WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 257,888
COMMITMENTS
43,440 68,720 24,113 160,148 120,350 227,701 213,183 30,187 44,705
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 8,745)
-1,425 -1,159 2,932 -292 -554 1,215 1,219 7,530 7,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 26.6 9.4 62.1 46.7 88.3 82.7 11.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
55 100 52 40 52 137 173
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 743,559
COMMITMENTS
143,203 76,057 73,620 397,558 413,696 614,381 563,373 129,178 180,186
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,718)
2,528 1,072 913 -4,850 -754 -1,409 1,231 5,127 2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 10.2 9.9 53.5 55.6 82.6 75.8 17.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
143 98 119 194 235 408 405
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,734
COMMITMENTS
3,288 360 205 1,580 5,715 5,073 6,280 2,661 1,454
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -175)
-440 15 176 -144 -325 -408 -134 233 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 4.7 2.7 20.4 73.9 65.6 81.2 34.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 4 4 9 14 24 20
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,292
COMMITMENTS
70,606 24,332 17,506 128,304 166,197 216,416 208,035 55,876 64,257
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -772)
1,591 -2,903 2,413 -3,719 1,731 285 1,241 -1,057 -2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 8.9 6.4 47.1 61.0 79.5 76.4 20.5 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
122 74 67 85 124 249 237
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 137,333
COMMITMENTS
35,437 11,681 16,932 58,867 96,298 111,236 124,911 26,097 12,422
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 259)
-1,337 2,111 2,330 -15 -3,340 978 1,101 -719 -842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 8.5 12.3 42.9 70.1 81.0 91.0 19.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
55 23 34 38 34 114 83
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 554,372
COMMITMENTS
77,271 83,775 6,308 366,151 306,042 449,730 396,125 104,642 158,247
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,700)
-10,998 11,445 -729 18,280 -14,703 6,553 -3,987 -8,253 2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.1 1.1 66.0 55.2 81.1 71.5 18.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
27 30 20 64 73 100 114
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 113,404
COMMITMENTS
22,271 2,590 17,972 42,059 78,201 82,302 98,763 31,102 14,641
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,998)
-2,825 1,378 2,912 -3,983 -8,909 -3,896 -4,619 -1,102 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 2.3 15.8 37.1 69.0 72.6 87.1 27.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
46 13 34 54 48 119 87
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,663
COMMITMENTS
2,865 1,277 1,372 2,088 3,156 6,325 5,805 1,338 1,858
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 158)
-205 -5 287 124 -17 206 265 -48 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 16.7 17.9 27.2 41.2 82.5 75.8 17.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 10 9 13 12 35 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,649
COMMITMENTS
105,895 112,713 2,139 199,192 138,808 307,226 253,660 53,423 106,989
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 530)
2,545 7,307 222 -1,325 -6,047 1,442 1,482 -912 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 31.3 0.6 55.2 38.5 85.2 70.3 14.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
15 29 4 44 41 61 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,006,687
COMMITMENTS
488,007 376,932 121,689 1181143 1054995 1790839 1553616 215,848 453,071
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 96,875)
79,546 -8,119 -8,223 19,101 58,452 90,424 42,110 6,451 54,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 18.8 6.1 58.9 52.6 89.2 77.4 10.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
54 58 42 89 122 161 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,450,245
COMMITMENTS
212,073 404,539 21,779 1084000 718,578 1317852 1144896 132,393 305,349
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 118,323)
18,355 53,837 326 98,950 47,168 117,631 101,331 692 16,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 27.9 1.5 74.7 49.5 90.9 78.9 9.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
37 42 20 67 80 109 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 379,708
COMMITMENTS
115,455 54,550 38,716 174,646 253,207 328,817 346,473 50,891 33,235
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -53,187)
5,054 -447 -6,886 -44,586 -44,125 -46,418 -51,458 -6,769 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 14.4 10.2 46.0 66.7 86.6 91.2 13.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 21 29 41 37 84 73
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,723
COMMITMENTS
8,248 5,649 0 15,888 18,032 24,136 23,681 6,587 7,042
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 767)
345 524 -1 535 542 879 1,065 -112 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 18.4 0.0 51.7 58.7 78.6 77.1 21.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 9 0 19 12 33 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 54,527
COMMITMENTS
12,556 30,204 471 29,251 12,390 42,278 43,065 12,249 11,462
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,674)
2,010 2,783 -187 -66 -977 1,757 1,619 -83 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 55.4 0.9 53.6 22.7 77.5 79.0 22.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 27 4 18 13 40 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,259
COMMITMENTS
2,053 5,046 1,004 32,867 29,326 35,924 35,376 335 883
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,065)
-1,717 -378 -15 630 -642 -1,102 -1,035 37 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 13.9 2.8 90.6 80.9 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 18 4 21 20 30 39
Updated August 5, 2005