WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 220,792
COMMITMENTS
39,805 55,022 23,481 122,171 105,283 185,457 183,786 35,335 37,006
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -10,059)
6,523 -12,411 -6,125 -9,356 7,228 -8,958 -11,308 -1,101 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 24.9 10.6 55.3 47.7 84.0 83.2 16.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
69 83 63 44 50 157 160
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 644,026
COMMITMENTS
93,992 139,378 36,676 377,930 279,496 508,598 455,550 135,428 188,476
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -27,774)
13,102 -26,167 -21,205 -14,567 17,024 -22,670 -30,348 -5,104 2,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 21.6 5.7 58.7 43.4 79.0 70.7 21.0 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
114 102 91 158 149 318 318
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,050
COMMITMENTS
2,232 585 22 2,080 5,704 4,334 6,311 3,716 1,739
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -615)
-384 203 -116 49 -415 -451 -328 -164 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 7.3 0.3 25.8 70.9 53.8 78.4 46.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 4 3 8 16 22 22
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 265,774
COMMITMENTS
38,055 67,274 21,893 153,463 101,083 213,411 190,250 52,363 75,524
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,398)
1,226 -19,111 320 1,826 11,718 3,372 -7,073 26 10,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 25.3 8.2 57.7 38.0 80.3 71.6 19.7 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
65 117 87 70 86 205 241
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 166,079
COMMITMENTS
21,219 37,422 23,495 93,907 82,550 138,621 143,467 27,458 22,612
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -9,178)
148 -15,831 1,393 -12,785 6,166 -11,244 -8,272 2,066 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 22.5 14.1 56.5 49.7 83.5 86.4 16.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
33 44 35 51 48 107 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 781,552
COMMITMENTS
135,263 127,625 42,614 451,160 430,408 629,037 600,647 152,515 180,905
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -19,124)
-36,124 -5,243 5,509 19,888 -25,485 -10,727 -25,219 -8,397 6,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 16.3 5.5 57.7 55.1 80.5 76.9 19.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
44 30 26 57 78 112 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 163,367
COMMITMENTS
25,432 25,075 30,991 75,509 80,505 131,932 136,571 31,435 26,796
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,366)
12,017 -12,953 224 -12,414 16,425 -173 3,696 1,539 -2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 15.3 19.0 46.2 49.3 80.8 83.6 19.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
34 43 52 51 52 128 128
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,676
COMMITMENTS
1,860 2,392 281 1,848 1,359 3,989 4,032 1,687 1,644
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 180)
45 312 -113 130 -68 62 131 118 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 42.1 5.0 32.6 23.9 70.3 71.0 29.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 15 4 10 7 24 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 379,969
COMMITMENTS
101,226 91,348 13,167 202,456 157,658 316,849 262,173 63,120 117,796
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 30,147)
-5,782 10,802 7,076 17,034 -4,193 18,328 13,685 11,819 16,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 24.0 3.5 53.3 41.5 83.4 69.0 16.6 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
18 34 5 47 53 65 92
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,036,556
COMMITMENTS
445,415 358,495 170,482 1110416 953,489 1726313 1482466 310,243 554,090
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 171,127)
122,511 81,383 28,022 7,969 6,218 158,502 115,623 12,625 55,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 17.6 8.4 54.5 46.8 84.8 72.8 15.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
46 66 37 81 121 148 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,288,620
COMMITMENTS
200,374 185,674 53,283 886,088 700,668 1139745 939,625 148,875 348,995
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 90,467)
-53,978 27,652 18,666 130,154 -6,994 94,842 39,324 -4,375 51,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 14.4 4.1 68.8 54.4 88.4 72.9 11.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
25 52 17 61 89 97 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 442,360
COMMITMENTS
147,815 35,222 38,887 172,188 340,271 358,890 414,380 83,470 27,980
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,793)
-36,988 -5,417 -411 -1,109 16,492 -38,508 10,664 52,301 3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 8.0 8.8 38.9 76.9 81.1 93.7 18.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 7 27 52 47 95 78
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,043
COMMITMENTS
14,011 3,130 35 21,264 38,314 35,310 41,479 13,733 7,564
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 191)
-104 -212 -66 -246 287 -416 9 607 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 6.4 0.1 43.4 78.1 72.0 84.6 28.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 12 1 19 12 43 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,036
COMMITMENTS
8,389 26,003 1,161 53,427 22,313 62,977 49,477 9,059 22,559
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 161)
-1,535 -475 321 1,157 -696 -57 -850 218 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 36.1 1.6 74.2 31.0 87.4 68.7 12.6 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 24 5 20 11 37 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,209
COMMITMENTS
6,533 6,275 1,517 28,529 27,169 36,579 34,961 630 2,248
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -530)
-1,325 -550 0 525 -151 -800 -701 270 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 16.9 4.1 76.7 73.0 98.3 94.0 1.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 23 4 19 19 27 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,687
COMMITMENTS
5,656 2,745 0 8,468 11,384 14,124 14,129 563 558
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 696)
-243 797 0 838 323 595 1,120 101 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 18.7 0.0 57.7 77.5 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 9 0 7 11 8 20
Updated February 25, 2005