WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 299,546
COMMITMENTS
56,446 27,574 65,734 145,926 165,915 268,106 259,223 31,440 40,323
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -10,396)
-6,600 2,226 -4,741 723 -5,282 -10,618 -7,798 222 -2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 9.2 21.9 48.7 55.4 89.5 86.5 10.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
91 66 77 46 61 183 166
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 809,917
COMMITMENTS
107,707 77,665 108,763 452,327 391,124 668,797 577,552 141,120 232,365
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -18,079)
-10,104 11,247 -2,601 -5,255 -23,915 -17,959 -15,269 -120 -2,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 9.6 13.4 55.8 48.3 82.6 71.3 17.4 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
128 87 114 216 212 406 363
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,497
COMMITMENTS
2,407 730 462 921 5,659 3,790 6,851 4,706 1,646
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 359)
247 -11 63 -107 339 202 391 156 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 8.6 5.4 10.8 66.6 44.6 80.6 55.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 4 5 10 16 25 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,844
COMMITMENTS
59,551 24,101 85,650 193,787 177,726 338,987 287,476 70,857 122,369
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -26,038)
-7,167 -1,361 -11,419 -6,741 -9,437 -25,328 -22,217 -710 -3,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 5.9 20.9 47.3 43.4 82.7 70.1 17.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
115 116 136 104 115 306 289
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,753
COMMITMENTS
12,957 3,632 416 312 865 13,685 4,913 3,068 11,840
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -511)
-1,048 -634 103 0 2 -945 -529 434 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.3 21.7 2.5 1.9 5.2 81.7 29.3 18.3 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 9 2 3 20 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 180,379
COMMITMENTS
32,646 11,687 32,681 84,427 120,568 149,754 164,937 30,625 15,442
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,372)
-1,868 126 642 -2,311 -3,559 -3,536 -2,791 1,164 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.5 18.1 46.8 66.8 83.0 91.4 17.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
40 31 37 44 47 110 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 956,174
COMMITMENTS
102,075 153,214 149,274 573,089 460,047 824,438 762,536 131,735 193,638
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -54,098)
-21,902 -6,244 -14,415 -8,593 -24,461 -44,910 -45,120 -9,188 -8,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 16.0 15.6 59.9 48.1 86.2 79.7 13.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
37 42 54 74 81 137 151
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,594
COMMITMENTS
31,059 12,031 28,841 66,425 94,875 126,325 135,747 32,269 22,847
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -4,095)
-4,165 -105 -554 870 -3,504 -3,849 -4,163 -246 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 7.6 18.2 41.9 59.8 79.7 85.6 20.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
46 31 39 56 54 130 109
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,683
COMMITMENTS
3,289 1,679 568 865 3,183 4,722 5,430 1,961 1,253
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 239)
265 -43 65 -79 218 251 240 -12 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 25.1 8.5 12.9 47.6 70.7 81.2 29.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 10 9 9 13 28 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 331,639
COMMITMENTS
114,442 79,228 145 164,377 145,686 278,964 225,059 52,675 106,580
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,103)
-861 3,689 -724 7,874 -1,678 6,289 1,287 -5,186 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 23.9 0.0 49.6 43.9 84.1 67.9 15.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
18 28 2 41 43 60 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,808,860
COMMITMENTS
414,770 641,609 424,851 1765382 1207442 2605003 2273902 203,857 534,958
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -195,956)
14,200 2,175 -66,660 -101,210 -37,346 -153,670 -101,831 -42,286 -94,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 22.8 15.1 62.9 43.0 92.7 81.0 7.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
36 84 75 103 133 188 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,717,417
COMMITMENTS
202,782 311,433 282,992 1081161 749,008 1566934 1343433 150,483 373,984
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -90,125)
-29,549 -21,516 -41,618 -1,476 -4,604 -72,643 -67,739 -17,482 -22,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 18.1 16.5 63.0 43.6 91.2 78.2 8.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
33 53 47 68 84 126 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 685,250
COMMITMENTS
199,805 45,841 188,479 253,064 411,945 641,348 646,265 43,902 38,984
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -8,370)
-30,299 -6,772 13,556 13,698 -11,651 -3,046 -4,867 -5,324 -3,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 6.7 27.5 36.9 60.1 93.6 94.3 6.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 19 41 58 58 111 105
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,061
COMMITMENTS
9,777 6,330 616 20,557 26,635 30,950 33,581 9,111 6,480
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 10)
-284 1,016 44 -877 96 -1,117 1,155 1,127 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 15.8 1.5 51.3 66.5 77.3 83.8 22.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 13 6 18 12 41 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 37,839
COMMITMENTS
9,785 10,011 3,775 12,565 16,221 26,125 30,007 11,714 7,832
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,363)
732 2,034 580 1,753 -2,105 3,066 510 -1,703 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 26.5 10.0 33.2 42.9 69.0 79.3 31.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 20 20 12 14 48 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,368
COMMITMENTS
4,243 6,863 1,046 28,921 24,692 34,210 32,601 158 1,767
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -247)
61 289 0 -308 -881 -247 -592 0 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 20.0 3.0 84.2 71.8 99.5 94.9 0.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 23 4 19 21 27 45
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,983
COMMITMENTS
0 2,204 0 12,838 10,666 12,838 12,870 145 113
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,202)
0 -477 0 -287 0 -287 -477 -915 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 0.0 98.9 82.2 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
Updated April 1, 2005