WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,505
COMMITMENTS
44,116 72,698 46,081 175,578 132,987 265,776 251,765 26,729 40,739
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,343)
-1,769 11,817 -4,248 6,891 -6,630 874 939 -6,217 -6,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 24.9 15.8 60.0 45.5 90.9 86.1 9.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
74 107 75 47 57 164 202
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 929,520
COMMITMENTS
134,343 59,825 184,749 456,929 467,049 776,021 711,623 153,499 217,898
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -4,291)
-16,464 7,721 1,509 15,903 -17,036 948 -7,805 -5,238 3,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.4 19.9 49.2 50.2 83.5 76.6 16.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
166 86 168 248 266 482 471
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,880
COMMITMENTS
3,222 100 672 1,981 6,428 5,874 7,199 3,006 1,681
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -151)
4 24 -201 -135 39 -332 -139 181 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 1.1 7.6 22.3 72.4 66.2 81.1 33.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 3 5 11 16 27 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 348,206
COMMITMENTS
61,210 20,885 68,189 146,248 175,311 275,647 264,384 72,560 83,822
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -20,539)
-10,134 1,397 -3,420 -1,511 -19,219 -15,066 -21,243 -5,474 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.0 19.6 42.0 50.3 79.2 75.9 20.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
127 82 136 110 136 303 295
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 142,985
COMMITMENTS
25,184 16,953 24,086 71,587 86,199 120,856 127,238 22,129 15,747
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -11,459)
-8,129 4,742 -3,560 4,950 -15,416 -6,740 -14,234 -4,720 2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 11.9 16.8 50.1 60.3 84.5 89.0 15.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
37 31 28 43 41 99 88
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 792,060
COMMITMENTS
67,873 68,745 140,144 458,023 398,692 666,040 607,581 126,021 184,479
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 36,100)
137 -6,506 16,310 17,198 24,438 33,646 34,242 2,454 1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.7 17.7 57.8 50.3 84.1 76.7 15.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
35 29 45 74 86 126 143
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 122,347
COMMITMENTS
20,714 4,138 20,767 48,003 78,203 89,485 103,109 32,863 19,239
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,430)
-2,864 2,115 -3,505 1,698 -7,331 -4,671 -8,721 -759 3,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 3.4 17.0 39.2 63.9 73.1 84.3 26.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
43 14 32 52 47 113 82
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,782
COMMITMENTS
2,806 1,200 1,384 2,043 3,274 6,233 5,859 1,549 1,923
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -381)
-145 -77 -249 -97 -56 -491 -381 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 15.4 17.8 26.2 42.1 80.1 75.3 19.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 6 11 12 16 33 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 368,746
COMMITMENTS
102,950 113,337 1,435 208,801 145,091 313,186 259,863 55,560 108,883
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 7,875)
-2,945 624 -704 9,609 6,283 5,960 6,203 1,915 1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 30.7 0.4 56.6 39.3 84.9 70.5 15.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 26 4 44 40 62 69
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,786,273
COMMITMENTS
477,261 412,681 470,487 1574694 1416344 2522442 2299512 263,831 486,761
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 47,176)
25,638 44,363 3,890 5,899 20,232 35,428 68,485 11,748 -21,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 14.8 16.9 56.5 50.8 90.5 82.5 9.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
53 63 70 104 137 188 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,931,785
COMMITMENTS
152,113 436,926 242,743 1375005 915,272 1769860 1594940 161,925 336,845
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 96,986)
-27,313 31,015 18,285 97,331 39,799 88,303 89,098 8,683 7,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 22.6 12.6 71.2 47.4 91.6 82.6 8.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
28 56 46 82 97 141 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 596,129
COMMITMENTS
113,830 47,187 226,328 199,127 288,717 539,285 562,232 56,845 33,897
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 13,993)
3,405 -4,744 21,125 -11,777 1,052 12,753 17,433 1,241 -3,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.9 38.0 33.4 48.4 90.5 94.3 9.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 23 40 46 45 98 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,836
COMMITMENTS
8,784 5,738 754 16,203 18,322 25,741 24,814 7,095 8,022
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 95)
511 -27 39 -5 -37 544 -25 -449 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 17.5 2.3 49.3 55.8 78.4 75.6 21.6 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 11 8 19 12 38 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,241
COMMITMENTS
10,805 36,712 3,010 39,150 11,543 52,965 51,265 11,276 12,976
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,752)
-1,701 6,201 74 7,736 -2,441 6,109 3,834 -1,356 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 57.1 4.7 60.9 18.0 82.4 79.8 17.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 30 16 18 15 47 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,504
COMMITMENTS
1,963 5,611 1,004 33,039 28,808 36,006 35,423 498 1,081
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 245)
-90 565 0 172 -518 82 47 163 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 15.4 2.8 90.5 78.9 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 18 4 21 19 30 38
Updated August 12, 2005