WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,865
COMMITMENTS
43,129 88,326 40,620 184,535 129,620 268,284 258,565 25,581 35,299
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,415)
2,540 5,854 1,314 1,099 97 4,953 7,265 462 -1,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 30.1 13.8 62.8 44.1 91.3 88.0 8.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
71 120 75 50 57 169 213
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 881,842
COMMITMENTS
133,788 132,601 140,689 462,398 399,324 736,875 672,614 144,968 209,228
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,775)
10,301 4,663 -3,435 -9,013 -2,666 -2,147 -1,438 -1,629 -2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.0 16.0 52.4 45.3 83.6 76.3 16.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
151 131 156 212 234 442 454
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,980
COMMITMENTS
2,309 525 577 1,889 4,040 4,776 5,143 2,204 1,838
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -246)
-107 28 9 -25 -366 -123 -329 -123 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 7.5 8.3 27.1 57.9 68.4 73.7 31.6 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 7 6 10 15 25 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,423
COMMITMENTS
52,364 33,427 63,414 148,374 146,571 264,152 243,411 66,271 87,011
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,912)
3,109 4,432 4,186 -1,840 -2,964 5,455 5,654 2,458 2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.1 19.2 44.9 44.4 79.9 73.7 20.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
97 108 130 105 126 279 297
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,253
COMMITMENTS
20,155 24,319 23,348 85,733 85,069 129,236 132,737 22,017 18,516
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,923)
872 2,323 -1,205 -13 -1,562 -346 -444 4,269 4,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.1 15.4 56.7 56.2 85.4 87.8 14.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 45 35 49 44 102 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,336
COMMITMENTS
95,587 60,552 114,519 473,787 463,784 683,893 638,855 144,443 189,481
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 50,124)
7,746 5,913 1,260 18,397 1,985 27,403 9,157 22,721 40,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.3 13.8 57.2 56.0 82.6 77.1 17.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 34 48 78 85 137 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,808
COMMITMENTS
16,560 9,136 21,897 63,237 76,800 101,694 107,833 26,114 19,975
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,280)
2,135 1,356 1,178 -787 -1,009 2,526 1,525 -246 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.1 17.1 49.5 60.1 79.6 84.4 20.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
33 32 39 49 48 106 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,107
COMMITMENTS
2,787 1,333 1,115 1,982 3,015 5,884 5,464 1,223 1,643
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -472)
-40 -83 -210 -101 -165 -350 -458 -121 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 18.8 15.7 27.9 42.4 82.8 76.9 17.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 10 11 14 17 36 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,109
COMMITMENTS
111,010 82,029 6,931 211,423 190,998 329,364 279,958 58,745 108,151
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,364)
1,980 -5,140 -3,422 7,617 22,112 6,175 13,550 6,189 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 21.1 1.8 54.5 49.2 84.9 72.1 15.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
13 25 6 44 47 61 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,351,871
COMMITMENTS
345,553 380,526 342,247 1391181 1175813 2078980 1898585 272,891 453,286
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 65,031)
36,683 34,695 -23,385 34,960 -21,378 48,259 -10,068 16,772 75,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 16.2 14.6 59.2 50.0 88.4 80.7 11.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
54 70 71 103 121 195 226
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,520,448
COMMITMENTS
148,243 330,548 144,377 1026646 778,794 1319266 1253719 201,182 266,729
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -33,141)
12,018 -26,839 6,221 -93,914 4,416 -75,674 -16,201 42,533 -16,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 21.7 9.5 67.5 51.2 86.8 82.5 13.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 47 40 74 82 128 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 736,574
COMMITMENTS
159,183 46,379 322,351 202,654 321,781 684,188 690,511 52,386 46,064
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 43,457)
23,040 1,530 35,804 -13,780 -8,399 45,064 28,935 -1,607 14,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 6.3 43.8 27.5 43.7 92.9 93.7 7.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
22 32 40 50 49 100 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,233
COMMITMENTS
7,601 5,213 533 18,861 21,746 26,995 27,493 8,238 7,740
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,645)
752 -991 105 2,991 3,610 3,847 2,724 -203 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.8 1.5 53.5 61.7 76.6 78.0 23.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 10 7 22 15 37 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,319
COMMITMENTS
14,635 34,823 4,452 46,710 19,934 65,797 59,209 11,522 18,111
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,792)
2,671 -80 814 -2,877 -704 608 30 3,184 3,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 45.0 5.8 60.4 25.8 85.1 76.6 14.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 33 15 19 16 50 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,441
COMMITMENTS
2,430 4,434 4,443 32,260 29,663 39,133 38,540 1,308 1,901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,167)
-696 -84 2,600 -4,000 -4,711 -2,096 -2,195 -71 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.0 11.0 79.8 73.3 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 19 20 29 38
Updated September 9, 2005