WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 210,544
COMMITMENTS
33,717 60,792 12,598 142,634 102,268 188,949 175,658 21,595 34,886
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -7,876)
-637 3,793 -1,844 931 -5,704 -1,550 -3,755 -6,326 -4,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 28.9 6.0 67.7 48.6 89.7 83.4 10.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 96 45 41 54 125 169
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 682,827
COMMITMENTS
99,429 91,099 63,889 397,112 332,175 560,430 487,163 122,397 195,664
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,552)
1,876 -6,120 5,627 -7,970 -5,769 -467 -6,262 -2,085 3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 13.3 9.4 58.2 48.6 82.1 71.3 17.9 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
136 99 106 157 183 356 350
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,192
COMMITMENTS
2,157 1,397 165 1,889 4,525 4,211 6,087 3,981 2,105
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -127)
229 -509 -71 -83 429 75 -151 -202 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 17.1 2.0 23.1 55.2 51.4 74.3 48.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 13 4 9 15 22 29
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 303,804
COMMITMENTS
77,855 27,490 35,095 130,426 157,332 243,376 219,917 60,428 83,887
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,566)
11,778 2,041 -403 -965 8,922 10,410 10,560 1,156 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 9.0 11.6 42.9 51.8 80.1 72.4 19.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
121 79 85 76 114 253 243
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,170
COMMITMENTS
12,004 1,789 821 0 777 12,825 3,387 3,345 12,783
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 768)
107 -311 362 0 52 469 103 299 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.2 11.1 5.1 0.0 4.8 79.3 20.9 20.7 79.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 7 0 3 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 138,455
COMMITMENTS
26,124 10,860 16,917 71,253 98,145 114,294 125,922 24,161 12,533
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,170)
1,125 -3,047 3,389 -1,491 1,977 3,023 2,319 147 851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 7.8 12.2 51.5 70.9 82.5 90.9 17.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
54 22 34 41 42 111 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 686,536
COMMITMENTS
160,021 111,152 11,121 378,395 394,600 549,537 516,873 136,999 169,663
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -68,673)
13,408 -5,660 -14,994 -42,944 -20,394 -44,530 -41,048 -24,143 -27,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 16.2 1.6 55.1 57.5 80.0 75.3 20.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
36 36 21 60 78 107 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,050
COMMITMENTS
44,309 13,602 13,316 52,040 95,961 109,665 122,879 34,385 21,171
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,297)
7,002 59 -2,340 -1,942 5,059 2,720 2,778 -423 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 9.4 9.2 36.1 66.6 76.1 85.3 23.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
42 32 33 51 56 122 103
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,737
COMMITMENTS
3,508 1,018 1,372 1,537 3,995 6,417 6,385 1,320 1,352
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -75)
-144 93 91 126 -348 73 -164 -148 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 13.2 17.7 19.9 51.6 82.9 82.5 17.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 13 11 12 15 33 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 399,847
COMMITMENTS
101,027 75,901 2,437 234,867 220,015 338,331 298,353 61,516 101,494
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 23,285)
6,348 1,262 1,649 12,199 31,121 20,196 34,032 3,089 -10,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.0 0.6 58.7 55.0 84.6 74.6 15.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 18 3 46 46 62 66
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,942,546
COMMITMENTS
456,940 436,805 104,493 1132490 984,243 1693923 1525541 248,623 417,005
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -20,705)
8,841 22,468 -10,258 11,599 -20,511 10,182 -8,301 -30,887 -12,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 22.5 5.4 58.3 50.7 87.2 78.5 12.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
48 76 38 76 116 146 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,135,365
COMMITMENTS
173,507 240,614 29,994 739,957 623,258 943,458 893,866 191,907 241,499
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -62,734)
10,496 5,122 -5,218 -76,948 -38,254 -71,670 -38,350 8,936 -24,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 21.2 2.6 65.2 54.9 83.1 78.7 16.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
27 47 20 63 81 104 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 381,307
COMMITMENTS
71,300 51,572 64,393 204,122 236,475 339,815 352,440 41,492 28,867
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -76,583)
-27,454 23,375 -38,818 -9,534 -66,204 -75,806 -81,647 -777 5,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 13.5 16.9 53.5 62.0 89.1 92.4 10.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 21 32 45 42 88 78
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,498
COMMITMENTS
12,354 4,777 656 16,669 30,111 29,679 35,544 12,819 6,954
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,528)
-311 226 217 834 1,778 740 2,221 1,788 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 11.2 1.5 39.2 70.9 69.8 83.6 30.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 2 19 14 44 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,584
COMMITMENTS
12,359 35,572 620 47,365 11,537 60,344 47,729 12,240 24,855
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,436)
1,259 449 125 1,644 772 3,028 1,346 408 2,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 49.0 0.9 65.3 15.9 83.1 65.8 16.9 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 34 3 15 12 33 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,954
COMMITMENTS
6,168 6,362 1,029 32,911 32,452 40,108 39,843 846 1,111
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,779)
-335 -529 -17 -3,568 -2,921 -3,920 -3,467 141 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 15.5 2.5 80.4 79.2 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 19 4 19 23 29 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,893
COMMITMENTS
0 1,547 0 13,879 12,264 13,879 13,811 14 82
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,322)
-100 442 0 1,411 842 1,311 1,284 11 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 0.0 99.9 88.3 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 7 0 6 10 6 17
Updated June 10, 2005