WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 229,828
COMMITMENTS
48,071 62,299 9,449 149,324 125,614 206,844 197,362 22,984 32,466
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,892)
845 2,947 -2,466 2,672 1,172 1,051 1,653 -2,943 -3,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.1 4.1 65.0 54.7 90.0 85.9 10.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
64 95 43 39 57 137 165
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 689,252
COMMITMENTS
104,970 85,527 85,074 384,867 333,908 574,911 504,509 114,341 184,743
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -18,243)
-3,722 10,305 -1,253 -5,877 -21,316 -10,852 -12,264 -7,391 -5,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 12.4 12.3 55.8 48.4 83.4 73.2 16.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
123 103 120 166 198 369 371
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 7,313
COMMITMENTS
3,017 308 114 1,805 5,645 4,936 6,067 2,377 1,246
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 128)
154 -415 -32 12 554 134 107 -6 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 4.2 1.6 24.7 77.2 67.5 83.0 32.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 4 4 10 17 24 23
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 290,635
COMMITMENTS
72,412 25,331 21,421 137,615 176,770 231,448 223,522 59,187 67,113
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -26,600)
-8,033 1,479 -5,732 -8,971 -15,105 -22,736 -19,358 -3,864 -7,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 8.7 7.4 47.3 60.8 79.6 76.9 20.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
126 60 87 95 128 268 252
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 162,042
COMMITMENTS
38,369 10,228 20,847 74,546 120,044 133,762 151,119 28,280 10,923
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,471)
-1,998 487 1,430 -3,523 -5,403 -4,091 -3,486 -1,380 -1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 6.3 12.9 46.0 74.1 82.5 93.3 17.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
57 17 34 44 44 121 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 619,184
COMMITMENTS
120,009 106,935 10,485 355,669 337,259 486,163 454,679 133,021 164,505
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -37,993)
-29,413 5,584 -1,079 -10,223 -33,890 -40,715 -29,385 2,722 -8,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 17.3 1.7 57.4 54.5 78.5 73.4 21.5 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 33 23 56 72 100 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 128,648
COMMITMENTS
27,257 2,143 16,969 52,240 93,167 96,466 112,279 32,182 16,369
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -20,293)
-7,416 -834 -5,263 -4,968 -9,736 -17,647 -15,833 -2,646 -4,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.7 13.2 40.6 72.4 75.0 87.3 25.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
47 12 31 52 46 118 83
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 6,676
COMMITMENTS
3,384 1,522 743 1,259 2,566 5,386 4,831 1,290 1,845
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -704)
-301 -35 43 -441 -624 -699 -616 -5 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 22.8 11.1 18.9 38.4 80.7 72.4 19.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 10 9 11 10 33 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 352,512
COMMITMENTS
97,211 95,846 241 210,256 153,765 307,708 249,852 44,804 102,660
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -13,421)
2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639 -11,279 -2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 27.2 0.1 59.6 43.6 87.3 70.9 12.7 29.1
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
FUTURES ONLY 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: 1,792,932
COMMITMENTS
440,752 383,450 88,599 1037736 944,516 1567087 1416565 225,845 376,367
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -110,735)
49,111 -29,095 -36,155 -139,356 -40,421 -126,400 -105,671 15,665 -5,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.4 4.9 57.9 52.7 87.4 79.0 12.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
41 75 42 78 117 146 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 1,139,902
COMMITMENTS
195,498 188,668 11,384 777,884 660,027 984,766 860,079 155,136 279,823
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,844)
-5,811 -5,251 -1,642 46,466 21,382 39,013 14,489 -20,169 4,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 16.6 1.0 68.2 57.9 86.4 75.5 13.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 36 20 62 77 108 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 343,769
COMMITMENTS
68,391 52,716 35,612 185,993 226,341 289,996 314,669 53,773 29,100
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -99,462)
-45,380 -15,067 -16,693 -34,123 -65,434 -96,196 -97,194 -3,266 -2,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 15.3 10.4 54.1 65.8 84.4 91.5 15.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
26 23 27 47 43 86 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 28,220
COMMITMENTS
5,905 5,108 1 15,684 15,974 21,590 21,083 6,630 7,137
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 422)
571 1,489 1 252 -258 824 1,232 -402 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 18.1 0.0 55.6 56.6 76.5 74.7 23.5 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 11 1 19 10 30 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY 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: 44,580
COMMITMENTS
13,237 24,137 460 20,116 9,307 33,813 33,904 10,767 10,676
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,402)
1,336 4,941 -251 7,540 2,883 8,625 7,573 -223 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 54.1 1.0 45.1 20.9 75.8 76.1 24.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
26 21 4 13 12 40 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY 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 TRADERS
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