WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,420
COMMITMENTS
41,973 55,251 41,275 139,221 124,980 222,469 221,507 38,952 39,914
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -12,929)
8,045 -11,996 -8,494 -10,598 7,102 -11,047 -13,388 -1,882 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 21.1 15.8 53.3 47.8 85.1 84.7 14.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
77 89 76 50 59 180 177
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 754,485
COMMITMENTS
89,562 141,922 89,755 413,851 312,373 593,168 544,051 161,317 210,435
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -53,329)
18,211 -30,283 -38,294 -28,439 14,583 -48,522 -53,994 -4,806 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 18.8 11.9 54.9 41.4 78.6 72.1 21.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
111 121 125 186 168 369 362
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,744
COMMITMENTS
2,206 552 275 2,251 6,054 4,732 6,881 4,012 1,863
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -1,059)
-392 263 -358 -70 -629 -819 -724 -240 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.3 3.1 25.7 69.2 54.1 78.7 45.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 4 3 11 16 26 22
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 354,137
COMMITMENTS
39,773 49,327 75,483 170,675 135,663 285,932 260,473 68,206 93,665
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -8,888)
3,987 -16,169 -8,485 -6,602 992 -11,100 -23,662 2,212 14,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 13.9 21.3 48.2 38.3 80.7 73.6 19.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
87 127 125 81 94 254 273
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 179,074
COMMITMENTS
19,404 37,374 30,465 99,301 87,870 149,171 155,709 29,903 23,365
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -14,477)
2,979 -15,809 -2,181 -17,609 4,684 -16,811 -13,306 2,334 -1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 20.9 17.0 55.5 49.1 83.3 87.0 16.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
33 48 41 52 50 113 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 944,622
COMMITMENTS
134,986 128,219 128,351 509,836 482,004 773,173 738,574 171,450 206,048
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -74,881)
-20,983 -1,360 -39,930 -1,796 -28,841 -62,709 -70,130 -12,173 -4,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 13.6 13.6 54.0 51.0 81.8 78.2 18.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
42 38 45 76 84 145 143
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 178,364
COMMITMENTS
25,769 20,924 39,156 79,386 89,520 144,311 149,600 34,053 28,764
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -1,554)
14,304 -13,505 -3,438 -14,305 17,753 -3,438 810 1,884 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 11.7 22.0 44.5 50.2 80.9 83.9 19.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
38 43 57 54 58 135 137
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,984
COMMITMENTS
1,860 2,325 462 1,884 1,511 4,207 4,298 1,778 1,687
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -97)
48 307 -238 62 -101 -129 -32 31 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 38.8 7.7 31.5 25.2 70.3 71.8 29.7 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 16 4 10 9 24 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 379,978
COMMITMENTS
101,226 91,348 13,167 202,456 157,658 316,849 262,173 63,129 117,805
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 29,562)
-5,782 10,987 6,817 17,034 -4,193 18,069 13,612 11,493 15,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 24.0 3.5 53.3 41.5 83.4 69.0 16.6 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
18 34 5 47 53 65 92
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,479,124
COMMITMENTS
448,568 354,074 372,198 1316894 1149444 2137660 1875716 341,464 603,408
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -6,408)
166,700 108,013 -126,764 -53,164 -42,638 -13,228 -61,388 6,820 54,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.3 15.0 53.1 46.4 86.2 75.7 13.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
53 63 62 103 132 190 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,490,308
COMMITMENTS
214,320 181,880 168,389 950,916 778,159 1333626 1128428 156,682 361,880
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 24,120)
-59,653 13,007 1,476 89,326 -36,850 31,148 -22,367 -7,028 46,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.2 11.3 63.8 52.2 89.5 75.7 10.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 47 38 67 94 123 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 579,828
COMMITMENTS
144,186 39,534 133,354 207,432 369,134 484,972 542,023 94,856 37,805
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 19,189)
-37,552 -2,298 -6,023 2,455 18,474 -41,120 10,153 60,309 9,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 6.8 23.0 35.8 63.7 83.6 93.5 16.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 11 35 57 59 106 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,792
COMMITMENTS
14,066 3,159 677 21,637 38,710 36,380 42,546 14,411 8,245
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -402)
-74 -120 -331 -446 308 -851 -142 449 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 6.2 1.3 42.6 76.2 71.6 83.8 28.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 10 6 20 13 48 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,014
COMMITMENTS
8,577 25,317 3,428 55,094 25,000 67,099 53,745 9,915 23,268
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -5,440)
-1,588 1,140 -2,939 -441 -2,774 -4,968 -4,573 -472 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 32.9 4.5 71.5 32.5 87.1 69.8 12.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 22 15 21 14 46 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,209
COMMITMENTS
6,533 6,275 1,517 28,529 27,169 36,579 34,961 630 2,248
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -530)
-1,325 -550 0 525 -151 -800 -701 270 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.9 4.1 76.7 73.0 98.3 94.0 1.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 23 4 19 19 27 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,687
COMMITMENTS
5,656 2,745 0 8,468 11,384 14,124 14,129 563 558
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 696)
-243 797 0 838 323 595 1,120 101 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 18.7 0.0 57.7 77.5 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 9 0 7 11 8 20
Updated February 25, 2005