WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 222,752
COMMITMENTS
31,953 73,892 30,429 123,462 82,103 185,844 186,424 36,908 36,328
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 458)
-456 -6 5,878 -1,680 -4,545 3,742 1,327 -3,284 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 33.2 13.7 55.4 36.9 83.4 83.7 16.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
70 91 60 44 46 146 174
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 657,417
COMMITMENTS
73,417 187,682 37,593 405,269 246,208 516,279 471,483 141,138 185,934
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 7,704)
867 1,095 4,238 941 1,852 6,046 7,185 1,658 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 28.5 5.7 61.6 37.5 78.5 71.7 21.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
100 135 89 165 152 316 346
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,844
COMMITMENTS
3,113 482 78 1,520 5,941 4,711 6,501 4,133 2,343
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -91)
-544 -17 -77 362 105 -259 11 168 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 5.5 0.9 17.2 67.2 53.3 73.5 46.7 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 5 4 7 15 25 23
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,127
COMMITMENTS
31,832 109,993 22,349 161,938 78,725 216,119 211,067 56,008 61,060
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,597)
576 2,978 130 367 1,794 1,073 4,902 1,524 -2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 40.4 8.2 59.5 28.9 79.4 77.6 20.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
72 135 93 76 74 214 253
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 187,858
COMMITMENTS
22,473 61,322 21,480 118,340 79,202 162,293 162,004 25,565 25,854
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 10,997)
16 3,883 1,842 7,089 5,281 8,947 11,006 2,050 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 32.6 11.4 63.0 42.2 86.4 86.2 13.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
29 59 34 52 42 103 128
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 818,964
COMMITMENTS
193,978 146,065 31,052 426,677 468,895 651,707 646,012 167,257 172,952
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 64,191)
42,575 -22,903 9,888 8,326 71,742 60,789 58,727 3,402 5,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 17.8 3.8 52.1 57.3 79.6 78.9 20.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
45 39 22 60 78 120 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,298
COMMITMENTS
10,303 53,355 30,620 106,383 62,994 147,306 146,969 30,992 31,329
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 13,942)
-1 9,520 2,612 8,779 -1,093 11,390 11,039 2,552 2,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 29.9 17.2 59.7 35.3 82.6 82.4 17.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
19 65 52 53 47 115 144
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,554
COMMITMENTS
1,863 2,101 522 1,773 1,147 4,158 3,770 1,396 1,784
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 321)
65 96 111 122 118 298 325 23 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 37.8 9.4 31.9 20.7 74.9 67.9 25.1 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 13 6 11 6 27 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 329,026
COMMITMENTS
104,088 77,400 0 169,951 146,075 274,039 223,475 54,987 105,551
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 20,564)
16,447 -3,083 0 2,822 14,320 19,269 11,237 1,295 9,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 23.5 0.0 51.7 44.4 83.3 67.9 16.7 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 33 0 45 45 61 78
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,806,663
COMMITMENTS
297,999 304,380 118,040 1091323 870,944 1507362 1293364 299,301 513,299
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 57,254)
36,572 -12,503 67,275 -30,819 40,306 73,028 95,078 -15,774 -37,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 16.8 6.5 60.4 48.2 83.4 71.6 16.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
46 70 42 86 133 161 218
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,263,427
COMMITMENTS
230,550 184,846 17,792 861,436 722,928 1109778 925,566 153,649 337,861
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 43,033)
-24,161 -5,474 3,824 50,786 10,404 30,449 8,754 12,584 34,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 14.6 1.4 68.2 57.2 87.8 73.3 12.2 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 44 20 62 95 107 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 404,965
COMMITMENTS
173,430 39,257 33,626 166,036 304,942 373,092 377,825 31,873 27,140
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -85,363)
-12,985 -9,268 -14,264 -22,926 -44,475 -50,175 -68,007 -35,188 -17,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 9.7 8.3 41.0 75.3 92.1 93.3 7.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
34 11 23 50 46 91 74
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,943
COMMITMENTS
12,607 3,171 56 21,536 37,447 34,199 40,674 13,744 7,269
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 449)
79 -5,463 56 -162 6,085 -27 678 476 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 6.6 0.1 44.9 78.1 71.3 84.8 28.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 1 20 12 45 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,688
COMMITMENTS
8,790 26,588 466 51,449 21,724 60,705 48,778 8,983 20,910
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -8,309)
-1,983 2,091 108 4,711 -4,122 2,836 -1,923 -11,145 -6,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 38.2 0.7 73.8 31.2 87.1 70.0 12.9 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 22 4 20 8 36 32
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,003
COMMITMENTS
8,761 9,577 1,014 29,865 28,070 39,640 38,661 363 1,342
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -942)
655 -688 0 -1,641 -149 -986 -837 44 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.9 2.5 74.7 70.2 99.1 96.6 0.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 23 3 19 19 27 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,540
COMMITMENTS
5,689 1,903 0 8,816 12,116 14,505 14,019 35 521
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 406)
0 238 0 456 -138 456 100 -50 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 13.1 0.0 60.6 83.3 99.8 96.4 0.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 0 6 10 8 17
Updated February 11, 2005