WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 250,929
COMMITMENTS
42,445 79,061 19,949 164,743 114,168 227,137 213,178 23,792 37,751
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -6,959)
-995 10,341 -4,164 4,595 -6,182 -564 -5 -6,395 -6,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 31.5 8.0 65.7 45.5 90.5 85.0 9.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
56 108 54 40 52 136 182
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,168
COMMITMENTS
125,700 79,548 74,363 405,864 400,333 605,927 554,244 127,241 178,924
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -10,391)
-17,503 3,491 743 8,306 -13,363 -8,454 -9,129 -1,937 -1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 10.8 10.1 55.4 54.6 82.6 75.6 17.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
120 111 112 204 237 398 409
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,587
COMMITMENTS
3,290 356 23 1,444 5,762 4,757 6,141 2,830 1,446
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -147)
2 -4 -182 -136 47 -316 -139 169 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 4.7 0.3 19.0 75.9 62.7 80.9 37.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 4 3 10 15 25 20
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,519
COMMITMENTS
61,850 24,292 17,747 124,635 151,160 204,232 193,199 52,287 63,320
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -15,773)
-8,756 -40 241 -3,669 -15,037 -12,184 -14,836 -3,589 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.5 6.9 48.6 58.9 79.6 75.3 20.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
108 75 72 89 126 238 244
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 125,731
COMMITMENTS
29,503 16,608 12,171 62,644 82,479 104,318 111,258 21,413 14,473
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -11,602)
-5,934 4,927 -4,761 3,777 -13,819 -6,918 -13,653 -4,684 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 13.2 9.7 49.8 65.6 83.0 88.5 17.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
39 28 22 40 35 93 78
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 574,689
COMMITMENTS
78,236 85,986 8,103 383,511 322,862 469,850 416,951 104,839 157,738
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 20,317)
965 2,211 1,795 17,360 16,820 20,120 20,826 197 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.0 1.4 66.7 56.2 81.8 72.6 18.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
28 30 22 67 77 104 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 108,509
COMMITMENTS
20,739 4,540 13,873 43,412 72,817 78,024 91,230 30,485 17,279
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -4,895)
-1,532 1,950 -4,099 1,353 -5,384 -4,278 -7,533 -617 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 4.2 12.8 40.0 67.1 71.9 84.1 28.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 12 27 49 41 106 72
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,160
COMMITMENTS
2,719 1,255 1,036 1,990 3,036 5,745 5,327 1,415 1,833
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -503)
-146 -22 -336 -98 -120 -580 -478 77 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 17.5 14.5 27.8 42.4 80.2 74.4 19.8 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 9 9 11 13 32 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 368,486
COMMITMENTS
102,950 113,337 1,435 208,801 145,091 313,186 259,863 55,300 108,623
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 7,837)
-2,945 624 -704 9,609 6,283 5,960 6,203 1,877 1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 30.8 0.4 56.7 39.4 85.0 70.5 15.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 26 4 44 40 62 69
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,017,608
COMMITMENTS
516,550 440,569 107,293 1175865 1053642 1799708 1601504 217,900 416,104
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 10,921)
28,543 63,637 -14,396 -5,278 -1,353 8,869 47,888 2,052 -36,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 21.8 5.3 58.3 52.2 89.2 79.4 10.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
49 61 41 87 115 157 196
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,521,730
COMMITMENTS
186,892 440,290 26,581 1171516 744,988 1384989 1211859 136,741 309,871
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 71,485)
-25,181 35,751 4,802 87,516 26,410 67,137 66,963 4,348 4,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 28.9 1.7 77.0 49.0 91.0 79.6 9.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
33 47 25 71 82 116 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 380,090
COMMITMENTS
120,241 49,868 44,896 163,079 255,623 328,216 350,387 51,874 29,703
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 382)
4,786 -4,682 6,180 -11,567 2,416 -601 3,914 983 -3,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 13.1 11.8 42.9 67.3 86.4 92.2 13.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 24 31 43 40 87 81
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,910
COMMITMENTS
8,732 5,593 2 15,899 17,998 24,633 23,593 6,277 7,317
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 187)
484 -56 2 11 -34 497 -88 -310 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 18.1 0.0 51.4 58.2 79.7 76.3 20.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 10 2 19 11 35 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,122
COMMITMENTS
11,240 36,108 402 36,599 10,185 48,241 46,695 10,881 12,427
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,595)
-1,316 5,904 -69 7,348 -2,205 5,963 3,630 -1,368 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 61.1 0.7 61.9 17.2 81.6 79.0 18.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 27 5 18 12 40 41
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,504
COMMITMENTS
1,963 5,611 1,004 33,039 28,808 36,006 35,423 498 1,081
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 245)
-90 565 0 172 -518 82 47 163 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 15.4 2.8 90.5 78.9 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 18 4 21 19 30 38
Updated August 12, 2005