WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 216,370
COMMITMENTS
35,867 51,583 15,477 140,787 116,574 192,131 183,634 24,239 32,736
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 12,650)
-1,244 7,440 -2,316 14,569 7,145 11,009 12,269 1,641 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 23.8 7.2 65.1 53.9 88.8 84.9 11.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
56 85 48 42 49 137 153
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 687,682
COMMITMENTS
106,014 116,181 43,538 416,449 331,968 566,001 491,687 121,681 195,995
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 21,854)
-1,584 4,026 8,015 13,450 19,715 19,881 31,756 1,973 -9,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 16.9 6.3 60.6 48.3 82.3 71.5 17.7 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
123 100 93 176 189 345 351
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,445
COMMITMENTS
3,033 165 22 1,338 6,993 4,393 7,180 4,052 1,265
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5)
132 19 -72 244 -35 304 -88 -299 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 2.0 0.3 15.8 82.8 52.0 85.0 48.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 2 3 8 16 23 19
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,197
COMMITMENTS
55,300 43,196 23,251 139,425 114,750 217,976 181,197 51,221 88,000
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -5,462)
7,191 -3,921 580 -12,526 1,917 -4,755 -1,424 -707 -4,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 16.0 8.6 51.8 42.6 81.0 67.3 19.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
105 97 95 81 98 255 233
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,553
COMMITMENTS
10,673 2,895 992 425 1,180 12,090 5,067 3,463 10,486
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -840)
-1,707 -15 -139 191 93 -1,655 -61 815 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 18.6 6.4 2.7 7.6 77.7 32.6 22.3 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 8 11 3 6 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 143,355
COMMITMENTS
30,863 12,708 14,946 70,439 100,653 116,248 128,307 27,107 15,048
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -132)
3,438 -1,606 -1,180 342 1,979 2,600 -807 -2,732 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 8.9 10.4 49.1 70.2 81.1 89.5 18.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
44 21 31 37 37 97 84
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 709,956
COMMITMENTS
95,654 145,129 12,183 465,459 397,554 573,296 554,866 136,660 155,090
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,135)
1,234 3,358 -9,957 5,338 2,966 -3,385 -3,633 -3,750 -3,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 20.4 1.7 65.6 56.0 80.8 78.2 19.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
34 34 23 63 76 110 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,130
COMMITMENTS
29,100 17,433 16,605 59,758 80,020 105,463 114,058 30,667 22,072
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,921)
6,912 -458 614 -1,158 5,996 6,368 6,152 553 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 12.8 12.2 43.9 58.8 77.5 83.8 22.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 27 39 50 55 123 104
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,196
COMMITMENTS
3,419 1,422 821 963 3,966 5,203 6,209 1,993 987
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 656)
141 -56 164 182 549 487 657 169 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 19.8 11.4 13.4 55.1 72.3 86.3 27.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 10 9 8 11 30 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 303,286
COMMITMENTS
95,873 60,814 6 141,767 145,322 237,646 206,142 65,640 97,144
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,642)
6,287 3,456 0 -3,690 9,046 2,597 12,502 4,045 -5,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 20.1 0.0 46.7 47.9 78.4 68.0 21.6 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 23 1 36 39 56 62
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,960,141
COMMITMENTS
298,063 494,738 84,414 1356920 967,987 1739397 1547139 220,744 413,002
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -41,809)
-46,892 -39,471 6,459 -35,151 -11,463 -75,584 -44,475 33,775 2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 25.2 4.3 69.2 49.4 88.7 78.9 11.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
36 89 40 80 129 142 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,385,332
COMMITMENTS
140,794 317,124 38,079 1035548 729,494 1214421 1084697 170,911 300,635
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -31,299)
-27,474 -25,122 2,847 -30,581 18,102 -55,208 -4,173 23,909 -27,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 22.9 2.7 74.8 52.7 87.7 78.3 12.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
31 52 23 67 79 112 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 481,064
COMMITMENTS
173,222 22,985 76,967 190,262 348,223 440,451 448,175 40,613 32,889
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,286)
-2,986 -3,095 -697 -4,285 91 -7,968 -3,701 9,254 4,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 4.8 16.0 39.6 72.4 91.6 93.2 8.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
42 12 29 46 51 92 88
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,514
COMMITMENTS
8,794 11,919 511 20,944 21,536 30,249 33,966 10,265 6,548
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,732)
-556 201 122 1,102 1,287 668 1,610 1,064 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 29.4 1.3 51.7 53.2 74.7 83.8 25.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 16 2 18 10 40 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 56,322
COMMITMENTS
12,095 19,438 329 26,083 21,430 38,507 41,197 17,815 15,125
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 10,394)
-839 2,339 -205 6,543 4,845 5,499 6,979 4,895 3,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 34.5 0.6 46.3 38.0 68.4 73.1 31.6 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 21 2 15 10 40 31
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,159
COMMITMENTS
2,937 5,654 1,046 30,385 26,473 34,368 33,173 791 1,986
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,267)
-1,230 -586 0 1,903 1,251 673 665 594 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 16.1 3.0 86.4 75.3 97.8 94.4 2.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 21 4 20 21 30 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,892
COMMITMENTS
0 1,244 0 11,644 10,304 11,644 11,548 248 344
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,462)
0 -782 0 -1,709 -924 -1,709 -1,706 247 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.5 0.0 97.9 86.6 97.9 97.1 2.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 8 0 5 9 5 17
Updated April 22, 2005