WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,758
COMMITMENTS
31,412 71,375 37,805 134,268 100,713 203,486 209,893 38,272 31,865
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 5,652)
-4,503 -4,924 2,174 5,119 6,156 2,790 3,406 2,861 2,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 29.5 15.6 55.5 41.7 84.2 86.8 15.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
79 93 75 58 58 176 194
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 778,220
COMMITMENTS
64,750 190,490 111,582 451,211 278,466 627,544 580,538 150,676 197,682
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 8,397)
-11,046 -8,900 10,138 -22,636 -25,926 -23,543 -24,687 31,940 33,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 24.5 14.3 58.0 35.8 80.6 74.6 19.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
119 160 132 198 169 398 387
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,562
COMMITMENTS
3,267 420 481 1,471 6,048 5,219 6,949 4,343 2,613
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 681)
513 174 47 224 534 784 756 -103 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 4.4 5.0 15.4 63.2 54.6 72.7 45.4 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 6 5 10 15 30 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 337,307
COMMITMENTS
26,804 75,281 76,860 167,377 110,283 271,040 262,424 66,267 74,883
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -1,970)
-2,044 -3,671 1,941 -11,942 -11,238 -12,044 -12,967 10,074 10,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 22.3 22.8 49.6 32.7 80.4 77.8 19.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
89 126 117 94 99 256 276
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 180,483
COMMITMENTS
16,756 50,736 29,802 110,159 76,222 156,717 156,760 23,766 23,724
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -2,576)
1,944 -2,234 289 -3,781 -90 -1,548 -2,035 -1,028 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 28.1 16.5 61.0 42.2 86.8 86.9 13.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
31 52 36 54 47 107 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 846,211
COMMITMENTS
175,090 151,217 83,594 425,394 413,576 684,079 648,387 162,132 197,824
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 30,113)
-6,371 30,622 -651 1,583 -52,556 -5,440 -22,585 35,553 52,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 17.9 9.9 50.3 48.9 80.8 76.6 19.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
36 42 42 66 79 129 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,477
COMMITMENTS
8,645 39,449 36,706 97,985 69,348 143,336 145,503 30,141 27,975
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -5,054)
1,617 1,215 -92 -7,970 -7,701 -6,444 -6,578 1,391 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.7 21.2 56.5 40.0 82.6 83.9 17.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
22 57 56 55 57 120 148
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,818
COMMITMENTS
1,606 1,407 353 1,239 1,484 3,198 3,244 1,621 1,574
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 150)
-25 -27 -8 30 86 -3 51 153 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 29.2 7.3 25.7 30.8 66.4 67.3 33.6 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 9 3 12 9 27 18
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 312,683
COMMITMENTS
80,008 80,054 1,023 182,049 136,803 263,080 217,880 49,603 94,803
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 16,405)
376 -8,530 -435 -3,790 -11,531 -3,849 -20,496 20,255 36,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 25.6 0.3 58.2 43.8 84.1 69.7 15.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 32 2 37 43 53 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,060,643
COMMITMENTS
281,062 312,443 234,545 1248641 978,271 1764249 1525259 296,394 535,384
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -82,716)
-121,253 -32,526 -48,129 -23,950 -182,661 -193,332 -263,315 110,616 180,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 15.2 11.4 60.6 47.5 85.6 74.0 14.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
45 67 66 106 135 191 228
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,383,840
COMMITMENTS
282,717 191,228 123,492 830,102 757,643 1236312 1072363 147,529 311,477
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -19,235)
-54,548 -43,773 -10,161 -26,905 -102,620 -91,614 -156,555 72,379 137,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 13.8 8.9 60.0 54.7 89.3 77.5 10.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
29 53 46 76 99 135 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 584,246
COMMITMENTS
153,789 55,855 165,466 232,793 335,480 552,048 556,800 32,198 27,446
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 78,626)
27,999 13,928 6,184 31,663 46,923 65,847 67,036 12,780 11,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 9.6 28.3 39.8 57.4 94.5 95.3 5.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
36 20 31 56 57 102 99
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,578
COMMITMENTS
13,489 9,986 563 22,938 31,558 36,991 42,107 12,588 7,471
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,243)
-1,450 1,214 -265 -2,909 -1,093 -4,625 -145 5,868 1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 20.1 1.1 46.3 63.7 74.6 84.9 25.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 14 6 22 11 53 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,585
COMMITMENTS
8,744 25,551 1,837 48,195 26,382 58,776 53,770 11,809 16,814
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 3,691)
-422 4,292 -3,923 4,365 -4,231 20 -3,862 3,671 7,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 36.2 2.6 68.3 37.4 83.3 76.2 16.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 21 12 21 15 45 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,125
COMMITMENTS
7,850 10,239 1,014 29,977 26,480 38,841 37,733 284 1,392
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -772)
5,958 -98 0 -6,803 -759 -845 -857 73 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 26.2 2.6 76.6 67.7 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 21 3 17 15 26 36
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,214
COMMITMENTS
5,718 1,587 0 8,480 12,167 14,198 13,754 16 460
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 751)
5,718 -160 0 -4,971 915 747 755 4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 11.2 0.0 59.7 85.6 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 7 10 9 16
Updated January 28, 2005