WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,534
COMMITMENTS
31,648 73,687 49,226 140,824 100,420 221,698 223,333 40,837 39,201
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,324)
163 148 4,912 -537 -3,001 4,538 2,060 -3,214 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 28.1 18.8 53.6 38.3 84.4 85.1 15.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
77 101 81 52 55 174 201
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 797,695
COMMITMENTS
63,921 193,205 110,175 459,721 281,208 633,817 584,588 163,878 213,107
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,520)
803 1,467 5,065 3,505 2,478 9,373 9,010 1,147 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 24.2 13.8 57.6 35.3 79.5 73.3 20.5 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
110 165 137 198 171 396 399
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,972
COMMITMENTS
3,114 460 581 1,817 6,413 5,512 7,454 4,460 2,518
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -78)
-601 -35 -41 452 160 -190 84 112 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 4.6 5.8 18.2 64.3 55.3 74.8 44.7 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 6 5 9 15 29 24
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,223
COMMITMENTS
33,575 90,017 82,229 184,337 120,503 300,141 292,750 68,082 75,474
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 6,406)
-155 4,174 2,274 3,021 2,396 5,139 8,844 1,267 -2,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 24.4 22.3 50.1 32.7 81.5 79.5 18.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
101 145 139 93 87 278 300
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 206,235
COMMITMENTS
17,014 61,360 32,425 129,124 85,380 178,563 179,165 27,672 27,070
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,045)
1,009 3,785 887 5,666 5,467 7,562 10,138 2,483 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 29.8 15.7 62.6 41.4 86.6 86.9 13.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
30 64 39 53 45 107 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,008,853
COMMITMENTS
183,066 143,332 138,845 500,379 519,072 822,290 801,249 186,563 207,604
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 110,011)
39,357 -25,791 41,332 23,120 79,559 103,809 95,100 6,202 14,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.2 13.8 49.6 51.5 81.5 79.4 18.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
41 49 55 73 85 150 155
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 198,408
COMMITMENTS
10,010 53,023 40,661 114,395 70,906 165,065 164,590 33,342 33,818
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 14,998)
-31 10,065 2,815 9,414 -997 12,198 11,883 2,800 3,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 26.7 20.5 57.7 35.7 83.2 83.0 16.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
24 66 56 57 55 122 158
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,137
COMMITMENTS
1,776 2,089 890 1,907 1,295 4,573 4,274 1,563 1,863
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 232)
10 135 95 87 -5 192 225 40 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 34.0 14.5 31.1 21.1 74.5 69.6 25.5 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 15 6 13 9 29 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 329,924
COMMITMENTS
104,088 77,212 375 169,951 146,075 274,414 223,662 55,510 106,262
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 20,507)
16,447 -3,196 26 2,822 14,320 19,295 11,150 1,212 9,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 23.4 0.1 51.5 44.3 83.2 67.8 16.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 33 1 45 45 62 78
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,368,313
COMMITMENTS
263,935 271,231 434,141 1330041 1102202 2028117 1807574 340,196 560,739
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 94,643)
16,068 -21,614 98,851 -9,056 56,552 105,863 133,788 -11,221 -39,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.5 18.3 56.2 46.5 85.6 76.3 14.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
62 62 76 122 151 221 252
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,503,248
COMMITMENTS
241,148 196,413 131,868 954,165 807,447 1327181 1135728 176,067 367,520
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 34,474)
-28,074 -17,957 -1,146 42,547 9,053 13,327 -10,050 21,148 44,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.1 8.8 63.5 53.7 88.3 75.6 11.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
36 50 47 78 105 138 178
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 536,172
COMMITMENTS
166,574 36,982 138,488 195,915 329,825 500,977 505,295 35,195 30,877
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -83,599)
-16,236 -15,176 -3,637 -27,509 -46,289 -47,381 -65,101 -36,218 -18,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 6.9 25.8 36.5 61.5 93.4 94.2 6.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
42 12 33 57 59 105 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,831
COMMITMENTS
12,609 3,140 790 21,955 37,769 35,355 41,699 14,476 8,132
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 880)
86 -5,567 240 -80 6,117 246 790 634 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 6.3 1.6 44.1 75.8 70.9 83.7 29.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 6 22 12 51 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,672
COMMITMENTS
8,934 25,978 3,905 54,437 24,763 67,276 54,645 10,397 23,027
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -5,971)
-1,885 1,898 904 5,407 -3,726 4,427 -924 -10,397 -5,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 33.4 5.0 70.1 31.9 86.6 70.4 13.4 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 24 15 20 12 43 45
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,003
COMMITMENTS
8,761 9,577 1,014 29,865 28,070 39,640 38,661 363 1,342
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -942)
655 -688 0 -1,641 -149 -986 -837 44 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 23.9 2.5 74.7 70.2 99.1 96.6 0.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 23 3 19 19 27 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,540
COMMITMENTS
5,689 1,903 0 8,816 12,116 14,505 14,019 35 521
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 406)
0 238 0 456 -138 456 100 -50 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 13.1 0.0 60.6 83.3 99.8 96.4 0.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 0 6 10 8 17
Updated February 11, 2005