WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,344
COMMITMENTS
48,149 34,676 50,947 137,004 142,984 236,100 228,608 38,244 45,736
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,924)
6,176 -20,575 9,672 -2,217 18,004 13,631 7,101 -707 5,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 12.6 18.6 49.9 52.1 86.1 83.3 13.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
69 82 74 49 60 174 169
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 767,305
COMMITMENTS
105,754 97,353 105,221 413,138 348,906 624,113 551,479 143,193 215,826
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,820)
16,192 -44,569 15,465 -713 36,532 30,944 7,429 -18,124 5,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 12.7 13.7 53.8 45.5 81.3 71.9 18.7 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
122 114 135 201 190 404 376
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,135
COMMITMENTS
1,944 544 336 1,565 5,054 3,845 5,935 4,289 2,200
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -609)
-262 -8 61 -686 -1,000 -887 -947 277 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 6.7 4.1 19.2 62.1 47.3 73.0 52.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 3 5 9 15 24 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 383,336
COMMITMENTS
53,329 38,210 89,919 170,915 147,586 314,163 275,715 69,173 107,620
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 29,199)
13,555 -11,117 14,436 240 11,924 28,231 15,243 967 13,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.0 23.5 44.6 38.5 82.0 71.9 18.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
101 121 128 86 103 274 275
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,745
COMMITMENTS
10,316 4,054 77 350 555 10,743 4,686 3,002 9,059
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,348)
5,646 925 -1,173 150 86 4,623 -162 -275 4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 29.5 0.6 2.5 4.0 78.2 34.1 21.8 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 8 6 1 2 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 168,740
COMMITMENTS
28,015 16,507 34,523 79,990 102,729 142,528 153,759 26,212 14,982
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -10,333)
8,611 -20,867 4,058 -19,311 14,858 -6,642 -1,951 -3,691 -8,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 9.8 20.5 47.4 60.9 84.5 91.1 15.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 31 40 44 46 116 100
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 998,124
COMMITMENTS
113,193 134,878 159,053 548,154 496,637 820,400 790,567 177,724 207,557
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 53,502)
-21,793 6,658 30,702 38,318 14,633 47,227 51,993 6,275 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.5 15.9 54.9 49.8 82.2 79.2 17.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
39 37 52 79 87 142 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 169,831
COMMITMENTS
26,551 15,412 35,424 74,547 94,219 136,522 145,055 33,309 24,776
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -8,533)
782 -5,512 -3,731 -4,839 4,699 -7,789 -4,545 -744 -3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.1 20.9 43.9 55.5 80.4 85.4 19.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 39 44 52 59 124 125
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,303
COMMITMENTS
2,163 2,157 415 1,301 1,248 3,879 3,820 1,424 1,483
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -681)
303 -167 -47 -583 -263 -327 -478 -354 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 40.7 7.8 24.5 23.5 73.2 72.0 26.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 12 4 10 9 24 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,596
COMMITMENTS
118,996 69,452 6,251 178,792 158,202 304,039 233,905 60,557 130,691
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,382)
17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268 -2,572 12,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 19.0 1.7 49.0 43.4 83.4 64.2 16.6 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 26 5 39 47 55 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,533,951
COMMITMENTS
387,560 404,248 331,162 1511872 1184865 2230595 1920275 303,357 613,676
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 54,827)
-61,008 50,174 -41,036 194,979 35,421 92,934 44,559 -38,107 10,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 16.0 13.1 59.7 46.8 88.0 75.8 12.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
45 68 69 111 139 195 237
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,584,986
COMMITMENTS
220,201 252,595 217,035 995,363 724,302 1432598 1193932 152,387 391,054
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 94,678)
5,880 70,715 48,646 44,446 -53,857 98,972 65,504 -4,295 29,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.9 13.7 62.8 45.7 90.4 75.3 9.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
37 50 51 67 91 130 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 611,475
COMMITMENTS
199,819 40,049 154,048 193,511 349,923 547,378 544,020 64,096 67,455
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 31,647)
55,633 515 20,693 -13,921 -19,211 62,406 1,997 -30,759 29,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 6.5 25.2 31.6 57.2 89.5 89.0 10.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
35 14 28 50 50 95 82
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,909
COMMITMENTS
16,600 2,877 808 22,885 41,175 40,292 44,860 14,616 10,049
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,117)
2,534 -282 131 1,247 2,465 3,912 2,314 205 1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 5.2 1.5 41.7 75.0 73.4 81.7 26.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 9 6 22 15 52 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,695
COMMITMENTS
10,953 24,606 5,422 53,195 25,656 69,569 55,684 9,126 23,011
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,681)
2,376 -711 1,994 -1,899 656 2,471 1,938 -789 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 31.3 6.9 67.6 32.6 88.4 70.8 11.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 25 18 20 14 50 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,429
COMMITMENTS
5,964 6,256 1,439 31,942 30,601 39,345 38,296 1,084 2,133
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,220)
-569 -19 -78 3,413 3,432 2,766 3,335 454 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 15.5 3.6 79.0 75.7 97.3 94.7 2.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 24 4 19 22 25 47
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,613
COMMITMENTS
5,656 2,372 0 8,464 11,668 14,120 14,040 493 573
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -74)
0 -373 0 -4 284 -4 -89 -70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 16.2 0.0 57.9 79.8 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 8 0 6 12 7 20
Updated March 4, 2005