109,365 40,766 14,953
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 21,928)
-2,050 -2,973 12,173 -5,776 8,162 4,347 17,362 17,580 4,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 12.5 14.5 13.4 60.9 67.2 88.0 32.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
40 21 32 25 24 78 64
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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