WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,507
COMMITMENTS
72,647 76,270 104,174 265,444 233,551 442,265 413,995 34,242 62,512
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -14,470)
-13,003 -4,820 2,619 169 -6,453 -10,215 -8,654 -4,255 -5,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 16.0 21.9 55.7 49.0 92.8 86.9 7.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
90 118 128 63 85 252 263
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,321,520
COMMITMENTS
298,563 111,399 253,333 597,213 680,013 1149109 1044745 172,411 276,775
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,365)
-22,484 17,986 21,341 10,230 -28,152 9,087 11,175 -7,722 -9,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 8.4 19.2 45.2 51.5 87.0 79.1 13.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717)
189 130 197 235 299 533 563
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,080
COMMITMENTS
5,678 252 1,297 4,019 10,485 10,994 12,034 3,086 2,046
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 187)
435 -26 83 25 310 543 367 -356 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 1.8 9.2 28.5 74.5 78.1 85.5 21.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 3 13 14 15 48 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 374,060
COMMITMENTS
62,316 74,388 72,758 180,339 134,051 315,413 281,197 58,647 92,863
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -5,900)
-6,855 1,988 -7,256 9,285 1,814 -4,826 -3,454 -1,074 -2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 19.9 19.5 48.2 35.8 84.3 75.2 15.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
104 120 135 86 106 283 307
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 237,737
COMMITMENTS
65,684 25,538 32,670 115,214 161,150 213,568 219,358 24,169 18,379
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -7,952)
-13,853 6,923 -2,171 13,717 -12,798 -2,307 -8,046 -5,645 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 10.7 13.7 48.5 67.8 89.8 92.3 10.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
56 45 43 48 44 133 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 747,700
COMMITMENTS
111,183 202,823 11,560 509,147 337,095 631,890 551,478 115,810 196,222
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -15,087)
-16,941 10,747 -9,029 30,239 -42,148 4,269 -40,430 -19,356 25,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 27.1 1.5 68.1 45.1 84.5 73.8 15.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
35 44 18 70 70 116 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 174,418
COMMITMENTS
30,101 30,966 24,418 90,812 93,897 145,331 149,281 29,087 25,137
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -6,878)
-4,172 -2,653 -1,655 -487 -5,128 -6,314 -9,436 -564 2,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 17.8 14.0 52.1 53.8 83.3 85.6 16.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
44 37 38 51 50 116 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,657
COMMITMENTS
4,016 298 1,323 4,582 10,337 9,921 11,958 3,736 1,699
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -781)
-706 120 154 34 -756 -518 -482 -263 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 2.2 9.7 33.6 75.7 72.6 87.6 27.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 6 12 19 20 51 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 542,065
COMMITMENTS
128,070 150,784 3,797 312,087 275,885 443,954 430,466 98,111 111,599
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 10,266)
10,973 20,832 -4,351 12,876 -18,728 19,498 -2,247 -9,232 12,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 27.8 0.7 57.6 50.9 81.9 79.4 18.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
25 38 9 61 66 89 110
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,097,072
COMMITMENTS
569,159 506,906 34,675 1217789 1160299 1821623 1701880 275,449 395,192
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 184,793)
93,778 74,118 -4,144 84,571 99,631 174,205 169,605 10,588 15,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 24.2 1.7 58.1 55.3 86.9 81.2 13.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
63 77 42 110 103 196 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,293,545
COMMITMENTS
293,122 288,574 27,873 781,329 679,979 1102324 996,426 191,221 297,119
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 49,044)
24,915 17,435 -5,871 44,018 4,726 63,062 16,290 -14,018 32,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 22.3 2.2 60.4 52.6 85.2 77.0 14.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
36 64 17 67 85 107 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 528,891
COMMITMENTS
171,050 228,153 68,118 241,251 205,513 480,419 501,784 48,472 27,107
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 48,690)
-17,896 16,817 14,217 48,996 20,843 45,317 51,877 3,373 -3,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 43.1 12.9 45.6 38.9 90.8 94.9 9.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
46 31 42 67 56 135 111
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,685
COMMITMENTS
6,742 2,233 238 3,183 13,811 10,163 16,282 12,522 6,403
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -3,197)
-1,528 -2,440 238 1,331 479 41 -1,723 -3,238 -1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 9.8 1.0 14.0 60.9 44.8 71.8 55.2 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 5 2 7 10 19 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,218
COMMITMENTS
13,573 3,855 3 15,163 45,231 28,739 49,089 25,479 5,129
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -10,084)
2,375 -2,616 -10,158 -11,032 5,265 -18,815 -7,509 8,731 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 7.1 0.0 28.0 83.4 53.0 90.5 47.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 10 2 17 15 34 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,651
COMMITMENTS
46,970 24,720 426 28,274 7,120 75,670 32,266 8,981 52,385
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -35,088)
-14,221 11,583 -28,341 11,902 -45,229 -30,660 -61,987 -4,428 26,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.5 29.2 0.5 33.4 8.4 89.4 38.1 10.6 61.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 24 2 16 13 32 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 10,422
COMMITMENTS
2,347 2,195 238 7,663 7,767 10,248 10,200 174 222
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -2,526)
-1,001 -189 -1,593 93 -393 -2,501 -2,175 -25 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 21.1 2.3 73.5 74.5 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 12 3 14 9 21 23
Updated June 23, 2006