WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 277,537
COMMITMENTS
48,679 89,433 26,204 179,027 126,615 253,910 242,252 23,627 35,285
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 15,985)
4,271 -1,629 6,355 3,804 8,729 14,430 13,455 1,555 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 32.2 9.4 64.5 45.6 91.5 87.3 8.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
75 103 58 42 55 155 190
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 708,211
COMMITMENTS
122,306 159,501 38,948 423,029 332,852 584,283 531,301 123,928 176,910
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -863)
-10,030 8,740 -1,100 9,527 -9,657 -1,603 -2,017 740 1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 22.5 5.5 59.7 47.0 82.5 75.0 17.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
130 127 83 176 199 354 372
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 5,756
COMMITMENTS
2,275 588 19 1,202 3,572 3,496 4,179 2,260 1,577
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -117)
-108 0 -46 -100 -5 -254 -51 137 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 10.2 0.3 20.9 62.1 60.7 72.6 39.3 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 6 2 9 14 20 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 244,304
COMMITMENTS
58,961 43,025 17,068 123,463 118,674 199,492 178,767 44,812 65,537
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,205)
-1,057 4,196 2,106 1,978 -6,488 3,027 -186 -4,232 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 17.6 7.0 50.5 48.6 81.7 73.2 18.3 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
98 87 66 78 106 217 234
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY 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: 137,383
COMMITMENTS
26,980 27,299 12,352 76,729 79,175 116,061 118,826 21,322 18,557
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,170)
880 3,391 -441 771 -2,839 1,210 111 -40 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 19.9 9.0 55.9 57.6 84.5 86.5 15.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
32 41 27 47 35 95 95
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 608,165
COMMITMENTS
94,578 71,469 17,203 368,277 354,302 480,058 442,974 128,107 165,191
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -64,433)
-2,251 -2,326 -9,376 -47,196 -45,605 -58,823 -57,307 -5,610 -7,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 11.8 2.8 60.6 58.3 78.9 72.8 21.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
29 31 23 59 75 102 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 117,786
COMMITMENTS
16,533 11,750 15,347 60,968 71,169 92,848 98,266 24,938 19,520
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,677)
-1,038 2,856 252 3,949 -259 3,163 2,849 514 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 10.0 13.0 51.8 60.4 78.8 83.4 21.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 27 29 42 39 91 88
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 6,716
COMMITMENTS
2,794 1,439 953 1,958 2,634 5,705 5,026 1,011 1,690
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 152)
46 170 88 129 -221 263 37 -111 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 21.4 14.2 29.2 39.2 84.9 74.8 15.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 8 9 12 15 31 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 387,103
COMMITMENTS
114,483 85,630 2,318 207,048 185,727 323,849 273,675 63,254 113,428
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -964)
3,473 3,601 -4,613 -4,375 -5,271 -5,515 -6,283 4,551 5,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 22.1 0.6 53.5 48.0 83.7 70.7 16.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 29 6 44 46 64 78
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 1,919,250
COMMITMENTS
372,611 369,855 207,160 1103674 978,827 1683445 1555842 235,805 363,408
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 61,726)
-6,445 1,188 67,241 18,004 50,860 78,800 119,289 -17,074 -57,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 19.3 10.8 57.5 51.0 87.7 81.1 12.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
61 64 40 90 108 166 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,200,876
COMMITMENTS
171,005 300,923 20,695 814,506 648,604 1006206 970,222 194,670 230,654
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -110,371)
5,377 -39,605 -675 -121,437 -47,607 -116,735 -87,887 6,364 -22,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 25.1 1.7 67.8 54.0 83.8 80.8 16.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
37 41 17 66 73 108 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 485,843
COMMITMENTS
184,427 73,732 65,803 185,843 306,775 436,073 446,310 49,770 39,533
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 72,619)
8,009 14,388 12,415 47,428 44,874 67,852 71,677 4,767 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 15.2 13.5 38.3 63.1 89.8 91.9 10.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 29 33 53 53 107 97
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 51,740
COMMITMENTS
7,995 6,176 2,549 29,119 30,737 39,663 39,462 12,077 12,278
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 17,760)
438 1,132 2,331 10,463 9,120 13,232 12,583 4,528 5,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.9 4.9 56.3 59.4 76.7 76.3 23.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 11 9 27 19 45 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 82,525
COMMITMENTS
17,061 35,177 3,424 46,515 20,889 67,000 59,490 15,525 23,035
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 10,662)
2,528 -563 2,303 1,173 3,196 6,004 4,936 4,658 5,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 42.6 4.1 56.4 25.3 81.2 72.1 18.8 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 29 15 25 22 54 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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