WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 234,031
COMMITMENTS
40,160 62,038 15,997 151,210 118,110 207,367 196,145 26,664 37,886
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 13,336)
6,608 -3,272 -3,109 3,536 11,995 7,035 5,614 6,301 7,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 26.5 6.8 64.6 50.5 88.6 83.8 11.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
53 102 46 43 50 135 165
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 735,341
COMMITMENTS
129,178 85,581 87,147 392,787 367,004 609,112 539,732 126,229 195,609
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 39,567)
25,066 -11,802 1,984 -700 41,264 26,350 31,446 13,217 8,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 11.6 11.9 53.4 49.9 82.8 73.4 17.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
146 114 128 180 213 410 399
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,374
COMMITMENTS
2,366 912 66 1,980 4,861 4,412 5,839 2,962 1,535
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -507)
-230 -291 20 -93 342 -303 71 -204 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 12.4 0.9 26.9 65.9 59.8 79.2 40.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 3 11 15 22 24
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,252
COMMITMENTS
89,292 34,712 33,987 142,790 185,419 266,069 254,118 70,183 82,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 31,192)
7,730 10,755 2,866 14,041 21,078 24,637 34,699 6,555 -3,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 10.3 10.1 42.5 55.1 79.1 75.6 20.9 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
141 75 99 97 127 303 265
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,765
COMMITMENTS
14,769 1,141 588 0 902 15,357 2,631 4,408 17,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,876)
3,022 -597 -661 0 80 2,361 -1,178 515 4,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 5.8 3.0 0.0 4.6 77.7 13.3 22.3 86.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 8 0 3 16 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 171,273
COMMITMENTS
40,910 10,907 21,722 78,014 125,569 140,646 158,198 30,627 13,075
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 23,606)
11,187 -188 2,764 4,662 20,858 18,613 23,434 4,993 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 6.4 12.7 45.5 73.3 82.1 92.4 17.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
67 18 37 42 44 126 94
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,946
COMMITMENTS
152,744 102,141 6,796 359,557 373,342 519,097 482,279 133,849 170,667
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -6,515)
9,002 1,542 -2,661 -13,934 -6,592 -7,593 -7,711 1,078 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 15.6 1.0 55.1 57.2 79.5 73.9 20.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 32 20 57 69 108 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 161,001
COMMITMENTS
50,707 10,028 18,910 54,987 112,317 124,604 141,255 36,397 19,746
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 11,480)
3,029 -632 5,242 4,286 9,682 12,557 14,292 -1,077 -2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 6.2 11.7 34.2 69.8 77.4 87.7 22.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
51 28 39 51 51 134 100
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,862
COMMITMENTS
3,816 1,358 956 1,867 3,665 6,639 5,979 1,223 1,883
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4)
47 295 -287 274 -190 34 -182 -30 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 17.3 12.2 23.7 46.6 84.4 76.0 15.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 15 10 12 14 34 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,245
COMMITMENTS
92,885 82,179 242 220,383 171,010 313,510 253,431 50,735 110,814
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -13,987)
-1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288 -4,797 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 22.6 0.1 60.5 46.9 86.1 69.6 13.9 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 17 2 45 38 62 55
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,894,636
COMMITMENTS
398,652 449,685 104,071 1178407 962,347 1681130 1516103 213,506 378,533
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -43,194)
-70,733 -50,253 8,419 60,458 38,243 -1,856 -3,591 -41,338 -39,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 23.7 5.5 62.2 50.8 88.7 80.0 11.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
45 89 41 83 121 157 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,124,442
COMMITMENTS
214,816 232,179 13,897 732,350 628,724 961,063 874,800 163,379 249,642
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,086)
-16,586 3,579 -3,231 21,509 7,796 1,692 8,144 -19,778 -26,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 20.6 1.2 65.1 55.9 85.5 77.8 14.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
34 47 16 64 75 107 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 418,961
COMMITMENTS
100,676 62,426 49,581 216,556 276,867 366,813 388,874 52,148 30,087
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 21,375)
16,639 2,073 1,604 -3,275 18,317 14,968 21,994 6,407 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 14.9 11.8 51.7 66.1 87.6 92.8 12.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 20 31 44 43 86 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,121
COMMITMENTS
6,489 2,963 0 14,957 17,429 21,446 20,392 6,675 7,729
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -23,471)
-6,106 -1,076 -1,383 -5,399 -18,160 -12,888 -20,619 -10,583 -2,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 10.5 0.0 53.2 62.0 76.3 72.5 23.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 8 0 15 13 26 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 36,056
COMMITMENTS
13,386 19,009 233 9,824 5,267 23,443 24,509 12,613 11,547
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -51,529)
100 -20,497 -3,996 -45,589 -9,283 -49,485 -33,776 -2,044 -17,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 52.7 0.6 27.2 14.6 65.0 68.0 35.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 21 1 13 6 31 28
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,211
COMMITMENTS
3,068 6,007 1,027 31,439 28,021 35,534 35,055 677 1,156
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -425)
-176 371 -2 -268 -763 -446 -394 21 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 16.6 2.8 86.8 77.4 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 18 4 19 21 29 40
Updated June 24, 2005