WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 260,803
COMMITMENTS
37,659 48,803 46,966 151,429 126,718 236,054 222,487 24,749 38,317
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -8,837)
798 4,001 -1,852 -979 -6,328 -2,034 -4,178 -6,803 -4,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 18.7 18.0 58.1 48.6 90.5 85.3 9.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
68 96 73 47 61 165 187
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 871,737
COMMITMENTS
94,475 84,907 167,028 456,794 393,893 718,296 645,827 153,441 225,910
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 5,854)
7,090 -5,620 8,822 -6,515 -1,644 9,397 1,558 -3,542 4,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 9.7 19.2 52.4 45.2 82.4 74.1 17.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
146 107 159 194 206 423 410
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,666
COMMITMENTS
1,978 1,202 918 2,283 5,134 5,180 7,255 4,486 2,411
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -74)
235 -549 -68 -61 604 106 -13 -180 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 12.4 9.5 23.6 53.1 53.6 75.1 46.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 11 5 11 15 24 30
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,179
COMMITMENTS
85,250 19,813 101,565 154,172 197,024 340,987 318,402 84,192 106,777
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 16,323)
10,959 -1,012 4,993 407 10,061 16,359 14,042 -37 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.7 23.9 36.3 46.3 80.2 74.9 19.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
147 83 140 100 124 319 288
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,170
COMMITMENTS
12,004 1,789 821 0 777 12,825 3,387 3,345 12,783
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 768)
107 -311 362 0 52 469 103 299 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.2 11.1 5.1 0.0 4.8 79.3 20.9 20.7 79.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 7 0 3 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 155,838
COMMITMENTS
24,585 10,910 26,348 79,310 105,139 130,243 142,396 25,596 13,442
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,331)
1,168 -2,999 3,766 -763 2,755 4,171 3,522 161 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.0 16.9 50.9 67.5 83.6 91.4 16.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
51 27 39 47 47 120 99
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 922,230
COMMITMENTS
148,210 101,405 153,982 465,602 464,731 767,795 720,118 154,435 202,112
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -11,460)
9,745 -9,165 21,139 -21,884 -4,239 9,000 7,735 -20,460 -19,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 11.0 16.7 50.5 50.4 83.3 78.1 16.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
39 37 39 74 88 133 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 163,759
COMMITMENTS
44,715 8,580 23,573 58,129 108,731 126,417 140,884 37,342 22,874
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,392)
6,874 -1,202 -466 -1,628 5,553 4,780 3,884 -1,388 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 5.2 14.4 35.5 66.4 77.2 86.0 22.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 27 37 56 66 129 117
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,534
COMMITMENTS
3,641 935 1,803 1,636 4,370 7,080 7,108 1,454 1,426
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -86)
-219 81 138 174 -372 93 -153 -179 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 11.0 21.1 19.2 51.2 83.0 83.3 17.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 12 11 13 15 34 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 399,915
COMMITMENTS
101,027 75,901 2,437 234,867 220,015 338,331 298,353 61,584 101,562
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 23,303)
6,348 1,262 1,649 12,199 31,121 20,196 34,032 3,107 -10,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 19.0 0.6 58.7 55.0 84.6 74.6 15.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 18 3 46 46 62 66
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,749,100
COMMITMENTS
471,125 372,854 490,436 1510015 1420228 2471576 2283517 277,524 465,583
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 100,182)
17,014 -10,479 54,933 57,391 62,966 129,338 107,420 -29,156 -7,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 13.6 17.8 54.9 51.7 89.9 83.1 10.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
56 78 75 106 134 203 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,385,379
COMMITMENTS
165,909 212,264 176,167 840,245 741,085 1182321 1129516 203,058 255,863
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -9,768)
10,045 -4,108 22,573 -50,238 -6,019 -17,620 12,446 7,852 -22,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 15.3 12.7 60.7 53.5 85.3 81.5 14.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
33 43 46 75 89 132 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 556,662
COMMITMENTS
78,637 59,102 196,226 237,106 270,018 511,970 525,346 44,692 31,316
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -105,849)
-34,531 21,054 -52,399 -18,431 -78,727 -105,361 -110,071 -488 4,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 10.6 35.3 42.6 48.5 92.0 94.4 8.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 26 43 51 48 106 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,306
COMMITMENTS
12,669 4,961 1,375 16,944 30,232 30,988 36,568 13,319 7,739
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,549)
2 417 83 882 1,743 967 2,243 1,582 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 11.2 3.1 38.2 68.2 69.9 82.5 30.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 13 10 19 15 45 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,249
COMMITMENTS
12,212 34,035 5,639 50,761 16,110 68,613 55,785 12,636 25,464
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,024)
1,275 -328 1,801 2,584 2,505 5,660 3,978 364 2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 41.9 6.9 62.5 19.8 84.4 68.7 15.6 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 35 19 15 16 45 59
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,954
COMMITMENTS
6,168 6,362 1,029 32,911 32,452 40,108 39,843 846 1,111
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,779)
-335 -529 -17 -3,568 -2,921 -3,920 -3,467 141 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 15.5 2.5 80.4 79.2 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 19 4 19 23 29 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,893
COMMITMENTS
0 1,547 0 13,879 12,264 13,879 13,811 14 82
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,322)
-100 442 0 1,411 842 1,311 1,284 11 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 0.0 99.9 88.3 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 7 0 6 10 6 17
Updated June 10, 2005