WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,538
COMMITMENTS
74,886 78,961 58,709 249,940 221,284 383,535 358,954 32,003 56,584
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 32,547)
8,863 300 6,718 8,328 19,359 23,909 26,377 8,638 6,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.0 14.1 60.1 53.3 92.3 86.4 7.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
88 125 108 41 74 222 234
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,242,361
COMMITMENTS
306,873 112,457 196,500 582,175 663,515 1085548 972,472 156,813 269,889
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 52,704)
4,149 21,496 6,339 13,902 -957 24,390 26,878 28,314 25,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.1 15.8 46.9 53.4 87.4 78.3 12.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 693)
201 130 163 203 285 488 519
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,761
COMMITMENTS
5,336 358 989 2,994 9,452 9,319 10,799 3,442 1,962
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,072)
715 201 76 46 839 837 1,116 235 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 2.8 7.8 23.5 74.1 73.0 84.6 27.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 6 10 12 15 41 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,136
COMMITMENTS
61,909 64,558 63,383 185,067 142,265 310,359 270,206 57,777 97,930
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 11,230)
6,301 -5,078 303 -6,645 4,583 -41 -192 11,271 11,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 17.5 17.2 50.3 38.6 84.3 73.4 15.7 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
107 123 113 84 110 278 289
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,829
COMMITMENTS
12,165 3,098 324 330 491 12,819 3,913 4,010 12,916
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,239)
1,438 258 -160 0 31 1,278 129 -39 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.3 18.4 1.9 2.0 2.9 76.2 23.3 23.8 76.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 8 8 1 2 19 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 240,947
COMMITMENTS
78,705 12,673 30,951 102,236 178,979 211,892 222,603 29,055 18,344
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -279)
1,249 1,528 -795 -572 -1,310 -118 -577 -161 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 5.3 12.8 42.4 74.3 87.9 92.4 12.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
83 27 41 48 53 156 109
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 849,097
COMMITMENTS
107,106 274,987 29,113 582,668 338,968 718,887 643,068 130,210 206,029
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -2,114)
7,182 -3,437 1,945 -24,858 -3,257 -15,731 -4,749 13,617 2,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 32.4 3.4 68.6 39.9 84.7 75.7 15.3 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
34 60 31 75 72 123 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 173,115
COMMITMENTS
30,909 40,971 26,594 87,419 84,208 144,922 151,773 28,193 21,342
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,958)
-1,879 -1,179 575 1,761 3,560 457 2,956 1,501 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 23.7 15.4 50.5 48.6 83.7 87.7 16.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
49 43 44 53 53 127 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,695
COMMITMENTS
3,420 374 855 3,909 7,744 8,184 8,973 2,511 1,722
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 171)
244 50 54 -91 -38 207 66 -36 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 3.5 8.0 36.5 72.4 76.5 83.9 23.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 6 9 18 20 39 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 588,252
COMMITMENTS
210,963 179,190 1,414 265,471 289,784 477,848 470,388 110,404 117,864
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 52,365)
27,593 17,114 272 23,623 37,987 51,488 55,373 877 -3,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 30.5 0.2 45.1 49.3 81.2 80.0 18.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
42 43 9 66 61 113 108
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,438,450
COMMITMENTS
693,873 666,573 77,820 1411041 1231666 2182734 1976059 255,716 462,391
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 136,867)
23,642 24,528 -12,829 55,982 40,040 66,795 51,739 70,072 85,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 27.3 3.2 57.9 50.5 89.5 81.0 10.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
65 81 41 108 111 194 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,328,502
COMMITMENTS
272,027 302,639 48,648 789,493 651,994 1110168 1003281 218,334 325,221
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 5,351)
-19,091 18,759 3,122 2,074 -13,517 -13,895 8,364 19,246 -3,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 22.8 3.7 59.4 49.1 83.6 75.5 16.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
44 52 31 69 77 126 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 419,681
COMMITMENTS
148,527 143,995 69,572 174,345 183,122 392,444 396,689 27,237 22,992
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -28,518)
-9,986 -572 -18,304 6,339 -7,045 -21,951 -25,921 -6,567 -2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 34.3 16.6 41.5 43.6 93.5 94.5 6.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 30 36 51 50 101 100
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,019
COMMITMENTS
4,957 3,068 201 4,561 7,377 9,719 10,646 11,300 10,373
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,235)
57 -1,748 -79 -104 146 -126 -1,681 3,361 4,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 14.6 1.0 21.7 35.1 46.2 50.6 53.8 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 2 4 6 14 12
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,667
COMMITMENTS
12,090 6,856 37 21,234 30,524 33,361 37,417 12,306 8,250
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -25)
-597 -338 1 -220 181 -816 -156 791 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 15.0 0.1 46.5 66.8 73.1 81.9 26.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 13 2 20 10 41 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,899
COMMITMENTS
63,986 16,337 1,024 12,624 40,750 77,634 58,111 10,265 29,788
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 6,728)
8,065 -2,637 632 -1,873 4,374 6,824 2,369 -96 4,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 18.6 1.2 14.4 46.4 88.3 66.1 11.7 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
33 23 5 20 20 55 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,674
COMMITMENTS
1,882 3,038 259 10,358 9,149 12,499 12,446 175 228
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -151)
44 160 0 -21 -356 23 -196 -174 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 24.0 2.0 81.7 72.2 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 14 5 13 10 21 26
Updated May 12, 2006