WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 248,729
COMMITMENTS
37,574 37,062 39,956 146,686 134,504 224,216 211,521 24,513 37,208
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -32,281)
611 -1,567 -16,374 -13,127 -14,240 -28,891 -32,181 -3,390 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 14.9 16.1 59.0 54.1 90.1 85.0 9.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
62 83 66 48 55 160 163
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,190
COMMITMENTS
86,295 99,085 104,602 448,607 364,784 639,504 568,470 149,686 220,720
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -51,576)
-1,725 -16,844 -24,325 -27,270 -5,942 -53,320 -47,110 1,744 -4,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.6 13.3 56.8 46.2 81.0 72.0 19.0 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
107 117 119 208 202 386 378
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,311
COMMITMENTS
2,718 79 745 1,136 7,100 4,599 7,923 4,712 1,387
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -380)
-223 75 119 -382 -449 -486 -255 106 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.8 8.0 12.2 76.3 49.4 85.1 50.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 3 5 9 16 24 22
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 333,078
COMMITMENTS
55,795 22,444 63,113 146,058 145,767 264,967 231,324 68,111 101,754
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -49,700)
-796 -3,617 -21,891 -22,233 -13,342 -44,920 -38,851 -4,780 -10,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.7 18.9 43.9 43.8 79.6 69.5 20.4 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
111 75 106 95 103 268 236
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,971
COMMITMENTS
10,742 1,746 293 425 900 11,460 2,939 2,511 11,032
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,582)
69 -1,149 -699 0 -280 -630 -2,128 -952 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 12.5 2.1 3.0 6.4 82.0 21.0 18.0 79.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 7 3 4 16 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 156,119
COMMITMENTS
27,397 11,343 25,129 76,721 105,984 129,247 142,456 26,872 13,663
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -7,637)
-2,103 -241 -790 -2,880 -4,170 -5,773 -5,201 -1,864 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.3 16.1 49.1 67.9 82.8 91.2 17.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
46 22 36 43 46 108 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,387
COMMITMENTS
93,281 99,845 118,906 518,173 471,097 730,359 689,848 145,028 185,539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -59,756)
4,924 -43,211 -26,792 -30,323 6,270 -52,192 -63,734 -7,565 3,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 11.4 13.6 59.2 53.8 83.4 78.8 16.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 36 45 78 87 139 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,700
COMMITMENTS
33,945 10,160 24,386 65,793 100,972 124,125 135,518 34,575 23,182
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,002)
4,968 -1,293 -3,751 -690 7,188 527 2,144 474 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.4 15.4 41.5 63.6 78.2 85.4 21.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
48 22 38 56 63 129 113
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,862
COMMITMENTS
3,572 1,350 820 1,219 4,590 5,610 6,760 2,252 1,102
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -204)
16 107 -435 202 98 -217 -230 12 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 17.2 10.4 15.5 58.4 71.4 86.0 28.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 6 9 12 15 34 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 315,516
COMMITMENTS
105,423 73,511 223 145,611 142,144 251,257 215,878 64,259 99,638
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 11,527)
9,550 12,695 212 3,844 -3,178 13,606 9,728 -2,078 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 23.3 0.1 46.2 45.1 79.6 68.4 20.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 27 3 37 40 59 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,751,287
COMMITMENTS
334,224 403,874 488,963 1655427 1378591 2478614 2271428 272,673 479,859
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -86,156)
48,747 -1,738 -82,644 -72,427 -19,593 -106,325 -103,975 20,169 17,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.7 17.8 60.2 50.1 90.1 82.6 9.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
51 78 84 110 150 211 262
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,808
COMMITMENTS
131,217 288,212 215,310 1145728 846,047 1492255 1349569 171,553 314,239
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -69,563)
782 -17,232 -36,065 -12,245 632 -47,528 -52,665 -22,035 -16,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.3 12.9 68.9 50.9 89.7 81.1 10.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
32 52 49 71 94 131 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 681,280
COMMITMENTS
217,057 30,877 203,223 219,635 412,481 639,915 646,581 41,365 34,699
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 30,140)
34,085 5,653 3,301 -3,976 22,684 33,409 31,637 -3,269 -1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 4.5 29.8 32.2 60.5 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
43 24 47 52 59 112 113
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,495
COMMITMENTS
10,083 11,984 1,351 21,185 22,125 32,619 35,461 10,876 8,034
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,136)
1,278 -355 190 101 357 1,569 192 -433 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 27.6 3.1 48.7 50.9 75.0 81.5 25.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 16 9 19 12 46 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,352
COMMITMENTS
9,103 24,525 2,904 37,876 21,550 49,883 48,979 15,469 16,373
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,737)
-2,669 4,625 889 9,864 -1,395 8,084 4,118 -3,347 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 37.5 4.4 58.0 33.0 76.3 74.9 23.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 27 17 16 16 45 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,527
COMMITMENTS
3,962 5,821 1,046 29,684 27,247 34,692 34,114 835 1,413
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 368)
1,025 167 0 -701 774 324 941 44 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 16.4 2.9 83.6 76.7 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 22 4 20 21 30 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,689
COMMITMENTS
0 1,038 0 12,383 11,251 12,383 12,289 306 400
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 797)
0 -206 0 739 947 739 741 58 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.0 97.6 88.7 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
Updated April 29, 2005