WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 512,860
COMMITMENTS
72,227 68,369 135,477 269,208 245,086 476,912 448,932 35,949 63,928
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 38)
1,243 6,803 -3,284 1,300 -2,901 -740 619 778 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 13.3 26.4 52.5 47.8 93.0 87.5 7.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
93 134 147 63 89 269 284
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,630,673
COMMITMENTS
292,014 132,957 439,000 679,145 753,462 1410159 1325418 220,513 305,254
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 31,627)
26,025 14,073 10,171 -13,890 10,840 22,306 35,085 9,321 -3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 8.2 26.9 41.6 46.2 86.5 81.3 13.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 760)
198 155 252 258 307 591 630
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,845
COMMITMENTS
6,477 276 916 3,769 11,276 11,162 12,468 3,683 2,377
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -524)
-344 84 -14 -340 -515 -698 -445 175 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 1.9 6.2 25.4 76.0 75.2 84.0 24.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 3 7 10 14 40 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 410,024
COMMITMENTS
58,166 64,505 110,463 182,320 139,594 350,949 314,561 59,075 95,462
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -4,924)
5,205 -20,732 8,753 -19,076 4,885 -5,118 -7,095 194 2,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 15.7 26.9 44.5 34.0 85.6 76.7 14.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
109 126 148 104 117 305 327
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 268,341
COMMITMENTS
64,902 17,174 49,912 125,077 184,465 239,890 251,551 28,451 16,790
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 19,128)
15,645 -2,086 4,542 -3,265 19,505 16,922 21,961 2,206 -2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 6.4 18.6 46.6 68.7 89.4 93.7 10.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
72 31 47 48 50 150 112
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 983,962
COMMITMENTS
90,497 183,042 163,838 594,704 429,575 849,039 776,455 134,923 207,507
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -12,922)
-3,102 -34,167 8,210 -13,030 14,585 -7,922 -11,372 -5,000 -1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 18.6 16.7 60.4 43.7 86.3 78.9 13.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
32 55 55 84 90 146 170
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 198,744
COMMITMENTS
24,988 39,920 37,356 107,734 97,554 170,078 174,830 28,667 23,914
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,458)
1,403 -3,266 1,973 -728 5,468 2,648 4,175 -1,190 -2,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 20.1 18.8 54.2 49.1 85.6 88.0 14.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
32 51 48 58 55 126 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,925
COMMITMENTS
4,607 391 1,767 4,687 11,276 11,062 13,434 3,863 1,491
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 351)
613 98 52 -323 512 342 662 9 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 2.6 11.8 31.4 75.5 74.1 90.0 25.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
28 7 11 21 22 51 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 562,709
COMMITMENTS
118,539 142,079 7,390 318,997 296,758 444,925 446,228 117,783 116,481
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 385)
-24,223 -7,267 -395 9,720 4,849 -14,897 -2,812 15,282 3,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 25.2 1.3 56.7 52.7 79.1 79.3 20.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
26 36 10 63 67 91 111
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,679,562
COMMITMENTS
538,561 380,616 312,738 1554000 1565742 2405299 2259096 274,263 420,466
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -45,818)
-19,504 -86,807 -466 -11,646 42,476 -31,616 -44,797 -14,202 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 14.2 11.7 58.0 58.4 89.8 84.3 10.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
62 75 79 134 132 233 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,396,721
COMMITMENTS
263,064 221,700 114,780 815,569 741,151 1193412 1077630 203,309 319,091
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -42,431)
-22,810 -35,337 -8,237 -7,400 9,879 -38,447 -33,695 -3,984 -8,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 15.9 8.2 58.4 53.1 85.4 77.2 14.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
41 53 41 77 88 137 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 824,018
COMMITMENTS
139,835 121,536 298,019 324,634 345,596 762,489 765,151 61,530 58,867
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -151,574)
-26,104 -29,204 -77,688 -56,618 -62,796 -160,410 -169,688 8,835 18,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 14.7 36.2 39.4 41.9 92.5 92.9 7.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
45 47 63 72 70 145 153
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 25,237
COMMITMENTS
8,204 2,398 1,874 3,629 13,241 13,707 17,512 11,531 7,725
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,053)
1,654 178 737 515 1,049 2,906 1,964 -1,853 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 9.5 7.4 14.4 52.5 54.3 69.4 45.7 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 7 7 6 8 25 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 56,213
COMMITMENTS
13,720 3,589 863 15,678 45,669 30,262 50,122 25,951 6,091
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 694)
329 142 -36 623 11 916 117 -222 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 6.4 1.5 27.9 81.2 53.8 89.2 46.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 10 7 18 17 39 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 95,535
COMMITMENTS
52,271 20,584 4,622 30,491 18,940 87,384 44,145 8,151 51,390
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 2,934)
4,293 -2,561 28 1,228 6,170 5,549 3,637 -2,615 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 21.5 4.8 31.9 19.8 91.5 46.2 8.5 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 26 15 19 19 50 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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