WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,720
COMMITMENTS
32,584 36,820 41,004 147,963 127,511 221,551 205,335 23,169 39,385
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,009)
-4,991 -242 1,049 1,277 -6,993 -2,665 -6,187 -1,344 2,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 15.0 16.8 60.5 52.1 90.5 83.9 9.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
62 73 63 43 57 145 159
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 813,921
COMMITMENTS
86,489 131,837 121,571 470,868 344,085 678,928 597,493 134,993 216,428
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 24,731)
194 32,752 16,969 22,261 -20,699 39,424 29,023 -14,693 -4,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.2 14.9 57.9 42.3 83.4 73.4 16.6 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
112 135 137 195 184 386 395
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,721
COMMITMENTS
1,947 912 845 1,780 5,290 4,573 7,048 4,148 1,673
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -590)
-771 833 101 645 -1,810 -26 -876 -563 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 10.5 9.7 20.4 60.7 52.4 80.8 47.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 8 5 11 16 22 26
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,132
COMMITMENTS
45,332 24,903 67,846 147,156 136,561 260,335 229,310 64,797 95,822
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,947)
-10,463 2,459 4,733 1,098 -9,206 -4,632 -2,014 -3,314 -5,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.7 20.9 45.3 42.0 80.1 70.5 19.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
106 88 113 93 101 263 247
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,028
COMMITMENTS
10,987 2,924 264 121 722 11,372 3,910 2,656 10,118
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 57)
245 1,178 -29 -304 -178 -88 971 145 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.3 20.8 1.9 0.9 5.1 81.1 27.9 18.9 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 6 1 3 15 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 156,643
COMMITMENTS
26,417 14,373 25,284 79,199 101,907 130,899 141,563 25,744 15,079
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 524)
-981 3,029 155 2,478 -4,077 1,652 -893 -1,128 1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 9.2 16.1 50.6 65.1 83.6 90.4 16.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
43 28 36 48 46 111 100
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 910,946
COMMITMENTS
91,641 101,480 136,725 519,688 490,576 748,054 728,781 162,892 182,165
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 35,559)
-1,640 1,635 17,819 1,515 19,479 17,695 38,933 17,865 -3,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.1 15.0 57.0 53.9 82.1 80.0 17.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
31 44 45 79 88 139 148
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,110
COMMITMENTS
29,952 9,539 23,275 62,782 92,809 116,009 125,623 32,101 22,486
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -10,590)
-3,994 -620 -1,112 -3,011 -8,163 -8,116 -9,895 -2,474 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 6.4 15.7 42.4 62.7 78.3 84.8 21.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
46 26 37 51 62 122 113
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,813
COMMITMENTS
3,463 1,110 1,110 806 4,478 5,380 6,699 2,433 1,114
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -49)
-109 -240 291 -412 -112 -230 -61 181 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 14.2 14.2 10.3 57.3 68.9 85.7 31.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 6 10 10 15 32 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,446
COMMITMENTS
113,492 83,691 1,790 158,812 147,624 274,094 233,105 61,352 102,341
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 19,930)
8,069 10,180 1,567 13,201 5,480 22,837 17,227 -2,907 2,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 24.9 0.5 47.3 44.0 81.7 69.5 18.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
18 28 4 39 43 61 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,909,777
COMMITMENTS
350,762 368,019 620,631 1666586 1471518 2637979 2460168 271,798 449,609
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 158,490)
16,538 -35,855 131,668 11,160 92,927 159,365 188,740 -875 -30,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.6 21.3 57.3 50.6 90.7 84.5 9.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
51 88 89 114 155 221 276
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,706,068
COMMITMENTS
138,516 290,599 255,206 1141021 857,673 1534742 1403479 171,326 302,590
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 42,260)
7,299 2,387 39,896 -4,707 11,626 42,488 53,909 -228 -11,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 17.0 15.0 66.9 50.3 90.0 82.3 10.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
31 55 51 80 103 142 178
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 576,125
COMMITMENTS
158,943 29,831 173,514 207,532 342,510 539,989 545,855 36,137 30,271
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -105,154)
-58,114 -1,046 -29,709 -12,103 -69,971 -99,926 -100,726 -5,228 -4,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 5.2 30.1 36.0 59.5 93.7 94.7 6.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
39 18 43 49 55 103 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,902
COMMITMENTS
10,678 5,236 1,595 20,928 28,608 33,200 35,439 10,702 8,463
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 407)
595 -6,748 243 -257 6,482 581 -22 -174 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 11.9 3.6 47.7 65.2 75.6 80.7 24.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 17 12 20 14 50 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,433
COMMITMENTS
8,011 25,240 3,656 41,226 19,937 52,892 48,833 16,540 20,600
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,081)
-1,092 715 752 3,350 -1,613 3,010 -147 1,071 4,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 36.4 5.3 59.4 28.7 76.2 70.3 23.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 29 19 13 17 44 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,423
COMMITMENTS
4,372 5,958 1,046 29,891 27,883 35,309 34,887 1,114 1,536
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 896)
410 137 0 207 636 617 773 279 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 16.4 2.9 82.1 76.6 96.9 95.8 3.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 20 4 17 19 28 40
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,323
COMMITMENTS
0 1,039 0 14,025 12,946 14,025 13,985 298 338
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,634)
0 1 0 1,642 1,695 1,642 1,696 -8 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 97.9 90.4 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
Updated May 6, 2005