WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,349
COMMITMENTS
33,928 67,247 49,769 149,818 117,878 233,515 234,894 40,833 39,454
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 11,814)
2,280 -6,440 543 8,994 17,458 11,817 11,561 -3 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 24.5 18.1 54.6 43.0 85.1 85.6 14.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
80 105 90 57 61 194 208
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,814
COMMITMENTS
71,351 172,205 128,050 442,291 297,790 641,691 598,045 166,123 209,769
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,118)
7,429 -21,000 17,875 -17,431 16,582 7,873 13,457 2,245 -3,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 21.3 15.9 54.8 36.9 79.4 74.0 20.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
117 157 148 198 171 411 401
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,804
COMMITMENTS
2,598 289 633 2,321 6,683 5,552 7,605 4,252 2,199
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -168)
-516 -171 51 505 270 40 151 -208 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 2.9 6.5 23.7 68.2 56.6 77.6 43.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 5 12 17 30 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 363,025
COMMITMENTS
35,786 65,496 83,968 177,278 134,670 297,031 284,134 65,993 78,890
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -5,199)
2,211 -24,521 1,739 -7,060 14,167 -3,110 -8,615 -2,089 3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 18.0 23.1 48.8 37.1 81.8 78.3 18.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
93 148 139 98 95 289 297
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 9,397
COMMITMENTS
4,670 3,129 1,250 200 469 6,120 4,848 3,277 4,549
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 33.3 13.3 2.1 5.0 65.1 51.6 34.9 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 9 1 2 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 193,551
COMMITMENTS
16,425 53,182 32,647 116,910 83,186 165,982 169,015 27,569 24,536
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -12,684)
-590 -8,178 222 -12,214 -2,194 -12,581 -10,150 -102 -2,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 27.5 16.9 60.4 43.0 85.8 87.3 14.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
29 56 39 50 50 103 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,019,504
COMMITMENTS
155,969 129,580 168,281 511,632 510,844 835,882 808,705 183,622 210,799
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 10,651)
-27,097 -13,752 29,436 11,252 -8,228 13,591 7,456 -2,941 3,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.7 16.5 50.2 50.1 82.0 79.3 18.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
46 44 56 80 91 156 163
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 179,918
COMMITMENTS
11,465 34,429 42,594 93,691 71,767 147,749 148,790 32,169 31,128
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -18,490)
1,455 -18,593 1,933 -20,704 861 -17,316 -15,800 -1,174 -2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 19.1 23.7 52.1 39.9 82.1 82.7 17.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
24 60 59 55 56 123 152
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,082
COMMITMENTS
1,812 2,018 701 1,823 1,611 4,335 4,330 1,746 1,752
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -55)
36 -72 -189 -85 316 -238 56 183 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 33.2 11.5 30.0 26.5 71.3 71.2 28.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 14 4 11 8 25 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 350,415
COMMITMENTS
107,008 80,361 6,350 185,422 161,851 298,780 248,561 51,636 101,854
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 20,492)
2,920 3,149 5,975 15,471 15,776 24,366 24,899 -3,874 -4,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 22.9 1.8 52.9 46.2 85.3 70.9 14.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
19 35 5 43 53 63 92
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,485,532
COMMITMENTS
281,868 246,061 498,962 1370058 1192082 2150888 1937104 334,644 548,427
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 117,219)
17,933 -25,170 64,821 40,017 89,880 122,771 129,530 -5,552 -12,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.9 20.1 55.1 48.0 86.5 77.9 13.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
57 72 87 118 148 227 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,466,188
COMMITMENTS
273,974 168,873 166,914 861,590 815,009 1302478 1150795 163,710 315,392
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -37,060)
32,825 -27,541 35,046 -92,575 7,562 -24,703 15,067 -12,357 -52,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 11.5 11.4 58.8 55.6 88.8 78.5 11.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
37 52 51 81 109 147 183
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 560,639
COMMITMENTS
181,738 41,832 139,377 204,977 350,660 526,092 531,869 34,547 28,769
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 24,466)
15,164 4,850 889 9,061 20,835 25,115 26,575 -649 -2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 7.5 24.9 36.6 62.5 93.8 94.9 6.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 16 38 60 60 112 102
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,194
COMMITMENTS
14,140 3,278 1,008 22,083 38,402 37,231 42,688 13,963 8,505
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,362)
1,530 138 218 128 633 1,876 989 -514 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 6.4 2.0 43.1 75.0 72.7 83.4 27.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 11 7 22 12 52 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,454
COMMITMENTS
10,165 24,177 6,367 55,535 27,774 72,067 58,319 10,387 24,135
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 4,782)
1,231 -1,801 2,463 1,098 3,011 4,791 3,674 -9 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 29.3 7.7 67.4 33.7 87.4 70.7 12.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
24 21 18 20 14 51 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,739
COMMITMENTS
7,858 6,825 1,517 28,004 27,320 37,379 35,662 360 2,077
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -2,264)
-903 -2,752 503 -1,861 -750 -2,261 -2,999 -3 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 18.1 4.0 74.2 72.4 99.0 94.5 1.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 22 4 19 19 27 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,991
COMMITMENTS
5,899 1,948 0 7,630 11,061 13,529 13,009 462 982
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -549)
210 45 0 -1,186 -1,055 -976 -1,010 427 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 13.9 0.0 54.5 79.1 96.7 93.0 3.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 0 6 10 8 17
Updated February 18, 2005