WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 202,507
COMMITMENTS
36,528 47,692 9,339 135,252 111,850 181,119 168,881 21,388 33,626
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -13,863)
661 -3,891 -6,138 -5,535 -4,724 -11,012 -14,753 -2,851 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 23.6 4.6 66.8 55.2 89.4 83.4 10.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 80 38 44 49 128 146
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 663,789
COMMITMENTS
93,609 101,678 39,245 407,039 328,326 539,893 469,249 123,896 194,540
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -23,893)
-12,405 -14,503 -4,293 -9,410 -3,642 -26,108 -22,438 2,215 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 15.3 5.9 61.3 49.5 81.3 70.7 18.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
105 98 82 179 186 334 331
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,189
COMMITMENTS
2,807 318 122 1,019 6,594 3,948 7,034 4,241 1,155
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -256)
-226 153 100 -319 -399 -445 -146 189 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 3.9 1.5 12.4 80.5 48.2 85.9 51.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 5 8 16 23 22
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 255,408
COMMITMENTS
52,928 32,277 22,141 129,970 116,762 205,039 171,180 50,369 84,228
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -13,789)
-2,372 -10,919 -1,110 -9,455 2,012 -12,937 -10,017 -852 -3,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 12.6 8.7 50.9 45.7 80.3 67.0 19.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
95 69 74 80 95 230 200
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,971
COMMITMENTS
10,742 1,746 293 425 900 11,460 2,939 2,511 11,032
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,582)
69 -1,149 -699 0 -280 -630 -2,128 -952 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 12.5 2.1 3.0 6.4 82.0 21.0 18.0 79.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 7 3 4 16 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 143,359
COMMITMENTS
29,293 11,825 17,150 71,606 101,523 118,049 130,498 25,310 12,861
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4)
-1,570 -883 2,204 1,167 870 1,801 2,191 -1,797 -2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 8.2 12.0 49.9 70.8 82.3 91.0 17.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
43 22 33 41 44 103 94
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 707,582
COMMITMENTS
105,202 110,224 13,261 455,497 420,492 573,960 543,977 133,622 163,605
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,374)
9,548 -34,905 1,078 -9,962 22,938 664 -10,889 -3,038 8,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 15.6 1.9 64.4 59.4 81.1 76.9 18.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
38 28 23 63 76 111 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 143,327
COMMITMENTS
33,761 14,059 16,513 61,083 91,150 111,357 121,722 31,970 21,605
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,197)
4,661 -3,374 -92 1,325 11,130 5,894 7,664 1,303 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 9.8 11.5 42.6 63.6 77.7 84.9 22.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
44 25 36 52 58 125 106
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,082
COMMITMENTS
3,433 1,489 452 1,181 4,098 5,066 6,039 2,016 1,043
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -114)
14 67 -369 218 132 -137 -170 23 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 21.0 6.4 16.7 57.9 71.5 85.3 28.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 11 8 10 13 32 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 315,342
COMMITMENTS
105,423 73,511 223 145,611 142,144 251,257 215,878 64,085 99,464
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 12,056)
9,550 12,697 217 3,844 -3,178 13,611 9,736 -1,555 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 23.3 0.1 46.2 45.1 79.7 68.5 20.3 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 27 3 37 40 59 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,043,233
COMMITMENTS
342,333 471,599 102,356 1351564 1032064 1796253 1606019 246,980 437,214
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 83,092)
44,270 -23,139 17,942 -5,356 64,077 56,856 58,880 26,236 24,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 23.1 5.0 66.1 50.5 87.9 78.6 12.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
41 84 48 80 131 151 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,370,732
COMMITMENTS
138,907 284,865 41,527 1035508 755,231 1215942 1081623 154,790 289,109
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -14,600)
-1,887 -32,259 3,448 -40 25,737 1,521 -3,074 -16,121 -11,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 20.8 3.0 75.5 55.1 88.7 78.9 11.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
30 49 22 60 81 102 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 502,062
COMMITMENTS
201,625 24,136 76,885 186,288 369,956 464,798 470,977 37,264 31,085
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 20,998)
28,403 1,151 -82 -3,974 21,733 24,347 22,802 -3,349 -1,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 4.8 15.3 37.1 73.7 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
42 15 30 42 50 91 88
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,273
COMMITMENTS
10,150 11,715 393 20,929 21,849 31,472 33,957 9,801 7,316
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 759)
1,356 -204 -118 -15 313 1,223 -9 -464 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 28.4 1.0 50.7 52.9 76.3 82.3 23.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 14 2 19 10 42 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,045
COMMITMENTS
9,571 23,990 433 35,422 19,860 45,426 44,283 14,619 15,762
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,723)
-2,524 4,552 104 9,339 -1,570 6,919 3,086 -3,196 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 40.0 0.7 59.0 33.1 75.7 73.7 24.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 25 3 15 13 39 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,527
COMMITMENTS
3,962 5,821 1,046 29,684 27,247 34,692 34,114 835 1,413
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 368)
1,025 167 0 -701 774 324 941 44 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 16.4 2.9 83.6 76.7 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 22 4 20 21 30 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,689
COMMITMENTS
0 1,038 0 12,383 11,251 12,383 12,289 306 400
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 797)
0 -206 0 739 947 739 741 58 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.2 0.0 97.6 88.7 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
Updated April 29, 2005