WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 609,988
COMMITMENTS
114,872 73,675 157,757 292,227 296,629 564,856 528,061 45,133 81,928
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 66,601)
16,263 9,706 28,689 22,264 22,627 67,216 61,022 -614 5,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 12.1 25.9 47.9 48.6 92.6 86.6 7.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
134 125 146 64 93 305 280
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,684,064
COMMITMENTS
329,319 65,702 452,291 681,135 838,583 1462745 1356577 221,319 327,487
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 36,030)
-10,746 -3,640 57,134 8,483 4,261 54,871 57,754 -18,841 -21,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 3.9 26.9 40.4 49.8 86.9 80.6 13.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 770)
262 118 233 277 322 642 592
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,847
COMMITMENTS
6,155 302 1,873 3,610 11,421 11,639 13,596 4,208 2,250
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 617)
284 17 397 155 627 836 1,041 -218 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 1.9 11.8 22.8 72.1 73.4 85.8 26.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
23 8 14 12 17 47 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 464,932
COMMITMENTS
56,653 70,540 117,350 217,951 162,529 391,954 350,419 72,978 114,513
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -11,665)
-11,767 12,410 1,556 7,025 -16,653 -3,186 -2,687 -8,478 -8,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 15.2 25.2 46.9 35.0 84.3 75.4 15.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
114 126 170 109 118 333 337
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,526
COMMITMENTS
13,020 3,355 340 605 548 13,965 4,243 3,561 13,283
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -135)
201 326 4 245 10 450 340 -585 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.3 19.1 1.9 3.5 3.1 79.7 24.2 20.3 75.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 8 1 2 16 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 278,136
COMMITMENTS
66,096 11,368 58,999 124,347 191,259 249,441 261,625 28,695 16,511
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -4,256)
-12,143 -1,340 5,064 6,293 -5,620 -786 -1,896 -3,470 -2,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 4.1 21.2 44.7 68.8 89.7 94.1 10.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
79 32 57 54 56 168 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,235,286
COMMITMENTS
108,974 206,304 264,128 693,480 529,954 1066583 1000386 168,703 234,900
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 3,304)
13,698 -36,897 7,093 -26,360 47,308 -5,569 17,504 8,873 -14,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 16.7 21.4 56.1 42.9 86.3 81.0 13.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
45 60 72 89 100 172 194
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,628
COMMITMENTS
25,867 53,297 37,272 114,453 92,126 177,593 182,694 30,035 24,934
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 15,944)
-812 11,422 3,292 14,290 1,149 16,770 15,863 -826 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 25.7 18.0 55.1 44.4 85.5 88.0 14.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
35 61 52 60 57 130 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,471
COMMITMENTS
4,187 180 1,739 4,555 10,668 10,481 12,587 3,990 1,884
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,750)
453 29 76 639 1,526 1,168 1,631 582 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 1.2 12.0 31.5 73.7 72.4 87.0 27.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 4 13 22 22 56 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 658,024
COMMITMENTS
173,105 155,971 16,492 333,544 362,087 523,141 534,550 134,883 123,473
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -32,541)
-36,014 -10,644 2,260 7,833 -33,573 -25,922 -41,957 -6,620 9,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 23.7 2.5 50.7 55.0 79.5 81.2 20.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
42 45 23 66 72 120 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,049,816
COMMITMENTS
626,621 518,638 480,826 1624583 1549358 2732030 2548822 317,787 500,994
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -137,459)
-21,029 -44,901 -21,213 -109,527 -61,448 -151,769 -127,562 14,311 -9,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 17.0 15.8 53.3 50.8 89.6 83.6 10.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
72 82 90 128 144 245 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,611,007
COMMITMENTS
295,635 284,328 193,807 873,645 788,347 1363087 1266482 247,920 344,525
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 29,199)
-22,284 -20,366 -4,422 43,096 35,990 16,390 11,202 12,809 17,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 17.6 12.0 54.2 48.9 84.6 78.6 15.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
42 59 54 78 94 150 177
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 843,346
COMMITMENTS
139,940 129,657 329,569 336,862 349,348 806,372 808,574 36,975 34,773
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 61,259)
-28,453 -7,824 49,907 39,558 26,156 61,011 68,239 247 -6,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 15.4 39.1 39.9 41.4 95.6 95.9 4.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
41 26 50 61 60 122 117
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,302
COMMITMENTS
5,544 2,518 2,730 3,232 11,392 11,506 16,640 16,796 11,662
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -9,158)
-529 -2,044 569 -3,266 -1,853 -3,227 -3,328 -5,931 -5,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 8.9 9.6 11.4 40.3 40.7 58.8 59.3 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 9 9 6 6 23 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,110
COMMITMENTS
12,177 7,585 678 19,459 32,645 32,315 40,908 14,795 6,202
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,559)
-2,575 1,098 -73 -419 934 -3,067 1,959 508 -4,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 16.1 1.4 41.3 69.3 68.6 86.8 31.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 13 8 17 12 41 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,298
COMMITMENTS
55,795 18,770 3,346 21,891 47,016 81,032 69,132 14,266 26,167
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -7,009)
-4,097 3,034 -2,030 4,550 -2,845 -1,576 -1,841 -5,433 -5,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 19.7 3.5 23.0 49.3 85.0 72.5 15.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
35 25 18 23 21 65 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,802
COMMITMENTS
2,076 2,896 370 8,804 8,044 11,250 11,310 552 492
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -864)
-264 249 0 -977 -1,057 -1,241 -808 377 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 24.5 3.1 74.6 68.2 95.3 95.8 4.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 14 5 13 9 21 25
Updated May 26, 2006