WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,191
COMMITMENTS
36,837 45,364 48,499 151,953 129,403 237,288 223,266 26,903 40,925
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,567)
3,274 -11,562 196 -3,479 8,971 -9 -2,395 1,575 3,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.2 18.4 57.5 49.0 89.8 84.5 10.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
70 83 67 47 60 156 178
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 843,045
COMMITMENTS
82,017 99,476 153,459 455,016 371,669 690,491 624,603 152,554 218,442
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,990)
-3,940 -56,300 12,996 -22,107 26,591 -13,050 -16,712 7,060 10,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.8 18.2 54.0 44.1 81.9 74.1 18.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
122 111 137 191 190 385 385
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,205
COMMITMENTS
1,654 1,705 824 2,184 4,333 4,662 6,862 4,543 2,343
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 64)
-199 277 -28 -39 -205 -266 44 330 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 18.5 9.0 23.7 47.1 50.7 74.6 49.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 12 4 10 13 23 28
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,229
COMMITMENTS
53,998 20,526 80,544 150,907 163,073 285,449 264,142 73,780 95,087
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 29,300)
13,847 -8,902 7,281 -511 27,979 20,617 26,359 8,683 2,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.7 22.4 42.0 45.4 79.5 73.5 20.5 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
129 72 114 88 98 272 237
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 142,148
COMMITMENTS
18,791 18,033 20,797 79,085 88,689 118,672 127,519 23,476 14,629
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 3,270)
478 -1,334 -566 660 6,884 572 4,984 2,699 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.7 14.6 55.6 62.4 83.5 89.7 16.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
39 29 32 51 49 103 102
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 915,658
COMMITMENTS
141,095 125,806 121,717 484,583 476,242 747,396 723,765 168,262 191,893
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -81,926)
29,853 5,076 -38,005 -60,437 -45,242 -68,588 -78,171 -13,337 -3,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.7 13.3 52.9 52.0 81.6 79.0 18.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
39 44 50 75 87 145 152
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,441
COMMITMENTS
25,438 9,557 22,714 62,221 91,222 110,373 123,493 34,068 20,948
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 6,655)
3,976 -170 -257 -286 7,037 3,433 6,610 3,222 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.6 15.7 43.1 63.2 76.4 85.5 23.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
39 23 33 53 64 114 113
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,774
COMMITMENTS
3,653 513 1,129 1,040 4,854 5,822 6,496 1,952 1,278
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -288)
-136 -10 -91 35 -223 -191 -323 -97 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 6.6 14.5 13.4 62.4 74.9 83.6 25.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 7 9 12 16 33 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,554
COMMITMENTS
103,271 72,285 4,016 196,253 171,664 303,540 247,965 64,014 119,589
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 26,565)
-10,591 -2,957 2,677 32,879 22,840 24,965 22,560 1,600 4,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 19.7 1.1 53.4 46.7 82.6 67.5 17.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
17 23 3 43 44 62 68
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,804,224
COMMITMENTS
513,397 414,934 433,138 1511147 1416417 2457682 2264490 346,542 539,734
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -382,176)
78,450 -30,591 -277,986 -237,656 -133,997 -437,192 -442,574 55,017 60,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 14.8 15.4 53.9 50.5 87.6 80.8 12.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
50 84 76 104 131 200 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,438,727
COMMITMENTS
148,794 234,934 190,525 903,932 743,662 1243251 1169121 195,477 269,606
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -206,024)
9,129 -54,242 -88,009 -138,123 -57,424 -217,003 -199,676 10,979 -6,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 16.3 13.2 62.8 51.7 86.4 81.3 13.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 46 47 72 88 132 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 646,140
COMMITMENTS
128,208 38,256 231,900 243,098 345,177 603,206 615,333 42,934 30,808
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 21,171)
-6,271 2,697 11,055 13,172 11,863 17,956 25,615 3,216 -4,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.9 35.9 37.6 53.4 93.4 95.2 6.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
38 22 45 52 59 108 108
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,200
COMMITMENTS
12,012 4,974 1,157 19,435 29,231 32,605 35,362 10,595 7,838
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -232)
1,082 -346 -284 -1,355 1,189 -557 559 325 -791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 11.5 2.7 45.0 67.7 75.5 81.9 24.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 14 9 19 13 46 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,681
COMMITMENTS
9,843 35,237 2,748 47,028 12,059 59,619 50,045 10,063 19,637
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -4,974)
609 2,929 -2,630 432 -5,475 -1,589 -5,177 -3,385 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 50.6 3.9 67.5 17.3 85.6 71.8 14.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 35 15 16 15 42 56
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,731
COMMITMENTS
6,518 6,327 1,046 31,317 30,844 38,881 38,217 850 1,514
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,135)
-70 -1,052 0 1,503 2,152 1,433 1,100 -298 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.9 2.6 78.8 77.6 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 21 4 17 19 27 41
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,234
COMMITMENTS
0 948 0 14,180 13,200 14,180 14,148 54 86
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -68)
0 -89 0 -68 16 -68 -73 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 99.6 92.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 5 11 5 18
Updated May 27, 2005