WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 255,195
COMMITMENTS
34,667 43,431 45,839 152,147 130,602 232,653 219,872 22,542 35,323
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,475)
2,083 6,611 4,834 4,184 3,092 11,101 14,537 -627 -4,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 17.0 18.0 59.6 51.2 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
61 84 65 45 60 151 170
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 835,393
COMMITMENTS
87,197 148,056 126,721 477,472 347,873 691,390 622,649 144,003 212,743
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 21,471)
708 16,218 5,149 6,605 3,788 12,462 25,156 9,009 -3,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 17.7 15.2 57.2 41.6 82.8 74.5 17.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500)
119 134 129 200 185 390 391
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,209
COMMITMENTS
1,908 1,353 817 2,127 4,832 4,852 7,002 4,357 2,207
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 488)
-39 441 -29 347 -458 279 -46 208 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 14.7 8.9 23.1 52.5 52.7 76.0 47.3 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 8 4 10 15 21 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 335,554
COMMITMENTS
51,989 21,235 68,488 145,916 149,307 266,393 239,031 69,161 96,524
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,423)
6,657 -3,668 642 -1,241 12,746 6,059 9,720 4,364 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.3 20.4 43.5 44.5 79.4 71.2 20.6 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
121 73 107 90 98 263 232
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,923
COMMITMENTS
10,674 3,185 234 121 728 11,029 4,147 2,894 9,776
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -105)
-313 261 -30 0 6 -343 237 238 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 22.9 1.7 0.9 5.2 79.2 29.8 20.8 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 5 1 3 14 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 158,504
COMMITMENTS
33,785 11,207 21,859 75,246 110,703 130,889 143,770 27,615 14,735
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,862)
7,368 -3,166 -3,425 -3,953 8,797 -10 2,206 1,872 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 7.1 13.8 47.5 69.8 82.6 90.7 17.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
46 28 28 44 47 106 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,858
COMMITMENTS
86,956 99,694 141,583 514,139 483,831 742,678 725,108 166,180 183,751
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,088)
-4,684 -1,786 4,858 -5,550 -6,745 -5,376 -3,673 3,288 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.0 15.6 56.6 53.2 81.7 79.8 18.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
30 45 46 80 93 138 156
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,896
COMMITMENTS
28,367 9,192 23,068 61,828 91,014 113,263 123,274 31,633 21,622
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -3,213)
-1,585 -347 -206 -954 -1,795 -2,746 -2,349 -468 -865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 6.3 15.9 42.7 62.8 78.2 85.1 21.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
42 28 37 52 64 125 114
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,794
COMMITMENTS
3,436 338 1,215 1,030 5,165 5,681 6,718 2,114 1,076
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -18)
-27 -772 104 224 687 301 19 -319 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 4.3 15.6 13.2 66.3 72.9 86.2 27.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 4 9 12 17 35 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,629
COMMITMENTS
115,134 78,863 1,718 152,029 143,604 268,881 224,185 61,748 106,444
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -4,817)
1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920 396 4,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 23.9 0.5 46.0 43.4 81.3 67.8 18.7 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
18 28 3 38 40 58 69
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,925,810
COMMITMENTS
349,918 386,965 630,215 1672182 1452725 2652316 2469904 273,495 455,906
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 16,033)
-843 18,946 9,584 5,596 -18,793 14,336 9,736 1,697 6,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 13.2 21.5 57.2 49.7 90.7 84.4 9.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
48 96 93 119 155 229 282
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,700,796
COMMITMENTS
137,232 296,154 277,162 1116577 824,792 1530971 1398108 169,825 302,687
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -5,273)
-1,284 5,555 21,956 -24,444 -32,882 -3,772 -5,370 -1,501 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 17.4 16.3 65.7 48.5 90.0 82.2 10.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
32 57 56 80 96 148 173
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 605,624
COMMITMENTS
119,054 34,586 219,473 225,003 314,855 563,530 568,914 42,094 36,710
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 29,498)
-39,889 4,755 45,959 17,471 -27,655 23,541 23,059 5,957 6,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 5.7 36.2 37.2 52.0 93.0 93.9 7.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
36 23 47 46 54 102 104
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,651
COMMITMENTS
10,478 5,107 1,493 20,900 28,665 32,871 35,264 10,780 8,387
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -251)
-199 -130 -102 -28 57 -329 -175 78 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.7 3.4 47.9 65.7 75.3 80.8 24.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 15 10 19 14 46 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,867
COMMITMENTS
9,513 29,089 5,336 43,886 19,379 58,735 53,803 16,133 21,064
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,435)
1,503 3,849 1,680 2,660 -558 5,842 4,971 -408 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 38.9 7.1 58.6 25.9 78.5 71.9 21.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 29 21 15 15 49 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,756
COMMITMENTS
6,047 6,038 1,046 29,676 29,327 36,769 36,411 987 1,345
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,333)
1,675 80 0 -215 1,444 1,460 1,524 -127 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 16.0 2.8 78.6 77.7 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 21 4 17 18 27 40
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,251
COMMITMENTS
0 1,045 0 14,188 13,126 14,188 14,171 63 80
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -72)
0 6 0 163 180 163 186 -235 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 99.6 92.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 4 11 4 18
Updated May 13, 2005