WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 397,362
COMMITMENTS
93,920 79,849 61,013 209,544 199,009 364,477 339,871 32,885 57,491
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 31,893)
11,822 -2,445 5,928 6,964 21,832 24,714 25,315 7,179 6,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 20.1 15.4 52.7 50.1 91.7 85.5 8.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
110 111 108 62 100 248 261
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,267,354
COMMITMENTS
357,317 108,118 161,911 591,210 774,243 1110438 1044272 156,916 223,082
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 7,249)
18,360 -18,044 22 -16,739 21,432 1,643 3,410 5,606 3,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 8.5 12.8 46.6 61.1 87.6 82.4 12.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 760)
205 124 181 240 334 540 574
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,860
COMMITMENTS
7,803 1,424 674 6,150 14,612 14,627 16,710 4,233 2,150
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 624)
703 42 -366 160 992 497 668 127 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 7.6 3.6 32.6 77.5 77.6 88.6 22.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 5 8 18 18 52 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 551,445
COMMITMENTS
189,374 46,309 83,169 218,708 337,033 491,251 466,511 60,194 84,934
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 38,056)
18,814 -153 10,001 3,180 23,953 31,995 33,801 6,061 4,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 8.4 15.1 39.7 61.1 89.1 84.6 10.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491)
181 85 143 107 167 369 352
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,923
COMMITMENTS
15,444 3,348 581 0 1,083 16,025 5,012 3,898 14,911
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,416)
1,218 1,271 143 0 78 1,361 1,492 1,055 924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.5 16.8 2.9 0.0 5.4 80.4 25.2 19.6 74.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
17 10 6 0 4 17 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 332,718
COMMITMENTS
94,400 16,463 44,518 160,652 253,378 299,570 314,359 33,148 18,359
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 21,490)
140 -2,796 5,197 13,119 19,215 18,456 21,616 3,034 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 4.9 13.4 48.3 76.2 90.0 94.5 10.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
90 31 47 65 60 187 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 928,170
COMMITMENTS
117,718 257,541 16,835 654,154 456,261 788,707 730,637 139,463 197,533
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -98,152)
-5,519 16,216 -7,700 -68,986 -67,252 -82,205 -58,736 -15,947 -39,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 27.7 1.8 70.5 49.2 85.0 78.7 15.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
28 50 20 73 77 113 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 220,887
COMMITMENTS
60,113 18,504 21,811 98,192 160,894 180,116 201,209 40,771 19,678
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 9,717)
6,680 -2,409 -1,074 4,998 13,695 10,604 10,212 -887 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 8.4 9.9 44.5 72.8 81.5 91.1 18.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
70 26 41 57 58 147 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,066
COMMITMENTS
4,648 2,565 586 7,915 11,389 13,149 14,540 2,917 1,526
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 715)
-63 135 -378 945 644 504 401 211 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 16.0 3.6 49.3 70.9 81.8 90.5 18.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 14 9 33 21 57 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 997,991
COMMITMENTS
159,589 305,963 14,792 682,916 578,143 857,297 898,898 140,694 99,093
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -162,954)
-25,166 -36,113 -53,944 -26,332 -19,584 -105,442 -109,641 -57,512 -53,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 30.7 1.5 68.4 57.9 85.9 90.1 14.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
39 35 16 95 74 141 118
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,784,615
COMMITMENTS
675,848 462,159 58,926 1743893 1808688 2478667 2329773 305,948 454,842
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -201,632)
-132,965 11,446 -43,993 9,048 -140,855 -167,910 -173,402 -33,722 -28,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 16.6 2.1 62.6 65.0 89.0 83.7 11.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
62 71 43 123 126 203 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,651,328
COMMITMENTS
207,369 347,183 46,637 1164001 951,442 1418007 1345262 233,321 306,066
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -182,878)
-5,126 -1,080 -44,178 -65,004 -96,375 -114,308 -141,633 -68,570 -41,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 21.0 2.8 70.5 57.6 85.9 81.5 14.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
47 47 23 87 85 143 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 452,166
COMMITMENTS
80,211 157,259 57,583 277,912 217,096 415,706 431,938 36,460 20,228
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -143,080)
-9,017 -39,945 -38,428 -98,169 -60,372 -145,614 -138,745 2,534 -4,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 34.8 12.7 61.5 48.0 91.9 95.5 8.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
26 25 31 48 41 92 81
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 23,828
COMMITMENTS
6,331 6,184 449 3,620 12,582 10,400 19,215 13,428 4,613
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,111)
1,136 244 -1,096 -1,305 32 -1,265 -820 -846 -1,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 26.0 1.9 15.2 52.8 43.6 80.6 56.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 15 3 7 11 21 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,559
COMMITMENTS
25,005 12,097 1,378 17,312 31,238 43,695 44,713 8,864 7,846
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,292)
1,598 1,961 696 -75 -273 2,219 2,384 73 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 23.0 2.6 32.9 59.4 83.1 85.1 16.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
39 17 10 16 15 56 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 133,258
COMMITMENTS
31,788 60,379 4,107 84,856 46,608 120,751 111,094 12,507 22,164
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,904)
-4,892 2,957 1,625 -72 -5,316 -3,339 -734 1,435 -1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 45.3 3.1 63.7 35.0 90.6 83.4 9.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 56 16 25 29 75 88
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 64,551
COMMITMENTS
1,759 23,439 464 62,111 38,445 64,334 62,348 217 2,203
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 3,728)
-265 3,329 -48 4,397 632 4,084 3,913 -356 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 36.3 0.7 96.2 59.6 99.7 96.6 0.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 13 4 14 7 22 22
Updated June 8, 2007