WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,079
COMMITMENTS
37,749 52,616 52,186 155,494 130,205 245,429 235,007 23,651 34,073
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 8,276)
90 3,813 5,220 4,065 3,487 9,375 12,520 -1,099 -4,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.6 19.4 57.8 48.4 91.2 87.3 8.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
74 100 73 48 63 167 199
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 888,593
COMMITMENTS
97,625 90,515 192,243 455,650 387,957 745,518 670,715 143,076 217,878
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 16,856)
3,150 5,608 25,216 -1,144 -5,936 27,222 24,888 -10,366 -8,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.2 21.6 51.3 43.7 83.9 75.5 16.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
149 118 178 205 212 454 438
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,521
COMMITMENTS
2,438 899 919 2,486 5,331 5,843 7,149 3,678 2,372
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -145)
459 -303 1 203 197 663 -106 -808 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 9.4 9.7 26.1 56.0 61.4 75.1 38.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 11 5 11 14 26 28
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,379
COMMITMENTS
91,520 19,154 97,540 153,494 205,988 342,555 322,682 88,825 108,697
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,200)
6,270 -659 -4,025 -678 8,964 1,568 4,280 4,633 1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.4 22.6 35.6 47.8 79.4 74.8 20.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
157 74 141 103 128 327 289
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,889
COMMITMENTS
11,747 1,738 1,249 0 822 12,996 3,809 3,893 13,080
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 719)
-257 -51 428 0 45 171 422 548 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 10.3 7.4 0.0 4.9 76.9 22.6 23.1 77.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 8 0 3 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,929
COMMITMENTS
27,643 11,041 29,228 81,557 111,477 138,428 151,746 27,501 14,182
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,091)
3,058 131 2,881 2,247 6,338 8,186 9,350 1,905 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 6.7 17.6 49.2 67.2 83.4 91.5 16.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
58 21 38 47 47 123 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,394
COMMITMENTS
130,158 91,833 157,666 462,270 451,911 750,094 701,410 152,300 200,984
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -19,836)
-18,053 -9,572 3,684 -3,332 -12,820 -17,701 -18,708 -2,135 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.2 17.5 51.2 50.1 83.1 77.7 16.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
32 44 44 71 85 131 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 168,896
COMMITMENTS
48,530 6,277 23,366 55,890 115,155 127,786 144,797 41,110 24,098
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,137)
3,815 -2,303 -208 -2,239 6,423 1,369 3,913 3,768 1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 3.7 13.8 33.1 68.2 75.7 85.7 24.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 25 35 51 61 124 108
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,677
COMMITMENTS
3,898 979 1,698 1,716 4,206 7,312 6,883 1,365 1,794
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 143)
257 44 -105 80 -164 232 -225 -89 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 11.3 19.6 19.8 48.5 84.3 79.3 15.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 9 11 12 15 33 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 378,326
COMMITMENTS
94,344 80,564 1,987 226,369 184,168 322,700 266,719 55,626 111,607
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,590)
-6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634 -5,959 10,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 21.3 0.5 59.8 48.7 85.3 70.5 14.7 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 17 4 45 42 62 61
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,719,239
COMMITMENTS
473,143 435,356 483,997 1479584 1326023 2436724 2245377 282,515 473,862
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -29,861)
2,017 62,503 -6,439 -30,431 -94,204 -34,852 -38,140 4,991 8,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 16.0 17.8 54.4 48.8 89.6 82.6 10.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
59 84 83 114 134 215 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,433,063
COMMITMENTS
212,422 209,676 190,577 832,664 736,050 1235662 1136303 197,401 296,760
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 47,684)
46,513 -2,588 14,409 -7,581 -5,035 53,341 6,787 -5,657 40,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 14.6 13.3 58.1 51.4 86.2 79.3 13.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 56 46 71 85 132 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 577,087
COMMITMENTS
86,416 61,122 189,586 252,678 293,511 528,680 544,219 48,406 32,867
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 20,425)
7,778 2,020 -6,640 15,572 23,493 16,710 18,873 3,714 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.6 32.9 43.8 50.9 91.6 94.3 8.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
31 22 40 51 52 101 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,415
COMMITMENTS
12,905 4,130 2,085 20,698 35,821 35,688 42,036 17,727 11,379
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,109)
236 -831 710 3,754 5,589 4,700 5,468 4,408 3,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 7.7 3.9 38.7 67.1 66.8 78.7 33.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 12 13 22 22 48 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,498
COMMITMENTS
13,165 36,343 11,055 59,261 21,074 83,481 68,472 15,017 30,026
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,250)
953 2,308 5,416 8,500 4,964 14,869 12,688 2,381 4,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 36.9 11.2 60.2 21.4 84.8 69.5 15.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 32 30 24 20 64 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,636
COMMITMENTS
3,244 5,636 1,029 31,707 28,784 35,980 35,449 656 1,187
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,318)
-2,924 -726 0 -1,204 -3,668 -4,128 -4,394 -190 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.4 2.8 86.5 78.6 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 19 20 29 39
Updated June 17, 2005