WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,211 COMMITMENTS 31,485 73,539 44,314 141,361 103,421 217,160 221,274 44,051 39,937 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 19,453) 73 2,164 6,509 7,093 2,707 13,674 11,380 5,779 8,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 28.2 17.0 54.1 39.6 83.1 84.7 16.9 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 75 93 73 56 57 168 191 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 787,176 COMMITMENTS 63,119 191,738 105,110 456,216 278,730 624,445 575,578 162,731 211,598 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,956) -1,632 1,248 -6,472 5,005 264 -3,099 -4,960 12,055 13,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 24.4 13.4 58.0 35.4 79.3 73.1 20.7 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509) 105 168 127 201 170 391 385 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,050 COMMITMENTS 3,715 494 622 1,365 6,253 5,702 7,370 4,348 2,680 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 488) 449 74 141 -107 206 482 421 6 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 4.9 6.2 13.6 62.2 56.7 73.3 43.3 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 19 6 7 10 15 32 25 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,817 COMMITMENTS 33,730 85,843 79,956 181,317 118,107 295,002 283,906 66,815 77,911 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 24,510) 6,926 10,562 3,096 13,940 7,825 23,962 21,482 548 3,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 23.7 22.1 50.1 32.6 81.5 78.5 18.5 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 96 138 130 92 91 269 287 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 196,190 COMMITMENTS 16,005 57,575 31,538 123,458 79,914 171,001 169,027 25,189 27,163 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 15,707) -752 6,839 1,736 13,299 3,692 14,284 12,267 1,423 3,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 29.3 16.1 62.9 40.7 87.2 86.2 12.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 25 60 39 55 47 108 130 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,842 COMMITMENTS 143,709 169,123 97,513 477,259 439,514 718,481 706,150 180,360 192,692 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 52,631) -31,381 17,906 13,919 51,864 25,938 34,402 57,762 18,229 -5,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 18.8 10.8 53.1 48.9 79.9 78.6 20.1 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 40 45 50 70 83 141 149 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 183,409 COMMITMENTS 10,041 42,958 37,845 104,981 71,903 152,867 152,707 30,542 30,703 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 9,932) 1,396 3,509 1,140 6,995 2,555 9,531 7,204 401 2,728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 23.4 20.6 57.2 39.2 83.3 83.3 16.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 26 55 55 55 55 120 146 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,905 COMMITMENTS 1,766 1,954 795 1,821 1,300 4,382 4,049 1,523 1,856 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,087) 160 547 442 582 -184 1,184 805 -98 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 33.1 13.5 30.8 22.0 74.2 68.6 25.8 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 12 6 14 9 31 24 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 309,417 COMMITMENTS 87,641 80,408 349 167,129 131,755 255,119 212,512 54,298 96,905 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,266) 7,633 355 -674 -14,920 -5,048 -7,961 -5,367 4,695 2,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 26.0 0.1 54.0 42.6 82.5 68.7 17.5 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 13 35 1 41 42 55 77 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,273,671 COMMITMENTS 247,867 292,846 335,290 1339097 1045650 1922254 1673786 351,416 599,885 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 213,027) -33,195 -19,597 100,745 90,455 67,379 158,005 148,527 55,022 64,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 12.9 14.7 58.9 46.0 84.5 73.6 15.5 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 47 65 67 104 140 189 234 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,468,774 COMMITMENTS 269,223 214,370 133,014 911,618 798,393 1313855 1145778 154,920 322,996 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 84,934) -13,495 23,143 9,522 81,516 40,750 77,543 73,415 7,391 11,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 14.6 9.1 62.1 54.4 89.5 78.0 10.5 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 29 57 46 78 104 137 177 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 619,771 COMMITMENTS 182,810 52,158 142,124 223,424 376,114 548,358 570,396 71,413 49,375 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 35,525) 29,021 -3,697 -23,342 -9,369 40,634 -3,690 13,596 39,215 21,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 8.4 22.9 36.0 60.7 88.5 92.0 11.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 41 15 32 56 61 105 100 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,951 COMMITMENTS 12,523 8,707 551 22,035 31,652 35,109 40,909 13,842 8,042 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -627) -966 -1,279 -13 -903 94 -1,882 -1,198 1,255 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 17.8 1.1 45.0 64.7 71.7 83.6 28.3 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 23 11 5 23 10 51 21 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 83,643 COMMITMENTS 10,819 24,080 3,001 49,029 28,489 62,849 55,570 20,794 28,073 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 13,058) 2,074 -1,471 1,164 835 2,107 4,073 1,799 8,985 11,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 28.8 3.6 58.6 34.1 75.1 66.4 24.9 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 24 15 20 14 46 46 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,945 COMMITMENTS 8,106 10,265 1,014 31,506 28,219 40,626 39,498 319 1,447 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,820) 256 26 0 1,529 1,739 1,785 1,765 35 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 25.1 2.5 76.9 68.9 99.2 96.5 0.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 20 3 18 17 26 37 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,134 COMMITMENTS 5,689 1,665 0 8,360 12,254 14,049 13,919 85 215 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -80) -29 78 0 -120 87 -149 165 69 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 11.8 0.0 59.1 86.7 99.4 98.5 0.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 6 0 6 11 8 17
Updated February 4, 2005