WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 309,942
COMMITMENTS
63,046 25,349 70,475 145,203 171,197 278,724 267,021 31,218 42,921
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,053)
1,873 -4,465 6,592 5,449 7,775 13,914 9,903 -2,860 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 8.2 22.7 46.8 55.2 89.9 86.2 10.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
87 76 79 48 62 192 169
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 827,996
COMMITMENTS
117,810 66,418 111,364 457,582 415,039 686,756 592,821 141,240 235,175
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -11,041)
-10,498 -9,572 -1,774 13,612 -1,324 1,340 -12,670 -12,381 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 8.0 13.4 55.3 50.1 82.9 71.6 17.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
127 95 117 220 219 415 374
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,138
COMMITMENTS
2,161 741 400 1,028 5,319 3,588 6,460 4,550 1,678
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -319)
-80 30 6 -56 -449 -130 -414 -189 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 9.1 4.9 12.6 65.4 44.1 79.4 55.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 7 4 10 14 24 22
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,882
COMMITMENTS
66,718 25,462 97,069 200,528 187,162 364,315 309,693 71,567 126,190
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -8,736)
-651 -10,663 457 -544 1,844 -739 -8,362 -7,997 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.8 22.3 46.0 42.9 83.6 71.0 16.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
132 119 149 110 116 326 306
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,264
COMMITMENTS
14,005 4,266 313 312 863 14,630 5,442 2,634 11,822
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 156)
908 113 116 -176 15 848 244 -692 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.1 24.7 1.8 1.8 5.0 84.7 31.5 15.3 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 8 10 2 3 23 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 182,751
COMMITMENTS
34,514 11,561 32,039 86,737 124,127 153,290 167,727 29,460 15,023
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -9,236)
-4,642 283 -4,105 3,092 -4,907 -5,655 -8,729 -3,580 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 6.3 17.5 47.5 67.9 83.9 91.8 16.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
48 28 39 44 47 113 102
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,010,271
COMMITMENTS
123,977 159,459 163,689 581,682 484,508 869,349 807,656 140,923 202,615
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,354)
1,429 11,441 -16,032 13,510 191 -1,093 -4,400 -6,262 -2,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.8 16.2 57.6 48.0 86.1 79.9 13.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
38 49 59 84 86 154 162
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 162,689
COMMITMENTS
35,223 12,137 29,395 65,555 98,379 130,174 139,910 32,516 22,779
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -10,287)
-2,018 225 1,842 -7,193 -12,185 -7,368 -10,118 -2,919 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 7.5 18.1 40.3 60.5 80.0 86.0 20.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
50 33 43 54 55 134 114
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,444
COMMITMENTS
3,024 1,722 503 944 2,965 4,471 5,190 1,973 1,254
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 138)
64 58 -34 20 288 49 312 88 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 26.7 7.8 14.7 46.0 69.4 80.5 30.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 11 6 9 13 25 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,537
COMMITMENTS
115,303 75,539 869 156,503 147,364 272,675 223,772 57,862 106,765
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 8,957)
10,735 3,706 -1,422 -4,305 9,710 5,008 11,994 3,949 -3,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 22.9 0.3 47.3 44.6 82.5 67.7 17.5 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
17 29 3 38 45 56 76
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,004,816
COMMITMENTS
400,570 639,434 491,512 1866592 1244788 2758674 2375734 246,143 629,082
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 98,529)
5,820 90,422 6,800 86,613 10,138 99,233 107,360 -703 -8,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 21.3 16.4 62.1 41.4 91.8 79.1 8.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
39 94 82 117 145 210 267
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,807,542
COMMITMENTS
232,331 332,949 324,610 1082637 753,613 1639577 1411172 167,965 396,370
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -22,430)
-3,059 -39,409 20,318 -55,818 -33,056 -38,559 -52,147 16,129 29,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 18.4 18.0 59.9 41.7 90.7 78.1 9.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
45 52 54 71 88 139 171
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 693,619
COMMITMENTS
230,104 52,613 174,923 239,366 423,596 644,393 651,132 49,226 42,487
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 43,516)
970 880 4,798 29,251 34,231 35,018 39,910 8,498 3,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 7.6 25.2 34.5 61.1 92.9 93.9 7.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 18 39 55 56 106 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,051
COMMITMENTS
10,061 5,314 572 21,434 26,539 32,067 32,426 7,984 7,625
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -25,515)
-4,625 1,642 -2,660 -15,849 -17,350 -23,135 -18,369 -2,381 -7,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 13.3 1.4 53.5 66.3 80.1 81.0 19.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
22 9 6 19 11 44 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 36,476
COMMITMENTS
9,053 7,977 3,195 10,811 18,326 23,059 29,498 13,417 6,978
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -46,112)
-2,932 -15,170 -8,403 -26,545 -17,135 -37,881 -40,708 -8,230 -5,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 21.9 8.8 29.6 50.2 63.2 80.9 36.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
28 18 19 11 18 45 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,615
COMMITMENTS
4,182 6,574 1,046 29,229 25,573 34,457 33,193 158 1,422
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,886)
109 -302 -65 -1,992 -1,731 -1,948 -2,098 62 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 19.0 3.0 84.4 73.9 99.5 95.9 0.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 23 4 18 20 26 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,185
COMMITMENTS
0 2,681 0 13,125 10,666 13,125 13,347 1,060 838
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 147)
0 -329 0 -912 -250 -912 -579 1,059 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.9 0.0 92.5 75.2 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
Updated March 25, 2005