WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 215,153
COMMITMENTS
59,420 44,777 15,417 110,609 119,287 185,446 179,481 29,707 35,672
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 3,358)
5,242 6,849 -3,758 -2,018 -3,679 -534 -588 3,892 3,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 20.8 7.2 51.4 55.4 86.2 83.4 13.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
75 71 47 36 51 151 139
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,070
COMMITMENTS
129,039 79,696 37,071 396,410 362,527 562,520 479,294 121,550 204,776
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 44,275)
15,506 -7,358 -4,744 24,364 44,806 35,126 32,704 9,149 11,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 11.7 5.4 57.9 53.0 82.2 70.1 17.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
132 78 80 170 189 345 316
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,489
COMMITMENTS
2,340 744 5 911 5,349 3,256 6,098 4,233 1,391
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 410)
111 -10 -82 -13 784 16 692 394 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 9.9 0.1 12.2 71.4 43.5 81.4 56.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 5 2 10 15 25 21
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,206
COMMITMENTS
67,062 57,683 17,498 171,316 135,854 255,876 211,035 52,330 97,171
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 19,796)
3,304 282 -5,327 19,198 20,755 17,175 15,710 2,621 4,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 18.7 5.7 55.6 44.1 83.0 68.5 17.0 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
98 112 71 83 102 235 243
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,108
COMMITMENTS
13,097 4,153 197 488 848 13,782 5,198 3,326 11,910
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,581)
2,127 410 39 138 261 2,304 710 277 1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.6 24.3 1.2 2.9 5.0 80.6 30.4 19.4 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 8 9 3 3 20 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 169,688
COMMITMENTS
38,489 13,495 24,178 75,640 117,743 138,307 155,416 31,381 14,272
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,041)
2,825 -2,326 -639 3,310 10,561 5,496 7,596 3,545 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 8.0 14.2 44.6 69.4 81.5 91.6 18.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
49 26 35 42 42 113 92
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,492
COMMITMENTS
127,631 151,635 37,314 468,552 396,088 633,497 585,037 121,995 170,455
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -42,699)
-2,979 8,738 -15,095 -12,011 -28,987 -30,085 -35,344 -12,614 -7,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 20.1 4.9 62.0 52.4 83.9 77.4 16.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
39 37 24 62 69 111 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,613
COMMITMENTS
37,066 18,821 15,709 67,077 96,407 119,852 130,937 31,761 20,676
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -1,768)
2,678 -1,171 -6,901 668 6,331 -3,555 -1,741 1,787 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 12.4 10.4 44.2 63.6 79.1 86.4 20.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
47 25 30 49 51 117 97
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,652
COMMITMENTS
2,944 1,822 166 816 2,335 3,926 4,323 1,726 1,329
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 257)
69 -427 -50 -72 842 -53 365 310 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 32.2 2.9 14.4 41.3 69.5 76.5 30.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 11 3 6 9 20 21
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 321,552
COMMITMENTS
104,568 71,833 2,291 160,808 137,654 267,667 211,778 53,885 109,774
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -6,950)
-7,552 2,527 -605 4,085 -11,877 -4,072 -9,955 -2,878 3,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 22.3 0.7 50.0 42.8 83.2 65.9 16.8 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 25 3 40 42 56 70
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,056,927
COMMITMENTS
414,331 561,385 63,036 1383310 874,417 1860677 1498838 196,250 558,089
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 119,611)
20,985 57,896 -5,630 72,746 14,040 88,101 66,306 31,510 53,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 27.3 3.1 67.3 42.5 90.5 72.9 9.5 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
48 74 33 84 133 149 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,388,906
COMMITMENTS
214,869 366,761 34,037 1003253 649,372 1252159 1050170 136,747 338,736
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 56,976)
-4,058 50,916 -29,159 95,862 60,892 62,645 82,649 -5,669 -25,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 26.4 2.5 72.2 46.8 90.2 75.6 9.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
31 60 30 60 89 110 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 489,661
COMMITMENTS
225,997 46,146 49,881 175,784 358,038 451,662 454,065 37,999 35,596
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 52,714)
33,872 4,312 -5,734 21,199 51,976 49,337 50,554 3,377 2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 9.4 10.2 35.9 73.1 92.2 92.7 7.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 15 25 42 44 79 77
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,337
COMMITMENTS
14,602 3,648 2,487 36,785 43,488 53,874 49,623 9,463 13,714
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 8,060)
-2,062 1,180 1,716 13,479 884 13,133 3,780 -5,073 4,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 5.8 3.9 58.1 68.7 85.1 78.3 14.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
24 16 11 24 20 55 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,189
COMMITMENTS
11,623 27,538 3,818 34,063 27,250 49,504 58,606 20,685 11,583
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -4,423)
1,351 -1,893 2,849 -20,459 6,943 -16,259 7,899 11,836 -12,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 39.2 5.4 48.5 38.8 70.5 83.5 29.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 21 23 21 19 55 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,501
COMMITMENTS
4,073 6,876 1,111 31,221 27,304 36,405 35,291 96 1,210
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -2,198)
-2,251 -103 0 839 -1,495 -1,412 -1,598 -786 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 18.8 3.0 85.5 74.8 99.7 96.7 0.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 22 4 18 20 25 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,038
COMMITMENTS
0 3,010 0 14,037 10,916 14,037 13,926 1 112
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -3,142)
-5,726 14 0 2,677 -3,080 -3,049 -3,066 -93 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.4 0.0 100.0 77.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 10 0 5 10 5 20
Updated March 18, 2005