WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,000
COMMITMENTS
46,895 60,466 49,401 169,354 141,138 265,649 251,004 25,351 39,996
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -301)
-4,081 6,051 -734 4,770 -6,612 -46 -1,295 -255 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 20.8 17.0 58.2 48.5 91.3 86.3 8.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
79 92 75 44 54 164 189
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,138
COMMITMENTS
148,737 48,100 182,820 446,610 488,606 778,166 719,526 154,972 213,612
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -19,268)
-8,362 -6,251 -7,633 1,439 5,167 -14,556 -8,717 -4,711 -10,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.2 19.6 47.9 52.4 83.4 77.1 16.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
174 85 180 230 265 485 473
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,267
COMMITMENTS
3,669 15 741 2,251 6,770 6,660 7,526 2,607 1,741
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -125)
175 -49 -24 -109 -97 42 -170 -167 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 0.2 8.0 24.3 73.1 71.9 81.2 28.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 2 5 10 15 26 21
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,988
COMMITMENTS
68,925 21,579 67,758 151,563 192,011 288,246 281,348 77,742 84,640
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -31,144)
3,958 2,185 -19,217 -8,061 -10,409 -23,319 -27,442 -7,824 -3,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.9 18.5 41.4 52.5 78.8 76.9 21.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
121 79 127 121 136 312 284
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 153,142
COMMITMENTS
34,141 10,289 24,923 66,218 103,589 125,282 138,802 27,859 14,340
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -12,414)
-2,739 -304 -3,060 -4,460 -8,673 -10,258 -12,037 -2,156 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 6.7 16.3 43.2 67.6 81.8 90.6 18.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
51 21 29 43 41 111 83
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,661
COMMITMENTS
76,242 65,643 115,043 420,215 379,019 611,500 559,705 126,162 177,956
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -37,716)
-8,072 -2,619 -16,023 -12,383 -7,290 -36,479 -25,932 -1,237 -11,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.9 15.6 57.0 51.4 82.9 75.9 17.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
28 34 39 68 81 117 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 131,182
COMMITMENTS
25,346 1,252 21,273 49,940 92,340 96,559 114,866 34,623 16,317
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8,340)
-174 -245 -1,687 -4,526 -4,184 -6,387 -6,116 -1,953 -2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 1.0 16.2 38.1 70.4 73.6 87.6 26.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
46 12 32 55 55 118 90
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,065
COMMITMENTS
3,192 1,252 1,375 1,999 3,391 6,566 6,018 1,499 2,047
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 464)
176 -144 108 180 376 464 339 -0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 15.5 17.1 24.8 42.0 81.4 74.6 18.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 8 12 12 13 36 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,252
COMMITMENTS
103,350 105,406 1,917 200,517 144,855 305,784 252,178 54,468 108,074
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,428)
1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728 -520 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 29.3 0.5 55.7 40.2 84.9 70.0 15.1 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 29 3 44 41 59 71
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,582,373
COMMITMENTS
376,397 381,122 456,334 1512808 1301225 2345538 2138681 236,835 443,692
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -593)
-11,544 4,437 -13,991 24,640 -15,712 -895 -25,267 302 24,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 14.8 17.7 58.6 50.4 90.8 82.8 9.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
48 67 72 98 132 182 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,963
COMMITMENTS
161,962 347,349 195,761 1137806 795,361 1495529 1338471 148,433 305,491
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 60,758)
-3,558 58,986 3,217 81,062 715 80,721 62,918 -19,963 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 21.1 11.9 69.2 48.4 91.0 81.4 9.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
30 48 43 73 89 128 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 676,441
COMMITMENTS
126,611 69,455 225,137 261,723 341,998 613,472 636,590 62,969 39,850
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 49,350)
20,998 -2,925 24,698 12,434 30,815 58,130 52,587 -8,781 -3,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 10.3 33.3 38.7 50.6 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
35 28 44 58 52 115 102
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,532
COMMITMENTS
7,895 5,182 590 15,597 17,712 24,081 23,484 7,451 8,047
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,862)
1,045 420 45 -99 694 990 1,159 871 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 16.4 1.9 49.5 56.2 76.4 74.5 23.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 9 6 18 12 36 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,295
COMMITMENTS
10,494 27,566 2,889 31,257 14,958 44,639 45,413 12,655 11,881
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,433)
1,918 2,549 454 -285 -46 2,086 2,957 1,347 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 48.1 5.0 54.6 26.1 77.9 79.3 22.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 30 15 16 19 43 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,324
COMMITMENTS
3,770 5,424 1,019 32,237 29,968 37,026 36,411 298 913
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 214)
16 76 -4 206 129 218 201 -4 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.5 2.7 86.4 80.3 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 4 20 18 30 36
Updated July 29, 2005