WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,001
COMMITMENTS
38,061 76,909 15,289 110,992 76,866 164,342 169,064 30,659 25,937
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,959)
307 9,533 1,680 4,418 -3,660 6,405 7,553 5,554 4,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 39.4 7.8 56.9 39.4 84.3 86.7 15.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
90 94 46 54 60 165 188
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 604,517
COMMITMENTS
81,565 174,000 28,868 399,972 269,866 510,405 472,734 94,112 131,783
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,598)
1,211 12,519 -4,445 13,116 510 9,882 8,584 1,716 3,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 28.8 4.8 66.2 44.6 84.4 78.2 15.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
156 160 95 233 239 437 458
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,845
COMMITMENTS
1,407 676 26 1,858 4,451 3,291 5,153 3,554 1,692
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -320)
26 -139 0 -120 -179 -94 -318 -226 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 9.9 0.4 27.1 65.0 48.1 75.3 51.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 5 1 13 11 28 16
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 233,674
COMMITMENTS
30,135 75,205 16,414 147,212 89,160 193,761 180,779 39,913 52,895
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,598)
-6,386 8,115 127 2,292 -11,324 -3,967 -3,082 1,369 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 32.2 7.0 63.0 38.2 82.9 77.4 17.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
83 129 74 93 114 229 277
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,039
COMMITMENTS
19,613 38,810 17,236 89,351 70,452 126,200 126,498 20,839 20,541
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,042)
-1,086 3,915 -460 2,372 -5,364 826 -1,909 -2,868 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 26.4 11.7 60.8 47.9 85.8 86.0 14.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
32 41 29 51 41 99 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,730
COMMITMENTS
176,659 110,636 4,343 323,154 371,941 504,156 486,920 101,574 118,810
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,884)
16,500 15,514 -22,177 -5,026 -3,246 -10,703 -9,909 13,587 12,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 18.3 0.7 53.3 61.4 83.2 80.4 16.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 39 16 57 82 110 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,084
COMMITMENTS
8,391 33,317 26,177 93,545 68,092 128,113 127,586 23,971 24,498
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,607)
-141 6,655 3,024 7,457 -1,876 10,340 7,803 -2,733 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 21.9 17.2 61.5 44.8 84.2 83.9 15.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
20 51 47 52 51 111 131
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,420
COMMITMENTS
1,532 1,475 151 1,103 1,459 2,786 3,085 1,634 1,335
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6)
174 144 48 215 -219 437 -27 -443 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 33.4 3.4 25.0 33.0 63.0 69.8 37.0 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 10 3 6 8 18 18
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,434
COMMITMENTS
67,803 84,343 525 156,669 117,751 224,997 202,619 27,437 49,815
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,817)
5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,777 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
19 55 4 48 66 69 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,676,478
COMMITMENTS
403,430 371,445 36,898 1078816 940,618 1519144 1348961 157,334 327,517
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 64,791)
7,672 23,270 17,839 32,900 -24,715 58,411 16,394 6,380 48,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 22.2 2.2 64.4 56.1 90.6 80.5 9.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
47 106 35 94 174 166 291
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,147,002
COMMITMENTS
319,823 248,655 10,030 719,878 715,360 1049731 974,045 97,271 172,957
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -7,244)
-3,015 42,527 -33,276 6,982 -24,363 -29,309 -15,112 22,065 7,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 21.7 0.9 62.8 62.4 91.5 84.9 8.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
52 84 16 73 131 132 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 338,951
COMMITMENTS
118,848 37,740 36,573 158,723 250,092 314,144 324,405 24,807 14,546
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -132,811)
-63,721 -6,056 -17,664 -49,424 -107,366 -130,809 -131,086 -2,002 -1,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 11.1 10.8 46.8 73.8 92.7 95.7 7.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
35 18 24 58 53 105 84
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,580
COMMITMENTS
19,663 9,021 47 24,704 32,916 44,414 41,984 5,166 7,596
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 284)
43 -520 16 -429 226 -370 -278 654 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 18.2 0.1 49.8 66.4 89.6 84.7 10.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
35 18 2 23 13 60 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 47,102
COMMITMENTS
8,667 13,881 197 26,756 23,270 35,620 37,348 11,482 9,754
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,401)
191 3,070 -29 7,319 7,497 7,481 10,538 3,920 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 29.5 0.4 56.8 49.4 75.6 79.3 24.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 19 2 19 12 46 32
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255
COMMITMENTS
1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52)
-483 64 0 457 -112 -26 -48 -26 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 3.8
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
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599
COMMITMENTS
500 1,689 0 13,078 11,442 13,578 13,131 21 468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473)
-181 109 0 645 352 464 461 9 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 7 0 8 10 9 17
Updated January 7, 2005