WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 212,632
COMMITMENTS
31,086 67,368 15,527 144,320 96,440 190,933 179,335 21,699 33,297
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 7,934)
-1,554 12,583 3,036 4,536 -9,358 6,018 6,261 1,916 1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 31.7 7.3 67.9 45.4 89.8 84.3 10.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
51 98 37 42 48 115 166
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 677,053
COMMITMENTS
101,287 156,727 41,630 414,245 300,653 557,162 499,010 119,891 178,043
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -6,337)
-4,447 7,730 -392 -2,305 -7,631 -7,144 -293 807 -6,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 23.1 6.1 61.2 44.4 82.3 73.7 17.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
122 112 76 154 158 318 318
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,721
COMMITMENTS
2,051 1,647 48 1,860 4,108 3,959 5,803 3,762 1,918
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -189)
-17 84 13 6 -344 2 -247 -191 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 21.3 0.6 24.1 53.2 51.3 75.2 48.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 12 4 10 13 23 26
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 237,723
COMMITMENTS
36,976 32,098 27,296 127,073 105,341 191,345 164,735 46,378 72,988
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -9,627)
-11,864 5,285 2,591 2,769 -14,024 -6,504 -6,148 -3,123 -3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 13.5 11.5 53.5 44.3 80.5 69.3 19.5 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
99 75 74 76 88 219 206
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 125,218
COMMITMENTS
20,809 19,281 13,161 71,609 77,081 105,579 109,523 19,639 15,695
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -20,122)
-14,185 7,699 -1,194 1,515 -28,254 -13,864 -21,749 -6,258 1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 15.4 10.5 57.2 61.6 84.3 87.5 15.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
38 26 24 49 40 97 85
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 760,026
COMMITMENTS
122,684 134,198 18,117 456,329 444,292 597,130 596,607 162,896 163,419
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 55,710)
24,945 24,019 4,376 13,876 19,956 43,197 48,351 12,513 7,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 17.7 2.4 60.0 58.5 78.6 78.5 21.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 38 27 65 79 119 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 121,722
COMMITMENTS
21,331 13,476 14,818 57,272 74,252 93,421 102,546 28,301 19,176
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,161)
-7,033 490 -12 468 -6,936 -6,577 -6,458 -584 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 11.1 12.2 47.1 61.0 76.7 84.2 23.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
35 30 31 49 54 108 103
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,145
COMMITMENTS
3,597 758 731 970 4,517 5,298 6,006 1,847 1,139
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 394)
379 111 68 -26 62 421 241 -27 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 10.6 10.2 13.6 63.2 74.1 84.1 25.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 10 8 7 15 29 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 340,731
COMMITMENTS
113,862 75,242 1,339 163,374 148,824 278,575 225,405 62,156 115,326
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 10,294)
-1,272 -3,621 -379 11,345 5,220 9,694 1,220 600 9,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 22.1 0.4 47.9 43.7 81.8 66.2 18.2 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 26 2 41 40 59 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,259,937
COMMITMENTS
461,284 588,158 178,900 1364656 1062755 2004840 1829813 255,097 430,124
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 157,848)
90,177 89,853 16,204 36,767 25,142 143,148 131,199 14,700 26,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 26.0 7.9 60.4 47.0 88.7 81.0 11.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
45 93 53 88 141 169 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,324,386
COMMITMENTS
157,777 291,777 81,388 918,094 697,565 1157259 1070730 167,127 253,656
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -44,153)
7,972 -8,126 14,993 -81,303 -26,127 -58,338 -19,260 14,185 -24,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 22.0 6.1 69.3 52.7 87.4 80.8 12.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
34 55 33 70 89 122 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 433,091
COMMITMENTS
124,709 28,587 81,449 191,672 291,072 397,830 401,108 35,261 31,983
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 8,905)
16,588 541 -7,138 2,011 16,543 11,461 9,946 -2,556 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 6.6 18.8 44.3 67.2 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 18 32 40 50 84 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,137
COMMITMENTS
10,790 5,137 393 20,470 27,751 31,653 33,281 9,484 7,856
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -419)
213 32 -4 -97 -639 112 -611 -531 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 12.5 1.0 49.8 67.5 76.9 80.9 23.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 12 3 19 11 43 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,926
COMMITMENTS
12,338 31,457 425 40,340 15,548 53,103 47,430 12,823 18,496
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,192)
8 2,800 -74 1,422 -2,142 1,356 584 -2,548 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 47.7 0.6 61.2 23.6 80.5 71.9 19.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 28 3 17 13 38 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,596
COMMITMENTS
6,588 7,379 1,046 29,814 28,692 37,448 37,117 1,148 1,479
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 840)
541 1,341 0 138 -635 679 706 161 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 19.1 2.7 77.2 74.3 97.0 96.2 3.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 23 4 16 18 26 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,302
COMMITMENTS
0 1,037 0 14,248 13,184 14,248 14,221 54 81
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 51)
0 -8 0 60 58 60 50 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 99.6 92.2 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 20, 2005