WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 226,291 COMMITMENTS 36,196 65,564 33,760 123,442 97,689 193,399 197,013 32,893 29,278 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 6,493) -427 -10,928 4,343 2,952 11,410 6,868 4,825 -375 1,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 29.0 14.9 54.6 43.2 85.5 87.1 14.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 102 103 81 60 72 203 220 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 747,085 COMMITMENTS 73,993 154,398 103,172 452,870 331,183 630,034 588,752 117,051 158,333 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 20,569) 4,068 -25,011 8,095 3,427 30,796 15,591 13,880 4,978 6,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 20.7 13.8 60.6 44.3 84.3 78.8 15.7 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735) 170 189 166 305 274 577 539 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,766 COMMITMENTS 1,802 591 434 1,586 4,848 3,822 5,873 3,944 1,893 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 56) 555 -77 -29 -531 151 -6 45 61 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 7.6 5.6 20.4 62.4 49.2 75.6 50.8 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 18 5 7 13 12 32 23 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 312,371 COMMITMENTS 28,557 55,889 70,122 165,027 126,115 263,706 252,126 48,665 60,245 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 3,659) -2,786 2,074 4,157 3,480 1,256 4,851 7,487 -1,191 -3,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 17.9 22.4 52.8 40.4 84.4 80.7 15.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 111 159 133 116 130 312 343 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 169,421 COMMITMENTS 16,155 42,643 26,358 104,279 78,401 146,791 147,402 22,629 22,018 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 6,805) 579 3,758 -418 5,843 3,035 6,003 6,375 801 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 25.2 15.6 61.6 46.3 86.6 87.0 13.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 32 45 34 52 47 102 116 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 771,943 COMMITMENTS 176,757 108,592 78,283 394,643 442,642 649,683 629,518 122,260 142,425 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 44,707) 7,698 1,299 5,517 21,498 30,416 34,713 37,232 9,994 7,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 14.1 10.1 51.1 57.3 84.2 81.5 15.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 46 52 42 73 94 145 162 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 165,586 COMMITMENTS 13,734 24,613 33,897 88,778 82,474 136,409 140,983 29,178 24,603 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,491) 5,767 -7,215 -1,254 -10,467 7,565 -5,954 -904 3,463 -1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 14.9 20.5 53.6 49.8 82.4 85.1 17.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 34 50 53 56 57 129 138 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,548 COMMITMENTS 1,627 1,402 310 1,085 1,328 3,021 3,040 1,526 1,508 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -345) 86 -28 -50 -127 -306 -91 -383 -253 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 30.8 6.8 23.9 29.2 66.4 66.8 33.6 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 10 3 11 9 24 19 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 272,211 COMMITMENTS 73,179 87,651 374 173,308 130,624 246,861 218,649 25,350 53,562 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,731) 5,376 3,308 -151 16,639 12,873 21,864 16,030 -2,133 3,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 32.2 0.1 63.7 48.0 90.7 80.3 9.3 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 22 57 2 48 67 71 125 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,165,995 COMMITMENTS 399,523 377,252 273,349 1302185 1151103 1975056 1801704 190,939 364,291 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 25,941) 5,718 30,013 9,151 -8,372 -19,444 6,496 19,720 19,445 6,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 17.4 12.6 60.1 53.1 91.2 83.2 8.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 57 122 93 156 206 274 360 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,391,500 COMMITMENTS 330,169 249,240 131,420 849,118 830,426 1310707 1211086 80,793 180,414 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 65,217) -2,911 -6,296 26,115 59,487 42,517 82,691 62,336 -17,474 2,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 17.9 9.4 61.0 59.7 94.2 87.0 5.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 59 92 64 96 143 188 266 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 477,943 COMMITMENTS 110,323 37,806 148,684 196,130 272,149 455,137 458,638 22,805 19,304 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 33,227) 1,062 5,808 19,159 16,129 4,378 36,350 29,345 -3,123 3,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 7.9 31.1 41.0 56.9 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 48 27 40 62 66 125 118 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,425 COMMITMENTS 17,235 9,769 819 25,725 32,946 43,778 43,533 5,647 5,891 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,009) -2,478 534 22 522 -344 -1,934 212 -75 -2,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 19.8 1.7 52.0 66.7 88.6 88.1 11.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 38 22 13 30 14 76 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 62,430 COMMITMENTS 7,651 17,941 5,027 40,390 30,179 53,068 53,147 9,362 9,283 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,857) 1,448 4,136 1,276 9,734 5,323 12,458 10,736 -2,601 -879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 28.7 8.1 64.7 48.3 85.0 85.1 15.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 35 27 22 22 20 64 62 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,875 COMMITMENTS 1,696 6,395 1,006 32,843 27,086 35,545 34,487 330 1,388 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -380) 148 -69 0 -520 -331 -372 -400 -8 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 17.8 2.8 91.5 75.5 99.1 96.1 0.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 21 2 17 15 23 36 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,266 COMMITMENTS 0 1,554 0 13,254 11,252 13,254 12,806 12 460 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -333) -500 -135 0 176 -190 -324 -325 -9 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.7 0.0 99.9 84.8 99.9 96.5 0.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 7 0 8 10 8 17
Updated January 11, 2005