WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,640
COMMITMENTS
36,861 44,801 48,818 152,408 133,045 238,088 226,665 31,552 42,975
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,449)
25 -563 319 455 3,643 799 3,399 4,649 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.6 18.1 56.5 49.3 88.3 84.1 11.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
65 92 64 49 61 156 178
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 865,883
COMMITMENTS
87,385 90,527 158,206 463,309 395,537 708,899 644,270 156,984 221,613
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 22,838)
5,368 -8,949 4,747 8,292 23,868 18,408 19,666 4,430 3,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.5 18.3 53.5 45.7 81.9 74.4 18.1 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
137 116 152 200 209 412 412
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,740
COMMITMENTS
1,743 1,751 986 2,344 4,531 5,074 7,268 4,667 2,473
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 536)
88 45 162 161 198 411 405 124 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 18.0 10.1 24.1 46.5 52.1 74.6 47.9 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 15 5 10 13 24 28
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 408,856
COMMITMENTS
74,291 20,825 96,572 153,765 186,963 324,628 304,359 84,228 104,497
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 49,627)
20,293 299 16,028 2,859 23,891 39,179 40,217 10,448 9,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.1 23.6 37.6 45.7 79.4 74.4 20.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
133 84 133 103 113 308 271
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,402
COMMITMENTS
11,897 2,100 459 0 725 12,356 3,284 3,046 12,118
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.2 13.6 3.0 0.0 4.7 80.2 21.3 19.8 78.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 7 0 3 16 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,507
COMMITMENTS
23,417 13,909 22,581 80,073 102,383 126,072 138,874 25,435 12,633
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,359)
4,627 -4,124 1,785 988 13,695 7,400 11,355 1,959 -1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 9.2 14.9 52.9 67.6 83.2 91.7 16.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
45 29 36 49 49 114 100
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 933,690
COMMITMENTS
138,465 110,570 132,843 487,487 468,970 758,795 712,383 174,895 221,307
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 18,032)
-2,630 -15,236 11,126 2,903 -7,272 11,399 -11,382 6,633 29,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.8 14.2 52.2 50.2 81.3 76.3 18.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
37 42 41 73 85 134 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 160,367
COMMITMENTS
37,840 9,782 24,040 59,757 103,179 121,637 137,000 38,729 23,366
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 15,926)
12,403 225 1,325 -2,464 11,957 11,265 13,507 4,661 2,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 6.1 15.0 37.3 64.3 75.8 85.4 24.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
42 28 35 52 60 124 107
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,620
COMMITMENTS
3,860 854 1,664 1,462 4,742 6,987 7,260 1,633 1,359
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 846)
208 342 535 422 -113 1,165 764 -319 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 9.9 19.3 17.0 55.0 81.1 84.2 18.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 7 11 11 14 32 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 376,612
COMMITMENTS
94,679 74,639 788 222,668 188,894 318,135 264,321 58,477 112,291
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,058)
-8,592 2,354 -3,228 26,415 17,230 14,595 16,356 -5,537 -7,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 19.8 0.2 59.1 50.2 84.5 70.2 15.5 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 22 4 45 42 59 66
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,648,918
COMMITMENTS
454,111 383,333 435,502 1452624 1357262 2342237 2176097 306,680 472,821
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -155,306)
-59,286 -31,602 2,364 -58,523 -59,155 -115,445 -88,392 -39,861 -66,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 14.5 16.4 54.8 51.2 88.4 82.2 11.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
58 70 71 103 129 197 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,395,147
COMMITMENTS
155,864 216,372 153,594 890,483 747,104 1199941 1117070 195,206 278,077
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -43,580)
7,070 -18,562 -36,931 -13,449 3,442 -43,310 -52,051 -270 8,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.5 11.0 63.8 53.6 86.0 80.1 14.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
30 50 44 73 86 130 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 662,511
COMMITMENTS
113,169 38,048 248,625 255,537 348,745 617,331 635,417 45,180 27,093
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 16,370)
-15,040 -208 16,724 12,440 3,568 14,124 20,085 2,246 -3,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.7 37.5 38.6 52.6 93.2 95.9 6.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
35 23 45 56 60 110 110
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,757
COMMITMENTS
12,666 4,544 1,291 16,063 28,489 30,020 34,324 11,737 7,433
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,443)
654 -430 134 -3,373 -742 -2,584 -1,038 1,142 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 10.9 3.1 38.5 68.2 71.9 82.2 28.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 12 10 19 12 45 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,224
COMMITMENTS
10,937 34,363 3,838 48,177 13,605 62,953 51,807 12,272 23,417
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,543)
1,095 -874 1,090 1,149 1,547 3,334 1,763 2,209 3,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 45.7 5.1 64.0 18.1 83.7 68.9 16.3 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 37 19 18 17 48 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,733
COMMITMENTS
6,503 6,891 1,046 36,479 35,373 44,028 43,310 705 1,423
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,002)
-15 564 0 5,162 4,529 5,147 5,093 -145 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 15.4 2.3 81.5 79.1 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 23 4 19 20 29 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,571
COMMITMENTS
100 1,105 0 12,468 11,422 12,568 12,527 3 44
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,663)
100 157 0 -1,712 -1,778 -1,612 -1,621 -51 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.8 0.0 99.2 90.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 7 0 5 9 6 16
Updated June 3, 2005