WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,552
COMMITMENTS
44,408 91,062 19,849 175,223 117,886 239,480 228,797 22,072 32,755
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,330)
3,292 4,687 -1,837 -124 164 1,331 3,014 -1 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 34.8 7.6 67.0 45.1 91.6 87.5 8.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
64 114 51 43 51 146 187
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 709,074
COMMITMENTS
132,336 150,761 40,048 413,502 342,509 585,886 533,318 123,188 175,756
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,920)
10,602 -76 -3,119 -9,244 -2,198 -1,761 -5,393 -3,159 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 21.3 5.6 58.3 48.3 82.6 75.2 17.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546)
133 123 92 171 204 362 377
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,873
COMMITMENTS
2,383 588 65 1,302 3,577 3,750 4,230 2,123 1,643
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -223)
-143 33 35 11 -400 -97 -332 -126 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 10.0 1.1 22.2 60.9 63.9 72.0 36.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 7 3 9 14 23 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,509
COMMITMENTS
60,018 38,829 14,962 121,485 125,162 196,465 178,953 49,044 66,556
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,600)
4,452 5,275 -579 -4,171 -5,371 -298 -675 1,898 2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.8 6.1 49.5 51.0 80.0 72.9 20.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
100 84 61 78 106 216 228
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 136,213
COMMITMENTS
26,100 23,908 12,793 75,958 82,014 114,851 118,715 21,362 17,498
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,514)
2,037 2,189 -2,381 -1,258 -1,604 -1,602 -1,796 4,116 4,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 17.6 9.4 55.8 60.2 84.3 87.2 15.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
31 38 29 45 36 97 92
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 672,598
COMMITMENTS
96,829 73,795 26,579 415,473 399,907 538,881 500,281 133,717 172,317
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 36,604)
9,397 5,950 -6,243 10,472 -5,771 13,626 -6,064 22,978 42,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 11.0 4.0 61.8 59.5 80.1 74.4 19.9 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
27 30 20 69 78 108 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 114,109
COMMITMENTS
17,571 8,894 15,095 57,019 71,428 89,685 95,417 24,424 18,692
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,229)
1,945 1,344 1,027 -607 -1,129 2,365 1,242 -136 987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 7.8 13.2 50.0 62.6 78.6 83.6 21.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
36 23 28 46 42 98 87
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,564
COMMITMENTS
2,748 1,269 865 1,829 2,855 5,442 4,989 1,122 1,575
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -451)
-45 -125 -187 -114 -144 -346 -456 -105 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 19.3 13.2 27.9 43.5 82.9 76.0 17.1 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 8 8 12 16 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,067
COMMITMENTS
111,010 82,029 6,931 211,423 190,998 329,364 279,958 58,703 108,109
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,396)
1,980 -5,140 -3,422 7,617 22,112 6,175 13,550 6,221 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 21.1 1.8 54.5 49.2 84.9 72.1 15.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
13 25 6 44 47 61 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,857,524
COMMITMENTS
379,056 368,667 139,919 1085670 927,967 1604645 1436553 252,879 420,971
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 22,757)
12,096 28,410 -21,026 18,302 -50,316 9,372 -42,932 13,385 65,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 19.8 7.5 58.4 50.0 86.4 77.3 13.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
62 58 34 87 102 163 182
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,311,247
COMMITMENTS
165,628 340,528 21,370 935,943 696,211 1122941 1058109 188,306 253,138
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -71,030)
18,027 -29,204 -20,824 -111,679 -4,306 -114,476 -54,334 43,446 -16,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 26.0 1.6 71.4 53.1 85.6 80.7 14.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
35 45 14 65 74 104 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 413,224
COMMITMENTS
176,418 59,344 53,388 138,415 261,901 368,221 374,633 45,003 38,591
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -5,438)
21,748 12,772 3,810 -29,206 -33,064 -3,648 -16,482 -1,790 11,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 14.4 12.9 33.5 63.4 89.1 90.7 10.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
22 26 28 43 45 82 83
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,980
COMMITMENTS
7,557 5,044 218 18,656 21,617 26,431 26,879 7,549 7,101
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,547)
656 -1,014 171 2,948 3,627 3,775 2,784 -228 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 14.8 0.6 54.9 63.6 77.8 79.1 22.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 8 2 22 14 36 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,863
COMMITMENTS
14,533 35,740 1,121 45,342 17,693 60,996 54,554 10,867 17,309
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,985)
2,682 254 193 -3,054 -924 -179 -477 3,164 3,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 49.7 1.6 63.1 24.6 84.9 75.9 15.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 30 8 19 14 43 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,441
COMMITMENTS
2,430 4,434 4,443 32,260 29,663 39,133 38,540 1,308 1,901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,167)
-696 -84 2,600 -4,000 -4,711 -2,096 -2,195 -71 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.0 11.0 79.8 73.3 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 19 20 29 38
Updated September 9, 2005