WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 213,540
COMMITMENTS
42,429 40,255 19,717 120,593 114,873 182,739 174,845 30,801 38,695
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -11,668)
-13,215 -5,866 204 -2,487 -10,100 -15,498 -15,762 3,830 4,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 18.9 9.2 56.5 53.8 85.6 81.9 14.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
58 68 53 45 51 141 145
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 678,519
COMMITMENTS
107,584 93,084 44,526 408,035 330,125 560,145 467,735 118,374 210,784
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11,034)
-6,670 12,627 9,879 3,943 -19,107 7,152 3,399 3,882 7,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 13.7 6.6 60.1 48.7 82.6 68.9 17.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
124 79 82 173 191 337 327
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,727
COMMITMENTS
2,692 131 27 783 6,392 3,502 6,550 4,225 1,177
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 283)
245 -666 -29 -54 1,152 162 457 121 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 1.7 0.3 10.1 82.7 45.3 84.8 54.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 2 3 8 16 23 19
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,916
COMMITMENTS
52,451 43,780 24,322 157,699 123,439 234,472 191,541 47,444 90,375
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -16,054)
-5,752 -306 1,495 -9,352 -13,074 -13,609 -11,885 -2,445 -4,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 15.5 8.6 55.9 43.8 83.2 67.9 16.8 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
100 106 90 85 105 249 253
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,487
COMMITMENTS
12,310 3,315 669 212 870 13,191 4,854 3,296 11,633
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -266)
-647 -317 253 -100 5 -494 -59 228 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 20.1 4.1 1.3 5.3 80.0 29.4 20.0 70.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 7 7 2 3 19 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 152,399
COMMITMENTS
31,016 13,583 18,573 73,484 107,299 123,073 139,455 29,326 12,944
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -7,723)
-2,027 -326 -3,214 -2,587 -2,885 -7,828 -6,425 105 -1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 8.9 12.2 48.2 70.4 80.8 91.5 19.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
42 28 33 44 42 110 89
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 735,433
COMMITMENTS
96,681 142,720 21,182 481,571 389,007 599,434 552,909 135,999 182,524
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -14,066)
-18,486 -14,787 -8,963 -9,288 -5,693 -36,737 -29,443 22,671 15,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 19.4 2.9 65.5 52.9 81.5 75.2 18.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
38 29 21 57 77 108 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,264
COMMITMENTS
24,714 17,246 12,953 60,350 76,055 98,017 106,254 29,247 21,010
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -9,169)
-6,412 -1,978 -2,420 -674 -5,562 -9,506 -9,960 337 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 13.6 10.2 47.4 59.8 77.0 83.5 23.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
38 25 36 51 49 115 98
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,836
COMMITMENTS
3,355 1,876 968 702 2,669 5,025 5,513 1,811 1,323
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 840)
90 -5 810 -90 -136 810 669 30 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 27.4 14.2 10.3 39.0 73.5 80.6 26.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 13 9 7 10 28 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 313,417
COMMITMENTS
102,991 64,478 6 151,902 141,978 254,899 206,462 58,518 106,955
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -18,159)
-11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597 5,906 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 20.6 0.0 48.5 45.3 81.3 65.9 18.7 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
19 25 1 38 42 58 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,986,875
COMMITMENTS
340,979 542,574 74,894 1383775 881,234 1799648 1498702 187,227 488,173
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -100,725)
-95,592 -108,227 1,911 -26,522 -3,859 -120,203 -110,175 19,478 9,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 27.3 3.8 69.6 44.4 90.6 75.4 9.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
37 74 38 78 117 135 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,386,332
COMMITMENTS
178,243 354,769 32,966 1030269 680,195 1241478 1067930 144,854 318,402
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 19,732)
-41,655 17,032 -4,767 59,225 42,701 12,803 54,966 6,929 -35,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 25.6 2.4 74.3 49.1 89.6 77.0 10.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 51 19 63 77 107 137
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 443,838
COMMITMENTS
178,355 26,457 57,020 173,868 328,514 409,243 411,991 34,595 31,847
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -60,299)
-23,082 -13,446 4,891 -36,385 -47,999 -54,576 -56,554 -5,723 -3,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 6.0 12.8 39.2 74.0 92.2 92.8 7.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
36 10 27 44 50 85 83
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,218
COMMITMENTS
9,412 10,806 0 20,357 20,793 29,769 31,599 8,449 6,619
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -112)
-333 4,654 0 65 -5,558 -268 -904 156 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 28.3 0.0 53.3 54.4 77.9 82.7 22.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 11 0 18 10 35 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,314
COMMITMENTS
12,875 17,027 374 15,297 12,406 28,546 29,807 11,768 10,507
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,617)
1,377 7,588 -68 5,845 -2,348 7,154 5,172 1,463 3,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 42.2 0.9 37.9 30.8 70.8 73.9 29.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 17 3 12 11 41 29
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,800
COMMITMENTS
4,219 6,077 1,046 28,426 25,160 33,691 32,283 109 1,517
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -568)
-24 -786 0 -495 468 -519 -318 -49 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 18.0 3.1 84.1 74.4 99.7 95.5 0.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 22 4 20 19 28 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,587
COMMITMENTS
0 1,992 0 12,586 10,182 12,586 12,174 1 413
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -396)
0 -212 0 -252 -484 -252 -696 -144 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.8 0.0 100.0 80.9 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 9 0 5 8 5 17
Updated April 8, 2005