WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 222,294
COMMITMENTS
32,409 73,898 24,551 125,142 86,648 182,102 185,097 40,192 37,197
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 14,665)
437 1,281 3,495 5,420 1,918 9,352 6,694 5,313 7,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 33.2 11.0 56.3 39.0 81.9 83.3 18.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
70 82 51 47 48 139 164
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 649,713
COMMITMENTS
72,550 186,587 33,355 404,328 244,356 510,233 464,298 139,480 185,415
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,779)
-1,039 511 -8,028 2,258 -232 -6,809 -7,749 11,588 12,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 28.7 5.1 62.2 37.6 78.5 71.5 21.5 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
102 139 79 169 150 315 335
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,935
COMMITMENTS
3,657 499 155 1,158 5,836 4,970 6,490 3,965 2,445
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 413)
423 111 80 -96 141 407 332 6 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.6 1.7 13.0 65.3 55.6 72.6 44.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 5 4 8 15 28 23
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,530
COMMITMENTS
31,256 107,015 22,219 161,571 76,931 215,046 206,165 54,484 63,365
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,428)
4,035 7,080 2,220 9,712 5,319 15,967 14,619 461 1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 39.7 8.2 59.9 28.5 79.8 76.5 20.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
70 127 84 75 77 206 239
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 176,861
COMMITMENTS
22,457 57,439 19,638 111,251 73,921 153,346 150,998 23,515 25,863
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 13,564)
54 6,598 652 11,371 3,355 12,077 10,605 1,487 2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 32.5 11.1 62.9 41.8 86.7 85.4 13.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 53 32 54 43 104 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 754,773
COMMITMENTS
151,403 168,968 21,164 418,351 397,153 590,918 587,285 163,855 167,488
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 35,422)
-35,803 12,055 10,121 45,548 20,273 19,866 42,449 15,556 -7,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 22.4 2.8 55.4 52.6 78.3 77.8 21.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 41 20 54 75 107 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 164,356
COMMITMENTS
10,304 43,835 28,008 97,604 64,087 135,916 135,930 28,440 28,426
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 7,819)
1,153 2,275 1,043 5,748 2,338 7,944 5,656 -125 2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 26.7 17.0 59.4 39.0 82.7 82.7 17.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
19 57 50 50 48 111 133
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,233
COMMITMENTS
1,798 2,005 411 1,651 1,029 3,860 3,445 1,373 1,788
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,002)
192 487 348 551 -186 1,091 649 -89 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 38.3 7.9 31.5 19.7 73.8 65.8 26.2 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 13 6 11 7 28 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 308,462
COMMITMENTS
87,641 80,483 0 167,129 131,755 254,770 212,238 53,692 96,224
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,504)
7,633 449 -700 -14,920 -5,048 -7,987 -5,299 4,483 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 26.1 0.0 54.2 42.7 82.6 68.8 17.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 35 0 41 42 54 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,749,409
COMMITMENTS
261,427 316,883 50,765 1122142 830,638 1434334 1198286 315,075 551,123
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 105,948)
-15,202 -13,332 16,328 53,863 40,222 54,989 43,218 50,959 62,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 18.1 2.9 64.1 47.5 82.0 68.5 18.0 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
43 64 38 72 123 137 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,220,394
COMMITMENTS
254,711 190,320 13,968 810,650 712,524 1079329 916,812 141,065 303,582
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 61,004)
-27,729 15,793 2,010 71,235 25,684 45,516 43,487 15,488 17,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 15.6 1.1 66.4 58.4 88.4 75.1 11.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
32 49 20 61 91 104 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 490,328
COMMITMENTS
186,415 48,525 47,890 188,962 349,417 423,267 445,832 67,061 44,496
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 48,227)
27,559 -7,304 -1,984 -14,887 37,102 10,688 27,814 37,539 20,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 9.9 9.8 38.5 71.3 86.3 90.9 13.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
37 14 20 49 50 92 78
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,494
COMMITMENTS
12,528 8,634 0 21,698 31,362 34,226 39,996 13,268 7,498
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -675)
-951 -1,271 -10 -915 61 -1,876 -1,220 1,201 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 18.2 0.0 45.7 66.0 72.1 84.2 27.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 10 0 21 10 45 20
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,997
COMMITMENTS
10,773 24,497 358 46,738 25,846 57,869 50,701 20,128 27,296
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,803)
1,203 -955 80 510 649 1,793 -226 9,010 11,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 31.4 0.5 59.9 33.1 74.2 65.0 25.8 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 21 3 20 10 38 33
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,945
COMMITMENTS
8,106 10,265 1,014 31,506 28,219 40,626 39,498 319 1,447
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,820)
256 26 0 1,529 1,739 1,785 1,765 35 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 25.1 2.5 76.9 68.9 99.2 96.5 0.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 20 3 18 17 26 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,134
COMMITMENTS
5,689 1,665 0 8,360 12,254 14,049 13,919 85 215
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -80)
-29 78 0 -120 87 -149 165 69 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 11.8 0.0 59.1 86.7 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 6 11 8 17
Updated February 4, 2005