WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 319,098
COMMITMENTS
50,635 110,843 37,858 200,112 133,983 288,606 282,684 30,492 36,414
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 8,221)
4,035 8,046 2,003 6,950 2,819 12,988 12,868 -4,766 -4,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 34.7 11.9 62.7 42.0 90.4 88.6 9.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
94 132 77 59 67 189 245
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 901,189
COMMITMENTS
137,044 187,924 130,262 471,871 380,767 739,177 698,953 162,012 202,235
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -6,345)
-864 -3,043 6,732 -16,733 -1,086 -10,865 2,604 4,520 -8,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 20.9 14.5 52.4 42.3 82.0 77.6 18.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
137 142 134 201 190 407 406
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,247
COMMITMENTS
4,804 354 28 1,160 7,171 5,992 7,553 3,255 1,694
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 16)
92 102 -194 -400 -0 -502 -93 518 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 3.8 0.3 12.5 77.6 64.8 81.7 35.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 5 1 11 15 33 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,414
COMMITMENTS
42,026 73,158 66,817 184,885 131,758 293,728 271,732 67,686 89,682
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 5,324)
215 686 1,760 887 2,380 2,862 4,826 2,462 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 20.2 18.5 51.2 36.5 81.3 75.2 18.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
74 116 117 102 97 255 268
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 211,511
COMMITMENTS
21,850 47,764 43,501 124,771 96,895 190,122 188,161 21,389 23,351
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 3,943)
858 8,481 -699 7,132 -2,207 7,292 5,576 -3,349 -1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 22.6 20.6 59.0 45.8 89.9 89.0 10.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 61 46 58 50 122 141
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 696,827
COMMITMENTS
52,681 94,852 75,073 422,928 335,001 550,682 504,926 146,145 191,902
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -7,963)
-860 11,398 -1,473 -20,726 -10,957 -23,059 -1,031 15,096 -6,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.6 10.8 60.7 48.1 79.0 72.5 21.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
23 43 39 69 77 116 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 155,388
COMMITMENTS
17,487 28,544 21,531 91,112 81,689 130,130 131,764 25,258 23,625
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -4,303)
-298 -2,011 -2,814 -145 2,889 -3,257 -1,936 -1,046 -2,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 18.4 13.9 58.6 52.6 83.7 84.8 16.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
24 50 35 53 57 102 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,474
COMMITMENTS
2,548 334 1,416 2,236 5,742 6,201 7,492 2,273 982
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 559)
-455 62 562 58 -181 166 443 393 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 3.9 16.7 26.4 67.8 73.2 88.4 26.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 5 7 18 17 36 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 336,564
COMMITMENTS
113,256 65,164 4,397 156,811 164,935 274,464 234,496 62,100 102,068
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -8,012)
17,273 5,802 -1,435 -17,354 6,033 -1,516 10,400 -6,496 -18,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 19.4 1.3 46.6 49.0 81.5 69.7 18.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
30 20 7 44 49 76 74
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,853
COMMITMENTS
392,191 312,621 258,120 1200709 1143632 1851020 1714373 268,833 405,481
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 67,595)
30,470 22,509 26,846 -1,973 28,361 55,343 77,715 12,252 -10,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 14.7 12.2 56.6 53.9 87.3 80.9 12.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
62 60 75 103 120 198 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,292,053
COMMITMENTS
253,996 260,350 67,955 801,724 658,265 1123675 986,570 168,378 305,483
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -16,618)
20,521 -13,817 -51,294 8,381 31,500 -22,391 -33,610 5,774 16,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 20.2 5.3 62.1 50.9 87.0 76.4 13.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
33 41 34 59 84 109 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 560,542
COMMITMENTS
110,123 81,588 259,591 143,158 183,074 512,871 524,253 47,671 36,289
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -131,418)
-16,405 -10,539 -46,078 -61,622 -61,736 -124,106 -118,353 -7,312 -13,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 14.6 46.3 25.5 32.7 91.5 93.5 8.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
35 30 42 49 48 107 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,415
COMMITMENTS
11,109 6,758 1,531 22,423 19,928 35,062 28,217 8,353 15,198
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,471)
610 263 651 409 844 1,670 1,759 801 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 15.6 3.5 51.6 45.9 80.8 65.0 19.2 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 13 12 21 14 41 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,390
COMMITMENTS
50,909 18,573 5,831 22,465 67,599 79,205 92,002 23,186 10,388
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 8,104)
6,066 -2,970 461 -2,400 11,364 4,128 8,855 3,977 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 18.1 5.7 21.9 66.0 77.4 89.9 22.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
40 26 20 20 19 70 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,190
COMMITMENTS
8,794 4,252 555 28,664 32,847 38,013 37,654 177 536
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,894)
131 414 79 2,976 2,672 3,186 3,165 -292 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 11.1 1.5 75.1 86.0 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 12 4 19 20 31 35
Updated December 9, 2005