WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 574,241
COMMITMENTS
88,720 63,976 161,618 280,578 274,246 530,916 499,840 43,325 74,401
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -45,273)
-19,316 -8,724 -16,425 -7,747 -17,446 -43,487 -42,595 -1,785 -2,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 11.1 28.1 48.9 47.8 92.5 87.0 7.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
117 110 150 75 94 295 282
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,651,025
COMMITMENTS
294,504 68,790 451,396 674,914 796,074 1420815 1316260 230,210 334,765
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -19,576)
-30,501 6,713 5,321 -2,443 -35,461 -27,624 -23,427 8,048 3,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 4.2 27.3 40.9 48.2 86.1 79.7 13.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
251 117 249 286 318 648 607
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,379
COMMITMENTS
5,333 284 1,814 4,348 10,736 11,495 12,834 3,884 2,545
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 126)
251 -20 -192 -190 17 -131 -195 256 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 1.8 11.8 28.3 69.8 74.7 83.4 25.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 3 13 12 16 44 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,407
COMMITMENTS
57,997 62,943 149,552 202,451 161,204 410,000 373,699 74,407 110,708
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 3,560)
1,469 -6,691 15,605 -18,113 -6,754 -1,039 2,160 4,599 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 13.0 30.9 41.8 33.3 84.6 77.1 15.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
132 131 185 108 113 351 353
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,820
COMMITMENTS
15,421 6,580 582 175 583 16,178 7,745 4,642 13,075
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 618)
2,121 1,179 -547 -490 8 1,084 640 -466 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 31.6 2.8 0.8 2.8 77.7 37.2 22.3 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 9 6 1 2 16 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,576
COMMITMENTS
65,570 19,186 59,951 126,596 185,062 252,117 264,199 31,459 19,377
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -7,482)
-4,405 3,472 -6,895 2,481 -7,830 -8,819 -11,253 1,337 3,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.8 21.1 44.6 65.3 88.9 93.2 11.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
74 42 56 53 53 162 129
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,029,967
COMMITMENTS
126,211 172,317 184,292 562,916 477,553 873,418 834,162 156,549 195,805
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 31,517)
20,887 -14,888 17,985 -3,611 29,144 35,261 32,241 -3,744 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 16.7 17.9 54.7 46.4 84.8 81.0 15.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
41 52 54 82 95 150 174
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,077
COMMITMENTS
29,965 33,657 38,321 100,324 105,004 168,611 176,982 32,467 24,095
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -5,240)
-3,380 -3,843 2,244 -4,068 -3,192 -5,205 -4,791 -35 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 16.7 19.1 49.9 52.2 83.9 88.0 16.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
44 50 47 56 57 131 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,900
COMMITMENTS
4,855 265 1,823 4,852 11,525 11,530 13,614 4,369 2,286
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -16)
-143 31 -188 170 -324 -160 -481 144 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 1.7 11.5 30.5 72.5 72.5 85.6 27.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
31 9 10 25 24 62 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 549,479
COMMITMENTS
117,501 132,732 11,926 307,495 298,990 436,922 443,648 112,557 105,831
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 11,848)
1,585 13,193 512 21,667 3,674 23,764 17,379 -11,917 -5,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 24.2 2.2 56.0 54.4 79.5 80.7 20.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 39 19 64 70 102 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,513,373
COMMITMENTS
483,456 386,747 328,598 1405332 1384128 2217387 2099473 295,986 413,900
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -40,819)
-64,543 -53,911 12,402 -4,652 8,233 -56,794 -33,276 15,974 -7,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 15.4 13.1 55.9 55.1 88.2 83.5 11.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
66 74 88 134 139 239 262
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,381,214
COMMITMENTS
270,633 248,633 128,977 768,122 729,423 1167732 1107032 213,483 274,182
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 5,551)
2,719 -13,213 -565 -11,806 17,487 -9,652 3,708 15,203 1,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 18.0 9.3 55.6 52.8 84.5 80.1 15.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
38 61 47 77 91 142 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 729,704
COMMITMENTS
191,050 174,708 241,363 248,974 279,715 681,387 695,786 48,317 33,918
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 51,846)
62,632 55,328 -1,547 -17,780 -7,703 43,304 46,078 8,541 5,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 23.9 33.1 34.1 38.3 93.4 95.4 6.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
50 30 52 66 55 137 119
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,723
COMMITMENTS
8,345 4,437 1,363 2,252 14,353 11,960 20,154 16,762 8,569
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 7,846)
2,381 2,997 474 -326 4,296 2,529 7,767 5,317 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 15.4 4.7 7.8 50.0 41.6 70.2 58.4 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
17 6 3 5 10 22 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,357
COMMITMENTS
11,177 6,763 11,162 26,417 40,473 48,755 58,398 18,601 8,959
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 18,668)
-414 -1,166 9,825 6,598 6,707 16,009 15,366 2,658 3,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 10.0 16.6 39.2 60.1 72.4 86.7 27.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 14 17 24 19 52 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,947
COMMITMENTS
62,670 15,472 33,282 21,388 57,197 117,341 105,952 14,607 25,996
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 32,134)
-748 1,091 28,469 3,147 3,357 30,869 32,916 1,265 -782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 11.7 25.2 16.2 43.3 88.9 80.3 11.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
39 22 34 28 26 82 68
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,948
COMMITMENTS
3,348 2,384 1,831 7,570 8,160 12,749 12,375 199 573
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 329)
147 -43 261 -58 65 350 283 -21 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 18.4 14.1 58.5 63.0 98.5 95.6 1.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 12 4 12 11 19 26
Updated June 16, 2006