WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,106 COMMITMENTS 35,915 76,299 35,631 129,149 94,558 200,696 206,488 35,411 29,619 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,815) -281 10,735 1,871 5,707 -3,132 7,297 9,474 2,518 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 32.3 15.1 54.7 40.0 85.0 87.5 15.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 104 112 84 61 70 205 235 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,823 COMMITMENTS 75,796 199,390 101,444 473,847 304,392 651,087 605,226 118,736 164,597 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,737) 1,804 44,993 -1,728 20,977 -26,791 21,053 16,473 1,685 6,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 25.9 13.2 61.6 39.5 84.6 78.6 15.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743) 173 212 175 295 257 572 549 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,881 COMMITMENTS 2,753 246 434 1,248 5,513 4,435 6,193 4,446 2,688 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,115) 951 -345 0 -338 666 613 321 502 795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 2.8 4.9 14.0 62.1 49.9 69.7 50.1 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 21 4 7 9 14 32 23 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,277 COMMITMENTS 28,848 78,952 74,918 179,319 121,520 283,085 275,391 56,193 63,887 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 26,906) 290 23,063 4,796 14,292 -4,594 19,378 23,265 7,527 3,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 23.3 22.1 52.9 35.8 83.4 81.2 16.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 108 181 143 121 130 322 371 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 183,059 COMMITMENTS 14,812 52,969 29,513 113,940 76,312 158,265 158,794 24,794 24,265 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 13,639) -1,343 10,326 3,155 9,661 -2,090 11,474 11,392 2,165 2,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 28.9 16.1 62.2 41.7 86.5 86.7 13.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 29 56 36 53 46 108 124 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 816,098 COMMITMENTS 181,462 120,595 84,246 423,812 466,132 689,519 670,973 126,579 145,125 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 44,155) 4,705 12,003 5,962 29,169 23,489 39,835 41,455 4,319 2,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 14.8 10.3 51.9 57.1 84.5 82.2 15.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 45 64 51 84 103 167 180 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 178,531 COMMITMENTS 7,028 38,234 36,798 105,955 77,049 149,781 152,080 28,750 26,451 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,944) -6,706 13,620 2,901 17,177 -5,425 13,372 11,097 -427 1,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 21.4 20.6 59.3 43.2 83.9 85.2 16.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 29 49 53 58 56 122 143 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,669 COMMITMENTS 1,631 1,434 361 1,209 1,398 3,201 3,193 1,468 1,476 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 121) 4 32 51 124 70 180 154 -59 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 30.7 7.7 25.9 29.9 68.6 68.4 31.4 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 10 3 12 8 25 18 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 296,278 COMMITMENTS 79,632 88,583 1,458 185,839 148,334 266,929 238,375 29,348 57,902 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 24,067) 6,453 932 1,084 12,531 17,710 20,068 19,726 3,999 4,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 29.9 0.5 62.7 50.1 90.1 80.5 9.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 26 56 4 49 70 78 127 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,143,359 COMMITMENTS 402,315 344,968 282,674 1272592 1160932 1957581 1788574 185,778 354,785 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -22,636) 2,792 -32,284 9,326 -29,593 9,829 -17,475 -13,130 -5,161 -9,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 16.1 13.2 59.4 54.2 91.3 83.4 8.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 76 110 99 149 200 275 360 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,403,075 COMMITMENTS 337,266 235,001 133,654 857,007 860,263 1327926 1228918 75,149 174,158 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,575) 7,096 -14,239 2,233 7,889 29,837 17,219 17,832 -5,643 -6,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 16.7 9.5 61.1 61.3 94.6 87.6 5.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 61 92 64 100 147 193 271 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 505,620 COMMITMENTS 125,790 41,926 159,282 201,130 288,556 486,202 489,765 19,418 15,855 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27,677) 15,466 4,120 10,598 5,000 16,407 31,064 31,126 -3,387 -3,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 8.3 31.5 39.8 57.1 96.2 96.9 3.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 48 28 41 64 63 127 117 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,335 COMMITMENTS 14,939 8,772 829 25,848 32,651 41,615 42,252 6,720 6,083 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,090) -2,296 -997 10 123 -295 -2,163 -1,281 1,073 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 18.1 1.7 53.5 67.6 86.1 87.4 13.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 35 17 12 29 14 71 36 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 66,893 COMMITMENTS 9,166 21,259 5,759 43,830 30,613 58,756 57,632 8,138 9,261 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,463) 1,515 3,318 733 3,440 434 5,688 4,485 -1,225 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 31.8 8.6 65.5 45.8 87.8 86.2 12.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 29 37 21 24 20 65 66 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,897 COMMITMENTS 1,892 10,337 1,014 36,780 27,239 39,686 38,590 211 1,307 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,022) 196 3,942 8 3,937 153 4,141 4,103 -119 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 25.9 2.5 92.2 68.3 99.5 96.7 0.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 22 3 17 16 24 38 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,463 COMMITMENTS 0 1,747 0 13,451 11,252 13,451 12,999 12 464 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 197) 0 193 0 197 0 197 193 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.0 0.0 99.9 83.6 99.9 96.6 0.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 7 0 8 10 8 17
Updated January 21, 2005