WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,599
COMMITMENTS
51,021 65,957 47,748 171,304 141,948 270,073 255,653 27,526 41,946
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 378)
-4,522 -4,711 2,211 1,168 2,144 -1,143 -356 1,521 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 22.2 16.0 57.6 47.7 90.8 85.9 9.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
70 108 84 47 66 185 209
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 765,795
COMMITMENTS
147,810 170,224 54,632 430,799 349,189 633,241 574,045 132,554 191,750
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 16,633)
1,555 4,947 2,558 13,129 9,404 17,242 16,909 -609 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 22.2 7.1 56.3 45.6 82.7 75.0 17.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
150 117 101 184 188 390 369
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,654
COMMITMENTS
3,271 339 18 1,108 5,138 4,397 5,495 2,257 1,159
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 241)
457 -110 -60 10 425 407 255 -166 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 5.1 0.3 16.7 77.2 66.1 82.6 33.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 4 2 9 16 26 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,160
COMMITMENTS
58,096 54,032 29,109 151,573 122,401 238,778 205,542 49,382 82,618
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 20,954)
421 -1,436 4,719 11,738 9,304 16,878 12,587 4,076 8,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 18.8 10.1 52.6 42.5 82.9 71.3 17.1 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
82 106 76 88 104 219 251
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,082
COMMITMENTS
41,832 9,527 20,286 74,414 121,478 136,532 151,291 28,550 13,791
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 11,777)
4,998 -2,649 5,626 -1,558 9,934 9,066 12,911 2,711 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 5.8 12.3 45.1 73.6 82.7 91.6 17.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
48 20 32 46 48 113 92
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 564,979
COMMITMENTS
79,577 100,607 3,739 377,692 292,926 461,008 397,272 103,971 167,707
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -17,166)
-16,600 2,685 -448 15,432 -13,769 -1,616 -11,532 -15,550 -5,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 17.8 0.7 66.9 51.8 81.6 70.3 18.4 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
21 33 17 60 68 91 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,513
COMMITMENTS
19,014 19,772 16,559 71,922 77,770 107,495 114,101 29,018 22,412
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,590)
-1,448 535 1,310 3,121 3,210 2,983 5,055 2,607 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 14.5 12.1 52.7 57.0 78.7 83.6 21.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
28 36 31 52 47 98 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,352
COMMITMENTS
2,737 909 926 2,247 4,512 5,910 6,347 1,442 1,005
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 311)
-261 -97 47 344 473 130 423 181 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 12.4 12.6 30.6 61.4 80.4 86.3 19.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 8 9 14 16 35 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 347,437
COMMITMENTS
92,804 80,694 2,058 188,737 164,603 283,599 247,355 63,838 100,082
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 12,297)
9,233 15,237 735 2,360 1,183 12,328 17,155 -31 -4,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 23.2 0.6 54.3 47.4 81.6 71.2 18.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
19 22 4 45 48 65 73
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,626,370
COMMITMENTS
401,854 383,641 27,554 999,765 857,238 1429173 1268433 197,197 357,937
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -14,728)
12,525 3,089 6,758 -8,990 5,172 10,293 15,019 -25,021 -29,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 23.6 1.7 61.5 52.7 87.9 78.0 12.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
63 53 35 84 108 157 186
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,304,536
COMMITMENTS
239,685 402,780 22,108 914,707 602,517 1176500 1027405 128,036 277,131
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 90,280)
3,193 58,994 295 101,555 27,660 105,043 86,949 -14,763 3,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 30.9 1.7 70.1 46.2 90.2 78.8 9.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
43 39 20 69 70 116 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 379,328
COMMITMENTS
112,590 92,094 51,751 168,720 207,898 333,061 351,743 46,267 27,585
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 26,065)
12,035 20,834 466 10,859 9,342 23,360 30,642 2,705 -4,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 24.3 13.6 44.5 54.8 87.8 92.7 12.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 27 30 52 49 101 88
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,940
COMMITMENTS
4,053 6,057 3 23,434 18,178 27,490 24,238 7,450 10,702
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -870)
-901 -261 -407 -99 4 -1,407 -664 537 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 17.3 0.0 67.1 52.0 78.7 69.4 21.3 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 12 1 19 11 28 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,394
COMMITMENTS
26,647 30,481 372 15,182 20,305 42,201 51,158 18,193 9,236
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 7,034)
3,062 667 -157 3,780 6,458 6,685 6,968 349 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 50.5 0.6 25.1 33.6 69.9 84.7 30.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 22 3 22 13 48 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,673
COMMITMENTS
8,674 3,633 62 24,473 29,105 33,209 32,800 464 873
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 183)
10 -112 0 162 152 172 40 11 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 10.8 0.2 72.7 86.4 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 15 3 15 21 24 37
Updated October 14, 2005