WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,782
COMMITMENTS
50,777 52,659 38,468 158,237 147,395 247,482 238,523 26,300 35,260
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,266)
1,061 1,685 -143 4,913 5,203 5,831 6,745 -2,565 -3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 19.2 14.1 57.8 53.8 90.4 87.1 9.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
78 93 65 46 61 166 180
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 876,277
COMMITMENTS
108,046 73,368 187,394 433,644 399,632 729,083 660,394 147,194 215,883
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,391)
-6,491 9,717 7,955 -6,130 -15,077 -4,667 2,595 276 -6,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.4 21.4 49.5 45.6 83.2 75.4 16.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
139 102 165 205 229 435 430
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,515
COMMITMENTS
2,957 73 699 2,259 6,352 5,916 7,124 2,600 1,391
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 324)
177 -435 34 69 665 281 264 43 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 0.9 8.2 26.5 74.6 69.5 83.7 30.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 4 6 10 17 25 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,146
COMMITMENTS
73,518 23,681 84,536 160,819 209,065 318,873 317,282 90,273 91,864
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -11,519)
-6,498 4,301 456 -9,418 -10,745 -15,459 -5,988 3,941 -5,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 5.8 20.7 39.3 51.1 77.9 77.5 22.1 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
135 78 140 112 139 321 301
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,110
COMMITMENTS
12,495 3,195 139 0 916 12,634 4,250 4,476 12,860
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,706)
-1,822 916 -125 0 -10 -1,947 781 241 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.0 18.7 0.8 0.0 5.4 73.8 24.8 26.2 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 6 0 3 11 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 180,856
COMMITMENTS
38,467 11,032 31,114 81,642 126,677 151,223 168,823 29,633 12,032
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,909)
-580 1,333 967 -2,869 -4,346 -2,482 -2,047 -1,428 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 6.1 17.2 45.1 70.0 83.6 93.3 16.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
55 22 36 48 50 127 99
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 826,294
COMMITMENTS
108,864 94,259 132,739 434,558 407,050 676,162 634,048 150,132 192,246
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -30,323)
-23,952 4,721 1,232 -10,084 -29,142 -32,803 -23,188 2,480 -7,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 11.4 16.1 52.6 49.3 81.8 76.7 18.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
28 41 36 70 82 122 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,417
COMMITMENTS
28,204 2,117 24,296 56,514 100,199 109,014 126,612 35,403 17,805
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -19,424)
-7,946 -344 -4,703 -4,741 -9,475 -17,390 -14,523 -2,034 -4,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 1.5 16.8 39.1 69.4 75.5 87.7 24.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
44 17 34 55 52 121 93
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,953
COMMITMENTS
3,478 1,507 878 1,259 2,701 5,615 5,085 1,338 1,868
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -718)
-321 -12 49 -441 -659 -713 -621 -6 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 21.7 12.6 18.1 38.8 80.8 73.1 19.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 9 9 11 13 33 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 353,566
COMMITMENTS
97,211 95,846 241 210,256 153,765 307,708 249,852 45,858 103,714
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -12,454)
2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639 -10,312 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 27.1 0.1 59.5 43.5 87.0 70.7 13.0 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 22 2 44 39 62 61
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,469,183
COMMITMENTS
446,270 347,681 402,067 1363903 1289121 2212239 2038868 256,944 430,314
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -102,069)
52,508 -7,681 -48,067 -125,962 -53,867 -121,521 -109,616 19,452 7,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.1 16.3 55.2 52.2 89.6 82.6 10.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
54 73 66 104 134 190 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,417,228
COMMITMENTS
178,128 183,741 167,463 907,396 772,834 1252987 1124038 164,241 293,190
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 66,151)
-9,481 5,619 22,435 71,505 29,618 84,459 57,673 -18,309 8,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 13.0 11.8 64.0 54.5 88.4 79.3 11.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
35 44 43 71 88 130 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 530,203
COMMITMENTS
91,886 72,815 160,336 218,797 262,651 471,019 495,802 59,184 34,401
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -111,071)
-23,743 1,677 -45,081 -37,749 -64,398 -106,574 -107,802 -4,497 -3,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 13.7 30.2 41.3 49.5 88.8 93.5 11.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
31 24 38 54 51 103 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,395
COMMITMENTS
5,928 5,117 447 15,852 16,088 22,227 21,653 7,168 7,743
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 453)
552 1,434 37 243 -234 832 1,237 -379 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 17.4 1.5 53.9 54.7 75.6 73.7 24.4 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 11 7 19 12 35 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,892
COMMITMENTS
12,542 24,838 2,775 23,286 11,176 38,603 38,789 11,289 11,103
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,919)
1,434 5,171 -218 7,909 3,126 9,125 8,079 -206 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 49.8 5.6 46.7 22.4 77.4 77.7 22.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
30 21 17 13 15 48 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,619
COMMITMENTS
3,956 5,708 1,028 32,194 30,025 37,178 36,761 441 858
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 465)
188 279 0 513 475 701 754 -236 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 15.2 2.7 85.6 79.8 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 18 4 18 23 28 42
Updated July 8, 2005