WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,848
COMMITMENTS
45,886 60,880 50,329 168,688 139,617 264,902 250,826 32,946 47,022
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,848)
-1,009 415 928 -667 -1,520 -747 -178 7,596 7,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 20.4 16.9 56.6 46.9 88.9 84.2 11.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
75 97 76 48 57 170 191
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,811
COMMITMENTS
150,808 52,103 183,240 441,026 484,085 775,073 719,428 158,738 214,383
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 673)
2,071 4,003 420 -5,584 -4,521 -3,093 -98 3,765 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.6 19.6 47.2 51.8 83.0 77.0 17.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
175 84 169 233 266 482 465
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,031
COMMITMENTS
3,217 76 872 2,116 6,389 6,206 7,338 2,825 1,694
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -236)
-451 61 132 -134 -381 -454 -188 218 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 0.8 9.7 23.4 70.7 68.7 81.2 31.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 6 11 15 27 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,746
COMMITMENTS
71,344 19,488 71,609 147,759 194,530 290,713 285,627 78,033 83,119
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,758)
2,419 -2,091 3,851 -3,804 2,519 2,466 4,279 291 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 5.3 19.4 40.1 52.8 78.8 77.5 21.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
134 78 138 107 133 312 292
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 154,444
COMMITMENTS
33,313 12,211 27,646 66,637 101,615 127,596 141,472 26,848 12,972
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,302)
-828 1,922 2,723 418 -1,974 2,313 2,670 -1,011 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 7.9 17.9 43.1 65.8 82.6 91.6 17.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
53 25 39 41 39 119 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,961
COMMITMENTS
67,736 75,251 123,834 440,824 374,254 632,394 573,339 123,567 182,622
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 18,300)
-8,506 9,608 8,790 20,610 -4,764 20,894 13,634 -2,595 4,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 10.0 16.4 58.3 49.5 83.7 75.8 16.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
30 34 37 73 84 122 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,777
COMMITMENTS
23,578 2,023 24,272 46,305 85,534 94,155 111,830 33,622 15,948
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,405)
-1,768 771 2,999 -3,634 -6,806 -2,404 -3,036 -1,001 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 1.6 19.0 36.2 66.9 73.7 87.5 26.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
50 13 36 56 54 123 95
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,163
COMMITMENTS
2,952 1,277 1,633 2,140 3,330 6,724 6,240 1,439 1,923
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 98)
-240 25 258 141 -61 158 222 -60 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 15.6 20.0 26.2 40.8 82.4 76.4 17.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 10 11 13 14 35 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,871
COMMITMENTS
105,895 112,713 2,139 199,192 138,808 307,226 253,660 53,645 107,211
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 619)
2,545 7,307 222 -1,325 -6,047 1,442 1,482 -823 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 31.2 0.6 55.2 38.5 85.1 70.3 14.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
15 29 4 44 41 61 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,739,097
COMMITMENTS
451,623 368,318 466,597 1568795 1396112 2487014 2231028 252,083 508,070
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 156,724)
75,226 -12,803 10,263 55,987 94,887 141,476 92,347 15,248 64,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 13.4 17.0 57.3 51.0 90.8 81.5 9.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
52 65 72 109 142 195 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,834,799
COMMITMENTS
179,426 405,911 224,459 1277673 875,473 1681557 1505842 153,242 328,957
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 190,837)
17,464 58,562 28,697 139,867 80,112 186,028 167,371 4,809 23,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 22.1 12.2 69.6 47.7 91.6 82.1 8.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
29 55 47 76 97 135 169
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 582,136
COMMITMENTS
110,425 51,931 205,203 210,904 287,665 526,532 544,799 55,604 37,337
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -94,305)
-16,186 -17,524 -19,934 -50,819 -54,333 -86,940 -91,791 -7,365 -2,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 8.9 35.2 36.2 49.4 90.4 93.6 9.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
33 21 39 44 40 93 84
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,740
COMMITMENTS
8,273 5,765 715 16,208 18,359 25,197 24,839 7,543 7,901
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,209)
379 583 125 612 646 1,116 1,355 93 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 17.6 2.2 49.5 56.1 77.0 75.9 23.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 9 5 19 13 35 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,489
COMMITMENTS
12,506 30,511 2,936 31,414 13,984 46,856 47,431 12,632 12,057
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,194)
2,013 2,945 47 157 -974 2,217 2,018 -23 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 51.3 4.9 52.8 23.5 78.8 79.7 21.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 30 14 18 16 49 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,259
COMMITMENTS
2,053 5,046 1,004 32,867 29,326 35,924 35,376 335 883
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,065)
-1,717 -378 -15 630 -642 -1,102 -1,035 37 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.9 2.8 90.6 80.9 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 18 4 21 20 30 39
Updated August 5, 2005