WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 619,514
COMMITMENTS
108,036 72,700 178,043 288,324 291,692 574,404 542,435 45,110 77,078
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -5,206)
-13,913 -2,116 10,028 -3,328 -10,551 -7,214 -2,639 2,008 -2,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.7 28.7 46.5 47.1 92.7 87.6 7.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
132 116 156 75 93 319 288
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,670,601
COMMITMENTS
325,006 62,076 446,075 677,357 831,535 1448438 1339687 222,162 330,914
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,618)
-5,677 -657 -638 -5,887 -11,452 -12,201 -12,747 8,583 9,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 3.7 26.7 40.5 49.8 86.7 80.2 13.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774)
264 115 231 280 322 647 591
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,253
COMMITMENTS
5,082 304 2,006 4,538 10,718 11,626 13,028 3,627 2,225
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 158)
-59 -13 222 592 -43 755 166 -597 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 2.0 13.1 29.8 70.3 76.2 85.4 23.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 6 15 13 16 46 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,847
COMMITMENTS
56,528 69,633 133,947 220,564 167,958 411,039 371,539 69,807 109,308
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 11,084)
2,724 -15,070 15,426 -6,375 10,270 11,775 10,626 -692 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.5 27.9 45.9 34.9 85.5 77.3 14.5 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
121 136 183 110 118 346 355
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,202
COMMITMENTS
13,300 5,401 1,129 665 575 15,094 7,105 5,108 13,097
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 816)
423 1,598 -816 -45 20 -438 802 1,254 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 26.7 5.6 3.3 2.8 74.7 35.2 25.3 64.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 11 8 2 2 20 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 291,058
COMMITMENTS
69,974 15,714 66,846 124,116 192,892 260,936 275,452 30,122 15,606
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 5,857)
743 2,640 4,909 -401 -2,064 5,251 5,485 605 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 5.4 23.0 42.6 66.3 89.7 94.6 10.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
81 37 61 52 56 172 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 998,450
COMMITMENTS
105,323 187,205 166,307 566,527 448,409 838,157 801,920 160,293 196,529
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -12,477)
24,179 -6,968 4,359 -43,537 16,524 -14,999 13,915 2,522 -26,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 18.7 16.7 56.7 44.9 83.9 80.3 16.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
36 50 54 75 91 140 166
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,317
COMMITMENTS
33,345 37,500 36,077 104,393 108,196 173,815 181,773 32,502 24,544
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -16,396)
5,878 -23,675 -3,441 -21,917 11,633 -19,480 -15,482 3,084 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 18.2 17.5 50.6 52.4 84.2 88.1 15.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
45 52 46 57 56 131 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,916
COMMITMENTS
4,998 234 2,011 4,681 11,850 11,690 14,095 4,226 1,821
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -567)
-184 5 -95 -165 -452 -445 -543 -122 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 1.5 12.6 29.4 74.5 73.4 88.6 26.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
35 6 12 23 25 63 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 537,632
COMMITMENTS
115,916 119,539 11,414 285,828 295,316 413,158 426,269 124,474 111,363
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -62,611)
-44,714 -10,369 -9,691 -11,325 -20,685 -65,730 -40,744 3,119 -21,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 22.2 2.1 53.2 54.9 76.8 79.3 23.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
23 35 16 66 65 99 106
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,554,192
COMMITMENTS
547,999 440,658 316,196 1409984 1375895 2274180 2132749 280,012 421,443
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -24,580)
-8,550 -41,125 -16,605 16,153 47,537 -9,002 -10,193 -15,578 -14,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 17.3 12.4 55.2 53.9 89.0 83.5 11.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
69 73 85 135 141 245 258
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,375,663
COMMITMENTS
267,915 261,846 129,541 779,928 711,936 1177384 1103324 198,279 272,339
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 7,029)
2,053 -14,016 -5,651 21,903 63,384 18,305 43,716 -11,275 -36,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 19.0 9.4 56.7 51.8 85.6 80.2 14.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
37 53 44 77 92 140 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 677,858
COMMITMENTS
128,418 119,380 242,910 266,754 287,418 638,083 649,708 39,775 28,150
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -188,886)
-17,710 -24,066 -92,422 -79,035 -67,452 -189,167 -183,940 280 -4,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 17.6 35.8 39.4 42.4 94.1 95.8 5.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
36 26 45 66 55 124 108
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,877
COMMITMENTS
5,964 1,440 889 2,578 10,058 9,431 12,387 11,445 8,489
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -208)
1,096 1,127 -534 -814 -3,256 -252 -2,663 44 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 6.9 4.3 12.3 48.2 45.2 59.3 54.8 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 3 3 6 7 20 12
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,689
COMMITMENTS
11,591 7,930 1,336 19,819 33,767 32,746 43,033 15,943 5,656
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,997)
-1,030 542 639 809 1,416 418 2,597 1,579 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 16.3 2.7 40.7 69.4 67.3 88.4 32.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 15 9 17 13 39 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,814
COMMITMENTS
63,418 14,382 4,813 18,241 53,841 86,472 73,035 13,342 26,778
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 2,468)
2,228 -1,769 815 -1,632 1,509 1,410 556 1,058 1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 14.4 4.8 18.3 53.9 86.6 73.2 13.4 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
40 16 22 22 23 70 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,619
COMMITMENTS
3,201 2,427 1,570 7,628 8,095 12,399 12,092 220 527
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,013)
212 -351 1,111 -317 268 1,006 1,028 7 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 19.2 12.4 60.4 64.1 98.3 95.8 1.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 4 11 11 18 26
Updated June 9, 2006