WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,658
COMMITMENTS
46,598 41,762 19,330 114,645 112,430 180,573 173,522 34,085 41,136
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,134)
6,793 -13,260 -4,151 -7,526 7,147 -4,884 -10,264 -1,250 4,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 19.5 9.0 53.4 52.4 84.1 80.8 15.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 81 51 38 52 138 150
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,828
COMMITMENTS
106,792 98,378 43,931 372,875 306,519 523,598 448,828 115,230 190,000
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -5,198)
12,800 -41,000 7,255 -5,055 27,023 15,000 -6,722 -20,198 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.4 6.9 58.4 48.0 82.0 70.3 18.0 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
125 91 101 162 170 341 329
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,354
COMMITMENTS
2,041 573 17 1,391 4,742 3,449 5,332 3,905 2,022
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -696)
-191 -12 -5 -689 -962 -885 -979 189 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 7.8 0.2 18.9 64.5 46.9 72.5 53.1 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 4 3 7 15 21 21
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,860
COMMITMENTS
53,541 61,425 22,709 149,249 107,261 225,499 191,395 48,361 82,465
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,086)
15,486 -5,849 816 -4,214 6,178 12,088 1,145 -4,002 6,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 22.4 8.3 54.5 39.2 82.3 69.9 17.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
87 101 75 69 93 214 231
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,745
COMMITMENTS
10,316 4,054 77 350 555 10,743 4,686 3,002 9,059
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,348)
5,646 925 -1,173 150 86 4,623 -162 -275 4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 29.5 0.6 2.5 4.0 78.2 34.1 21.8 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 8 6 1 2 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,495
COMMITMENTS
29,440 18,004 24,925 72,848 94,728 127,213 137,657 24,282 13,838
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -14,584)
8,221 -19,418 1,430 -21,059 12,178 -11,408 -5,810 -3,176 -8,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 11.9 16.5 48.1 62.5 84.0 90.9 16.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
44 28 36 43 45 111 97
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 807,644
COMMITMENTS
118,328 137,699 55,030 479,271 435,577 652,629 628,306 155,015 179,338
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 26,092)
-16,935 10,074 12,416 28,111 5,169 23,592 27,659 2,500 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 17.0 6.8 59.3 53.9 80.8 77.8 19.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
32 33 22 64 77 106 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,438
COMMITMENTS
26,334 21,162 25,693 70,781 83,757 122,808 130,612 30,630 22,826
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -9,929)
902 -3,913 -5,298 -4,728 3,252 -9,124 -5,959 -805 -3,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 13.8 16.7 46.1 54.6 80.0 85.1 20.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 35 37 48 54 115 115
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,914
COMMITMENTS
2,137 2,177 243 1,232 1,066 3,612 3,486 1,302 1,428
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -762)
277 -215 -38 -616 -293 -377 -546 -385 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 44.3 4.9 25.1 21.7 73.5 70.9 26.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 13 4 8 7 22 21
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,581
COMMITMENTS
118,996 69,452 6,251 178,792 158,202 304,039 233,905 60,542 130,676
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,388)
17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268 -2,578 12,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 19.0 1.7 49.0 43.4 83.4 64.2 16.6 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 26 5 39 47 55 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,955,525
COMMITMENTS
392,364 412,554 54,283 1246450 937,544 1693097 1404381 262,428 551,144
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -81,031)
-53,051 54,059 -116,199 136,034 -15,945 -33,216 -78,085 -47,815 -2,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 21.1 2.8 63.7 47.9 86.6 71.8 13.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
38 70 32 92 129 150 211
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,285,660
COMMITMENTS
199,770 256,295 50,027 903,948 618,586 1153745 924,908 131,915 360,752
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,960)
-604 70,621 -3,256 17,860 -82,082 14,000 -14,717 -16,960 11,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 19.9 3.9 70.3 48.1 89.7 71.9 10.3 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 54 27 56 87 97 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 481,101
COMMITMENTS
196,497 34,439 55,734 167,363 326,586 419,594 416,759 61,507 64,342
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 38,741)
48,682 -783 16,847 -4,825 -13,685 60,704 2,379 -21,963 36,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 7.2 11.6 34.8 67.9 87.2 86.6 12.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 11 25 42 39 82 69
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,811
COMMITMENTS
16,505 2,843 0 22,278 40,823 38,783 43,666 14,028 9,145
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,768)
2,494 -287 -35 1,014 2,509 3,473 2,187 295 1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 5.4 0.0 42.2 77.3 73.4 82.7 26.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 9 0 21 14 47 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,707
COMMITMENTS
10,982 26,832 872 50,717 21,589 62,571 49,293 8,136 21,414
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,329)
2,593 829 -289 -2,710 -724 -406 -184 -923 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 37.9 1.2 71.7 30.5 88.5 69.7 11.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 23 5 20 10 40 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,429
COMMITMENTS
5,964 6,256 1,439 31,942 30,601 39,345 38,296 1,084 2,133
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,220)
-569 -19 -78 3,413 3,432 2,766 3,335 454 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 15.5 3.6 79.0 75.7 97.3 94.7 2.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 24 4 19 22 25 47
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,613
COMMITMENTS
5,656 2,372 0 8,464 11,668 14,120 14,040 493 573
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -74)
0 -373 0 -4 284 -4 -89 -70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 16.2 0.0 57.9 79.8 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 8 0 6 12 7 20
Updated March 4, 2005