WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 225,208
COMMITMENTS
55,644 46,121 19,513 123,080 124,973 198,237 190,607 26,971 34,601
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,049)
-6,233 27 1,096 2,730 -1,124 -2,407 -1 358 -2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 20.5 8.7 54.7 55.5 88.0 84.6 12.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
72 71 50 37 53 148 145
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 667,485
COMMITMENTS
114,254 80,457 34,647 404,092 349,232 552,993 464,336 114,492 203,149
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -9,094)
-5,667 9,554 -1,087 -1,651 -14,827 -8,405 -6,360 -689 -2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 12.1 5.2 60.5 52.3 82.8 69.6 17.2 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
132 67 76 178 193 346 313
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,444
COMMITMENTS
2,447 797 56 837 5,240 3,340 6,093 4,104 1,351
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 281)
202 15 52 -102 251 152 318 129 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 10.7 0.8 11.2 70.4 44.9 81.9 55.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 6 4 7 16 22 24
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,970
COMMITMENTS
58,203 44,086 22,827 167,051 136,513 248,081 203,426 49,889 94,544
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,288)
-7,493 -3,968 1,160 -1,553 -2,648 -7,886 -5,456 1,598 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 14.8 7.7 56.1 45.8 83.3 68.3 16.7 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
99 96 86 81 103 244 237
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,753
COMMITMENTS
12,957 3,632 416 312 865 13,685 4,913 3,068 11,840
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -511)
-1,048 -634 103 0 2 -945 -529 434 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 21.7 2.5 1.9 5.2 81.7 29.3 18.3 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 9 2 3 20 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 160,122
COMMITMENTS
33,043 13,909 21,787 76,071 110,184 130,901 145,880 29,221 14,242
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -3,003)
-1,633 25 299 -2,873 -3,751 -4,207 -3,427 1,204 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 8.7 13.6 47.5 68.8 81.8 91.1 18.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
42 26 32 42 43 105 90
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 749,499
COMMITMENTS
115,167 157,507 30,145 490,859 394,700 636,171 582,352 113,328 167,147
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 8,011)
-584 5,501 -856 12,611 2,791 11,171 7,436 -3,160 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 21.0 4.0 65.5 52.7 84.9 77.7 15.1 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
36 32 28 58 73 107 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,433
COMMITMENTS
31,126 19,224 15,373 61,024 81,617 107,523 116,214 28,910 20,219
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,253)
-4,059 -919 -1,232 207 -3,019 -5,084 -5,170 -169 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 14.1 11.3 44.7 59.8 78.8 85.2 21.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
42 29 33 50 49 119 99
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,996
COMMITMENTS
3,265 1,881 158 792 2,805 4,215 4,844 1,781 1,152
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 180)
245 8 11 -80 171 176 190 4 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 31.4 2.6 13.2 46.8 70.3 80.8 29.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 12 8 7 11 26 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 331,576
COMMITMENTS
114,442 79,228 145 164,377 145,686 278,964 225,059 52,612 106,517
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,052)
-861 3,689 -724 7,874 -1,678 6,289 1,287 -5,237 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 23.9 0.0 49.6 43.9 84.1 67.9 15.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
18 28 2 41 43 60 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,600
COMMITMENTS
436,571 650,801 72,983 1410297 885,093 1919851 1608877 167,749 478,723
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -31,582)
8,202 3,047 12,082 -29,925 21,082 -9,641 36,211 -21,941 -67,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 31.2 3.5 67.6 42.4 92.0 77.1 8.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
41 77 40 80 118 140 216
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,366,600
COMMITMENTS
219,898 337,737 37,733 971,044 637,494 1228675 1012964 137,925 353,636
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 43,645)
6,902 9,968 7,825 38,675 33,006 53,402 50,799 -9,757 -7,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.7 2.8 71.1 46.6 89.9 74.1 10.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
35 49 23 59 76 107 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 504,137
COMMITMENTS
201,437 39,903 52,129 210,253 376,513 463,819 468,545 40,318 35,592
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -20,441)
-29,102 -9,216 6,210 8,344 -13,175 -14,548 -16,181 -5,893 -4,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 7.9 10.3 41.7 74.7 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
37 13 30 50 49 96 85
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,330
COMMITMENTS
9,745 6,152 0 20,292 26,351 30,037 32,503 8,293 5,827
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -158)
-263 999 0 -947 60 -1,210 1,059 1,052 -1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 16.1 0.0 52.9 68.7 78.4 84.8 21.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 13 0 15 11 32 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 31,697
COMMITMENTS
11,498 9,439 442 9,452 14,754 21,392 24,635 10,305 7,062
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 819)
1,202 1,978 -102 1,214 -2,201 2,314 -325 -1,495 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 29.8 1.4 29.8 46.5 67.5 77.7 32.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
27 16 2 10 12 37 30
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,368
COMMITMENTS
4,243 6,863 1,046 28,921 24,692 34,210 32,601 158 1,767
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -247)
61 289 0 -308 -881 -247 -592 0 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 20.0 3.0 84.2 71.8 99.5 94.9 0.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 23 4 19 21 27 45
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,983
COMMITMENTS
0 2,204 0 12,838 10,666 12,838 12,870 145 113
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,202)
0 -477 0 -287 0 -287 -477 -915 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.0 0.0 98.9 82.2 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
Updated April 1, 2005