WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,869
COMMITMENTS
43,483 23,615 63,348 139,724 151,031 246,554 237,993 35,314 43,876
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,677)
-12,963 -3,959 -2,386 -6,202 -14,884 -21,551 -21,230 3,874 3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.4 22.5 49.6 53.6 87.5 84.4 12.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
84 55 75 51 59 168 165
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 825,178
COMMITMENTS
95,870 90,972 124,455 462,841 368,928 683,166 584,355 142,012 240,823
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 15,261)
-11,837 13,307 15,692 10,514 -22,196 14,368 6,803 892 8,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 11.0 15.1 56.1 44.7 82.8 70.8 17.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
119 103 124 211 207 399 378
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,862
COMMITMENTS
2,627 23 539 928 6,840 4,093 7,402 4,768 1,460
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 365)
219 -707 76 7 1,182 303 551 62 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 0.3 6.1 10.5 77.2 46.2 83.5 53.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 3 4 10 16 25 20
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,473
COMMITMENTS
54,095 25,053 88,291 185,895 165,346 328,281 278,690 68,192 117,784
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -13,371)
-5,457 952 2,641 -7,891 -12,380 -10,707 -8,786 -2,664 -4,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.3 22.3 46.9 41.7 82.8 70.3 17.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
126 115 146 107 115 315 302
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,487
COMMITMENTS
12,310 3,315 669 212 870 13,191 4,854 3,296 11,633
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -266)
-647 -317 253 -100 5 -494 -59 228 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 20.1 4.1 1.3 5.3 80.0 29.4 20.0 70.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 7 7 2 3 19 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 173,141
COMMITMENTS
30,306 12,116 29,286 82,696 117,763 142,288 159,165 30,852 13,976
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -7,238)
-2,340 429 -3,395 -1,730 -2,805 -7,466 -5,772 228 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.0 16.9 47.8 68.0 82.2 91.9 17.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
41 33 39 46 46 116 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 926,412
COMMITMENTS
83,822 133,744 138,776 551,107 446,689 773,705 719,209 152,707 207,202
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -29,762)
-18,254 -19,470 -10,498 -21,982 -13,359 -50,733 -43,326 20,971 13,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 14.4 15.0 59.5 48.2 83.5 77.6 16.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
34 44 50 75 88 139 152
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,440
COMMITMENTS
24,362 10,211 25,922 65,735 88,705 116,019 124,838 32,421 23,602
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -10,155)
-6,697 -1,821 -2,919 -690 -6,170 -10,306 -10,909 152 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 6.9 17.5 44.3 59.8 78.2 84.1 21.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
43 25 41 57 55 123 110
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,427
COMMITMENTS
3,395 1,729 1,311 767 2,987 5,473 6,027 1,954 1,400
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 744)
106 50 743 -98 -196 751 597 -7 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 23.3 17.7 10.3 40.2 73.7 81.1 26.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 11 10 9 12 30 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 313,737
COMMITMENTS
102,991 64,478 6 151,902 141,978 254,899 206,462 58,838 107,275
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,902)
-11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597 6,163 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 20.6 0.0 48.4 45.3 81.2 65.8 18.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
19 25 1 38 42 58 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,733,771
COMMITMENTS
322,944 522,271 475,175 1714055 1192998 2512175 2190445 221,596 543,326
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -75,089)
-91,826 -119,337 50,324 -51,327 -14,444 -92,829 -83,457 17,739 8,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 19.1 17.4 62.7 43.6 91.9 80.1 8.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
35 82 81 106 131 194 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,691,299
COMMITMENTS
156,848 330,942 239,984 1135743 780,229 1532575 1351155 158,724 340,144
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -26,118)
-45,934 19,508 -43,008 54,583 31,221 -34,359 7,722 8,241 -33,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 19.6 14.2 67.2 46.1 90.6 79.9 9.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
30 58 48 68 87 127 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 585,478
COMMITMENTS
183,019 33,728 160,323 205,489 357,862 548,831 551,913 36,647 33,565
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -99,772)
-16,786 -12,113 -28,157 -47,575 -54,083 -92,517 -94,352 -7,255 -5,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 5.8 27.4 35.1 61.1 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
41 15 42 53 56 103 105
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,026
COMMITMENTS
9,409 10,956 675 20,635 21,078 30,719 32,709 9,307 7,317
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -35)
-368 4,626 58 78 -5,557 -231 -872 196 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 27.4 1.7 51.6 52.7 76.7 81.7 23.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 13 6 21 11 43 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 47,942
COMMITMENTS
10,597 17,489 4,839 19,681 14,522 35,117 36,850 12,825 11,093
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 10,103)
812 7,477 1,064 7,116 -1,699 8,992 6,842 1,111 3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 36.5 10.1 41.1 30.3 73.2 76.9 26.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 19 23 14 13 51 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,800
COMMITMENTS
4,219 6,077 1,046 28,426 25,160 33,691 32,283 109 1,517
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -568)
-24 -786 0 -495 468 -519 -318 -49 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.0 3.1 84.1 74.4 99.7 95.5 0.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 22 4 20 19 28 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,587
COMMITMENTS
0 1,992 0 12,586 10,182 12,586 12,174 1 413
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -396)
0 -212 0 -252 -484 -252 -696 -144 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.8 0.0 100.0 80.9 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 9 0 5 8 5 17
Updated April 8, 2005