WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,944
COMMITMENTS
43,769 79,216 47,752 182,863 138,045 274,383 265,012 31,561 40,932
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 8,700)
-2,208 -3,386 4,985 736 6,511 3,513 8,110 5,187 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 25.9 15.6 59.8 45.1 89.7 86.6 10.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
83 102 74 50 56 171 202
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 939,963
COMMITMENTS
124,442 116,060 172,966 482,835 436,294 780,242 725,320 159,721 214,644
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,568)
792 23,713 -4,285 -3,173 -2,412 -6,666 17,017 13,234 -10,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.3 18.4 51.4 46.4 83.0 77.2 17.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
158 119 156 248 248 466 466
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,300
COMMITMENTS
2,818 276 625 1,410 4,898 4,853 5,800 2,447 1,500
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -57)
-108 171 15 156 -224 63 -38 -120 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 3.8 8.6 19.3 67.1 66.5 79.5 33.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 5 12 14 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,366
COMMITMENTS
52,288 28,012 75,071 156,159 163,123 283,518 266,206 67,848 85,160
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -2,696)
-6,975 2,847 1,353 2,773 -5,873 -2,849 -1,673 153 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.0 21.4 44.4 46.4 80.7 75.8 19.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
112 106 149 110 126 304 312
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 149,342
COMMITMENTS
17,739 22,123 28,887 80,917 81,971 127,544 132,981 21,798 16,361
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,900)
-2,267 190 -788 -1,319 -3,492 -4,374 -4,090 2,474 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 14.8 19.3 54.2 54.9 85.4 89.0 14.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
30 42 35 51 44 104 105
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,015
COMMITMENTS
103,225 58,734 128,367 430,783 436,361 662,375 623,463 156,640 195,552
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 17,064)
19,718 2,886 -7,225 -5,374 16,035 7,118 11,695 9,945 5,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 7.2 15.7 52.6 53.3 80.9 76.1 19.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
41 24 43 71 84 127 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 123,929
COMMITMENTS
14,953 7,132 21,156 58,911 77,803 95,020 106,091 28,909 17,838
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 3,661)
-349 1,368 117 3,712 1,903 3,481 3,389 180 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 5.8 17.1 47.5 62.8 76.7 85.6 23.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 23 33 52 50 106 96
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,460
COMMITMENTS
2,755 1,296 1,221 1,978 2,890 5,954 5,407 1,506 2,053
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -167)
13 -0 -121 -52 -164 -161 -286 -6 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 17.4 16.4 26.5 38.7 79.8 72.5 20.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
18 8 10 15 15 36 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 374,293
COMMITMENTS
101,792 87,141 2,867 219,775 172,660 324,434 262,668 49,859 111,625
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,851)
-2,435 -14,522 1,736 4,305 13,229 3,606 443 -1,755 1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 23.3 0.8 58.7 46.1 86.7 70.2 13.3 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
16 22 3 48 49 65 73
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,631,849
COMMITMENTS
375,880 362,740 460,171 1552050 1365291 2388101 2188201 243,748 443,647
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -129,109)
-57,991 -9,346 -4,635 -47,317 -90,036 -109,943 -104,016 -19,166 -25,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 13.8 17.5 59.0 51.9 90.7 83.1 9.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
44 75 76 112 137 201 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,711,765
COMMITMENTS
155,560 381,371 195,446 1204071 830,473 1555078 1407291 156,687 304,474
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -107,354)
-7,343 -18,330 -27,115 -71,987 -38,480 -106,445 -83,925 -908 -23,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 22.3 11.4 70.3 48.5 90.8 82.2 9.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 48 45 75 94 133 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 636,891
COMMITMENTS
119,489 40,347 265,416 199,428 302,827 584,332 608,590 52,558 28,301
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 30,898)
-3,038 145 14,318 22,903 23,540 34,183 38,002 -3,285 -7,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.3 41.7 31.3 47.5 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
32 28 42 52 44 106 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,371
COMMITMENTS
7,860 6,021 458 16,480 19,006 24,798 25,484 7,573 6,886
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -873)
-673 -279 -278 -64 438 -1,016 -119 142 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 18.6 1.4 50.9 58.7 76.6 78.7 23.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 14 7 20 13 38 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,169
COMMITMENTS
11,927 36,089 3,056 42,196 17,129 57,178 56,274 11,991 12,895
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -131)
348 -3,022 -207 -1,332 1,744 -1,191 -1,486 1,061 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 52.2 4.4 61.0 24.8 82.7 81.4 17.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 34 15 19 17 51 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,059
COMMITMENTS
2,249 4,789 2,273 37,244 34,247 41,766 41,309 1,293 1,750
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,724)
-5 77 1,000 2,745 2,671 3,740 3,748 984 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.1 5.3 86.5 79.5 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 17 5 21 20 31 39
Updated August 26, 2005