WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 624,720
COMMITMENTS
121,949 74,817 168,016 291,653 302,242 581,617 545,075 43,102 79,645
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 14,732)
7,078 1,142 10,259 -574 5,614 16,762 17,014 -2,030 -2,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 12.0 26.9 46.7 48.4 93.1 87.3 6.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
137 120 151 67 97 317 285
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,674,219
COMMITMENTS
330,683 62,733 446,713 683,244 842,987 1460640 1352433 213,579 321,785
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -9,845)
1,364 -2,969 -5,578 2,109 4,404 -2,105 -4,143 -7,740 -5,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.7 26.7 40.8 50.4 87.2 80.8 12.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
254 121 226 283 323 643 587
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,095
COMMITMENTS
5,142 318 1,784 3,946 10,762 10,871 12,863 4,224 2,232
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -751)
-1,014 15 -89 335 -659 -768 -734 16 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 2.1 11.8 26.1 71.3 72.0 85.2 28.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 8 12 14 17 44 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,763
COMMITMENTS
53,804 84,703 118,521 226,939 157,689 399,264 360,913 70,499 108,850
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 4,831)
-2,849 14,163 1,171 8,988 -4,841 7,310 10,494 -2,479 -5,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.0 25.2 48.3 33.6 85.0 76.8 15.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
114 134 175 110 117 336 349
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,386
COMMITMENTS
12,877 3,803 1,945 710 555 15,532 6,303 3,854 13,083
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,860)
-143 448 1,605 105 7 1,567 2,060 293 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 19.6 10.0 3.7 2.9 80.1 32.5 19.9 67.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 10 9 1 2 18 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 285,202
COMMITMENTS
69,231 13,074 61,937 124,517 194,956 255,685 269,967 29,517 15,235
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 7,066)
3,135 1,707 2,938 170 3,697 6,244 8,342 822 -1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 4.6 21.7 43.7 68.4 89.7 94.7 10.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
80 35 59 56 55 174 129
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,010,927
COMMITMENTS
81,144 194,173 161,948 610,064 431,885 853,156 788,006 157,771 222,921
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -224,359)
-27,830 -12,131 -102,181 -83,416 -98,069 -213,427 -212,380 -10,932 -11,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 19.2 16.0 60.3 42.7 84.4 77.9 15.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
32 51 58 84 92 149 169
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,713
COMMITMENTS
27,468 61,175 39,518 126,309 96,562 193,295 197,255 29,418 25,458
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 15,085)
1,600 7,878 2,246 11,856 4,437 15,703 14,561 -617 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 27.5 17.7 56.7 43.4 86.8 88.6 13.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
36 66 54 59 55 131 156
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,483
COMMITMENTS
5,182 229 2,106 4,847 12,302 12,135 14,638 4,348 1,846
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 2,013)
995 50 367 292 1,634 1,654 2,051 358 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 1.4 12.8 29.4 74.6 73.6 88.8 26.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
36 5 13 22 26 62 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 600,243
COMMITMENTS
160,630 129,908 21,105 297,153 316,000 478,888 467,013 121,355 133,230
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -57,781)
-12,475 -26,063 4,612 -36,390 -46,086 -44,253 -67,537 -13,528 9,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 21.6 3.5 49.5 52.6 79.8 77.8 20.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
30 39 17 61 66 100 113
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,578,772
COMMITMENTS
556,549 481,783 332,802 1393831 1328358 2283182 2142942 295,590 435,829
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -471,045)
-70,072 -36,855 -148,024 -230,752 -221,000 -448,848 -405,880 -22,197 -65,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 18.7 12.9 54.1 51.5 88.5 83.1 11.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
64 75 83 122 131 229 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,634
COMMITMENTS
265,861 275,862 135,193 758,025 648,553 1159079 1059608 209,555 309,026
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -242,373)
-29,774 -8,466 -58,614 -115,620 -139,794 -204,008 -206,874 -38,365 -35,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 20.2 9.9 55.4 47.4 84.7 77.4 15.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
38 57 45 74 90 140 165
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 866,745
COMMITMENTS
146,128 143,445 335,333 345,788 354,870 827,250 833,649 39,495 33,096
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 23,398)
6,189 13,789 5,763 8,926 5,523 20,878 25,075 2,520 -1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 16.5 38.7 39.9 40.9 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 28 53 61 60 124 119
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,085
COMMITMENTS
4,868 313 1,424 3,392 13,313 9,683 15,050 11,402 6,035
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -7,217)
-676 -2,205 -1,306 160 1,921 -1,823 -1,590 -5,395 -5,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 1.5 6.8 16.1 63.1 45.9 71.4 54.1 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 6 4 8 17 14
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,692
COMMITMENTS
12,620 7,388 697 19,011 32,351 32,328 40,435 14,364 6,257
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -418)
443 -197 19 -449 -294 13 -473 -431 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 15.8 1.5 40.7 69.3 69.2 86.6 30.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 12 8 16 11 40 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,346
COMMITMENTS
61,190 16,150 3,998 19,874 52,331 85,062 72,480 12,284 24,866
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 2,047)
5,395 -2,620 653 -2,018 5,315 4,030 3,348 -1,983 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.9 16.6 4.1 20.4 53.8 87.4 74.5 12.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 24 22 24 23 70 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,606
COMMITMENTS
2,989 2,778 459 7,945 7,827 11,393 11,064 213 542
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -196)
913 -118 89 -859 -217 143 -246 -339 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 23.9 4.0 68.5 67.4 98.2 95.3 1.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 13 5 11 9 19 25
Updated June 2, 2006