WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 494,312
COMMITMENTS
92,312 62,008 134,231 231,055 236,427 457,598 432,665 36,714 61,647
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 42,459)
16,116 -3,269 13,548 5,282 26,046 34,946 36,325 7,513 6,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 12.5 27.2 46.7 47.8 92.6 87.5 7.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
126 111 143 74 105 290 286
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,861,219
COMMITMENTS
264,232 73,944 573,947 798,333 926,589 1636511 1574480 224,707 286,738
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 30,922)
22,522 -22,236 18,886 -18,580 30,841 22,827 27,491 8,095 3,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.0 30.8 42.9 49.8 87.9 84.6 12.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808)
217 147 266 323 373 668 682
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,947
COMMITMENTS
7,379 1,379 1,443 6,819 14,871 15,640 17,694 4,307 2,253
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 590)
773 4 -430 110 1,035 453 608 137 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 6.9 7.2 34.2 74.6 78.4 88.7 21.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
27 7 11 21 19 57 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 723,283
COMMITMENTS
161,392 26,227 212,352 269,315 380,704 643,059 619,283 80,225 104,001
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 61,445)
18,036 -582 27,773 8,710 29,255 54,519 56,446 6,926 4,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.6 29.4 37.2 52.6 88.9 85.6 11.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
194 103 199 138 175 438 405
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,923
COMMITMENTS
15,444 3,348 581 0 1,083 16,025 5,012 3,898 14,911
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,416)
1,218 1,271 143 0 78 1,361 1,492 1,055 924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.5 16.8 2.9 0.0 5.4 80.4 25.2 19.6 74.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
17 10 6 0 4 17 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 380,041
COMMITMENTS
94,299 11,652 68,628 182,019 278,600 344,946 358,881 35,095 21,160
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 26,355)
229 -4,256 7,614 15,132 22,610 22,975 25,969 3,380 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 3.1 18.1 47.9 73.3 90.8 94.4 9.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
90 35 56 70 69 198 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,056,235
COMMITMENTS
114,431 256,007 92,343 695,045 497,431 901,819 845,781 154,416 210,454
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -76,582)
-5,086 13,903 7,182 -62,561 -59,322 -60,465 -38,237 -16,117 -38,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 24.2 8.7 65.8 47.1 85.4 80.1 14.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 46 44 87 86 139 158
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 245,743
COMMITMENTS
53,924 18,650 37,498 110,384 168,651 201,805 224,798 43,937 20,944
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 11,962)
6,814 -3,105 600 5,096 15,154 12,510 12,649 -549 -687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 7.6 15.3 44.9 68.6 82.1 91.5 17.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
61 36 50 64 62 156 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,392
COMMITMENTS
4,218 2,484 1,586 8,524 11,707 14,328 15,777 3,064 1,615
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 704)
-60 160 -413 971 637 498 385 205 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.3 9.1 49.0 67.3 82.4 90.7 17.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 18 11 36 23 62 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,001,346
COMMITMENTS
159,679 305,037 15,720 684,432 580,260 859,831 901,017 141,515 100,329
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -162,225)
-25,485 -36,601 -53,454 -25,968 -19,175 -104,907 -109,229 -57,317 -52,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 30.5 1.6 68.4 57.9 85.9 90.0 14.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
41 34 17 96 75 144 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,351,996
COMMITMENTS
681,321 481,870 297,232 2046172 2084867 3024725 2863969 327,272 488,027
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -52,879)
-112,550 19,249 9,203 80,884 -66,757 -22,464 -38,305 -30,415 -14,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 14.4 8.9 61.0 62.2 90.2 85.4 9.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
56 80 78 144 145 237 266
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,918,731
COMMITMENTS
165,049 342,655 190,476 1306408 1055418 1661933 1588549 256,798 330,182
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -101,567)
-15,531 -6,485 -4,572 -25,493 -62,801 -45,596 -73,858 -55,971 -27,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 17.9 9.9 68.1 55.0 86.6 82.8 13.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
39 56 43 97 94 160 169
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 654,948
COMMITMENTS
104,780 171,206 183,967 325,435 275,457 614,182 630,630 40,765 24,318
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -170,887)
-17,891 -40,095 -52,285 -103,859 -74,688 -174,034 -167,067 3,147 -3,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 26.1 28.1 49.7 42.1 93.8 96.3 6.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
38 28 47 51 50 114 102
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,895
COMMITMENTS
6,325 5,941 794 3,620 12,810 10,739 19,545 14,156 5,350
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,883)
1,133 250 -1,072 -1,305 64 -1,244 -758 -640 -1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 23.9 3.2 14.5 51.5 43.1 78.5 56.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 16 4 7 11 22 28
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,436
COMMITMENTS
26,289 12,970 2,606 18,299 32,070 47,194 47,646 9,242 8,791
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,412)
1,597 1,929 776 -47 -259 2,326 2,446 86 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 23.0 4.6 32.4 56.8 83.6 84.4 16.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
38 18 17 18 16 61 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 138,565
COMMITMENTS
32,187 61,219 5,224 88,364 48,995 125,775 115,437 12,790 23,128
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,207)
-4,901 3,080 1,852 419 -5,025 -2,630 -93 1,423 -1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 44.2 3.8 63.8 35.4 90.8 83.3 9.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
35 61 28 26 31 85 96
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 64,551
COMMITMENTS
1,759 23,439 464 62,111 38,445 64,334 62,348 217 2,203
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 3,728)
-265 3,329 -48 4,397 632 4,084 3,913 -356 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 36.3 0.7 96.2 59.6 99.7 96.6 0.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 13 4 14 7 22 22
Updated June 8, 2007