WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 272,957
COMMITMENTS
47,743 56,291 39,439 161,655 139,688 248,837 235,417 24,121 37,540
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -825)
-3,034 3,631 971 3,418 -7,707 1,355 -3,105 -2,180 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 20.6 14.4 59.2 51.2 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
72 94 73 45 58 163 185
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 872,954
COMMITMENTS
114,915 64,398 175,004 440,574 416,494 730,493 655,896 142,461 217,058
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -3,323)
6,869 -8,970 -12,390 6,931 16,862 1,410 -4,498 -4,733 1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 7.4 20.0 50.5 47.7 83.7 75.1 16.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
141 110 163 210 239 438 441
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 8,871
COMMITMENTS
3,024 85 798 2,401 6,501 6,223 7,385 2,647 1,486
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 356)
67 12 99 142 149 308 260 48 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 1.0 9.0 27.1 73.3 70.2 83.2 29.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 7 12 16 27 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 398,256
COMMITMENTS
69,724 21,780 82,335 159,208 203,628 311,267 307,743 86,990 90,513
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,890)
-3,794 -1,900 -2,201 -1,611 -5,437 -7,607 -9,539 -3,284 -1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.5 20.7 40.0 51.1 78.2 77.3 21.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
142 74 132 118 139 320 291
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 169,896
COMMITMENTS
36,156 9,300 27,480 73,062 118,252 136,697 155,032 33,199 14,864
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,960)
-2,311 -1,732 -3,635 -8,580 -8,425 -14,526 -13,792 3,566 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.5 16.2 43.0 69.6 80.5 91.3 19.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
53 23 32 46 48 120 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 790,071
COMMITMENTS
91,309 83,859 129,491 426,875 386,670 647,676 600,020 142,395 190,051
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -36,223)
-17,555 -10,400 -3,248 -7,683 -20,380 -28,486 -34,028 -7,737 -2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.6 16.4 54.0 48.9 82.0 75.9 18.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
25 39 35 68 79 116 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 138,611
COMMITMENTS
26,479 2,920 21,594 55,160 96,536 103,233 121,050 35,378 17,560
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -5,806)
-1,726 802 -2,702 -1,354 -3,663 -5,781 -5,562 -25 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 2.1 15.6 39.8 69.6 74.5 87.3 25.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
45 20 29 55 54 117 92
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 7,247
COMMITMENTS
3,152 1,461 1,127 1,596 2,751 5,875 5,339 1,373 1,909
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 294)
-326 -46 249 337 50 260 253 35 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 20.2 15.5 22.0 38.0 81.1 73.7 18.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 11 9 9 13 31 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 370,545
COMMITMENTS
97,698 108,421 91 222,319 154,449 320,108 262,961 50,437 107,584
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 16,979)
487 12,575 -150 12,063 684 12,400 13,109 4,579 3,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 2,539,355
COMMITMENTS
424,508 383,683 417,806 1448311 1303829 2290625 2105317 248,730 434,038
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 70,172)
-21,762 36,002 15,739 84,408 14,708 78,385 66,449 -8,213 3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.1 16.5 57.0 51.3 90.2 82.9 9.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
45 81 72 111 138 200 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 1,490,574
COMMITMENTS
140,859 239,364 180,305 995,121 786,217 1316286 1205885 174,288 284,688
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 73,346)
-37,269 55,623 12,843 87,725 13,382 63,299 81,848 10,047 -8,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 16.1 12.1 66.8 52.7 88.3 80.9 11.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
30 47 48 76 91 135 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 554,753
COMMITMENTS
88,258 61,921 177,885 222,436 282,266 488,579 522,073 66,174 32,680
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 24,550)
-3,628 -10,893 17,549 3,639 19,615 17,560 26,271 6,990 -1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 11.2 32.1 40.1 50.9 88.1 94.1 11.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
32 29 44 52 50 106 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 30,523
COMMITMENTS
6,914 4,752 622 15,843 17,319 23,379 22,693 7,144 7,829
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,127)
986 -365 175 -9 1,230 1,152 1,041 -25 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 15.6 2.0 51.9 56.7 76.6 74.3 23.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 10 6 20 13 36 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 54,464
COMMITMENTS
9,012 25,073 3,305 31,988 14,826 44,306 43,205 10,158 11,259
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,573)
-3,530 235 531 8,702 3,651 5,703 4,416 -1,131 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 46.0 6.1 58.7 27.2 81.3 79.3 18.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 33 16 14 16 42 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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 TRADER
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