WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 458,965
COMMITMENTS
70,206 76,637 98,277 257,934 223,940 426,417 398,854 32,548 60,111
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -2,772)
1,072 7,642 -5,369 951 -4,288 -3,346 -2,015 574 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 16.7 21.4 56.2 48.8 92.9 86.9 7.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
85 132 125 55 81 247 261
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,327,482
COMMITMENTS
303,372 141,991 258,769 596,728 666,788 1158869 1067548 168,613 259,934
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -1,918)
21,152 13,554 -9,824 -11,091 -1,390 237 2,340 -2,155 -4,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 10.7 19.5 45.0 50.2 87.3 80.4 12.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
203 130 197 198 287 501 571
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,826
COMMITMENTS
6,449 258 520 3,344 10,774 10,313 11,552 3,513 2,274
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -573)
-377 80 6 -347 -590 -718 -504 145 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 1.9 3.8 24.2 77.9 74.6 83.6 25.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
26 2 6 8 13 38 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,145
COMMITMENTS
58,658 70,570 62,958 162,613 116,075 284,229 249,603 46,916 81,542
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -20,055)
5,726 -16,677 -1,843 -22,067 -2,202 -18,184 -20,722 -1,871 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 21.3 19.0 49.1 35.1 85.8 75.4 14.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
88 123 117 86 105 263 287
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 245,547
COMMITMENTS
73,635 16,883 35,267 109,935 177,973 218,837 230,123 26,710 15,424
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 16,842)
14,006 -2,141 4,601 -3,320 17,898 15,287 20,358 1,555 -3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 6.9 14.4 44.8 72.5 89.1 93.7 10.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
76 25 42 45 46 144 104
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 743,619
COMMITMENTS
99,814 190,922 8,694 520,560 359,145 629,068 558,761 114,551 184,858
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -22,000)
-5,107 -31,797 -1,204 -10,631 17,103 -16,942 -15,898 -5,058 -6,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 25.7 1.2 70.0 48.3 84.6 75.1 15.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
30 45 22 69 75 112 129
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 182,549
COMMITMENTS
29,379 39,972 26,905 100,563 93,130 156,847 160,007 25,702 22,542
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -212)
2,611 -3,189 788 -2,077 5,216 1,322 2,815 -1,534 -3,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 21.9 14.7 55.1 51.0 85.9 87.7 14.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
35 44 43 55 51 117 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,599
COMMITMENTS
4,509 391 1,104 4,503 10,854 10,116 12,349 3,483 1,250
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 145)
462 169 -34 -189 333 239 468 -94 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 2.9 8.1 33.1 79.8 74.4 90.8 25.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
26 7 9 16 18 44 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 544,836
COMMITMENTS
118,235 141,502 1,917 310,369 289,941 430,521 433,360 114,315 111,476
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,531)
-22,940 -6,612 -232 9,155 6,280 -14,017 -564 15,548 2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 26.0 0.4 57.0 53.2 79.0 79.5 21.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
27 35 5 61 64 89 103
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,136,459
COMMITMENTS
549,727 401,503 35,581 1297652 1308100 1882960 1745184 253,499 391,275
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -57,905)
-26,461 -85,645 474 -18,718 26,161 -44,705 -59,010 -13,200 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 18.8 1.7 60.7 61.2 88.1 81.7 11.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
61 70 41 108 108 186 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,237,178
COMMITMENTS
267,243 233,830 15,676 763,166 682,797 1046085 932,303 191,093 304,875
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -50,037)
-27,768 -34,879 -3,773 -12,677 -1,594 -44,218 -40,246 -5,819 -9,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 18.9 1.3 61.7 55.2 84.6 75.4 15.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
40 49 17 66 80 108 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 558,641
COMMITMENTS
167,114 203,601 68,870 263,544 233,191 499,528 505,662 59,113 52,979
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -21,153)
-4,813 -18,743 -14,496 -11,500 -9,898 -30,809 -43,137 9,656 21,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 36.4 12.3 47.2 41.7 89.4 90.5 10.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
43 27 39 65 52 125 104
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,014
COMMITMENTS
8,184 2,555 667 3,378 12,810 12,229 16,032 10,785 6,982
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 599)
1,757 345 335 425 943 2,517 1,623 -1,918 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 11.1 2.9 14.7 55.7 53.1 69.7 46.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 7 3 4 8 21 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,276
COMMITMENTS
13,736 3,453 5 15,399 45,419 29,140 48,877 25,136 5,399
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 618)
301 0 -7 551 88 845 81 -227 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 6.4 0.0 28.4 83.7 53.7 90.1 46.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 9 1 17 16 33 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,757
COMMITMENTS
52,724 19,850 590 25,717 15,613 79,031 36,053 7,726 50,704
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 2,451)
4,802 -3,416 155 -16 6,678 4,941 3,417 -2,490 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 22.9 0.7 29.6 18.0 91.1 41.6 8.9 58.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 23 3 18 18 38 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,543
COMMITMENTS
2,866 2,770 238 9,091 9,333 12,195 12,341 348 202
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,321)
-17 1 0 1,459 1,637 1,442 1,638 -121 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 22.1 1.9 72.5 74.4 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 12 3 13 11 20 25
Updated July 7, 2006