WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,010
COMMITMENTS
36,964 38,629 56,330 159,814 148,744 253,107 243,703 27,903 37,308
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 12,056)
-994 9,382 -3,104 14,753 5,859 10,655 12,138 1,402 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.7 20.0 56.9 52.9 90.1 86.7 9.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
75 81 75 50 57 168 178
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 840,766
COMMITMENTS
88,020 115,928 128,927 475,877 370,725 692,824 615,581 147,942 225,185
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,447)
-2,035 5,489 7,128 15,318 20,895 20,410 33,511 3,037 -10,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.8 15.3 56.6 44.1 82.4 73.2 17.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
113 134 137 211 208 409 407
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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
2,941 4 626 1,518 7,549 5,085 8,179 4,606 1,512
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1)
84 -4 -3 305 -85 386 -92 -386 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 0.0 6.5 15.7 77.9 52.5 84.4 47.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 3 4 10 16 26 20
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,778
COMMITMENTS
56,591 26,061 85,005 168,291 159,109 309,887 270,175 72,891 112,604
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,199)
5,796 -2,283 -1,179 -12,191 2,618 -7,573 -844 374 -6,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 6.8 22.2 44.0 41.6 81.0 70.6 19.0 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
124 115 143 101 107 306 290
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,553
COMMITMENTS
10,673 2,895 992 425 1,180 12,090 5,067 3,463 10,486
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -840)
-1,707 -15 -139 191 93 -1,655 -61 815 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 18.6 6.4 2.7 7.6 77.7 32.6 22.3 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 8 11 3 6 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,756
COMMITMENTS
29,500 11,584 25,919 79,601 110,154 135,020 147,657 28,736 16,099
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -470)
3,650 -1,259 -1,474 18 1,597 2,194 -1,136 -2,664 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 7.1 15.8 48.6 67.3 82.5 90.2 17.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
45 24 37 40 41 106 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 935,143
COMMITMENTS
88,357 143,056 145,698 548,496 464,827 782,551 753,582 152,592 181,561
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 22,164)
1,615 8,347 8,154 21,546 11,531 31,316 28,033 -9,152 -5,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.3 15.6 58.7 49.7 83.7 80.6 16.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
33 45 50 79 88 141 154
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 157,698
COMMITMENTS
28,977 11,453 28,137 66,484 93,784 123,598 133,374 34,100 24,324
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,515)
6,999 -167 -196 -369 7,164 6,434 6,801 1,081 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 7.3 17.8 42.2 59.5 78.4 84.6 21.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
43 30 43 57 59 131 114
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,066
COMMITMENTS
3,556 1,243 1,255 1,016 4,492 5,827 6,990 2,239 1,076
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 629)
159 -25 121 153 520 433 616 196 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 15.4 15.6 12.6 55.7 72.2 86.7 27.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 6 10 10 13 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 303,988
COMMITMENTS
95,873 60,816 11 141,767 145,322 237,651 206,150 66,337 97,838
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,954)
6,287 3,458 5 -3,690 9,046 2,602 12,510 4,352 -5,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.0 0.0 46.6 47.8 78.2 67.8 21.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 23 2 36 39 57 62
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,837,443
COMMITMENTS
285,477 405,612 571,608 1727854 1398184 2584939 2375403 252,504 462,040
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 65,537)
-41,274 -95,308 80,987 -6,347 81,783 33,367 67,462 32,170 -1,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.3 20.1 60.9 49.3 91.1 83.7 8.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
41 91 92 117 152 221 272
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,733,371
COMMITMENTS
130,434 305,443 251,376 1157972 845,415 1539782 1402234 193,589 331,137
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 16,714)
-23,307 -22,795 23,109 -14,254 35,080 -14,452 35,395 31,166 -18,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 17.6 14.5 66.8 48.8 88.8 80.9 11.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
26 66 55 77 96 143 177
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 651,139
COMMITMENTS
182,972 25,224 199,922 223,611 389,798 606,506 614,944 44,634 36,195
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 20,271)
1,398 -9,564 17,729 -9,805 6,112 9,322 14,276 10,949 5,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.9 30.7 34.3 59.9 93.1 94.4 6.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
45 17 48 56 61 112 115
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,359
COMMITMENTS
8,805 12,340 1,161 21,083 21,768 31,050 35,269 11,310 7,091
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,833)
-561 471 136 948 1,254 523 1,861 1,310 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 29.1 2.7 49.8 51.4 73.3 83.3 26.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 18 9 18 12 44 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,615
COMMITMENTS
11,772 19,901 2,015 28,012 22,946 41,799 44,861 18,817 15,754
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,855)
633 2,087 -2,208 4,213 4,463 2,639 4,342 5,216 3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 32.8 3.3 46.2 37.9 69.0 74.0 31.0 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 22 14 16 13 45 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,159
COMMITMENTS
2,937 5,654 1,046 30,385 26,473 34,368 33,173 791 1,986
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,267)
-1,230 -586 0 1,903 1,251 673 665 594 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 16.1 3.0 86.4 75.3 97.8 94.4 2.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 21 4 20 21 30 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,892
COMMITMENTS
0 1,244 0 11,644 10,304 11,644 11,548 248 344
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,462)
0 -782 0 -1,709 -924 -1,709 -1,706 247 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 0.0 97.9 86.6 97.9 97.1 2.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 8 0 5 9 5 17
Updated April 22, 2005