WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 211,795
COMMITMENTS
54,178 37,928 19,175 112,627 122,966 185,980 180,069 25,815 31,726
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -2,863)
7,580 -3,834 -155 -2,018 10,536 5,407 6,547 -8,270 -9,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 17.9 9.1 53.2 58.1 87.8 85.0 12.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
66 74 50 36 49 146 140
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,795
COMMITMENTS
113,533 87,054 41,815 372,046 317,721 527,394 446,590 112,401 193,205
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 967)
6,741 -11,324 -2,116 -829 11,202 3,796 -2,238 -2,829 3,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 13.6 6.5 58.2 49.7 82.4 69.8 17.6 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
126 85 92 159 174 338 315
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,079
COMMITMENTS
2,229 754 87 924 4,565 3,240 5,406 3,839 1,673
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -275)
188 181 70 -467 -177 -209 74 -66 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 10.7 1.2 13.1 64.5 45.8 76.4 54.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 5 3 6 13 24 19
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,410
COMMITMENTS
63,758 57,401 22,825 152,118 115,099 238,701 195,325 49,709 93,085
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 14,550)
10,217 -4,024 116 2,869 7,838 13,202 3,930 1,348 10,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 19.9 7.9 52.7 39.9 82.8 67.7 17.2 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
90 110 76 67 102 216 240
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,527
COMMITMENTS
10,970 3,743 158 350 587 11,478 4,488 3,049 10,039
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 782)
654 -311 81 0 32 735 -198 47 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 25.8 1.1 2.4 4.0 79.0 30.9 21.0 69.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 6 1 2 15 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 160,647
COMMITMENTS
35,664 15,821 24,817 72,330 107,182 132,811 147,820 27,836 12,827
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 9,152)
6,224 -2,183 -108 -518 12,454 5,598 10,163 3,554 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 9.8 15.4 45.0 66.7 82.7 92.0 17.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
48 27 35 41 45 112 99
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 798,191
COMMITMENTS
130,610 142,897 52,409 480,563 425,075 663,582 620,381 134,609 177,810
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -9,453)
12,282 5,198 -2,621 1,292 -10,502 10,953 -7,925 -20,406 -1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 17.9 6.6 60.2 53.3 83.1 77.7 16.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
37 32 24 64 71 114 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,381
COMMITMENTS
34,388 19,992 22,610 66,409 90,076 123,407 132,678 29,974 20,703
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -57)
8,054 -1,170 -3,083 -4,372 6,319 599 2,066 -656 -2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 13.0 14.7 43.3 58.7 80.5 86.5 19.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
41 33 35 48 54 119 111
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,395
COMMITMENTS
2,875 2,249 216 888 1,493 3,979 3,958 1,416 1,437
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 481)
738 72 -27 -344 427 367 472 114 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 41.7 4.0 16.5 27.7 73.8 73.4 26.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 13 5 6 7 21 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 328,502
COMMITMENTS
112,120 69,306 2,896 156,723 149,531 271,739 221,733 56,763 106,769
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -36,079)
-6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172 -3,779 -23,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 21.1 0.9 47.7 45.5 82.7 67.5 17.3 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
16 26 3 37 46 53 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,937,316
COMMITMENTS
393,346 503,489 68,666 1310564 860,377 1772576 1432532 164,740 504,784
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -18,209)
982 90,935 14,383 64,114 -77,167 79,479 28,151 -97,688 -46,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 26.0 3.5 67.6 44.4 91.5 73.9 8.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
39 82 38 83 131 145 229
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,930
COMMITMENTS
218,927 315,845 63,196 907,391 588,480 1189514 967,521 142,416 364,409
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 46,270)
19,157 59,550 13,169 3,443 -30,106 35,769 42,613 10,501 3,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 23.7 4.7 68.1 44.2 89.3 72.6 10.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
33 56 27 58 81 103 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 436,947
COMMITMENTS
192,125 41,834 55,615 154,585 306,062 402,325 403,511 34,622 33,436
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -44,154)
-4,372 7,395 -119 -12,778 -20,524 -17,269 -13,248 -26,885 -30,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 9.6 12.7 35.4 70.0 92.1 92.3 7.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 15 27 40 42 77 77
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,277
COMMITMENTS
16,664 2,468 771 23,306 42,604 40,741 45,843 14,536 9,434
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,466)
159 -375 771 1,028 1,781 1,958 2,177 508 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 4.5 1.4 42.2 77.1 73.7 82.9 26.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 10 3 21 17 45 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,612
COMMITMENTS
10,272 29,431 969 54,522 20,307 65,763 50,707 8,849 23,905
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,905)
-710 2,599 97 3,805 -1,282 3,192 1,414 713 2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 39.4 1.3 73.1 27.2 88.1 68.0 11.9 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 27 4 21 10 41 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,699
COMMITMENTS
6,324 6,979 1,111 30,382 28,799 37,817 36,889 882 1,810
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -1,730)
360 723 -328 -1,560 -1,802 -1,528 -1,407 -202 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 18.0 2.9 78.5 74.4 97.7 95.3 2.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 25 4 18 21 25 47
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 17,180
COMMITMENTS
5,726 2,996 0 11,360 13,996 17,086 16,992 94 188
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,567)
70 624 0 2,896 2,328 2,966 2,952 -399 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 17.4 0.0 66.1 81.5 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 10 0 6 11 8 21
Updated March 11, 2005