WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,244
COMMITMENTS
45,977 82,602 42,766 182,127 131,534 270,870 256,902 26,374 40,342
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,739)
1,861 9,904 -3,315 6,549 -1,453 5,095 5,137 -356 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 27.8 14.4 61.3 44.3 91.1 86.4 8.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
76 103 71 47 56 164 198
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,395
COMMITMENTS
123,650 92,347 177,250 486,008 438,706 786,908 708,303 146,487 225,092
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,875)
-10,694 32,522 -7,498 29,079 -28,343 10,887 -3,320 -7,012 7,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.9 19.0 52.1 47.0 84.3 75.9 15.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
164 112 169 251 255 485 477
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,357
COMMITMENTS
2,926 105 610 1,254 5,122 4,790 5,837 2,567 1,519
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -1,524)
-296 5 -61 -728 -1,306 -1,085 -1,362 -439 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 1.4 8.3 17.0 69.6 65.1 79.3 34.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 5 5 10 14 25 21
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 354,063
COMMITMENTS
59,262 25,165 73,719 153,387 168,996 286,367 267,879 67,695 86,184
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,856)
-1,948 4,280 5,530 7,139 -6,315 10,721 3,494 -4,864 2,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 7.1 20.8 43.3 47.7 80.9 75.7 19.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
115 90 140 114 131 302 300
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,242
COMMITMENTS
20,006 21,933 29,675 82,236 85,463 131,918 137,072 19,324 14,170
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 8,257)
-5,178 4,980 5,589 10,650 -736 11,061 9,833 -2,805 -1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 14.5 19.6 54.4 56.5 87.2 90.6 12.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
36 38 35 47 45 104 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 801,951
COMMITMENTS
83,507 55,849 135,592 436,158 420,327 655,257 611,768 146,695 190,184
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 9,891)
15,634 -12,897 -4,551 -21,865 21,635 -10,783 4,187 20,674 5,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 7.0 16.9 54.4 52.4 81.7 76.3 18.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
34 28 42 74 88 127 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 120,267
COMMITMENTS
15,301 5,763 21,039 55,198 75,900 91,539 102,702 28,728 17,565
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -2,080)
-5,413 1,625 272 7,195 -2,303 2,054 -406 -4,135 -1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.8 17.5 45.9 63.1 76.1 85.4 23.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 19 34 53 48 107 91
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,627
COMMITMENTS
2,742 1,296 1,343 2,030 3,054 6,115 5,693 1,512 1,934
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -155)
-65 96 -42 -12 -221 -119 -166 -37 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 17.0 17.6 26.6 40.0 80.2 74.6 19.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 11 10 16 15 36 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,442
COMMITMENTS
104,227 101,663 1,131 215,470 159,431 320,828 262,225 51,614 110,217
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,695)
1,277 -11,674 -304 6,669 14,340 7,642 2,362 -3,947 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 27.3 0.3 57.9 42.8 86.1 70.4 13.9 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 23 3 45 43 63 68
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,760,958
COMMITMENTS
433,872 372,085 464,806 1599367 1455327 2498044 2292218 262,914 468,740
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -25,316)
-43,389 -40,596 -5,681 24,673 38,983 -24,398 -7,295 -918 -18,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 13.5 16.8 57.9 52.7 90.5 83.0 9.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
43 72 71 108 133 192 237
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,819,118
COMMITMENTS
162,903 399,701 222,561 1276059 868,953 1661524 1491215 157,595 327,903
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -112,667)
10,791 -37,225 -20,182 -98,946 -46,318 -108,337 -103,725 -4,330 -8,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 22.0 12.2 70.1 47.8 91.3 82.0 8.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
35 49 47 75 92 135 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 605,993
COMMITMENTS
122,527 40,202 251,098 176,525 279,287 550,150 570,587 55,843 35,406
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 9,864)
8,697 -6,985 24,770 -22,602 -9,430 10,865 8,355 -1,002 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 6.6 41.4 29.1 46.1 90.8 94.2 9.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 27 39 49 43 101 89
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,244
COMMITMENTS
8,534 6,300 736 16,544 18,568 25,814 25,604 7,430 7,640
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 408)
-251 562 -18 342 246 72 790 336 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 19.0 2.2 49.8 55.9 77.6 77.0 22.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 12 8 20 12 39 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,300
COMMITMENTS
11,579 39,112 3,263 43,527 15,385 58,369 57,760 10,931 11,540
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,059)
774 2,399 253 4,377 3,842 5,404 6,495 -345 -1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 56.4 4.7 62.8 22.2 84.2 83.3 15.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 32 17 20 17 51 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,335
COMMITMENTS
2,254 4,712 1,273 34,499 31,576 38,026 37,561 309 774
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,831)
291 -899 269 1,460 2,768 2,020 2,138 -189 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 12.3 3.3 90.0 82.4 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 17 5 21 20 31 39
Updated August 19, 2005