WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,980
COMMITMENTS
43,786 49,498 53,005 160,211 143,439 257,002 245,942 30,978 42,038
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 18,901)
6,038 -3,118 819 4,717 13,235 11,573 10,935 7,328 7,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 17.2 18.4 55.6 49.8 89.2 85.4 10.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
78 97 78 47 55 177 184
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 956,269
COMMITMENTS
119,220 73,795 215,122 458,911 438,348 793,253 727,265 163,017 229,004
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 67,676)
21,595 -16,719 22,878 3,261 50,391 47,735 56,550 19,941 11,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.7 22.5 48.0 45.8 83.0 76.1 17.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
166 115 182 221 235 483 460
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,093
COMMITMENTS
2,272 475 1,018 2,393 5,783 5,682 7,276 3,411 1,818
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -427)
-166 -424 99 -93 452 -161 127 -267 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 5.2 11.2 26.3 63.6 62.5 80.0 37.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 7 5 13 15 25 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 483,497
COMMITMENTS
95,877 25,412 116,129 170,104 232,740 382,110 374,280 101,387 109,217
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 52,118)
4,357 6,258 18,589 16,610 26,752 39,556 51,598 12,562 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.3 24.0 35.2 48.1 79.0 77.4 21.0 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
156 88 157 118 141 358 323
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,765
COMMITMENTS
14,769 1,141 588 0 902 15,357 2,631 4,408 17,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,876)
3,022 -597 -661 0 80 2,361 -1,178 515 4,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 5.8 3.0 0.0 4.6 77.7 13.3 22.3 86.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 8 0 3 16 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 194,870
COMMITMENTS
41,517 10,792 33,641 86,684 135,424 161,843 179,858 33,028 15,013
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,942)
13,874 -249 4,413 5,127 23,947 23,414 28,111 5,527 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.5 17.3 44.5 69.5 83.1 92.3 16.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
66 20 41 48 49 134 102
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 892,344
COMMITMENTS
136,660 91,103 154,172 448,518 444,796 739,351 690,070 152,993 202,274
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -10,050)
6,502 -730 -3,494 -13,752 -7,115 -10,743 -11,339 693 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 10.2 17.3 50.3 49.8 82.9 77.3 17.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 40 45 71 84 135 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,287
COMMITMENTS
52,422 6,973 29,296 61,014 125,539 142,733 161,807 40,554 21,479
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 14,391)
3,892 696 5,930 5,124 10,384 14,947 17,010 -556 -2,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 3.8 16.0 33.3 68.5 77.9 88.3 22.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
54 27 42 55 61 138 114
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,606
COMMITMENTS
3,882 1,193 1,451 2,022 3,974 7,355 6,618 1,250 1,987
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -71)
-16 213 -246 305 -232 44 -265 -115 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 13.9 16.9 23.5 46.2 85.5 76.9 14.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 12 10 13 14 35 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,338
COMMITMENTS
92,885 82,179 242 220,383 171,010 313,510 253,431 50,828 110,907
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -13,988)
-1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288 -4,798 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 22.6 0.1 60.5 46.9 86.0 69.6 14.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 17 2 45 38 62 55
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,635,900
COMMITMENTS
399,562 394,765 476,310 1522460 1343529 2398332 2214604 237,568 421,296
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -83,339)
-73,581 -40,592 -7,687 42,875 17,506 -38,392 -30,773 -44,947 -52,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.0 18.1 57.8 51.0 91.0 84.0 9.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
50 92 82 116 143 217 266
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,404,118
COMMITMENTS
199,611 207,338 180,212 850,681 749,120 1230503 1136670 173,615 267,449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -28,945)
-12,811 -2,339 -10,365 18,017 13,070 -5,159 367 -23,786 -29,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.8 12.8 60.6 53.4 87.6 81.0 12.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
37 46 47 78 88 139 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 604,499
COMMITMENTS
101,227 61,727 197,299 249,576 310,976 548,102 570,002 56,397 34,497
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 27,413)
14,811 605 7,713 -3,103 17,465 19,422 25,783 7,991 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.2 32.6 41.3 51.4 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 22 42 51 50 105 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,211
COMMITMENTS
6,417 2,956 486 15,147 17,502 22,050 20,944 7,161 8,268
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -24,204)
-6,488 -1,174 -1,599 -5,551 -18,319 -13,638 -21,092 -10,566 -3,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 10.1 1.7 51.9 59.9 75.5 71.7 24.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 11 6 16 13 30 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,235
COMMITMENTS
13,350 19,726 1,701 12,019 6,632 27,070 28,060 13,165 12,175
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -58,263)
185 -16,617 -9,354 -47,242 -14,442 -56,412 -40,413 -1,852 -17,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 49.0 4.2 29.9 16.5 67.3 69.7 32.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 24 14 13 9 41 38
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,211
COMMITMENTS
3,068 6,007 1,027 31,439 28,021 35,534 35,055 677 1,156
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -425)
-176 371 -2 -268 -763 -446 -394 21 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 16.6 2.8 86.8 77.4 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 18 4 19 21 29 40
Updated June 24, 2005