WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 326,592
COMMITMENTS
55,179 86,472 49,879 191,738 150,179 296,795 286,530 29,796 40,062
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -4,694)
2,680 -12,310 1,457 -4,908 6,213 -771 -4,641 -3,923 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 26.5 15.3 58.7 46.0 90.9 87.7 9.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
75 120 90 55 65 195 219
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 931,080
COMMITMENTS
152,285 146,423 136,706 477,819 433,412 766,809 716,541 164,270 214,539
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 3,569)
9,815 -27,900 2,449 -1,225 26,323 11,039 872 -7,470 2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.7 14.7 51.3 46.5 82.4 77.0 17.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
121 140 133 211 219 420 418
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,793
COMMITMENTS
4,705 321 166 1,513 7,543 6,384 8,029 3,409 1,764
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 256)
-105 6 8 224 178 128 192 128 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 3.3 1.7 15.4 77.0 65.2 82.0 34.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 4 2 11 16 28 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,831
COMMITMENTS
56,299 37,552 70,297 167,320 156,377 293,915 264,225 66,916 96,606
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -21,211)
3,674 -3,190 -15,858 -3,964 570 -16,148 -18,477 -5,063 -2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 10.4 19.5 46.4 43.3 81.5 73.2 18.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
99 96 129 100 115 282 274
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 198,312
COMMITMENTS
20,772 53,589 37,400 115,237 83,419 173,409 174,408 24,904 23,905
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -6,084)
-568 4,066 -4,690 -2,545 -6,429 -7,802 -7,053 1,718 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 27.0 18.9 58.1 42.1 87.4 87.9 12.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
42 50 37 57 44 119 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,233
COMMITMENTS
75,469 79,228 67,593 428,197 390,260 571,259 537,081 144,974 179,153
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 43,296)
24,788 -7,717 -1,334 9,045 43,456 32,499 34,406 10,797 8,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.1 9.4 59.8 54.5 79.8 75.0 20.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
22 34 30 63 72 103 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 154,556
COMMITMENTS
32,327 13,818 23,802 67,862 97,264 123,991 134,883 30,565 19,673
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -16)
3,564 -980 -3,861 2,287 8,228 1,990 3,388 -2,006 -3,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 8.9 15.4 43.9 62.9 80.2 87.3 19.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
51 29 38 49 55 121 109
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,793
COMMITMENTS
3,158 264 634 2,547 6,949 6,339 7,847 2,453 946
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -343)
73 11 -256 79 109 -103 -136 -240 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 3.0 7.2 29.0 79.0 72.1 89.2 27.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 5 5 20 16 41 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 393,353
COMMITMENTS
114,104 92,631 4,928 209,686 193,452 328,718 291,011 64,635 102,342
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 26,599)
-3,808 29,746 -1,231 30,002 -2,178 24,963 26,336 1,636 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 23.5 1.3 53.3 49.2 83.6 74.0 16.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
25 22 6 44 54 70 81
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,999,213
COMMITMENTS
406,850 257,193 207,853 1146347 1149933 1761050 1614978 238,163 384,235
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -70,068)
5,915 412 -53,705 -40,745 10,210 -88,535 -43,083 18,467 -26,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 12.9 10.4 57.3 57.5 88.1 80.8 11.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
63 56 65 92 112 184 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,174,134
COMMITMENTS
203,603 215,968 59,142 744,055 647,926 1006800 923,035 167,334 251,099
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -30,609)
-15,652 -21,214 -4,512 -23,430 16,137 -43,595 -9,589 12,986 -21,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 18.4 5.0 63.4 55.2 85.7 78.6 14.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
29 40 27 63 84 106 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 679,256
COMMITMENTS
187,910 89,892 268,902 180,661 285,878 637,473 644,673 41,783 34,583
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 26,715)
8,700 959 7,450 15,050 19,105 31,200 27,514 -4,485 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 13.2 39.6 26.6 42.1 93.8 94.9 6.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
33 30 41 52 54 108 103
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,142
COMMITMENTS
11,091 6,344 484 15,056 26,882 26,631 33,710 12,511 5,432
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 372)
-209 226 -17 106 -7 -120 201 492 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 16.2 1.2 38.5 68.7 68.0 86.1 32.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 8 5 18 14 36 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,514
COMMITMENTS
37,516 17,591 4,913 14,030 22,185 56,458 44,688 10,056 21,827
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 5,901)
3,014 6,259 349 2,675 -1,011 6,038 5,597 -137 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 26.4 7.4 21.1 33.4 84.9 67.2 15.1 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
28 18 13 14 18 45 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,054
COMMITMENTS
8,893 4,362 475 24,461 28,704 33,829 33,541 225 513
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 435)
66 -93 0 365 464 431 371 4 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 12.8 1.4 71.8 84.3 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 12 3 15 19 25 33
Updated December 30, 2005