WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 213,233
COMMITMENTS
34,138 56,515 15,417 140,690 104,351 190,245 176,283 22,988 36,950
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 601)
3,052 -10,853 -110 -3,630 7,911 -688 -3,052 1,289 3,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 26.5 7.2 66.0 48.9 89.2 82.7 10.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
51 87 38 40 52 116 159
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 668,196
COMMITMENTS
95,158 104,649 55,682 396,706 318,029 547,546 478,360 120,650 189,836
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -8,857)
-6,129 -52,078 14,052 -17,539 17,376 -9,616 -20,650 759 11,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.7 8.3 59.4 47.6 81.9 71.6 18.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
114 98 87 151 170 316 328
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,761
COMMITMENTS
1,855 1,914 21 1,815 3,895 3,691 5,830 4,070 1,931
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 40)
-196 267 -27 -45 -213 -268 27 308 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 24.7 0.3 23.4 50.2 47.6 75.1 52.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 14 3 8 13 21 27
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,822
COMMITMENTS
50,721 24,261 29,856 128,763 131,497 209,340 185,614 52,482 76,208
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 24,099)
13,745 -7,837 2,560 1,690 26,156 17,995 20,879 6,104 3,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 9.3 11.4 49.2 50.2 80.0 70.9 20.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
118 57 78 72 90 231 196
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 127,526
COMMITMENTS
20,752 17,980 12,483 72,081 83,282 105,316 113,745 22,210 13,781
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,308)
-57 -1,301 -678 472 6,201 -263 4,222 2,571 -1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 14.1 9.8 56.5 65.3 82.6 89.2 17.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
37 27 28 47 43 96 92
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 752,961
COMMITMENTS
147,706 128,607 26,838 423,430 427,570 597,974 583,015 154,987 169,946
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -7,065)
25,022 -5,591 8,721 -32,899 -16,722 844 -13,592 -7,909 6,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 17.1 3.6 56.2 56.8 79.4 77.4 20.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
38 40 31 62 79 120 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 128,146
COMMITMENTS
25,218 13,355 14,855 56,883 80,593 96,956 108,803 31,190 19,343
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 6,424)
3,887 -121 37 -389 6,341 3,535 6,257 2,889 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 10.4 11.6 44.4 62.9 75.7 84.9 24.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
35 26 30 50 56 109 103
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,912
COMMITMENTS
3,445 672 717 1,009 4,354 5,171 5,743 1,741 1,169
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -233)
-152 -86 -14 39 -163 -127 -263 -106 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 9.7 10.4 14.6 63.0 74.8 83.1 25.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 10 8 8 15 28 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,547
COMMITMENTS
103,271 72,285 4,016 196,253 171,664 303,540 247,965 64,007 119,582
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 26,816)
-10,591 -2,957 2,677 32,879 22,840 24,965 22,560 1,851 4,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 19.7 1.1 53.4 46.7 82.6 67.5 17.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
17 23 3 43 44 62 68
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,185,852
COMMITMENTS
513,603 439,059 143,029 1209125 1103717 1865757 1685805 320,095 500,047
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -74,085)
52,319 -149,099 -35,871 -155,531 40,962 -139,083 -144,008 64,998 69,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 20.1 6.5 55.3 50.5 85.4 77.1 14.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
46 81 49 85 118 157 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,270,674
COMMITMENTS
156,923 250,722 86,621 840,129 672,396 1083673 1009739 187,001 260,935
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -53,712)
-854 -41,055 5,233 -77,965 -25,169 -73,586 -60,991 19,874 7,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.7 6.8 66.1 52.9 85.3 79.5 14.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 48 26 66 80 114 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 448,213
COMMITMENTS
115,711 30,393 90,673 202,825 299,524 409,209 420,590 39,004 27,623
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 15,122)
-8,998 1,806 9,224 11,153 8,452 11,379 19,482 3,743 -4,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 6.8 20.2 45.3 66.8 91.3 93.8 8.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
31 18 31 44 52 87 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,433
COMMITMENTS
11,934 4,911 389 19,222 29,070 31,545 34,370 9,888 7,063
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 296)
1,144 -226 -4 -1,248 1,319 -108 1,089 404 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 11.9 0.9 46.4 70.2 76.1 83.0 23.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 12 1 19 12 44 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,616
COMMITMENTS
10,004 35,583 88 44,981 10,095 55,073 45,766 9,543 18,850
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -1,310)
-2,334 4,126 -337 4,641 -5,453 1,970 -1,664 -3,280 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 55.1 0.1 69.6 15.6 85.2 70.8 14.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 34 1 16 11 32 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,731
COMMITMENTS
6,518 6,327 1,046 31,317 30,844 38,881 38,217 850 1,514
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,135)
-70 -1,052 0 1,503 2,152 1,433 1,100 -298 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 15.9 2.6 78.8 77.6 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 21 4 17 19 27 41
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,234
COMMITMENTS
0 948 0 14,180 13,200 14,180 14,148 54 86
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -68)
0 -89 0 -68 16 -68 -73 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 0.0 99.6 92.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 5 11 5 18
Updated May 27, 2005