WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,660
COMMITMENTS
47,721 64,198 18,362 155,211 125,382 221,294 207,942 22,366 35,718
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 14,230)
2,419 -2,436 8,302 2,359 7,296 13,080 13,162 1,150 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 26.3 7.5 63.7 51.5 90.8 85.3 9.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
59 101 53 40 53 141 176
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 724,681
COMMITMENTS
150,084 74,725 63,148 389,188 399,305 602,420 537,178 122,261 187,503
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 38,245)
39,743 -3,776 -9,705 -3,266 49,042 26,772 35,561 11,473 2,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.3 8.7 53.7 55.1 83.1 74.1 16.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
148 105 119 183 236 398 411
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,995
COMMITMENTS
3,572 374 24 1,832 6,072 5,428 6,470 2,567 1,525
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 434)
472 11 -87 -94 299 291 223 143 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 4.7 0.3 22.9 75.9 67.9 80.9 32.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 2 10 15 23 20
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 277,449
COMMITMENTS
65,890 25,523 17,367 134,892 169,448 218,149 212,338 59,300 65,111
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,108)
-3,059 -488 2,491 -437 -377 -1,005 1,626 2,113 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 9.2 6.3 48.6 61.1 78.6 76.5 21.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
123 70 68 108 130 267 237
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,187
COMMITMENTS
13,059 4,696 1,340 0 768 14,399 6,804 4,788 12,383
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,978)
568 1,187 1,121 0 -172 1,689 2,136 289 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 24.5 7.0 0.0 4.0 75.0 35.5 25.0 64.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 10 0 3 14 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 146,273
COMMITMENTS
39,689 9,854 16,081 62,038 106,896 117,808 132,831 28,465 13,442
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4,950)
2,772 1,221 -914 -3,609 -5,068 -1,751 -4,761 -3,199 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 6.7 11.0 42.4 73.1 80.5 90.8 19.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
58 20 27 40 37 113 76
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 572,767
COMMITMENTS
95,418 78,673 11,647 357,376 321,947 464,441 412,267 108,326 160,500
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -12,079)
-6,021 -17,622 1,264 6,902 3,169 2,145 -13,189 -14,224 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.7 2.0 62.4 56.2 81.1 72.0 18.9 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
30 27 22 57 70 96 110
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 123,838
COMMITMENTS
26,227 1,408 15,375 48,753 90,312 90,355 107,095 33,483 16,743
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,365)
556 -1,363 1,071 -1,877 506 -250 214 1,615 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.1 12.4 39.4 72.9 73.0 86.5 27.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
46 7 28 54 50 113 82
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,234
COMMITMENTS
2,936 1,422 1,083 1,812 2,861 5,831 5,366 1,403 1,868
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 334)
-106 -67 121 216 281 231 335 103 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 19.7 15.0 25.0 39.5 80.6 74.2 19.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 10 8 11 11 33 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,566
COMMITMENTS
102,187 108,455 122 210,383 150,329 312,692 258,906 54,874 108,660
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,867)
4,489 34 31 -11,936 -4,120 -7,416 -4,055 4,549 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 29.5 0.0 57.2 40.9 85.1 70.4 14.9 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 27 2 45 42 60 69
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,853,596
COMMITMENTS
397,869 396,940 115,275 1146629 983,310 1659773 1495525 193,823 358,071
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 30,185)
-23,491 -13,706 36,107 39,697 30,223 52,313 52,624 -22,128 -22,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 21.4 6.2 61.9 53.0 89.5 80.7 10.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
45 69 44 85 114 156 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,242,754
COMMITMENTS
185,738 278,257 12,827 887,925 661,334 1086490 952,418 156,264 290,336
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 61,703)
26,884 43,202 436 43,767 -1,657 71,087 41,981 -9,384 19,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 22.4 1.0 71.4 53.2 87.4 76.6 12.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
41 34 14 65 78 111 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 399,900
COMMITMENTS
86,615 56,432 37,299 209,496 267,931 333,410 361,662 66,490 38,238
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 44,711)
13,086 6,037 5,599 20,531 22,658 39,216 34,294 5,495 10,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 14.1 9.3 52.4 67.0 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 27 26 51 44 95 81
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,218
COMMITMENTS
6,802 4,719 1 15,431 16,830 22,234 21,550 5,984 6,668
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -800)
-43 -41 0 -120 -313 -163 -354 -637 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 16.7 0.0 54.7 59.6 78.8 76.4 21.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 8 1 18 10 32 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,828
COMMITMENTS
8,566 25,119 527 29,790 13,507 38,883 39,153 10,945 10,675
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,285)
-1,038 707 -57 1,124 611 29 1,261 1,256 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 50.4 1.1 59.8 27.1 78.0 78.6 22.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 28 4 15 13 33 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,110
COMMITMENTS
3,754 5,348 1,023 32,031 29,839 36,808 36,210 302 900
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -482)
-212 -473 0 -193 -116 -405 -589 -77 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.4 2.8 86.3 80.4 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 17 4 18 22 28 40
Updated July 22, 2005