WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,888
COMMITMENTS
61,173 29,813 63,883 139,754 163,422 264,810 257,118 34,079 41,771
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 24,400)
5,241 1,450 10,281 4,024 6,963 19,547 18,693 4,853 5,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 10.0 21.4 46.8 54.7 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
92 67 79 47 59 191 163
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 839,037
COMMITMENTS
128,308 75,990 113,138 443,970 416,363 685,417 605,491 153,621 233,546
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 68,340)
15,000 -6,470 7,873 29,912 53,693 52,786 55,097 15,554 13,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 9.1 13.5 52.9 49.6 81.7 72.2 18.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
134 96 116 216 212 412 372
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,457
COMMITMENTS
2,240 712 394 1,084 5,768 3,718 6,874 4,739 1,583
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 558)
128 -11 -52 -17 883 58 820 500 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.4 4.7 12.8 68.2 44.0 81.3 56.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 7 4 12 15 27 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,618
COMMITMENTS
67,369 36,125 96,612 201,072 185,318 365,054 318,055 79,564 126,563
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 38,301)
2,241 3,148 2,937 24,493 26,322 29,671 32,407 8,630 5,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.1 21.7 45.2 41.7 82.1 71.5 17.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
121 125 136 109 113 312 297
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,108
COMMITMENTS
13,097 4,153 197 488 848 13,782 5,198 3,326 11,910
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,581)
2,127 410 39 138 261 2,304 710 277 1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 24.3 1.2 2.9 5.0 80.6 30.4 19.4 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 8 9 3 3 20 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 191,986
COMMITMENTS
39,156 11,277 36,144 83,645 129,035 158,946 176,457 33,041 15,530
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 12,268)
4,243 -2,935 1,048 3,475 12,591 8,765 10,703 3,503 1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 5.9 18.8 43.6 67.2 82.8 91.9 17.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
50 29 41 44 47 120 101
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,017,626
COMMITMENTS
122,548 148,017 179,721 568,172 484,318 870,441 812,056 147,185 205,570
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 26,501)
1,923 15,361 12,563 20,197 -2,757 34,684 25,167 -8,182 1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 14.5 17.7 55.8 47.6 85.5 79.8 14.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 45 57 81 83 149 156
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 172,976
COMMITMENTS
37,241 11,912 27,552 72,749 110,564 137,542 150,028 35,434 22,948
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,672)
2,585 -1,809 -5,560 2,117 8,908 -858 1,539 2,530 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 6.9 15.9 42.1 63.9 79.5 86.7 20.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
52 24 39 53 61 126 115
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,306
COMMITMENTS
2,960 1,664 537 924 2,677 4,421 4,877 1,885 1,429
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 390)
53 -517 59 -53 930 59 472 332 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 26.4 8.5 14.7 42.4 70.1 77.3 29.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 10 5 8 11 23 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 321,579
COMMITMENTS
104,568 71,833 2,291 160,808 137,654 267,667 211,778 53,912 109,801
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -6,991)
-7,552 2,527 -605 4,085 -11,877 -4,072 -9,955 -2,919 2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 22.3 0.7 50.0 42.8 83.2 65.9 16.8 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 25 3 40 42 56 70
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,906,287
COMMITMENTS
394,750 549,012 484,711 1779980 1234650 2659441 2268374 246,846 637,913
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 301,688)
19,405 67,549 86,744 157,724 83,480 263,874 237,773 37,814 63,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 18.9 16.7 61.2 42.5 91.5 78.1 8.5 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
43 88 84 119 146 218 262
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,829,972
COMMITMENTS
235,390 372,358 304,292 1138454 786,669 1678136 1463319 151,836 366,653
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 161,232)
-627 52,798 36,266 127,968 93,511 163,607 182,575 -2,375 -21,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 20.3 16.6 62.2 43.0 91.7 80.0 8.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
33 62 58 78 98 145 184
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 650,103
COMMITMENTS
229,134 51,733 170,126 210,115 389,365 609,375 611,223 40,728 38,880
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 78,406)
35,205 5,490 11,654 28,206 58,381 75,064 75,524 3,342 2,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 8.0 26.2 32.3 59.9 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
32 19 32 52 55 96 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,566
COMMITMENTS
14,686 3,672 3,233 37,283 43,889 55,202 50,795 10,365 14,772
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 7,645)
-2,255 1,019 1,555 13,189 875 12,490 3,449 -4,844 4,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 5.6 4.9 56.9 66.9 84.2 77.5 15.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 15 15 26 21 60 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,588
COMMITMENTS
11,985 23,147 11,598 37,357 35,461 60,940 70,206 21,648 12,382
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -2,728)
1,826 -2,649 3,798 -20,199 9,286 -14,575 10,435 11,847 -13,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 28.0 14.0 45.2 42.9 73.8 85.0 26.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 21 38 21 22 69 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,501
COMMITMENTS
4,073 6,876 1,111 31,221 27,304 36,405 35,291 96 1,210
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -2,198)
-2,251 -103 0 839 -1,495 -1,412 -1,598 -786 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.8 3.0 85.5 74.8 99.7 96.7 0.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 22 4 18 20 25 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,038
COMMITMENTS
0 3,010 0 14,037 10,916 14,037 13,926 1 112
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -3,142)
-5,726 14 0 2,677 -3,080 -3,049 -3,066 -93 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.4 0.0 100.0 77.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 10 0 5 10 5 20
Updated March 18, 2005