WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 268,954
COMMITMENTS
37,958 29,246 59,434 145,061 142,885 242,452 231,565 26,502 37,389
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -12,914)
-5,525 5,632 -3,914 5,337 -8,145 -4,102 -6,428 -8,813 -6,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 10.9 22.1 53.9 53.1 90.1 86.1 9.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
70 74 75 50 56 162 171
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 817,318
COMMITMENTS
90,056 110,439 121,799 460,559 349,831 672,414 582,069 144,904 235,249
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -7,860)
-5,814 19,468 -2,656 -2,282 -19,097 -10,752 -2,286 2,892 -5,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 13.5 14.9 56.4 42.8 82.3 71.2 17.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
109 126 127 216 202 399 391
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,690
COMMITMENTS
2,857 8 629 1,212 7,633 4,698 8,270 4,991 1,419
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 828)
230 -15 90 284 793 605 869 223 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 0.1 6.5 12.5 78.8 48.5 85.4 51.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 2 5 10 16 26 21
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 389,977
COMMITMENTS
50,795 28,344 86,183 180,482 156,491 317,460 271,018 72,517 118,959
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -6,496)
-3,300 3,292 -2,108 -5,413 -8,855 -10,821 -7,671 4,325 1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.3 22.1 46.3 40.1 81.4 69.5 18.6 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
122 101 139 105 109 298 286
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,393
COMMITMENTS
12,380 2,910 1,131 234 1,087 13,745 5,128 2,648 11,265
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -94)
70 -405 462 22 217 554 274 -648 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 17.8 6.9 1.4 6.6 83.8 31.3 16.2 68.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 9 9 2 4 20 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 164,226
COMMITMENTS
25,850 12,843 27,393 79,583 108,557 132,826 148,793 31,400 15,433
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -8,915)
-4,456 727 -1,894 -3,113 -9,206 -9,463 -10,372 547 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 7.8 16.7 48.5 66.1 80.9 90.6 19.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
35 31 34 43 43 104 90
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 912,980
COMMITMENTS
86,742 134,710 137,544 526,950 453,296 751,236 725,549 161,744 187,430
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -13,432)
2,920 965 -1,232 -24,157 6,607 -22,470 6,340 9,038 -19,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 14.8 15.1 57.7 49.7 82.3 79.5 17.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
34 46 53 74 87 140 154
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 150,183
COMMITMENTS
21,978 11,620 28,333 66,853 86,620 117,164 126,573 33,019 23,610
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,743)
-2,383 1,410 2,411 1,118 -2,085 1,145 1,735 598 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 7.7 18.9 44.5 57.7 78.0 84.3 22.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
36 31 45 57 57 125 117
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,437
COMMITMENTS
3,397 1,268 1,134 863 3,972 5,394 6,374 2,043 1,063
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 10)
2 -461 -177 96 985 -79 347 89 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 17.0 15.2 11.6 53.4 72.5 85.7 27.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 7 10 9 13 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 297,034
COMMITMENTS
89,586 57,358 6 145,457 136,276 235,049 193,640 61,985 103,394
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -16,703)
-13,405 -7,120 0 -6,445 -5,702 -19,850 -12,822 3,147 -3,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 19.3 0.0 49.0 45.9 79.1 65.2 20.9 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 23 1 34 41 54 64
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,771,906
COMMITMENTS
326,751 500,920 490,620 1734201 1316401 2551572 2307941 220,334 463,965
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 38,135)
3,806 -21,351 15,445 20,146 123,402 39,397 117,496 -1,262 -79,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 18.1 17.7 62.6 47.5 92.1 83.3 7.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
41 85 85 110 143 208 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,716,657
COMMITMENTS
153,742 328,238 228,267 1172226 810,334 1554234 1366839 162,422 349,818
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 25,358)
-3,106 -2,703 -11,717 36,483 30,105 21,660 15,684 3,698 9,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 19.1 13.3 68.3 47.2 90.5 79.6 9.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
39 55 52 74 93 139 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 630,868
COMMITMENTS
181,573 34,788 182,194 233,417 383,686 597,184 600,668 33,685 30,200
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 45,390)
-1,446 1,060 21,871 27,927 25,824 48,353 48,755 -2,963 -3,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 5.5 28.9 37.0 60.8 94.7 95.2 5.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 18 44 54 60 106 111
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,527
COMMITMENTS
9,366 11,869 1,026 20,135 20,513 30,527 33,408 10,000 7,119
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 501)
-43 912 351 -500 -565 -192 699 692 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 29.3 2.5 49.7 50.6 75.3 82.4 24.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 17 8 19 12 42 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,760
COMMITMENTS
11,138 17,814 4,223 23,799 18,482 39,160 40,519 13,600 12,241
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 4,818)
542 325 -616 4,118 3,961 4,043 3,670 775 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 33.8 8.0 45.1 35.0 74.2 76.8 25.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 19 24 15 11 53 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,892
COMMITMENTS
4,167 6,240 1,046 28,482 25,222 33,695 32,508 197 1,384
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 92)
-52 163 0 56 62 4 225 88 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 18.4 3.1 84.0 74.4 99.4 95.9 0.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 23 4 21 19 30 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,354
COMMITMENTS
0 2,026 0 13,353 11,228 13,353 13,254 1 100
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 767)
0 34 0 767 1,046 767 1,080 0 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 0.0 100.0 84.1 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 9 0 5 10 5 19
Updated April 15, 2005