WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 254,388
COMMITMENTS
46,038 88,282 16,018 169,155 112,879 231,211 217,179 23,177 37,209
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,459)
3,593 9,221 -3,931 4,412 -1,289 4,074 4,001 -615 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 34.7 6.3 66.5 44.4 90.9 85.4 9.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
64 100 47 41 50 137 174
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 728,262
COMMITMENTS
120,555 113,134 59,785 427,089 374,213 607,429 547,132 120,833 181,130
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -4,906)
-5,145 33,586 -14,578 21,225 -26,120 1,502 -7,112 -6,408 2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 15.5 8.2 58.6 51.4 83.4 75.1 16.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
122 126 104 211 228 398 409
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,182
COMMITMENTS
3,002 297 24 722 4,566 3,748 4,887 2,434 1,295
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -1,405)
-288 -59 1 -722 -1,196 -1,009 -1,254 -396 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 4.8 0.4 11.7 73.9 60.6 79.1 39.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 4 3 9 13 23 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 258,024
COMMITMENTS
65,536 27,383 19,422 124,827 146,454 209,785 193,259 48,239 64,765
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,505)
3,686 3,091 1,675 192 -4,706 5,553 60 -4,048 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 10.6 7.5 48.4 56.8 81.3 74.9 18.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
104 70 75 89 118 235 238
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 132,465
COMMITMENTS
26,211 21,540 16,015 71,510 81,523 113,736 119,078 18,729 13,387
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 6,734)
-3,292 4,932 3,844 8,866 -956 9,418 7,820 -2,684 -1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 16.3 12.1 54.0 61.5 85.9 89.9 14.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 34 29 45 38 99 94
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,441
COMMITMENTS
88,547 70,990 11,321 366,629 350,435 466,497 432,746 129,944 163,695
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 21,752)
10,311 -14,996 3,218 -16,882 27,573 -3,353 15,795 25,105 5,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 11.9 1.9 61.5 58.8 78.2 72.6 21.8 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
26 29 21 66 80 100 123
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 105,339
COMMITMENTS
15,383 5,985 13,929 49,369 70,186 78,681 90,100 26,658 15,239
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -3,170)
-5,356 1,445 56 5,957 -2,631 657 -1,130 -3,827 -2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 5.7 13.2 46.9 66.6 74.7 85.5 25.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
37 17 28 48 44 98 82
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,018
COMMITMENTS
2,715 1,334 998 1,906 2,821 5,619 5,153 1,399 1,865
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -142)
-4 79 -38 -84 -215 -126 -174 -16 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 19.0 14.2 27.2 40.2 80.1 73.4 19.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 12 9 13 12 33 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,247
COMMITMENTS
104,227 101,663 1,131 215,470 159,431 320,828 262,225 51,419 110,022
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,761)
1,277 -11,674 -304 6,669 14,340 7,642 2,362 -3,881 1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 27.3 0.3 57.9 42.8 86.2 70.4 13.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 23 3 45 43 63 68
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,081,007
COMMITMENTS
487,471 389,062 143,145 1216569 1125995 1847185 1658202 233,822 422,805
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 63,399)
-29,079 -51,507 35,852 40,704 72,353 47,477 56,698 15,922 6,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 18.7 6.9 58.5 54.1 88.8 79.7 11.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
53 58 45 84 114 159 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,484,748
COMMITMENTS
204,179 406,133 43,895 1099463 727,785 1347537 1177813 137,211 306,935
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -36,982)
17,287 -34,157 17,314 -72,053 -17,203 -37,452 -34,046 470 -2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 27.4 3.0 74.1 49.0 90.8 79.3 9.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 40 24 64 84 111 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 380,274
COMMITMENTS
135,865 43,255 51,616 142,445 253,649 329,926 348,520 50,348 31,754
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 184)
15,624 -6,613 6,720 -20,634 -1,974 1,710 -1,867 -1,526 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 11.4 13.6 37.5 66.7 86.8 91.6 13.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
29 25 29 46 38 90 77
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,470
COMMITMENTS
8,526 6,217 6 16,269 18,268 24,801 24,491 6,669 6,979
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 560)
-206 624 4 370 270 168 898 392 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 19.8 0.0 51.7 58.0 78.8 77.8 21.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 12 2 20 11 36 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,998
COMMITMENTS
12,144 38,507 483 40,976 13,879 53,603 52,869 10,395 11,129
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,876)
904 2,399 81 4,377 3,694 5,362 6,174 -486 -1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 60.2 0.8 64.0 21.7 83.8 82.6 16.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 29 5 20 14 44 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,335
COMMITMENTS
2,254 4,712 1,273 34,499 31,576 38,026 37,561 309 774
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,831)
291 -899 269 1,460 2,768 2,020 2,138 -189 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 12.3 3.3 90.0 82.4 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 17 5 21 20 31 39
Updated August 19, 2005