WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,430
COMMITMENTS
45,302 66,634 10,060 152,852 118,086 208,214 194,780 21,216 34,650
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -398)
-2,769 4,335 611 3,528 -7,528 1,370 -2,582 -1,768 2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 29.0 4.4 66.6 51.5 90.8 84.9 9.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 99 47 40 54 133 168
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 686,436
COMMITMENTS
110,341 78,501 72,853 392,454 350,263 575,648 501,617 110,788 184,819
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,816)
5,371 -7,026 -12,221 7,587 16,355 737 -2,892 -3,553 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 11.4 10.6 57.2 51.0 83.9 73.1 16.1 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
122 113 116 170 205 367 379
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,561
COMMITMENTS
3,100 363 111 1,926 5,773 5,137 6,247 2,424 1,314
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 248)
83 55 -3 121 128 201 180 47 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 4.8 1.5 25.5 76.4 67.9 82.6 32.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 5 3 12 16 25 22
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,341
COMMITMENTS
68,949 26,011 14,876 135,329 169,825 219,154 210,712 57,187 65,629
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -14,294)
-3,463 680 -6,545 -2,286 -6,945 -12,294 -12,810 -2,000 -1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 9.4 5.4 49.0 61.5 79.3 76.3 20.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
124 63 74 96 128 260 238
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,209
COMMITMENTS
12,491 3,509 219 0 940 12,710 4,668 4,499 12,541
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 99)
-4 314 80 0 24 76 418 23 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.6 20.4 1.3 0.0 5.5 73.9 27.1 26.1 72.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 6 0 3 12 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,223
COMMITMENTS
36,917 8,633 16,995 65,647 111,964 119,559 137,592 31,664 13,631
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,819)
-1,452 -1,595 -3,852 -8,899 -8,080 -14,203 -13,527 3,384 2,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 5.7 11.2 43.4 74.0 79.1 91.0 20.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
56 17 28 41 41 113 80
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 584,846
COMMITMENTS
101,439 96,295 10,383 350,474 318,778 462,296 425,456 122,550 159,390
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -34,338)
-18,570 -10,640 -102 -5,195 -18,481 -23,867 -29,223 -10,471 -5,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 16.5 1.8 59.9 54.5 79.0 72.7 21.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 30 22 53 70 93 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 122,473
COMMITMENTS
25,671 2,771 14,304 50,630 89,806 90,605 106,881 31,868 15,592
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -6,175)
-1,586 628 -2,665 -1,610 -3,361 -5,861 -5,398 -314 -777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 2.3 11.7 41.3 73.3 74.0 87.3 26.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
50 13 26 51 47 112 82
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,900
COMMITMENTS
3,042 1,489 962 1,596 2,580 5,600 5,031 1,300 1,869
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 224)
-342 -33 219 337 14 214 200 10 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 21.6 13.9 23.1 37.4 81.2 72.9 18.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 11 9 9 11 31 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,433
COMMITMENTS
97,698 108,421 91 222,319 154,449 320,108 262,961 50,325 107,472
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 17,921)
487 12,575 -150 12,063 684 12,400 13,109 5,521 4,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 29.3 0.0 60.0 41.7 86.4 71.0 13.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 23 2 45 39 59 62
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,823,411
COMMITMENTS
421,360 410,646 79,168 1106932 953,087 1607460 1442901 215,951 380,510
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 30,479)
-19,392 27,196 -9,431 69,196 8,571 40,373 26,336 -9,894 4,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 22.5 4.3 60.7 52.3 88.2 79.1 11.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
40 78 44 78 118 148 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,181,051
COMMITMENTS
158,854 235,055 12,391 844,158 662,991 1015403 910,437 165,648 270,614
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 41,149)
-36,644 46,387 1,007 66,274 2,964 30,637 50,358 10,512 -9,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 19.9 1.0 71.5 56.1 86.0 77.1 14.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
36 35 15 64 79 108 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 355,189
COMMITMENTS
73,529 50,395 31,700 188,965 245,273 294,194 327,368 60,995 27,821
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 11,420)
5,138 -2,321 -3,912 2,972 18,932 4,198 12,699 7,222 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 14.2 8.9 53.2 69.1 82.8 92.2 17.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 27 26 44 41 86 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,018
COMMITMENTS
6,845 4,760 1 15,551 17,143 22,397 21,904 6,621 7,114
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 798)
940 -348 0 -133 1,169 807 821 -9 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 16.4 0.0 53.6 59.1 77.2 75.5 22.8 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 9 1 20 12 33 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 48,543
COMMITMENTS
9,604 24,412 584 28,666 12,896 38,854 37,892 9,689 10,651
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,963)
-3,633 275 124 8,550 3,589 5,041 3,988 -1,078 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 50.3 1.2 59.1 26.6 80.0 78.1 20.0 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 31 4 14 13 33 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,592
COMMITMENTS
3,966 5,821 1,023 32,224 29,955 37,213 36,799 379 793
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -27)
10 113 -5 30 -70 35 38 -62 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 15.5 2.7 85.7 79.7 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 18 21 28 40
Updated July 15, 2005