WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,295
COMMITMENTS
110,708 94,459 92,625 279,155 262,540 482,488 449,624 39,807 72,671
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 45,238)
15,487 14,002 11,566 19,745 16,021 46,798 41,589 -1,560 3,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 18.1 17.7 53.4 50.3 92.4 86.1 7.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
112 136 119 49 82 269 252
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,350,711
COMMITMENTS
350,825 93,903 232,745 600,242 746,060 1183812 1072708 166,899 278,003
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 36,389)
9,463 13,140 34,115 2,416 4,652 45,994 51,907 -9,605 -15,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 7.0 17.2 44.4 55.2 87.6 79.4 12.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
240 111 166 213 299 533 524
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,628
COMMITMENTS
6,065 306 1,349 3,321 10,907 10,735 12,562 3,893 2,066
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 542)
286 43 349 111 588 746 980 -204 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 2.1 9.2 22.7 74.6 73.4 85.9 26.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 6 14 12 16 45 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 372,852
COMMITMENTS
59,890 72,265 65,277 188,548 137,057 313,715 274,599 59,137 98,253
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -15,247)
-9,438 9,038 -719 1,597 -16,423 -8,560 -8,104 -6,687 -7,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 19.4 17.5 50.6 36.8 84.1 73.6 15.9 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
99 118 121 88 114 279 301
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,526
COMMITMENTS
13,020 3,355 340 605 548 13,965 4,243 3,561 13,283
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -135)
201 326 4 245 10 450 340 -585 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.3 19.1 1.9 3.5 3.1 79.7 24.2 20.3 75.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 8 1 2 16 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 242,773
COMMITMENTS
73,232 11,120 37,246 105,285 179,373 215,763 227,739 27,010 15,034
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -6,763)
-7,160 -1,223 1,465 2,205 -5,171 -3,490 -4,929 -3,273 -1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 4.6 15.3 43.4 73.9 88.9 93.8 11.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
81 29 45 49 53 158 113
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,358
COMMITMENTS
111,914 227,728 51,157 574,786 392,878 737,857 671,763 137,501 203,595
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -3,387)
4,046 -45,549 15,132 -33,929 38,628 -14,751 8,211 11,364 -11,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 26.0 5.8 65.7 44.9 84.3 76.7 15.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
37 59 40 73 86 131 164
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 189,648
COMMITMENTS
30,812 53,015 25,401 105,919 86,952 162,132 165,368 27,516 24,280
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 13,868)
558 10,824 796 13,281 1,584 14,635 13,204 -767 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 28.0 13.4 55.9 45.8 85.5 87.2 14.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
38 55 46 57 50 124 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,921
COMMITMENTS
4,087 182 932 4,271 10,200 9,290 11,314 3,631 1,607
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,508)
222 10 78 716 1,353 1,016 1,441 492 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 1.4 7.2 33.1 78.9 71.9 87.6 28.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
29 3 11 18 21 49 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 641,406
COMMITMENTS
174,711 155,243 9,857 324,292 354,552 508,860 519,652 132,546 121,754
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -24,508)
-34,923 -10,449 4,651 12,380 -27,785 -17,892 -33,583 -6,616 9,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 24.2 1.5 50.6 55.3 79.3 81.0 20.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
44 42 14 63 72 112 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,253,508
COMMITMENTS
638,046 545,438 100,901 1232379 1158526 1971326 1804865 282,182 448,643
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -138,253)
-56,032 -42,069 -10,064 -87,954 -74,082 -154,050 -126,215 15,797 -12,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 24.2 4.5 54.7 51.4 87.5 80.1 12.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
68 80 55 101 123 197 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,128
COMMITMENTS
289,395 288,856 53,227 800,554 707,407 1143176 1049490 233,952 327,638
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 35,530)
-21,922 -23,949 3,653 40,843 36,908 22,574 16,612 12,956 18,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 21.0 3.9 58.1 51.4 83.0 76.2 17.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
40 55 37 68 86 126 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 459,494
COMMITMENTS
134,616 166,600 67,052 224,093 200,661 425,761 434,313 33,733 25,181
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 35,821)
-9,987 21,792 11,532 34,192 9,926 35,737 43,250 84 -7,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 36.3 14.6 48.8 43.7 92.7 94.5 7.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
33 27 39 51 53 103 102
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,200
COMMITMENTS
5,361 3,191 347 2,830 10,321 8,538 13,859 15,662 10,341
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -8,755)
-580 -1,732 345 -2,863 -1,848 -3,098 -3,235 -5,657 -5,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 13.2 1.4 11.7 42.6 35.3 57.3 64.7 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 10 3 4 6 15 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,283
COMMITMENTS
12,094 7,478 39 19,250 32,398 31,383 39,915 13,900 5,368
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,469)
-2,340 1,089 36 -288 884 -2,592 2,009 123 -4,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 16.5 0.1 42.5 71.5 69.3 88.1 30.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
20 12 4 17 12 39 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,205
COMMITMENTS
55,161 16,725 683 18,349 44,286 74,193 61,694 13,012 25,511
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -4,214)
-4,467 3,108 -313 6,174 -2,409 1,394 386 -5,608 -4,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 19.2 0.8 21.0 50.8 85.1 70.7 14.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 26 7 22 18 54 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,802
COMMITMENTS
2,076 2,896 370 8,804 8,044 11,250 11,310 552 492
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -864)
-264 249 0 -977 -1,057 -1,241 -808 377 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 24.5 3.1 74.6 68.2 95.3 95.8 4.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 14 5 13 9 21 25
Updated May 26, 2006