WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,489
COMMITMENTS
55,932 28,364 53,601 135,730 156,459 245,263 238,424 29,226 36,064
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 145)
7,783 -6,313 2,654 -1,274 13,475 9,163 9,816 -9,019 -9,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 10.3 19.5 49.4 57.0 89.4 86.9 10.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
80 74 76 47 57 183 161
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 770,697
COMMITMENTS
113,308 82,460 105,265 414,058 362,670 632,631 550,394 138,066 220,303
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,392)
7,554 -14,893 44 920 13,764 8,518 -1,085 -5,126 4,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 10.7 13.7 53.7 47.1 82.1 71.4 17.9 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
126 102 124 203 197 400 368
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,899
COMMITMENTS
2,113 723 446 1,101 4,885 3,660 6,054 4,239 1,845
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -235)
169 179 110 -464 -169 -185 120 -50 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.2 5.6 13.9 61.8 46.3 76.6 53.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 6 6 8 13 26 22
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 406,317
COMMITMENTS
65,128 32,977 93,675 176,579 158,996 335,382 285,648 70,934 120,669
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 22,981)
11,800 -5,233 3,755 5,664 11,410 21,219 9,932 1,762 13,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.1 23.1 43.5 39.1 82.5 70.3 17.5 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
110 125 134 93 112 291 290
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,527
COMMITMENTS
10,970 3,743 158 350 587 11,478 4,488 3,049 10,039
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 782)
654 -311 81 0 32 735 -198 47 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 25.8 1.1 2.4 4.0 79.0 30.9 21.0 69.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 6 1 2 15 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 179,718
COMMITMENTS
34,913 14,212 35,096 80,171 116,444 150,180 165,753 29,538 13,965
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,978)
6,899 -2,294 573 180 13,716 7,652 11,994 3,326 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 7.9 19.5 44.6 64.8 83.6 92.2 16.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
47 33 44 43 46 121 105
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 991,125
COMMITMENTS
120,625 132,657 167,158 547,975 487,074 835,758 786,889 155,367 204,236
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -6,999)
7,432 -2,221 8,105 -179 -9,562 15,358 -3,679 -22,357 -3,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 13.4 16.9 55.3 49.1 84.3 79.4 15.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
41 37 53 80 84 147 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,304
COMMITMENTS
34,656 13,721 33,112 70,632 101,656 138,400 148,489 32,904 22,815
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,473)
8,105 -1,691 -2,312 -3,915 7,437 1,878 3,434 -405 -1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 8.0 19.3 41.2 59.3 80.8 86.7 19.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
44 35 46 52 63 131 128
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,916
COMMITMENTS
2,908 2,180 477 978 1,747 4,363 4,405 1,553 1,511
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 613)
745 23 62 -324 500 483 585 130 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 36.9 8.1 16.5 29.5 73.7 74.5 26.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 11 7 10 10 26 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 328,570
COMMITMENTS
112,120 69,306 2,896 156,723 149,531 271,739 221,733 56,831 106,837
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -36,026)
-6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172 -3,726 -23,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 21.1 0.9 47.7 45.5 82.7 67.5 17.3 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
16 26 3 37 46 53 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,604,599
COMMITMENTS
375,345 481,463 397,967 1622255 1151170 2395567 2030601 209,032 573,999
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 70,648)
-12,216 77,215 66,805 110,383 -33,695 164,972 110,326 -94,325 -39,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 18.5 15.3 62.3 44.2 92.0 78.0 8.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
41 87 78 116 140 209 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,668,740
COMMITMENTS
236,016 319,560 268,026 1010487 693,158 1514529 1280744 154,211 387,996
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 83,754)
15,816 66,966 50,991 15,124 -31,144 81,930 86,812 1,824 -3,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 19.1 16.1 60.6 41.5 90.8 76.7 9.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
39 55 55 73 91 138 175
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 571,697
COMMITMENTS
193,929 46,243 158,472 181,910 330,984 534,311 535,698 37,386 35,998
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -39,778)
-5,890 6,194 4,424 -11,601 -18,939 -13,067 -8,321 -26,711 -31,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 8.1 27.7 31.8 57.9 93.5 93.7 6.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
31 20 33 51 53 96 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,921
COMMITMENTS
16,940 2,654 1,678 24,094 43,014 42,712 47,345 15,209 10,576
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,013)
341 -223 870 1,209 1,839 2,420 2,486 593 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 4.6 2.9 41.6 74.3 73.7 81.7 26.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 9 9 22 18 51 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,315
COMMITMENTS
10,158 25,796 7,801 57,555 26,175 75,515 59,771 9,801 25,544
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 6,620)
-794 1,189 2,379 4,361 519 5,945 4,087 675 2,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 30.2 9.1 67.5 30.7 88.5 70.1 11.5 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 29 20 21 14 54 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,699
COMMITMENTS
6,324 6,979 1,111 30,382 28,799 37,817 36,889 882 1,810
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -1,730)
360 723 -328 -1,560 -1,802 -1,528 -1,407 -202 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 18.0 2.9 78.5 74.4 97.7 95.3 2.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 25 4 18 21 25 47
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 17,180
COMMITMENTS
5,726 2,996 0 11,360 13,996 17,086 16,992 94 188
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,567)
70 624 0 2,896 2,328 2,966 2,952 -399 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 17.4 0.0 66.1 81.5 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 10 0 6 11 8 21
Updated March 11, 2005