WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 291,300
COMMITMENTS
50,976 54,415 50,135 164,585 147,750 265,695 252,299 25,605 39,001
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 18,343)
3,233 -1,876 10,696 2,930 8,062 16,858 16,882 1,485 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 18.7 17.2 56.5 50.7 91.2 86.6 8.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
81 92 80 44 60 171 195
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 952,406
COMMITMENTS
157,098 54,351 190,453 445,171 483,438 792,723 728,243 159,683 224,163
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 79,452)
42,184 -10,046 15,450 4,597 66,944 62,230 72,347 17,223 7,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.7 20.0 46.7 50.8 83.2 76.5 16.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
178 89 173 220 268 470 474
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 9,392
COMMITMENTS
3,494 65 765 2,360 6,867 6,618 7,696 2,774 1,696
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 521)
470 -21 -33 -41 366 395 312 126 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 0.7 8.1 25.1 73.1 70.5 81.9 29.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 2 6 11 16 26 24
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 397,132
COMMITMENTS
64,967 19,394 86,975 159,623 202,420 311,566 308,790 85,566 88,342
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -1,124)
-4,757 -2,386 4,641 415 -1,208 299 1,046 -1,423 -2,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.9 21.9 40.2 51.0 78.5 77.8 21.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
144 73 133 130 142 328 298
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 165,556
COMMITMENTS
36,879 10,593 27,983 70,678 112,263 135,540 150,839 30,015 14,717
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4,341)
723 1,293 503 -2,384 -5,989 -1,157 -4,193 -3,183 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 6.4 16.9 42.7 67.8 81.9 91.1 18.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
56 24 31 44 44 119 87
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 775,378
COMMITMENTS
84,314 68,262 131,067 432,598 386,308 647,979 585,637 127,399 189,740
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -14,693)
-6,996 -15,596 1,576 5,723 -362 303 -14,383 -14,996 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 8.8 16.9 55.8 49.8 83.6 75.5 16.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
29 34 38 74 81 124 132
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 139,522
COMMITMENTS
25,520 1,497 22,960 54,466 96,524 102,946 120,982 36,576 18,540
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 911)
-958 -1,422 1,366 -694 -12 -287 -68 1,198 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 1.1 16.5 39.0 69.2 73.8 86.7 26.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 14 31 58 56 118 92
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 7,601
COMMITMENTS
3,016 1,396 1,268 1,819 3,015 6,102 5,679 1,499 1,922
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 354)
-136 -64 141 223 264 228 340 126 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 18.4 16.7 23.9 39.7 80.3 74.7 19.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 10 9 11 13 33 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 367,680
COMMITMENTS
102,187 108,455 122 210,383 150,329 312,692 258,906 54,988 108,774
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,865)
4,489 34 31 -11,936 -4,120 -7,416 -4,055 4,551 1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 29.5 0.0 57.2 40.9 85.0 70.4 15.0 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
OPTION AND FUTURES COMBINED 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: 2,582,966
COMMITMENTS
387,941 376,685 470,325 1488167 1316937 2346433 2163947 236,533 419,019
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 43,611)
-36,567 -6,998 52,519 39,856 13,108 55,808 58,630 -12,197 -15,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.6 18.2 57.6 51.0 90.8 83.8 9.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
42 81 73 110 140 200 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 1,583,204
COMMITMENTS
165,520 288,363 192,544 1056744 794,646 1414808 1275553 168,396 307,651
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 92,631)
24,661 48,999 12,239 61,623 8,430 98,523 69,668 -5,892 22,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 18.2 12.2 66.7 50.2 89.4 80.6 10.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
36 46 49 79 93 141 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 627,091
COMMITMENTS
105,613 72,380 200,439 249,289 311,184 555,341 584,003 71,750 43,088
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 72,338)
17,355 10,459 22,554 26,853 28,918 66,762 61,930 5,576 10,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 11.5 32.0 39.8 49.6 88.6 93.1 11.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
33 28 43 57 53 112 102
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 29,670
COMMITMENTS
6,850 4,762 545 15,696 17,018 23,091 22,325 6,579 7,345
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -853)
-64 9 -77 -147 -300 -288 -368 -564 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 16.0 1.8 52.9 57.4 77.8 75.2 22.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 9 6 18 11 34 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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: 53,862
COMMITMENTS
8,576 25,017 2,435 31,542 15,004 42,553 42,457 11,309 11,405
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -602)
-437 -56 -870 -446 178 -1,753 -748 1,151 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 46.4 4.5 58.6 27.9 79.0 78.8 21.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 30 13 15 16 39 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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 TRADER
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