WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 192,983
COMMITMENTS
37,013 66,426 16,392 109,514 82,793 162,919 165,611 30,064 27,372
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,018)
-1,048 -10,483 1,103 -1,478 5,927 -1,423 -3,453 -595 1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 34.4 8.5 56.7 42.9 84.4 85.8 15.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
96 91 54 50 64 169 191
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 613,073
COMMITMENTS
84,505 151,441 28,548 403,455 294,807 516,508 474,796 96,565 138,277
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,556)
2,940 -22,559 -320 3,483 24,941 6,103 2,062 2,453 6,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 24.7 4.7 65.8 48.1 84.2 77.4 15.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
167 151 101 248 244 468 455
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,924
COMMITMENTS
1,883 600 49 1,404 4,572 3,336 5,221 3,588 1,703
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 79)
476 -76 23 -454 121 45 68 34 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 8.7 0.7 20.3 66.0 48.2 75.4 51.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 5 2 10 11 27 17
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 233,595
COMMITMENTS
28,599 80,137 15,790 151,466 88,576 195,855 184,503 37,740 49,092
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -79)
-1,536 4,932 -624 4,254 -584 2,094 3,724 -2,173 -3,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 34.3 6.8 64.8 37.9 83.8 79.0 16.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
89 134 80 97 115 242 282
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 152,958
COMMITMENTS
20,737 42,442 16,171 94,952 73,328 131,860 131,941 21,098 21,017
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,919)
1,124 3,632 -1,065 5,601 2,876 5,660 5,443 259 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 27.7 10.6 62.1 47.9 86.2 86.3 13.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
38 37 28 51 43 100 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 645,645
COMMITMENTS
186,288 112,560 6,164 341,442 403,256 533,894 521,980 111,751 123,665
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 39,915)
9,629 1,924 1,821 18,288 31,315 29,738 35,060 10,177 4,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 17.4 1.0 52.9 62.5 82.7 80.8 17.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
44 44 15 59 82 115 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 149,191
COMMITMENTS
14,090 26,805 24,463 84,012 75,211 122,565 126,479 26,626 22,712
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,893)
5,699 -6,512 -1,714 -9,533 7,119 -5,548 -1,107 2,655 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 18.0 16.4 56.3 50.4 82.2 84.8 17.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
30 49 46 51 50 119 124
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,034
COMMITMENTS
1,627 1,512 47 973 1,114 2,647 2,673 1,387 1,361
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -386)
95 37 -104 -130 -345 -139 -412 -247 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 37.5 1.2 24.1 27.6 65.6 66.3 34.4 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 10 3 6 7 19 17
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 272,173
COMMITMENTS
73,179 87,651 374 173,308 130,624 246,861 218,649 25,312 53,524
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,739)
5,376 3,308 -151 16,639 12,873 21,864 16,030 -2,125 3,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 32.2 0.1 63.7 48.0 90.7 80.3 9.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
22 57 2 48 67 71 125
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,683,691
COMMITMENTS
402,963 408,100 27,121 1078515 916,098 1508599 1351319 175,092 332,372
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,213)
-467 36,655 -9,777 -301 -24,520 -10,545 2,358 17,758 4,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 24.2 1.6 64.1 54.4 89.6 80.3 10.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
54 112 35 106 177 180 304
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,166,477
COMMITMENTS
318,122 238,648 11,455 761,409 746,521 1090986 996,624 75,491 169,853
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,475)
-1,701 -10,007 1,425 41,531 31,161 41,255 22,579 -21,780 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 20.5 1.0 65.3 64.0 93.5 85.4 6.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
53 89 25 79 128 146 229
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 352,991
COMMITMENTS
119,588 42,800 42,026 169,987 250,004 331,601 334,830 21,390 18,161
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 14,040)
740 5,060 5,453 11,264 -88 17,457 10,425 -3,417 3,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 12.1 11.9 48.2 70.8 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
37 21 25 54 58 103 93
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,667
COMMITMENTS
17,169 9,607 103 25,254 32,568 42,526 42,278 5,141 5,389
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,913)
-2,494 586 56 550 -348 -1,888 294 -25 -2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 20.2 0.2 53.0 68.3 89.2 88.7 10.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
35 23 3 27 12 65 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 55,712
COMMITMENTS
11,034 17,967 264 35,562 28,570 46,860 46,801 8,852 8,911
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,610)
2,367 4,086 67 8,806 5,300 11,240 9,453 -2,630 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 32.2 0.5 63.8 51.3 84.1 84.0 15.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 24 2 22 16 51 41
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,875
COMMITMENTS
1,696 6,395 1,006 32,843 27,086 35,545 34,487 330 1,388
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -380)
148 -69 0 -520 -331 -372 -400 -8 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 17.8 2.8 91.5 75.5 99.1 96.1 0.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,266
COMMITMENTS
0 1,554 0 13,254 11,252 13,254 12,806 12 460
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -333)
-500 -135 0 176 -190 -324 -325 -9 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.7 0.0 99.9 84.8 99.9 96.5 0.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 8 10 8 17
Updated January 11, 2005