WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 270,517
COMMITMENTS
49,716 50,975 38,611 153,324 142,192 241,651 231,778 28,866 38,739
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -17,463)
5,930 1,477 -14,394 -6,887 -1,247 -15,351 -14,164 -2,113 -3,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 18.8 14.3 56.7 52.6 89.3 85.7 10.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
70 97 68 41 53 161 173
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 880,668
COMMITMENTS
114,537 63,650 179,439 439,774 414,709 733,750 657,798 146,918 222,870
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -75,601)
-4,683 -10,145 -35,683 -19,137 -23,639 -59,502 -69,466 -16,099 -6,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.2 20.4 49.9 47.1 83.3 74.7 16.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
147 93 161 223 237 453 435
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,191
COMMITMENTS
2,780 508 665 2,189 5,687 5,635 6,860 2,556 1,331
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -902)
508 33 -352 -203 -96 -47 -415 -855 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 6.2 8.1 26.7 69.4 68.8 83.8 31.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 8 6 10 16 24 27
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,665
COMMITMENTS
80,015 19,380 84,080 170,237 219,810 334,332 323,270 86,333 97,395
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -62,832)
-15,862 -6,032 -32,049 133 -12,930 -47,778 -51,010 -15,054 -11,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 4.6 20.0 40.5 52.3 79.5 76.8 20.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
125 78 139 116 139 322 296
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,816
COMMITMENTS
14,317 2,279 264 0 926 14,581 3,469 4,235 15,347
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -949)
-452 1,138 -324 0 24 -776 838 -173 -1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 12.1 1.4 0.0 4.9 77.5 18.4 22.5 81.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 8 6 0 3 13 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 184,765
COMMITMENTS
39,047 9,699 30,148 84,511 131,024 153,705 170,871 31,060 13,895
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -10,105)
-2,471 -1,093 -3,493 -2,173 -4,401 -8,137 -8,987 -1,968 -1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 5.2 16.3 45.7 70.9 83.2 92.5 16.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
59 17 37 51 49 129 97
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 856,617
COMMITMENTS
132,817 89,538 131,507 444,642 436,191 708,965 657,236 147,652 199,381
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -35,727)
-3,843 -1,565 -22,666 -3,876 -8,604 -30,386 -32,835 -5,341 -2,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 10.5 15.4 51.9 50.9 82.8 76.7 17.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
34 38 38 70 84 125 139
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 163,842
COMMITMENTS
36,150 2,461 28,999 61,255 109,674 126,404 141,135 37,437 22,707
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -19,445)
-16,272 -4,511 -297 241 -15,864 -16,328 -20,673 -3,117 1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 1.5 17.7 37.4 66.9 77.2 86.1 22.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
50 12 45 57 54 131 104
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,671
COMMITMENTS
3,799 1,519 828 1,700 3,359 6,327 5,706 1,344 1,965
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -934)
-83 326 -623 -322 -615 -1,028 -912 94 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 19.8 10.8 22.2 43.8 82.5 74.4 17.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 14 8 8 12 28 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 366,020
COMMITMENTS
94,915 88,770 438 214,497 171,283 309,850 260,491 56,170 105,529
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,682)
2,030 6,591 196 -5,886 273 -3,660 7,060 5,342 -5,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 24.3 0.1 58.6 46.8 84.7 71.2 15.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 19 3 47 41 64 60
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,571,252
COMMITMENTS
393,762 355,362 450,134 1489865 1342989 2333760 2148484 237,492 422,768
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -64,648)
-5,800 -39,403 -26,176 -32,595 -540 -64,571 -66,120 -77 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.8 17.5 57.9 52.2 90.8 83.6 9.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
61 69 71 105 138 195 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,351,077
COMMITMENTS
187,608 178,121 145,027 835,891 743,216 1168527 1066365 182,550 284,712
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -53,041)
-12,003 -29,217 -35,184 -14,789 -5,904 -61,976 -70,305 8,935 17,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 13.2 10.7 61.9 55.0 86.5 78.9 13.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
33 44 43 69 84 126 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 641,274
COMMITMENTS
115,629 71,138 205,417 256,546 327,048 577,593 603,603 63,681 37,670
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 36,774)
14,402 9,411 8,118 6,970 16,072 29,490 33,601 7,284 3,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 11.1 32.0 40.0 51.0 90.1 94.1 9.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
37 25 44 53 50 111 98
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,943
COMMITMENTS
5,376 3,683 410 15,609 16,323 21,395 20,416 7,548 8,527
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -269)
-1,041 727 -76 461 -1,179 -655 -528 387 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 12.7 1.4 53.9 56.4 73.9 70.5 26.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 13 6 18 12 30 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,973
COMMITMENTS
11,108 19,667 2,993 15,377 8,050 29,478 30,710 11,495 10,262
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 738)
-2,242 -59 1,292 3,358 1,418 2,408 2,651 -1,670 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 48.0 7.3 37.5 19.6 71.9 75.0 28.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
27 17 16 10 11 42 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,154
COMMITMENTS
3,768 5,429 1,028 31,681 29,550 36,477 36,007 677 1,147
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 943)
700 -578 1 242 1,529 943 952 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.6 2.8 85.3 79.5 98.2 96.9 1.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 17 4 19 22 29 40
Updated July 1, 2005