WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,106
COMMITMENTS
35,915 76,299 35,631 129,149 94,558 200,696 206,488 35,411 29,619
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,815)
-281 10,735 1,871 5,707 -3,132 7,297 9,474 2,518 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 32.3 15.1 54.7 40.0 85.0 87.5 15.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
104 112 84 61 70 205 235
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,823
COMMITMENTS
75,796 199,390 101,444 473,847 304,392 651,087 605,226 118,736 164,597
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,737)
1,804 44,993 -1,728 20,977 -26,791 21,053 16,473 1,685 6,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 25.9 13.2 61.6 39.5 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
173 212 175 295 257 572 549
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,881
COMMITMENTS
2,753 246 434 1,248 5,513 4,435 6,193 4,446 2,688
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,115)
951 -345 0 -338 666 613 321 502 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 2.8 4.9 14.0 62.1 49.9 69.7 50.1 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
21 4 7 9 14 32 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,277
COMMITMENTS
28,848 78,952 74,918 179,319 121,520 283,085 275,391 56,193 63,887
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 26,906)
290 23,063 4,796 14,292 -4,594 19,378 23,265 7,527 3,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 23.3 22.1 52.9 35.8 83.4 81.2 16.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
108 181 143 121 130 322 371
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 183,059
COMMITMENTS
14,812 52,969 29,513 113,940 76,312 158,265 158,794 24,794 24,265
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 13,639)
-1,343 10,326 3,155 9,661 -2,090 11,474 11,392 2,165 2,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 28.9 16.1 62.2 41.7 86.5 86.7 13.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 56 36 53 46 108 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 816,098
COMMITMENTS
181,462 120,595 84,246 423,812 466,132 689,519 670,973 126,579 145,125
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 44,155)
4,705 12,003 5,962 29,169 23,489 39,835 41,455 4,319 2,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 14.8 10.3 51.9 57.1 84.5 82.2 15.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
45 64 51 84 103 167 180
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,531
COMMITMENTS
7,028 38,234 36,798 105,955 77,049 149,781 152,080 28,750 26,451
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,944)
-6,706 13,620 2,901 17,177 -5,425 13,372 11,097 -427 1,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 21.4 20.6 59.3 43.2 83.9 85.2 16.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 49 53 58 56 122 143
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,669
COMMITMENTS
1,631 1,434 361 1,209 1,398 3,201 3,193 1,468 1,476
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 121)
4 32 51 124 70 180 154 -59 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 30.7 7.7 25.9 29.9 68.6 68.4 31.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 10 3 12 8 25 18
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 296,278
COMMITMENTS
79,632 88,583 1,458 185,839 148,334 266,929 238,375 29,348 57,902
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 24,067)
6,453 932 1,084 12,531 17,710 20,068 19,726 3,999 4,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 29.9 0.5 62.7 50.1 90.1 80.5 9.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
26 56 4 49 70 78 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,143,359
COMMITMENTS
402,315 344,968 282,674 1272592 1160932 1957581 1788574 185,778 354,785
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -22,636)
2,792 -32,284 9,326 -29,593 9,829 -17,475 -13,130 -5,161 -9,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 16.1 13.2 59.4 54.2 91.3 83.4 8.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
76 110 99 149 200 275 360
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,403,075
COMMITMENTS
337,266 235,001 133,654 857,007 860,263 1327926 1228918 75,149 174,158
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,575)
7,096 -14,239 2,233 7,889 29,837 17,219 17,832 -5,643 -6,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 16.7 9.5 61.1 61.3 94.6 87.6 5.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
61 92 64 100 147 193 271
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 505,620
COMMITMENTS
125,790 41,926 159,282 201,130 288,556 486,202 489,765 19,418 15,855
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27,677)
15,466 4,120 10,598 5,000 16,407 31,064 31,126 -3,387 -3,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 8.3 31.5 39.8 57.1 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 28 41 64 63 127 117
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,335
COMMITMENTS
14,939 8,772 829 25,848 32,651 41,615 42,252 6,720 6,083
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,090)
-2,296 -997 10 123 -295 -2,163 -1,281 1,073 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 18.1 1.7 53.5 67.6 86.1 87.4 13.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
35 17 12 29 14 71 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,893
COMMITMENTS
9,166 21,259 5,759 43,830 30,613 58,756 57,632 8,138 9,261
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,463)
1,515 3,318 733 3,440 434 5,688 4,485 -1,225 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 31.8 8.6 65.5 45.8 87.8 86.2 12.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 37 21 24 20 65 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,897
COMMITMENTS
1,892 10,337 1,014 36,780 27,239 39,686 38,590 211 1,307
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,022)
196 3,942 8 3,937 153 4,141 4,103 -119 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 25.9 2.5 92.2 68.3 99.5 96.7 0.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 22 3 17 16 24 38
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,463
COMMITMENTS
0 1,747 0 13,451 11,252 13,451 12,999 12 464
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 197)
0 193 0 197 0 197 193 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.0 0.0 99.9 83.6 99.9 96.6 0.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 8 10 8 17
Updated January 21, 2005