WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 207,629
COMMITMENTS
31,972 72,617 21,056 119,722 84,730 172,750 178,403 34,879 29,226
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,335)
-4,796 -4,556 2,094 3,675 4,371 973 1,909 2,362 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 35.0 10.1 57.7 40.8 83.2 85.9 16.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
73 86 50 48 50 145 170
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 644,934
COMMITMENTS
73,589 186,076 41,383 402,070 244,588 517,042 472,047 127,892 172,887
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 13,377)
-6,616 -8,133 10,768 -18,168 -21,200 -14,016 -18,565 27,393 31,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 28.9 6.4 62.3 37.9 80.2 73.2 19.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
111 137 79 164 148 321 328
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,522
COMMITMENTS
3,234 388 75 1,254 5,695 4,563 6,158 3,959 2,364
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 560)
563 160 -32 149 537 680 665 -120 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 4.6 0.9 14.7 66.8 53.5 72.3 46.5 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 4 3 9 15 27 21
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,102
COMMITMENTS
27,221 99,935 19,999 151,859 71,612 199,079 191,546 54,023 61,556
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 5,400)
-234 -1,834 3,571 -6,488 -6,163 -3,151 -4,426 8,551 9,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 39.5 7.9 60.0 28.3 78.7 75.7 21.3 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
69 109 71 77 87 195 231
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,297
COMMITMENTS
22,403 50,841 18,986 99,880 70,566 141,269 140,393 22,028 22,904
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,840)
1,391 -2,155 1,033 -3,221 -554 -797 -1,676 -1,043 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 31.1 11.6 61.2 43.2 86.5 86.0 13.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 46 28 53 41 103 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 719,351
COMMITMENTS
187,206 156,913 11,043 372,803 376,880 571,052 544,836 148,299 174,515
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 39,829)
-2,328 35,175 3,660 5,646 -48,763 6,978 -9,928 32,851 49,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 21.8 1.5 51.8 52.4 79.4 75.7 20.6 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
40 33 17 53 75 102 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 156,537
COMMITMENTS
9,151 41,560 26,965 91,856 61,749 127,972 130,274 28,565 26,263
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -3,456)
1,902 1,559 164 -7,147 -6,876 -5,081 -5,153 1,625 1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 26.5 17.2 58.7 39.4 81.8 83.2 18.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
17 58 52 52 48 114 135
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,231
COMMITMENTS
1,606 1,518 63 1,100 1,215 2,769 2,796 1,462 1,435
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 88)
-25 -35 -26 -5 53 -56 -8 144 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 35.9 1.5 26.0 28.7 65.4 66.1 34.6 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 9 3 8 8 23 17
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 311,966
COMMITMENTS
80,008 80,034 700 182,049 136,803 262,757 217,537 49,209 94,429
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 16,363)
376 -8,680 -374 -3,790 -11,531 -3,788 -20,585 20,151 36,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 25.7 0.2 58.4 43.9 84.2 69.7 15.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 32 1 37 43 52 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,461
COMMITMENTS
276,629 330,215 34,437 1068279 790,416 1379345 1155068 264,116 488,393
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -24,687)
-138,339 -51,207 5,545 15,078 -140,353 -117,716 -186,015 93,029 161,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 20.1 2.1 65.0 48.1 83.9 70.3 16.1 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
45 64 33 77 124 141 202
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,390
COMMITMENTS
282,440 174,527 11,958 739,415 686,840 1033813 873,325 125,577 286,065
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -8,589)
-45,664 -47,450 -263 -17,357 -82,049 -63,284 -129,762 54,695 121,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.1 1.0 63.8 59.2 89.2 75.3 10.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
37 41 20 62 88 109 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 442,101
COMMITMENTS
158,856 55,829 49,874 203,849 312,315 412,579 418,018 29,522 24,083
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 70,745)
30,179 13,759 -907 30,104 48,514 59,376 61,366 11,369 9,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 12.6 11.3 46.1 70.6 93.3 94.6 6.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
36 14 21 48 48 90 78
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,169
COMMITMENTS
13,479 9,905 10 22,613 31,301 36,102 41,216 12,067 6,953
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,587)
-1,412 1,216 -59 -2,758 -935 -4,229 222 5,816 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 20.6 0.0 46.9 65.0 74.9 85.6 25.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 15 1 20 11 46 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 67,194
COMMITMENTS
9,570 25,452 278 46,228 25,197 56,076 50,927 11,118 16,267
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 8,052)
-3,864 4,315 97 8,411 -3,792 4,644 620 3,408 7,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 37.9 0.4 68.8 37.5 83.5 75.8 16.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 21 3 21 11 40 35
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,125
COMMITMENTS
7,850 10,239 1,014 29,977 26,480 38,841 37,733 284 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -772)
5,958 -98 0 -6,803 -759 -845 -857 73 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 26.2 2.6 76.6 67.7 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 21 3 17 15 26 36
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,214
COMMITMENTS
5,718 1,587 0 8,480 12,167 14,198 13,754 16 460
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 751)
5,718 -160 0 -4,971 915 747 755 4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 11.2 0.0 59.7 85.6 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 7 10 9 16
Updated January 28, 2005