WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,211
COMMITMENTS
31,485 73,539 44,314 141,361 103,421 217,160 221,274 44,051 39,937
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 19,453)
73 2,164 6,509 7,093 2,707 13,674 11,380 5,779 8,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 28.2 17.0 54.1 39.6 83.1 84.7 16.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
75 93 73 56 57 168 191
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 787,176
COMMITMENTS
63,119 191,738 105,110 456,216 278,730 624,445 575,578 162,731 211,598
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,956)
-1,632 1,248 -6,472 5,005 264 -3,099 -4,960 12,055 13,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 24.4 13.4 58.0 35.4 79.3 73.1 20.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509)
105 168 127 201 170 391 385
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,050
COMMITMENTS
3,715 494 622 1,365 6,253 5,702 7,370 4,348 2,680
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 488)
449 74 141 -107 206 482 421 6 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 4.9 6.2 13.6 62.2 56.7 73.3 43.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 6 7 10 15 32 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,817
COMMITMENTS
33,730 85,843 79,956 181,317 118,107 295,002 283,906 66,815 77,911
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 24,510)
6,926 10,562 3,096 13,940 7,825 23,962 21,482 548 3,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 23.7 22.1 50.1 32.6 81.5 78.5 18.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
96 138 130 92 91 269 287
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 196,190
COMMITMENTS
16,005 57,575 31,538 123,458 79,914 171,001 169,027 25,189 27,163
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 15,707)
-752 6,839 1,736 13,299 3,692 14,284 12,267 1,423 3,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 29.3 16.1 62.9 40.7 87.2 86.2 12.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
25 60 39 55 47 108 130
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,842
COMMITMENTS
143,709 169,123 97,513 477,259 439,514 718,481 706,150 180,360 192,692
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 52,631)
-31,381 17,906 13,919 51,864 25,938 34,402 57,762 18,229 -5,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.8 10.8 53.1 48.9 79.9 78.6 20.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
40 45 50 70 83 141 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,409
COMMITMENTS
10,041 42,958 37,845 104,981 71,903 152,867 152,707 30,542 30,703
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 9,932)
1,396 3,509 1,140 6,995 2,555 9,531 7,204 401 2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 23.4 20.6 57.2 39.2 83.3 83.3 16.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 55 55 55 55 120 146
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,905
COMMITMENTS
1,766 1,954 795 1,821 1,300 4,382 4,049 1,523 1,856
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,087)
160 547 442 582 -184 1,184 805 -98 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 33.1 13.5 30.8 22.0 74.2 68.6 25.8 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 12 6 14 9 31 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 309,417
COMMITMENTS
87,641 80,408 349 167,129 131,755 255,119 212,512 54,298 96,905
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -3,266)
7,633 355 -674 -14,920 -5,048 -7,961 -5,367 4,695 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 26.0 0.1 54.0 42.6 82.5 68.7 17.5 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 35 1 41 42 55 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,273,671
COMMITMENTS
247,867 292,846 335,290 1339097 1045650 1922254 1673786 351,416 599,885
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 213,027)
-33,195 -19,597 100,745 90,455 67,379 158,005 148,527 55,022 64,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.9 14.7 58.9 46.0 84.5 73.6 15.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
47 65 67 104 140 189 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,468,774
COMMITMENTS
269,223 214,370 133,014 911,618 798,393 1313855 1145778 154,920 322,996
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 84,934)
-13,495 23,143 9,522 81,516 40,750 77,543 73,415 7,391 11,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 14.6 9.1 62.1 54.4 89.5 78.0 10.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
29 57 46 78 104 137 177
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 619,771
COMMITMENTS
182,810 52,158 142,124 223,424 376,114 548,358 570,396 71,413 49,375
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 35,525)
29,021 -3,697 -23,342 -9,369 40,634 -3,690 13,596 39,215 21,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 8.4 22.9 36.0 60.7 88.5 92.0 11.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
41 15 32 56 61 105 100
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,951
COMMITMENTS
12,523 8,707 551 22,035 31,652 35,109 40,909 13,842 8,042
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -627)
-966 -1,279 -13 -903 94 -1,882 -1,198 1,255 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 17.8 1.1 45.0 64.7 71.7 83.6 28.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 11 5 23 10 51 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,643
COMMITMENTS
10,819 24,080 3,001 49,029 28,489 62,849 55,570 20,794 28,073
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 13,058)
2,074 -1,471 1,164 835 2,107 4,073 1,799 8,985 11,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 28.8 3.6 58.6 34.1 75.1 66.4 24.9 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 24 15 20 14 46 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,945
COMMITMENTS
8,106 10,265 1,014 31,506 28,219 40,626 39,498 319 1,447
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,820)
256 26 0 1,529 1,739 1,785 1,765 35 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 25.1 2.5 76.9 68.9 99.2 96.5 0.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 20 3 18 17 26 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,134
COMMITMENTS
5,689 1,665 0 8,360 12,254 14,049 13,919 85 215
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -80)
-29 78 0 -120 87 -149 165 69 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 11.8 0.0 59.1 86.7 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 0 6 11 8 17
Updated February 4, 2005