WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,624
COMMITMENTS
33,562 56,926 48,303 155,432 120,432 237,297 225,660 25,327 36,964
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 7,430)
-1,105 13,495 2,464 3,285 -10,170 4,644 5,789 2,786 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 21.7 18.4 59.2 45.9 90.4 85.9 9.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
69 95 68 48 56 156 185
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 849,035
COMMITMENTS
85,957 155,775 140,462 477,123 345,078 703,542 641,316 145,494 207,720
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 13,643)
-1,240 7,720 13,742 -350 -2,795 12,152 18,666 1,491 -5,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 18.3 16.5 56.2 40.6 82.9 75.5 17.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494)
123 130 126 196 180 384 383
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,141
COMMITMENTS
1,853 1,428 852 2,223 4,538 4,928 6,818 4,212 2,322
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -68)
-55 75 36 95 -295 77 -183 -144 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 15.6 9.3 24.3 49.6 53.9 74.6 46.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 11 5 10 14 23 28
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,929
COMMITMENTS
40,151 29,428 73,263 151,417 135,093 264,831 237,784 65,097 92,145
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -5,626)
-11,838 8,192 4,774 5,501 -14,213 -1,562 -1,247 -4,064 -4,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 8.9 22.2 45.9 40.9 80.3 72.1 19.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
105 93 117 91 98 262 253
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 138,878
COMMITMENTS
18,312 19,367 21,363 78,425 81,805 118,100 122,534 20,777 16,344
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -19,627)
-15,472 8,160 -496 3,179 -28,899 -12,789 -21,235 -6,838 1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.9 15.4 56.5 58.9 85.0 88.2 15.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
41 26 27 53 45 103 93
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 997,583
COMMITMENTS
111,242 120,730 159,722 545,020 521,484 815,984 801,936 181,600 195,647
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 88,725)
24,286 21,036 18,139 30,881 37,654 73,306 76,828 15,419 11,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.1 16.0 54.6 52.3 81.8 80.4 18.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
38 45 51 81 93 149 159
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 137,786
COMMITMENTS
21,462 9,727 22,971 62,506 84,185 106,939 116,883 30,847 20,903
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,111)
-6,905 534 -97 678 -6,829 -6,324 -6,392 -786 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 7.1 16.7 45.4 61.1 77.6 84.8 22.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
38 27 34 52 62 112 113
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,062
COMMITMENTS
3,788 522 1,220 1,005 5,077 6,013 6,820 2,049 1,243
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 268)
353 184 5 -25 -88 333 102 -65 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 6.5 15.1 12.5 63.0 74.6 84.6 25.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 8 9 11 16 34 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 340,989
COMMITMENTS
113,862 75,242 1,339 163,374 148,824 278,575 225,405 62,414 115,584
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 10,359)
-1,272 -3,621 -379 11,345 5,220 9,694 1,220 665 9,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 22.1 0.4 47.9 43.6 81.7 66.1 18.3 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 26 2 41 40 59 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,186,399
COMMITMENTS
434,947 445,525 711,125 1748803 1550414 2894874 2707063 291,525 479,336
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 260,589)
85,029 58,560 80,910 76,620 97,689 242,559 237,159 18,030 23,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 14.0 22.3 54.9 48.7 90.9 85.0 9.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
52 99 97 125 159 240 292
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,644,751
COMMITMENTS
139,665 289,177 278,534 1042055 801,086 1460254 1368797 184,498 275,954
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -56,044)
2,433 -6,978 1,372 -74,522 -23,705 -70,717 -29,311 14,673 -26,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 17.6 16.9 63.4 48.7 88.8 83.2 11.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
30 63 57 83 100 152 181
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 624,969
COMMITMENTS
134,479 35,558 220,846 229,926 333,314 585,251 589,718 39,718 35,251
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 19,346)
15,425 973 1,372 4,923 18,459 21,721 20,804 -2,376 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 5.7 35.3 36.8 53.3 93.6 94.4 6.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 24 47 48 56 104 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,432
COMMITMENTS
10,930 5,320 1,441 20,790 28,042 33,162 34,804 10,270 8,628
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -219)
452 213 -51 -110 -622 291 -460 -510 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 12.2 3.3 47.9 64.6 76.4 80.1 23.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 14 10 19 13 47 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,655
COMMITMENTS
9,234 32,309 5,378 46,595 17,534 61,207 55,221 13,448 19,434
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -212)
-280 3,220 43 2,710 -1,845 2,472 1,418 -2,685 -1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 43.3 7.2 62.4 23.5 82.0 74.0 18.0 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 30 21 17 17 51 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,596
COMMITMENTS
6,588 7,379 1,046 29,814 28,692 37,448 37,117 1,148 1,479
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 840)
541 1,341 0 138 -635 679 706 161 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 19.1 2.7 77.2 74.3 97.0 96.2 3.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 23 4 16 18 26 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,302
COMMITMENTS
0 1,037 0 14,248 13,184 14,248 14,221 54 81
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 51)
0 -8 0 60 58 60 50 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 99.6 92.2 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 20, 2005