WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,758 COMMITMENTS 31,412 71,375 37,805 134,268 100,713 203,486 209,893 38,272 31,865 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 5,652) -4,503 -4,924 2,174 5,119 6,156 2,790 3,406 2,861 2,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 29.5 15.6 55.5 41.7 84.2 86.8 15.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 79 93 75 58 58 176 194 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 778,220 COMMITMENTS 64,750 190,490 111,582 451,211 278,466 627,544 580,538 150,676 197,682 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 8,397) -11,046 -8,900 10,138 -22,636 -25,926 -23,543 -24,687 31,940 33,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 24.5 14.3 58.0 35.8 80.6 74.6 19.4 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518) 119 160 132 198 169 398 387 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,562 COMMITMENTS 3,267 420 481 1,471 6,048 5,219 6,949 4,343 2,613 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 681) 513 174 47 224 534 784 756 -103 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 4.4 5.0 15.4 63.2 54.6 72.7 45.4 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 6 5 10 15 30 23 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 337,307 COMMITMENTS 26,804 75,281 76,860 167,377 110,283 271,040 262,424 66,267 74,883 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,970) -2,044 -3,671 1,941 -11,942 -11,238 -12,044 -12,967 10,074 10,997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 22.3 22.8 49.6 32.7 80.4 77.8 19.6 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 89 126 117 94 99 256 276 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 180,483 COMMITMENTS 16,756 50,736 29,802 110,159 76,222 156,717 156,760 23,766 23,724 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,576) 1,944 -2,234 289 -3,781 -90 -1,548 -2,035 -1,028 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 28.1 16.5 61.0 42.2 86.8 86.9 13.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 31 52 36 54 47 107 124 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 846,211 COMMITMENTS 175,090 151,217 83,594 425,394 413,576 684,079 648,387 162,132 197,824 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 30,113) -6,371 30,622 -651 1,583 -52,556 -5,440 -22,585 35,553 52,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 17.9 9.9 50.3 48.9 80.8 76.6 19.2 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 36 42 42 66 79 129 136 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 173,477 COMMITMENTS 8,645 39,449 36,706 97,985 69,348 143,336 145,503 30,141 27,975 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -5,054) 1,617 1,215 -92 -7,970 -7,701 -6,444 -6,578 1,391 1,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 22.7 21.2 56.5 40.0 82.6 83.9 17.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 22 57 56 55 57 120 148 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,818 COMMITMENTS 1,606 1,407 353 1,239 1,484 3,198 3,244 1,621 1,574 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 150) -25 -27 -8 30 86 -3 51 153 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 29.2 7.3 25.7 30.8 66.4 67.3 33.6 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 9 3 12 9 27 18 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 312,683 COMMITMENTS 80,008 80,054 1,023 182,049 136,803 263,080 217,880 49,603 94,803 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 16,405) 376 -8,530 -435 -3,790 -11,531 -3,849 -20,496 20,255 36,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 25.6 0.3 58.2 43.8 84.1 69.7 15.9 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 14 32 2 37 43 53 75 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,060,643 COMMITMENTS 281,062 312,443 234,545 1248641 978,271 1764249 1525259 296,394 535,384 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -82,716) -121,253 -32,526 -48,129 -23,950 -182,661 -193,332 -263,315 110,616 180,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 15.2 11.4 60.6 47.5 85.6 74.0 14.4 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 45 67 66 106 135 191 228 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,383,840 COMMITMENTS 282,717 191,228 123,492 830,102 757,643 1236312 1072363 147,529 311,477 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -19,235) -54,548 -43,773 -10,161 -26,905 -102,620 -91,614 -156,555 72,379 137,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 13.8 8.9 60.0 54.7 89.3 77.5 10.7 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 29 53 46 76 99 135 168 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 584,246 COMMITMENTS 153,789 55,855 165,466 232,793 335,480 552,048 556,800 32,198 27,446 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 78,626) 27,999 13,928 6,184 31,663 46,923 65,847 67,036 12,780 11,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 9.6 28.3 39.8 57.4 94.5 95.3 5.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 36 20 31 56 57 102 99 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,578 COMMITMENTS 13,489 9,986 563 22,938 31,558 36,991 42,107 12,588 7,471 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,243) -1,450 1,214 -265 -2,909 -1,093 -4,625 -145 5,868 1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 20.1 1.1 46.3 63.7 74.6 84.9 25.4 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 26 14 6 22 11 53 26 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 70,585 COMMITMENTS 8,744 25,551 1,837 48,195 26,382 58,776 53,770 11,809 16,814 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,691) -422 4,292 -3,923 4,365 -4,231 20 -3,862 3,671 7,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 36.2 2.6 68.3 37.4 83.3 76.2 16.7 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 22 21 12 21 15 45 46 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,125 COMMITMENTS 7,850 10,239 1,014 29,977 26,480 38,841 37,733 284 1,392 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -772) 5,958 -98 0 -6,803 -759 -845 -857 73 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 26.2 2.6 76.6 67.7 99.3 96.4 0.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 21 3 17 15 26 36 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,214 COMMITMENTS 5,718 1,587 0 8,480 12,167 14,198 13,754 16 460 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 751) 5,718 -160 0 -4,971 915 747 755 4 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 11.2 0.0 59.7 85.6 99.9 96.8 0.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 6 0 7 10 9 16
Updated January 28, 2005