WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 204,294
COMMITMENTS
36,768 77,173 18,962 116,047 80,359 171,777 176,494 32,517 27,800
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,311)
-245 10,747 2,570 6,533 -2,434 8,858 10,883 2,453 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 37.8 9.3 56.8 39.3 84.1 86.4 15.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
91 105 57 50 63 170 207
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,557
COMMITMENTS
80,205 194,209 30,615 420,238 265,788 531,058 490,612 100,499 140,945
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 18,484)
-4,300 42,768 2,067 16,783 -29,019 14,550 15,816 3,934 2,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 30.8 4.8 66.5 42.1 84.1 77.7 15.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
150 185 104 244 227 455 469
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,962
COMMITMENTS
2,671 228 107 1,105 5,158 3,883 5,493 4,079 2,469
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,038)
788 -372 58 -299 586 547 272 491 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 2.9 1.3 13.9 64.8 48.8 69.0 51.2 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
19 3 4 8 14 29 19
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,702
COMMITMENTS
27,455 101,769 16,428 158,347 77,775 202,230 195,972 45,472 51,730
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 14,107)
-1,144 21,632 638 6,881 -10,801 6,375 11,469 7,732 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 41.1 6.6 63.9 31.4 81.6 79.1 18.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
75 164 78 96 114 232 307
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,137
COMMITMENTS
21,012 52,996 17,953 103,101 71,120 142,066 142,069 23,071 23,068
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,179)
275 10,554 1,782 8,149 -2,208 10,206 10,128 1,973 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 32.1 10.9 62.4 43.1 86.0 86.0 14.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
30 51 29 52 40 104 112
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 679,522
COMMITMENTS
189,534 121,738 7,383 367,157 425,643 564,074 554,764 115,448 124,758
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 33,877)
3,246 9,178 1,219 25,715 22,387 30,180 32,784 3,697 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 17.9 1.1 54.0 62.6 83.0 81.6 17.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
50 47 18 69 91 132 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 159,993
COMMITMENTS
7,249 40,001 26,801 99,003 68,625 133,053 135,427 26,940 24,566
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,802)
-6,841 13,196 2,338 14,991 -6,586 10,488 8,948 314 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 25.0 16.8 61.9 42.9 83.2 84.6 16.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
22 52 47 54 47 113 129
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,143
COMMITMENTS
1,631 1,553 89 1,105 1,162 2,825 2,804 1,318 1,339
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 109)
4 41 42 132 48 178 131 -69 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 37.5 2.1 26.7 28.0 68.2 67.7 31.8 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 10 3 8 7 21 17
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 295,603
COMMITMENTS
79,632 88,714 1,074 185,839 148,334 266,545 238,122 29,058 57,481
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,430)
6,453 1,063 700 12,531 17,710 19,684 19,473 3,746 3,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 30.0 0.4 62.9 50.2 90.2 80.6 9.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
26 56 3 49 70 77 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,668,148
COMMITMENTS
414,968 381,422 28,892 1053201 930,769 1497061 1341083 171,087 327,065
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -15,543)
12,005 -26,678 1,771 -25,314 14,671 -11,538 -10,236 -4,005 -5,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 22.9 1.7 63.1 55.8 89.7 80.4 10.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
59 114 41 105 177 189 308
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,167,979
COMMITMENTS
328,104 221,977 12,221 756,772 768,889 1097097 1003087 70,882 164,892
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,502)
9,982 -16,671 766 -4,637 22,368 6,111 6,463 -4,609 -4,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 19.0 1.0 64.8 65.8 93.9 85.9 6.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
56 88 22 78 134 144 235
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 371,356
COMMITMENTS
128,677 42,070 50,781 173,745 263,801 353,203 356,652 18,153 14,704
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 18,365)
9,089 -730 8,755 3,758 13,797 21,602 21,822 -3,237 -3,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 11.3 13.7 46.8 71.0 95.1 96.0 4.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 20 27 53 56 103 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,582
COMMITMENTS
14,891 8,689 69 25,371 32,236 40,331 40,994 6,251 5,588
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,085)
-2,278 -918 -34 117 -332 -2,195 -1,284 1,110 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 18.7 0.1 54.5 69.2 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 18 2 26 12 60 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,142
COMMITMENTS
13,434 21,137 181 37,817 28,989 51,432 50,307 7,710 8,835
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,430)
2,400 3,170 -83 2,255 419 4,572 3,506 -1,142 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 35.7 0.3 63.9 49.0 87.0 85.1 13.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 28 1 24 16 52 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,897
COMMITMENTS
1,892 10,337 1,014 36,780 27,239 39,686 38,590 211 1,307
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,022)
196 3,942 8 3,937 153 4,141 4,103 -119 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 25.9 2.5 92.2 68.3 99.5 96.7 0.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 22 3 17 16 24 38
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,463
COMMITMENTS
0 1,747 0 13,451 11,252 13,451 12,999 12 464
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 197)
0 193 0 197 0 197 193 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.0 0.0 99.9 83.6 99.9 96.6 0.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 8 10 8 17
Updated January 21, 2005