WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 203,720
COMMITMENTS
37,111 44,143 17,793 126,218 109,429 181,122 171,365 22,598 32,355
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -9,820)
-5,318 3,888 -1,924 5,625 -5,444 -1,617 -3,480 -8,203 -6,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 21.7 8.7 62.0 53.7 88.9 84.1 11.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
56 75 50 42 48 134 147
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 665,828
COMMITMENTS
107,598 112,155 35,523 402,999 312,253 546,120 459,931 119,708 205,897
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -12,691)
14 19,071 -9,003 -5,036 -17,872 -14,025 -7,804 1,334 -4,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 16.8 5.3 60.5 46.9 82.0 69.1 18.0 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456)
117 96 80 176 185 331 334
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,440
COMMITMENTS
2,901 146 94 1,094 7,028 4,089 7,268 4,351 1,172
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 713)
209 15 67 311 636 587 718 126 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 1.7 1.1 13.0 83.3 48.4 86.1 51.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 2 4 8 16 24 20
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,659
COMMITMENTS
48,109 47,117 22,671 151,951 112,833 222,731 182,621 51,928 92,038
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -7,257)
-4,342 3,337 -1,651 -5,748 -10,606 -11,741 -8,920 4,484 1,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 17.2 8.3 55.3 41.1 81.1 66.5 18.9 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
92 97 86 84 100 236 236
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,393
COMMITMENTS
12,380 2,910 1,131 234 1,087 13,745 5,128 2,648 11,265
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -94)
70 -405 462 22 217 554 274 -648 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 17.8 6.9 1.4 6.6 83.8 31.3 16.2 68.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 9 9 2 4 20 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 143,487
COMMITMENTS
27,425 14,314 16,126 70,097 98,674 113,648 129,114 29,839 14,373
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -8,912)
-3,591 731 -2,447 -3,387 -8,625 -9,425 -10,341 513 1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 10.0 11.2 48.9 68.8 79.2 90.0 20.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
36 26 28 40 40 95 84
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 717,091
COMMITMENTS
94,420 141,771 22,140 460,121 394,588 576,681 558,499 140,410 158,592
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -18,342)
-2,261 -949 958 -21,450 5,581 -22,753 5,590 4,411 -23,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 19.8 3.1 64.2 55.0 80.4 77.9 19.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
37 34 25 56 78 108 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 129,209
COMMITMENTS
22,188 17,891 15,991 60,916 74,024 99,095 107,906 30,114 21,303
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,945)
-2,526 645 3,038 566 -2,031 1,078 1,652 867 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 13.8 12.4 47.1 57.3 76.7 83.5 23.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
33 29 40 50 52 115 106
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,540
COMMITMENTS
3,278 1,478 657 781 3,417 4,716 5,552 1,824 988
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -296)
-77 -398 -311 79 748 -309 39 13 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 22.6 10.0 11.9 52.2 72.1 84.9 27.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 11 8 7 10 29 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 296,644
COMMITMENTS
89,586 57,358 6 145,457 136,276 235,049 193,640 61,595 103,004
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -16,773)
-13,405 -7,120 0 -6,445 -5,702 -19,850 -12,822 3,077 -3,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 19.3 0.0 49.0 45.9 79.2 65.3 20.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 23 1 34 41 54 64
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,001,950
COMMITMENTS
344,955 534,209 77,955 1392071 979,450 1814981 1591614 186,969 410,336
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 15,075)
3,976 -8,365 3,061 8,296 98,216 15,333 92,912 -258 -77,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 26.7 3.9 69.5 48.9 90.7 79.5 9.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
37 79 39 81 126 141 221
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,416,631
COMMITMENTS
168,268 342,246 35,232 1066129 711,392 1269629 1088870 147,002 327,761
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 30,299)
-9,975 -12,523 2,266 35,860 31,197 28,151 20,940 2,148 9,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 24.2 2.5 75.3 50.2 89.6 76.9 10.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 51 19 62 84 111 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 479,778
COMMITMENTS
176,208 26,080 77,664 194,547 348,132 448,419 451,876 31,359 27,902
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 35,940)
-2,147 -377 20,644 20,679 19,618 39,176 39,885 -3,236 -3,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 5.4 16.2 40.5 72.6 93.5 94.2 6.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
36 13 32 43 53 87 91
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,782
COMMITMENTS
9,350 11,718 389 19,842 20,249 29,581 32,356 9,201 6,426
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 564)
-62 912 389 -515 -544 -188 757 752 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 30.2 1.0 51.2 52.2 76.3 83.4 23.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 17 1 17 10 34 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 45,928
COMMITMENTS
12,934 17,099 534 19,540 16,585 33,008 34,218 12,920 11,710
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,614)
59 72 160 4,243 4,179 4,462 4,411 1,152 1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 37.2 1.2 42.5 36.1 71.9 74.5 28.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
28 14 3 14 8 44 23
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,892
COMMITMENTS
4,167 6,240 1,046 28,482 25,222 33,695 32,508 197 1,384
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 92)
-52 163 0 56 62 4 225 88 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 18.4 3.1 84.0 74.4 99.4 95.9 0.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 23 4 21 19 30 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,354
COMMITMENTS
0 2,026 0 13,353 11,228 13,353 13,254 1 100
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 767)
0 34 0 767 1,046 767 1,080 0 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.2 0.0 100.0 84.1 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 9 0 5 10 5 19
Updated April 15, 2005