WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,143
COMMITMENTS
44,865 69,879 21,181 160,440 120,904 226,486 211,964 22,657 37,179
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 5,483)
-2,856 5,681 2,819 5,229 -4,478 5,192 4,022 291 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 28.0 8.5 64.4 48.5 90.9 85.1 9.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 101 52 39 48 133 172
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 739,841
COMMITMENTS
140,675 74,985 72,707 402,408 414,450 615,790 562,142 124,051 177,699
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 15,160)
-9,409 260 9,559 13,220 15,145 13,370 24,964 1,790 -9,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 10.1 9.8 54.4 56.0 83.2 76.0 16.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
136 105 128 193 234 413 412
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,909
COMMITMENTS
3,728 345 29 1,724 6,040 5,481 6,414 2,428 1,495
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -86)
156 -29 5 -108 -32 53 -56 -139 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.1 4.4 0.4 21.8 76.4 69.3 81.1 30.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 3 3 9 14 24 18
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,064
COMMITMENTS
69,015 27,235 15,093 132,023 164,466 216,131 206,794 56,933 66,270
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,385)
3,125 1,712 -2,274 -2,869 -4,982 -2,018 -5,544 -2,367 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 10.0 5.5 48.3 60.2 79.2 75.7 20.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
113 69 64 103 127 260 228
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 137,074
COMMITMENTS
36,774 9,570 14,602 58,882 99,638 110,258 123,810 26,816 13,264
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9,199)
-2,915 -284 -1,479 -3,156 -7,258 -7,550 -9,021 -1,649 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 7.0 10.7 43.0 72.7 80.4 90.3 19.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
52 18 26 40 36 108 75
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 556,072
COMMITMENTS
88,269 72,330 7,037 347,871 320,745 443,177 400,112 112,895 155,960
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -16,695)
-7,149 -6,343 -4,610 -9,505 -1,202 -21,264 -12,155 4,569 -4,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 13.0 1.3 62.6 57.7 79.7 72.0 20.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 27 23 59 72 98 112
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 118,402
COMMITMENTS
25,096 1,212 15,060 46,042 87,110 86,198 103,382 32,204 15,020
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,436)
-1,131 -196 -315 -2,711 -3,202 -4,157 -3,713 -1,279 -1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.0 12.7 38.9 73.6 72.8 87.3 27.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
49 6 31 54 49 115 83
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,505
COMMITMENTS
3,070 1,282 1,085 1,964 3,173 6,119 5,540 1,386 1,965
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 271)
134 -140 2 152 312 288 174 -17 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 17.1 14.5 26.2 42.3 81.5 73.8 18.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 9 10 12 10 36 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,119
COMMITMENTS
103,350 105,406 1,917 200,517 144,855 305,784 252,178 54,335 107,941
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,447)
1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728 -539 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 29.3 0.5 55.7 40.2 84.9 70.0 15.1 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 29 3 44 41 59 71
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,909,812
COMMITMENTS
408,461 385,051 129,912 1162042 996,543 1700415 1511506 209,397 398,306
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 56,216)
10,592 -11,889 14,637 15,413 13,233 40,642 15,981 15,574 40,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 20.2 6.8 60.8 52.2 89.0 79.1 11.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
46 64 44 76 116 146 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,922
COMMITMENTS
193,718 350,702 21,453 985,050 671,410 1200221 1043565 131,701 288,357
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 89,168)
7,980 72,445 8,626 97,125 10,076 113,731 91,147 -24,563 -1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 26.3 1.6 74.0 50.4 90.1 78.4 9.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
36 39 16 67 75 109 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 432,895
COMMITMENTS
110,401 54,997 45,602 219,232 297,332 375,235 397,931 57,660 34,964
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 32,995)
23,786 -1,435 8,303 9,736 29,401 41,825 36,269 -8,830 -3,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 12.7 10.5 50.6 68.7 86.7 91.9 13.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
31 25 32 52 42 100 82
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,956
COMMITMENTS
7,903 5,125 1 15,353 17,490 23,257 22,616 6,699 7,340
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,738)
1,101 406 0 -78 660 1,023 1,066 715 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 17.1 0.0 51.3 58.4 77.6 75.5 22.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 9 1 18 11 34 20
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,853
COMMITMENTS
10,546 27,421 658 29,317 13,367 40,521 41,446 12,332 11,407
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,025)
1,980 2,302 131 -473 -140 1,638 2,293 1,387 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 51.9 1.2 55.5 25.3 76.7 78.4 23.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 26 5 16 16 36 45
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,324
COMMITMENTS
3,770 5,424 1,019 32,237 29,968 37,026 36,411 298 913
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 214)
16 76 -4 206 129 218 201 -4 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.5 2.7 86.4 80.3 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 4 20 18 30 36
Updated July 29, 2005