WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,264
COMMITMENTS
30,927 48,301 8,791 135,815 103,039 175,533 160,131 19,731 35,133
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,243)
-5,601 609 -548 563 -8,811 -5,586 -8,750 -1,657 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 24.7 4.5 69.6 52.8 89.9 82.0 10.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
42 80 29 39 50 106 140
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 673,304
COMMITMENTS
99,970 133,257 44,718 415,888 307,549 560,576 485,524 112,728 187,780
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 9,515)
6,361 31,579 5,473 8,849 -20,777 20,683 16,275 -11,168 -6,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 19.8 6.6 61.8 45.7 83.3 72.1 16.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
116 112 89 159 163 325 335
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,547
COMMITMENTS
2,066 1,165 113 1,622 4,915 3,801 6,193 3,746 1,354
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -642)
-741 847 -9 603 -1,679 -147 -841 -495 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 15.4 1.5 21.5 65.1 50.4 82.1 49.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 9 4 10 16 21 25
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,954
COMMITMENTS
42,480 29,853 26,785 125,995 107,966 195,260 164,604 46,694 77,350
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -13,454)
-10,448 -2,424 4,644 -3,975 -8,796 -9,779 -6,576 -3,675 -6,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 12.3 11.1 52.1 44.6 80.7 68.0 19.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
89 75 74 75 91 220 201
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,028
COMMITMENTS
10,987 2,924 264 121 722 11,372 3,910 2,656 10,118
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 57)
245 1,178 -29 -304 -178 -88 971 145 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.3 20.8 1.9 0.9 5.1 81.1 27.9 18.9 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 6 1 3 15 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 144,393
COMMITMENTS
28,237 14,851 17,618 74,316 97,638 120,171 130,107 24,222 14,286
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,034)
-1,056 3,026 468 2,710 -3,885 2,122 -391 -1,088 1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 10.3 12.2 51.5 67.6 83.2 90.1 16.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
43 25 33 45 44 106 95
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,898
COMMITMENTS
102,324 111,028 17,381 447,759 430,114 567,464 558,523 149,434 158,375
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 9,316)
-2,878 804 4,120 -7,738 9,622 -6,496 14,546 15,812 -5,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 15.5 2.4 62.5 60.0 79.2 77.9 20.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
34 31 26 63 76 110 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 132,321
COMMITMENTS
29,893 12,881 15,241 57,837 83,620 102,971 111,742 29,350 20,579
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -11,006)
-3,868 -1,178 -1,272 -3,246 -7,530 -8,386 -9,980 -2,620 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 9.7 11.5 43.7 63.2 77.8 84.4 22.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
42 27 34 48 56 117 104
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,783
COMMITMENTS
3,205 1,295 637 781 3,819 4,623 5,751 2,160 1,032
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -299)
-228 -194 185 -400 -279 -443 -288 144 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 19.1 9.4 11.5 56.3 68.2 84.8 31.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 11 8 7 14 28 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,267
COMMITMENTS
113,492 83,691 1,790 158,812 147,624 274,094 233,105 61,173 102,162
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 19,925)
8,069 10,180 1,567 13,201 5,480 22,837 17,227 -2,912 2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 25.0 0.5 47.4 44.0 81.8 69.5 18.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
18 28 4 39 43 61 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,888
COMMITMENTS
364,656 465,754 178,861 1333135 1070971 1876652 1715586 243,236 404,302
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 76,655)
22,323 -5,845 76,505 -18,429 38,907 80,399 109,567 -3,744 -32,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 22.0 8.4 62.9 50.5 88.5 80.9 11.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
42 87 44 81 132 153 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,412
COMMITMENTS
151,861 286,743 47,664 1020720 759,565 1220245 1093972 157,167 283,440
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 6,680)
12,954 1,878 6,137 -14,788 4,334 4,303 12,349 2,377 -5,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 20.8 3.5 74.1 55.1 88.6 79.4 11.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
33 50 22 66 92 110 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 410,130
COMMITMENTS
145,930 20,172 57,955 174,385 305,158 378,270 383,285 31,860 26,845
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -91,932)
-55,695 -3,964 -18,930 -11,903 -64,798 -86,528 -87,692 -5,404 -4,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 4.9 14.1 42.5 74.4 92.2 93.5 7.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 11 28 42 47 86 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,616
COMMITMENTS
10,839 5,111 403 20,653 28,315 31,895 33,829 9,721 7,787
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 343)
689 -6,604 10 -276 6,466 423 -128 -80 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 12.3 1.0 49.6 68.0 76.6 81.3 23.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 12 3 20 11 46 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,058
COMMITMENTS
9,225 24,642 427 37,631 18,378 47,283 43,447 15,775 19,611
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,013)
-346 652 -6 2,209 -1,482 1,857 -836 1,156 3,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 39.1 0.7 59.7 29.1 75.0 68.9 25.0 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 26 3 12 13 34 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,423
COMMITMENTS
4,372 5,958 1,046 29,891 27,883 35,309 34,887 1,114 1,536
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 896)
410 137 0 207 636 617 773 279 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 16.4 2.9 82.1 76.6 96.9 95.8 3.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 20 4 17 19 28 40
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,323
COMMITMENTS
0 1,039 0 14,025 12,946 14,025 13,985 298 338
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,634)
0 1 0 1,642 1,695 1,642 1,696 -8 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 97.9 90.4 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
Updated May 6, 2005