WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,257
COMMITMENTS
61,877 46,094 18,417 120,350 126,097 200,644 190,608 26,613 36,649
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 12,104)
2,457 1,317 3,000 9,741 6,810 15,198 11,127 -3,094 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 20.3 8.1 53.0 55.5 88.3 83.9 11.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
75 77 51 37 54 154 149
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 676,579
COMMITMENTS
119,921 70,903 35,734 405,743 364,059 561,398 470,696 115,181 205,883
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,491)
-9,118 -8,793 -1,337 9,333 1,532 -1,122 -8,598 -6,369 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 10.5 5.3 60.0 53.8 83.0 69.6 17.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
124 79 76 175 198 343 322
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,163
COMMITMENTS
2,245 782 4 939 4,989 3,188 5,775 3,975 1,388
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -326)
-95 38 -1 28 -360 -68 -323 -258 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 10.9 0.1 13.1 69.6 44.5 80.6 55.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 2 9 14 23 20
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 304,258
COMMITMENTS
65,696 48,054 21,667 168,604 139,161 255,967 208,882 48,291 95,376
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -3,948)
-1,366 -9,629 4,169 -2,712 3,307 91 -2,153 -4,039 -1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 15.8 7.1 55.4 45.7 84.1 68.7 15.9 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
105 106 88 86 106 258 251
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,264
COMMITMENTS
14,005 4,266 313 312 863 14,630 5,442 2,634 11,822
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 156)
908 113 116 -176 15 848 244 -692 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 24.7 1.8 1.8 5.0 84.7 31.5 15.3 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 8 10 2 3 23 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,125
COMMITMENTS
34,676 13,884 21,488 78,944 113,935 135,108 149,307 28,017 13,818
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,563)
-3,813 389 -2,690 3,304 -3,808 -3,199 -6,109 -3,364 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 8.5 13.2 48.4 69.8 82.8 91.5 17.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
46 27 35 42 42 108 94
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 741,488
COMMITMENTS
115,751 152,006 31,001 478,248 391,909 625,000 574,916 116,488 166,572
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -14,004)
-11,880 371 -6,313 9,696 -4,179 -8,497 -10,121 -5,507 -3,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.5 4.2 64.5 52.9 84.3 77.5 15.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
40 37 29 64 75 116 131
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,686
COMMITMENTS
35,185 20,143 16,605 60,817 84,636 112,607 121,384 29,079 20,302
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -9,927)
-1,881 1,322 896 -6,260 -11,771 -7,245 -9,553 -2,682 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 14.2 11.7 42.9 59.7 79.5 85.7 20.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
48 29 36 49 48 123 102
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,816
COMMITMENTS
3,020 1,873 147 872 2,634 4,039 4,654 1,777 1,162
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 164)
76 51 -19 56 299 113 331 51 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 32.2 2.5 15.0 45.3 69.4 80.0 30.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 12 5 7 11 23 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,524
COMMITMENTS
115,303 75,539 869 156,503 147,364 272,675 223,772 57,849 106,752
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 8,972)
10,735 3,706 -1,422 -4,305 9,710 5,008 11,994 3,964 -3,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 22.9 0.3 47.3 44.6 82.5 67.7 17.5 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
17 29 3 38 45 56 76
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,182
COMMITMENTS
428,369 647,754 60,901 1440222 864,011 1929492 1572666 189,690 546,516
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 62,255)
14,038 86,369 -2,135 56,912 -10,406 68,815 73,828 -6,560 -11,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 30.6 2.9 68.0 40.8 91.0 74.2 9.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
39 89 37 81 132 139 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,322,955
COMMITMENTS
212,996 327,769 29,908 932,369 604,488 1175273 962,165 147,682 360,790
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -65,951)
-1,873 -38,992 -4,129 -70,884 -44,884 -76,886 -88,005 10,935 22,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.8 2.3 70.5 45.7 88.8 72.7 11.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
30 62 27 55 78 103 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 524,578
COMMITMENTS
230,539 49,119 45,919 201,909 389,688 478,367 484,726 46,211 39,852
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 34,917)
4,542 2,973 -3,962 26,125 31,650 26,705 30,661 8,212 4,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 9.4 8.8 38.5 74.3 91.2 92.4 8.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
37 12 27 47 45 90 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,488
COMMITMENTS
10,008 5,153 0 21,239 26,291 31,247 31,444 7,241 7,044
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -24,849)
-4,594 1,505 -2,487 -15,546 -17,197 -22,627 -18,179 -2,222 -6,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 13.4 0.0 55.2 68.3 81.2 81.7 18.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 9 0 17 10 37 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 30,878
COMMITMENTS
10,296 7,461 544 8,238 16,955 19,078 24,960 11,800 5,918
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -39,311)
-1,327 -20,077 -3,274 -25,825 -10,295 -30,426 -33,646 -8,885 -5,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 24.2 1.8 26.7 54.9 61.8 80.8 38.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 13 2 10 15 34 29
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,615
COMMITMENTS
4,182 6,574 1,046 29,229 25,573 34,457 33,193 158 1,422
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,886)
109 -302 -65 -1,992 -1,731 -1,948 -2,098 62 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.0 3.0 84.4 73.9 99.5 95.9 0.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 23 4 18 20 26 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,185
COMMITMENTS
0 2,681 0 13,125 10,666 13,125 13,347 1,060 838
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 147)
0 -329 0 -912 -250 -912 -579 1,059 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.9 0.0 92.5 75.2 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
Updated March 25, 2005