WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,453
COMMITMENTS
43,069 83,773 22,957 170,887 120,550 236,913 227,280 27,540 37,173
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 10,065)
-2,969 -4,509 6,939 1,732 7,671 5,702 10,101 4,363 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 31.7 8.7 64.6 45.6 89.6 85.9 10.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
65 104 53 44 49 144 182
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 737,559
COMMITMENTS
126,189 135,888 53,217 422,435 372,348 601,841 561,453 135,718 176,106
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 9,297)
5,634 22,754 -6,568 -4,654 -1,865 -5,588 14,321 14,885 -5,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 18.4 7.2 57.3 50.5 81.6 76.1 18.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
124 130 91 213 222 389 398
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,122
COMMITMENTS
2,891 418 48 834 4,348 3,773 4,814 2,349 1,308
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -60)
-111 121 24 112 -218 25 -73 -85 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 6.8 0.8 13.6 71.0 61.6 78.6 38.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 3 11 13 26 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,077
COMMITMENTS
59,712 30,532 20,356 126,600 141,003 206,668 191,891 49,409 64,186
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,947)
-5,824 3,149 934 1,773 -5,451 -3,117 -1,368 1,170 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 11.9 7.9 49.4 55.1 80.7 74.9 19.3 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
106 80 83 83 114 239 246
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 130,916
COMMITMENTS
25,067 21,816 15,466 69,361 78,154 109,894 115,436 21,022 15,480
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,549)
-1,144 276 -549 -2,149 -3,369 -3,842 -3,642 2,293 2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 16.7 11.8 53.0 59.7 83.9 88.2 16.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
34 37 33 47 36 99 95
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,407
COMMITMENTS
102,739 73,188 12,041 362,339 365,915 477,119 451,144 139,288 165,263
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 19,966)
14,192 2,198 720 -4,290 15,480 10,622 18,398 9,344 1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 11.9 2.0 58.8 59.4 77.4 73.2 22.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
31 26 23 62 76 102 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 109,684
COMMITMENTS
16,096 7,315 14,317 52,470 72,051 82,883 93,683 26,801 16,001
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,345)
713 1,330 388 3,101 1,865 4,202 3,583 143 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 6.7 13.1 47.8 65.7 75.6 85.4 24.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
34 22 29 46 44 97 85
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,839
COMMITMENTS
2,705 1,305 895 1,840 2,661 5,440 4,861 1,399 1,978
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -179)
-10 -29 -103 -66 -160 -179 -292 0 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 19.1 13.1 26.9 38.9 79.5 71.1 20.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 9 8 12 13 32 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 374,118
COMMITMENTS
101,792 87,141 2,867 219,775 172,660 324,434 262,668 49,684 111,450
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,871)
-2,435 -14,522 1,736 4,305 13,229 3,606 443 -1,735 1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 23.3 0.8 58.7 46.2 86.7 70.2 13.3 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
16 22 3 48 49 65 73
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,965,417
COMMITMENTS
426,214 367,373 156,873 1165135 1037542 1748222 1561788 217,195 403,629
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -115,590)
-61,257 -21,689 13,728 -51,434 -88,453 -98,963 -96,414 -16,627 -19,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 18.7 8.0 59.3 52.8 88.9 79.5 11.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
55 57 45 92 117 169 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,395,737
COMMITMENTS
194,299 386,768 31,787 1034109 694,879 1260195 1113434 135,542 282,303
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -89,011)
-9,880 -19,365 -12,108 -65,354 -32,906 -87,342 -64,379 -1,669 -24,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 27.7 2.3 74.1 49.8 90.3 79.8 9.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
40 39 22 64 80 112 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 401,304
COMMITMENTS
137,199 42,091 56,853 160,495 277,715 354,547 376,659 46,757 24,645
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 21,030)
1,334 -1,164 5,237 18,050 24,066 24,621 28,139 -3,591 -7,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 10.5 14.2 40.0 69.2 88.3 93.9 11.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 26 32 46 39 91 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,152
COMMITMENTS
7,904 5,872 8 16,279 18,875 24,191 24,755 6,961 6,397
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -318)
-622 -345 2 10 607 -610 264 292 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 18.8 0.0 52.3 60.6 77.7 79.5 22.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 12 1 20 12 36 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,944
COMMITMENTS
11,859 36,598 533 41,037 15,381 53,429 52,512 11,515 12,432
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 946)
-285 -1,909 50 61 1,502 -174 -357 1,120 1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 56.4 0.8 63.2 23.7 82.3 80.9 17.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 33 5 19 14 44 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,059
COMMITMENTS
2,249 4,789 2,273 37,244 34,247 41,766 41,309 1,293 1,750
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,724)
-5 77 1,000 2,745 2,671 3,740 3,748 984 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 11.1 5.3 86.5 79.5 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 17 5 21 20 31 39
Updated August 26, 2005