WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,357
COMMITMENTS
78,828 66,801 97,859 259,733 245,443 436,420 410,103 35,937 62,254
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 37,152)
9,669 -787 9,918 8,854 20,970 28,441 30,101 8,711 7,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 14.1 20.7 55.0 52.0 92.4 86.8 7.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
100 123 133 51 82 250 259
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,513,004
COMMITMENTS
283,719 95,414 373,167 656,330 734,580 1313216 1203161 199,788 309,843
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 63,496)
-449 18,836 16,197 18,131 147 33,879 35,179 29,618 28,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.3 24.7 43.4 48.6 86.8 79.5 13.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721)
214 139 213 272 306 590 575
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,800
COMMITMENTS
5,382 382 1,465 3,263 9,876 10,110 11,724 3,690 2,077
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,089)
723 189 83 41 854 846 1,126 243 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 2.8 10.6 23.6 71.6 73.3 85.0 26.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 7 10 12 16 44 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,151
COMMITMENTS
62,905 59,254 109,323 205,083 166,183 377,312 334,760 70,839 113,390
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 17,076)
5,988 -6,447 4,502 -5,170 7,035 5,320 5,089 11,756 11,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 13.2 24.4 45.8 37.1 84.2 74.7 15.8 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
125 129 154 106 120 333 325
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,829
COMMITMENTS
12,165 3,098 324 330 491 12,819 3,913 4,010 12,916
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,239)
1,438 258 -160 0 31 1,278 129 -39 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.3 18.4 1.9 2.0 2.9 76.2 23.3 23.8 76.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 8 8 1 2 19 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 270,599
COMMITMENTS
75,225 13,252 47,908 117,123 189,599 240,256 250,759 30,343 19,840
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -1,034)
697 1,478 -1,277 -397 -1,640 -978 -1,439 -56 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.9 17.7 43.3 70.1 88.8 92.7 11.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
83 32 51 55 59 170 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,196,046
COMMITMENTS
90,077 243,795 254,803 691,693 457,792 1036573 956,390 159,472 239,656
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 12,744)
8,448 -9,845 7,511 -13,994 7,190 1,965 4,856 10,779 7,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 20.4 21.3 57.8 38.3 86.7 80.0 13.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
38 65 70 89 88 167 183
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 188,899
COMMITMENTS
28,383 41,004 35,117 94,584 90,134 158,084 166,255 30,815 22,644
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,375)
-1,624 -1,254 410 1,950 4,057 736 3,213 1,639 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 21.7 18.6 50.1 47.7 83.7 88.0 16.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
44 51 52 60 60 136 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,818
COMMITMENTS
3,131 385 1,634 4,366 7,895 9,131 9,914 2,687 1,904
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 279)
20 -41 251 51 -47 323 164 -44 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 3.3 13.8 36.9 66.8 77.3 83.9 22.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
21 7 11 20 20 44 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 611,284
COMMITMENTS
209,497 179,447 10,644 278,683 302,298 498,823 492,388 112,461 118,896
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 57,870)
27,181 17,448 1,809 27,522 41,599 56,511 60,856 1,359 -2,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 29.4 1.7 45.6 49.5 81.6 80.5 18.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
43 44 17 69 62 120 115
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,210,326
COMMITMENTS
640,361 630,391 471,453 1811976 1593068 2923789 2694912 286,537 515,414
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 163,338)
24,555 18,460 -4,437 74,168 58,186 94,286 72,209 69,052 91,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 19.6 14.7 56.4 49.6 91.1 83.9 8.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
64 87 91 132 134 245 263
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,562,056
COMMITMENTS
276,553 299,530 192,731 861,446 726,933 1330731 1219194 231,325 342,862
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 27,955)
-22,064 14,932 22,367 7,715 -3,323 8,019 33,976 19,937 -6,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.2 12.3 55.1 46.5 85.2 78.1 14.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
45 55 47 74 85 142 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 787,874
COMMITMENTS
157,290 119,210 317,232 283,713 319,841 758,235 756,283 29,639 31,590
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -57,480)
-5,974 7,131 -54,001 9,809 -8,502 -50,167 -55,373 -7,313 -2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 15.1 40.3 36.0 40.6 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
39 29 50 57 56 119 115
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,893
COMMITMENTS
4,934 2,812 2,119 5,385 8,244 12,438 13,175 12,455 11,718
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,922)
26 -1,771 652 463 527 1,141 -593 3,782 5,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 11.3 8.5 21.6 33.1 50.0 52.9 50.0 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 6 7 6 7 19 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,631
COMMITMENTS
12,585 7,021 726 21,616 30,695 34,927 38,442 12,705 9,189
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 138)
-420 -271 117 -148 200 -451 47 588 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.7 1.5 45.4 64.4 73.3 80.7 26.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 15 8 20 10 42 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,305
COMMITMENTS
64,138 18,629 5,387 17,853 43,168 87,377 67,184 10,928 31,121
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 6,401)
8,087 -2,018 131 -1,187 4,248 7,031 2,362 -630 4,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 19.0 5.5 18.2 43.9 88.9 68.3 11.1 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
33 30 22 21 23 68 61
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,674
COMMITMENTS
1,882 3,038 259 10,358 9,149 12,499 12,446 175 228
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -151)
44 160 0 -21 -356 23 -196 -174 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 24.0 2.0 81.7 72.2 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 14 5 13 10 21 26
Updated May 12, 2006