WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 204,698
COMMITMENTS
32,640 54,785 12,491 139,784 105,798 184,915 173,074 19,783 31,624
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 9,434)
1,713 6,484 3,700 3,969 2,759 9,382 12,943 52 -3,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 26.8 6.1 68.3 51.7 90.3 84.6 9.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
47 86 36 40 53 115 154
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 683,390
COMMITMENTS
105,734 148,997 42,022 416,550 308,284 564,306 499,303 119,084 184,087
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,086)
5,764 15,740 -2,696 662 735 3,730 13,779 6,356 -3,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 21.8 6.1 61.0 45.1 82.6 73.1 17.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
119 114 79 159 163 322 328
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,910
COMMITMENTS
2,068 1,563 35 1,854 4,452 3,957 6,050 3,953 1,860
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 363)
2 398 -78 232 -463 156 -143 207 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 19.8 0.4 23.4 56.3 50.0 76.5 50.0 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 3 9 15 20 24
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,350
COMMITMENTS
48,840 26,813 24,705 124,304 119,365 197,849 170,883 49,501 76,467
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,396)
6,360 -3,040 -2,080 -1,691 11,399 2,589 6,279 2,807 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 10.8 10.0 50.3 48.3 80.0 69.1 20.0 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
103 67 64 72 87 217 186
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,923
COMMITMENTS
10,674 3,185 234 121 728 11,029 4,147 2,894 9,776
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -105)
-313 261 -30 0 6 -343 237 238 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.7 22.9 1.7 0.9 5.2 79.2 29.8 20.8 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 5 1 3 14 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 145,340
COMMITMENTS
34,994 11,582 14,355 70,094 105,335 119,443 131,272 25,897 14,068
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 947)
6,757 -3,269 -3,263 -4,222 7,697 -728 1,165 1,675 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 8.0 9.9 48.2 72.5 82.2 90.3 17.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
45 26 26 41 44 100 87
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 704,316
COMMITMENTS
97,739 110,179 13,741 442,453 424,336 553,933 548,256 150,383 156,060
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -12,582)
-4,585 -849 -3,640 -5,306 -5,778 -13,531 -10,267 949 -2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.6 2.0 62.8 60.2 78.6 77.8 21.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
34 33 22 62 81 105 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 128,883
COMMITMENTS
28,364 12,986 14,830 56,804 81,188 99,998 109,004 28,885 19,879
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -3,438)
-1,529 105 -411 -1,033 -2,432 -2,973 -2,738 -465 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 10.1 11.5 44.1 63.0 77.6 84.6 22.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
41 27 35 49 57 121 105
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,751
COMMITMENTS
3,218 647 663 996 4,455 4,877 5,765 1,874 986
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -32)
13 -648 26 215 636 254 14 -286 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 9.6 9.8 14.8 66.0 72.2 85.4 27.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 11 7 9 16 31 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,437
COMMITMENTS
115,134 78,863 1,718 152,029 143,604 268,881 224,185 61,556 106,252
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -4,830)
1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920 383 4,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 23.9 0.5 46.0 43.5 81.4 67.8 18.6 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
18 28 3 38 40 58 69
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,102,089
COMMITMENTS
371,107 498,305 162,696 1327889 1037613 1861692 1698614 240,397 403,475
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -17,799)
6,451 32,551 -16,165 -5,246 -33,358 -14,960 -16,972 -2,839 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 23.7 7.7 63.2 49.4 88.6 80.8 11.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
40 93 48 82 134 155 242
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,539
COMMITMENTS
149,805 299,903 66,395 999,397 723,692 1215597 1089990 152,942 278,549
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -8,873)
-2,056 13,160 18,731 -21,323 -35,873 -4,648 -3,982 -4,225 -4,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 21.9 4.9 73.0 52.9 88.8 79.6 11.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
33 53 28 69 87 118 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 424,186
COMMITMENTS
108,121 28,046 88,587 189,661 274,529 386,369 391,162 37,817 33,024
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 14,056)
-37,809 7,874 30,632 15,276 -30,629 8,099 7,877 5,957 6,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 6.6 20.9 44.7 64.7 91.1 92.2 8.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
34 15 32 40 49 85 87
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,556
COMMITMENTS
10,577 5,105 397 20,567 28,390 31,541 33,892 10,015 7,664
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -60)
-262 -6 -6 -86 75 -354 63 294 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 12.3 1.0 49.5 68.3 75.9 81.6 24.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 13 3 19 11 42 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 67,118
COMMITMENTS
12,330 28,657 499 38,918 17,690 51,747 46,846 15,371 20,272
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,060)
3,105 4,015 72 1,287 -688 4,464 3,399 -404 661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 42.7 0.7 58.0 26.4 77.1 69.8 22.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 25 5 15 12 38 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,756
COMMITMENTS
6,047 6,038 1,046 29,676 29,327 36,769 36,411 987 1,345
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,333)
1,675 80 0 -215 1,444 1,460 1,524 -127 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 16.0 2.8 78.6 77.7 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 21 4 17 18 27 40
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,251
COMMITMENTS
0 1,045 0 14,188 13,126 14,188 14,171 63 80
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -72)
0 6 0 163 180 163 186 -235 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 99.6 92.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 4 11 4 18
Updated May 13, 2005