WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 490,977
COMMITMENTS
85,650 81,090 101,555 265,275 240,004 452,480 422,649 38,497 68,328
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -43,178)
-17,731 -10,570 -13,910 -9,664 -16,888 -41,305 -41,368 -1,873 -1,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.5 20.7 54.0 48.9 92.2 86.1 7.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
98 117 125 60 83 260 256
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,320,155
COMMITMENTS
321,047 93,413 231,992 586,983 708,165 1140022 1033570 180,133 286,585
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -26,987)
-26,917 6,314 1,876 -7,841 -36,408 -32,882 -28,218 5,895 1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 7.1 17.6 44.5 53.6 86.4 78.3 13.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
219 118 188 220 296 541 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,893
COMMITMENTS
5,243 278 1,214 3,994 10,175 10,451 11,667 3,442 2,226
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -130)
206 0 -233 -179 -60 -206 -293 76 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 2.0 8.7 28.7 73.2 75.2 84.0 24.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 5 13 12 15 42 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 379,960
COMMITMENTS
69,171 72,400 80,014 171,054 132,237 320,239 284,651 59,721 95,309
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -3,342)
1,443 -7,812 11,830 -20,092 -8,780 -6,819 -4,762 3,477 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 19.1 21.1 45.0 34.8 84.3 74.9 15.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
105 123 128 91 105 294 298
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,820
COMMITMENTS
15,421 6,580 582 175 583 16,178 7,745 4,642 13,075
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 618)
2,121 1,179 -547 -490 8 1,084 640 -466 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.1 31.6 2.8 0.8 2.8 77.7 37.2 22.3 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 9 6 1 2 16 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 245,689
COMMITMENTS
79,537 18,615 34,841 101,497 173,948 215,875 227,404 29,814 18,285
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -8,259)
-2,800 3,677 -7,720 977 -7,976 -9,543 -12,019 1,284 3,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 7.6 14.2 41.3 70.8 87.9 92.6 12.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
79 36 45 46 47 152 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 762,787
COMMITMENTS
128,124 192,076 20,589 478,908 379,243 627,621 591,908 135,166 170,879
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -1,041)
23,297 -6,787 -11,114 -8,194 19,427 3,989 1,526 -5,030 -2,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 25.2 2.7 62.8 49.7 82.3 77.6 17.7 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
38 48 16 67 81 114 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 181,296
COMMITMENTS
34,273 33,619 26,073 91,299 99,025 151,645 158,717 29,651 22,579
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -6,389)
-3,291 -3,817 1,742 -4,430 -3,572 -5,979 -5,647 -410 -742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 18.5 14.4 50.4 54.6 83.6 87.5 16.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
47 45 42 52 53 125 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,438
COMMITMENTS
4,722 178 1,169 4,548 11,093 10,439 12,440 3,999 1,998
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 83)
-89 -18 -139 143 -220 -85 -377 168 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 1.2 8.1 31.5 76.8 72.3 86.2 27.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
32 4 9 19 22 54 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 531,799
COMMITMENTS
117,097 129,952 8,148 299,211 294,613 424,456 432,713 107,343 99,086
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,465)
1,216 12,407 -1,597 18,298 2,757 17,917 13,567 -15,452 -11,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 24.4 1.5 56.3 55.4 79.8 81.4 20.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
27 39 12 62 69 95 114
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,912,279
COMMITMENTS
475,381 432,788 38,819 1133218 1060668 1647418 1532275 264,861 380,004
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -105,284)
-73,055 -44,894 -7,252 -31,927 -39,897 -112,234 -92,043 6,950 -13,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 22.6 2.0 59.3 55.5 86.1 80.1 13.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
56 78 39 110 116 186 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,244,501
COMMITMENTS
268,207 271,139 33,744 737,311 675,253 1039262 980,136 205,239 264,365
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -2,476)
-1,274 -11,894 -5,481 -11,428 15,750 -18,183 -1,625 15,707 -851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 21.8 2.7 59.2 54.3 83.5 78.8 16.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
33 61 21 68 83 109 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 480,201
COMMITMENTS
188,946 211,336 53,901 192,255 184,670 435,102 449,907 45,099 30,294
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 25,835)
62,372 54,314 -16,766 -26,910 -16,867 18,696 20,681 7,139 5,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 44.0 11.2 40.0 38.5 90.6 93.7 9.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
49 26 37 59 43 123 94
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,882
COMMITMENTS
8,270 4,673 0 1,852 13,332 10,122 18,005 15,760 7,877
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 6,662)
2,142 3,026 -1 -503 3,574 1,638 6,599 5,024 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 18.1 0.0 7.2 51.5 39.1 69.6 60.9 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 7 0 4 10 18 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,302
COMMITMENTS
11,198 6,471 10,161 26,195 39,966 47,554 56,598 16,748 7,704
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 17,668)
-328 -1,275 9,552 6,653 6,528 15,877 14,805 1,791 2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 10.1 15.8 40.7 62.2 74.0 88.0 26.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 14 14 24 19 51 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 119,739
COMMITMENTS
61,191 13,137 28,767 16,372 52,349 106,330 94,253 13,409 25,486
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 29,990)
-1,829 716 27,774 2,835 2,110 28,780 30,600 1,210 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 11.0 24.0 13.7 43.7 88.8 78.7 11.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
36 22 26 26 25 75 61
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,948
COMMITMENTS
3,348 2,384 1,831 7,570 8,160 12,749 12,375 199 573
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 329)
147 -43 261 -58 65 350 283 -21 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 18.4 14.1 58.5 63.0 98.5 95.6 1.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 12 4 12 11 19 26
Updated June 16, 2006