WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 219,798 COMMITMENTS 36,624 76,492 29,417 120,490 86,280 186,531 192,189 33,267 27,610 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,005) -345 9,635 3,000 4,772 -4,017 7,427 8,618 5,578 4,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 34.8 13.4 54.8 39.3 84.9 87.4 15.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 100 103 72 64 69 196 220 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 726,517 COMMITMENTS 69,924 179,408 95,077 449,443 300,387 614,444 574,872 112,073 151,645 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,440) 719 14,784 -4,441 17,494 -1,749 13,772 8,595 -332 4,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 24.7 13.1 61.9 41.3 84.6 79.1 15.4 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723) 162 194 154 293 267 542 538 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,710 COMMITMENTS 1,247 668 463 2,117 4,696 3,828 5,827 3,883 1,883 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -313) -22 -141 67 -119 -180 -74 -254 -239 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 8.7 6.0 27.5 60.9 49.6 75.6 50.4 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 6 6 14 13 31 23 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,712 COMMITMENTS 31,343 53,815 65,965 161,547 124,859 258,855 244,639 49,856 64,073 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,196) -5,675 8,308 3,866 6,126 -7,856 4,318 4,319 1,878 1,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 17.4 21.4 52.3 40.4 83.9 79.2 16.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 112 138 122 111 125 292 324 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 162,616 COMMITMENTS 15,576 38,886 26,776 98,436 75,366 140,788 141,028 21,828 21,588 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -445) -2,287 4,043 547 4,174 -5,232 2,434 -643 -2,879 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 23.9 16.5 60.5 46.3 86.6 86.7 13.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 32 46 33 52 45 102 114 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,236 COMMITMENTS 169,059 107,293 72,767 373,145 412,226 614,970 592,286 112,265 134,950 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,681) 15,919 15,819 -16,244 -915 -713 -1,240 -1,138 13,921 13,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 14.8 10.0 51.3 56.7 84.6 81.4 15.4 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 41 47 38 69 94 133 156 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 168,077 COMMITMENTS 7,967 31,829 35,151 99,244 74,908 142,362 141,888 25,715 26,190 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 8,120) -51 6,772 2,894 7,672 -1,611 10,515 8,056 -2,395 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 18.9 20.9 59.0 44.6 84.7 84.4 15.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 26 51 52 56 56 119 142 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,892 COMMITMENTS 1,541 1,430 359 1,212 1,634 3,113 3,423 1,780 1,469 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 89) 165 151 79 288 -158 531 72 -442 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 29.2 7.3 24.8 33.4 63.6 70.0 36.4 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 8 3 11 10 23 20 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,479 COMMITMENTS 67,803 84,343 525 156,669 117,751 224,997 202,619 27,482 49,860 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,802) 5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,762 1,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 19 55 4 48 66 69 123 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,140,053 COMMITMENTS 393,805 347,239 264,198 1310557 1170547 1968560 1781984 171,494 358,070 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 123,830) 6,129 15,775 63,423 48,126 -6,396 117,679 72,802 6,151 51,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 16.2 12.3 61.2 54.7 92.0 83.3 8.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 46 116 89 137 199 249 338 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,326,282 COMMITMENTS 333,080 255,536 105,305 789,631 787,910 1228016 1148751 98,267 177,532 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 14,091) -2,485 41,114 -17,371 13,368 -16,548 -6,488 7,195 20,580 6,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 19.3 7.9 59.5 59.4 92.6 86.6 7.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 59 83 54 90 143 171 258 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 444,716 COMMITMENTS 109,262 31,998 129,524 180,002 267,771 418,788 429,293 25,928 15,422 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -207,908) -75,820 -20,282 -64,530 -61,164 -120,024 -201,514 -204,836 -6,394 -3,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 7.2 29.1 40.5 60.2 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 42 25 35 61 62 119 107 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,434 COMMITMENTS 19,712 9,235 797 25,202 33,289 45,712 43,321 5,722 8,113 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 261) 6 -613 38 -413 355 -369 -220 630 481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 18.0 1.5 49.0 64.7 88.9 84.2 11.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 38 18 13 26 15 72 38 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 52,573 COMMITMENTS 6,203 13,805 3,750 30,656 24,856 40,610 42,411 11,964 10,162 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,729) -1,064 2,584 1,675 8,034 7,834 8,645 12,093 4,084 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 26.3 7.1 58.3 47.3 77.2 80.7 22.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 34 19 19 19 16 58 49 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255 COMMITMENTS 1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52) -483 64 0 457 -112 -26 -48 -26 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 21 2 17 15 23 36 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599 COMMITMENTS 500 1,689 0 13,078 11,442 13,578 13,131 21 468 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473) -181 109 0 645 352 464 461 9 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 7 0 8 10 9 17
Updated January 7, 2005