WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 219,798
COMMITMENTS
36,624 76,492 29,417 120,490 86,280 186,531 192,189 33,267 27,610
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,005)
-345 9,635 3,000 4,772 -4,017 7,427 8,618 5,578 4,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 34.8 13.4 54.8 39.3 84.9 87.4 15.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
100 103 72 64 69 196 220
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 726,517
COMMITMENTS
69,924 179,408 95,077 449,443 300,387 614,444 574,872 112,073 151,645
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,440)
719 14,784 -4,441 17,494 -1,749 13,772 8,595 -332 4,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 24.7 13.1 61.9 41.3 84.6 79.1 15.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
162 194 154 293 267 542 538
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,710
COMMITMENTS
1,247 668 463 2,117 4,696 3,828 5,827 3,883 1,883
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -313)
-22 -141 67 -119 -180 -74 -254 -239 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.7 6.0 27.5 60.9 49.6 75.6 50.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 6 6 14 13 31 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,712
COMMITMENTS
31,343 53,815 65,965 161,547 124,859 258,855 244,639 49,856 64,073
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,196)
-5,675 8,308 3,866 6,126 -7,856 4,318 4,319 1,878 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.4 21.4 52.3 40.4 83.9 79.2 16.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
112 138 122 111 125 292 324
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 162,616
COMMITMENTS
15,576 38,886 26,776 98,436 75,366 140,788 141,028 21,828 21,588
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -445)
-2,287 4,043 547 4,174 -5,232 2,434 -643 -2,879 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 23.9 16.5 60.5 46.3 86.6 86.7 13.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
32 46 33 52 45 102 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,236
COMMITMENTS
169,059 107,293 72,767 373,145 412,226 614,970 592,286 112,265 134,950
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,681)
15,919 15,819 -16,244 -915 -713 -1,240 -1,138 13,921 13,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.8 10.0 51.3 56.7 84.6 81.4 15.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
41 47 38 69 94 133 156
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 168,077
COMMITMENTS
7,967 31,829 35,151 99,244 74,908 142,362 141,888 25,715 26,190
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 8,120)
-51 6,772 2,894 7,672 -1,611 10,515 8,056 -2,395 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 18.9 20.9 59.0 44.6 84.7 84.4 15.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
26 51 52 56 56 119 142
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,892
COMMITMENTS
1,541 1,430 359 1,212 1,634 3,113 3,423 1,780 1,469
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 89)
165 151 79 288 -158 531 72 -442 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 29.2 7.3 24.8 33.4 63.6 70.0 36.4 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 8 3 11 10 23 20
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,479
COMMITMENTS
67,803 84,343 525 156,669 117,751 224,997 202,619 27,482 49,860
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,802)
5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,762 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
19 55 4 48 66 69 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,140,053
COMMITMENTS
393,805 347,239 264,198 1310557 1170547 1968560 1781984 171,494 358,070
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 123,830)
6,129 15,775 63,423 48,126 -6,396 117,679 72,802 6,151 51,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.2 12.3 61.2 54.7 92.0 83.3 8.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
46 116 89 137 199 249 338
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,326,282
COMMITMENTS
333,080 255,536 105,305 789,631 787,910 1228016 1148751 98,267 177,532
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 14,091)
-2,485 41,114 -17,371 13,368 -16,548 -6,488 7,195 20,580 6,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 19.3 7.9 59.5 59.4 92.6 86.6 7.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
59 83 54 90 143 171 258
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 444,716
COMMITMENTS
109,262 31,998 129,524 180,002 267,771 418,788 429,293 25,928 15,422
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -207,908)
-75,820 -20,282 -64,530 -61,164 -120,024 -201,514 -204,836 -6,394 -3,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.2 29.1 40.5 60.2 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
42 25 35 61 62 119 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,434
COMMITMENTS
19,712 9,235 797 25,202 33,289 45,712 43,321 5,722 8,113
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 261)
6 -613 38 -413 355 -369 -220 630 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 18.0 1.5 49.0 64.7 88.9 84.2 11.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
38 18 13 26 15 72 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,573
COMMITMENTS
6,203 13,805 3,750 30,656 24,856 40,610 42,411 11,964 10,162
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,729)
-1,064 2,584 1,675 8,034 7,834 8,645 12,093 4,084 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 26.3 7.1 58.3 47.3 77.2 80.7 22.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
34 19 19 19 16 58 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255
COMMITMENTS
1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52)
-483 64 0 457 -112 -26 -48 -26 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 21 2 17 15 23 36
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599
COMMITMENTS
500 1,689 0 13,078 11,442 13,578 13,131 21 468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473)
-181 109 0 645 352 464 461 9 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 7 0 8 10 9 17
Updated January 7, 2005