WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 218,420
COMMITMENTS
34,354 56,999 14,442 141,703 107,972 190,499 179,413 27,921 39,007
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,187)
216 484 -975 1,013 3,621 254 3,130 4,933 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 26.1 6.6 64.9 49.4 87.2 82.1 12.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
50 91 35 44 53 120 157
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 685,379
COMMITMENTS
97,553 97,219 58,262 405,082 337,944 560,897 493,425 124,482 191,954
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 17,183)
2,395 -7,430 2,580 8,376 19,915 13,351 15,065 3,832 2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 14.2 8.5 59.1 49.3 81.8 72.0 18.2 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
137 100 95 165 186 348 347
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,319
COMMITMENTS
1,928 1,906 236 1,972 4,096 4,136 6,238 4,183 2,081
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 558)
73 -8 215 157 201 445 408 113 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 22.9 2.8 23.7 49.2 49.7 75.0 50.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 14 4 8 13 22 27
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,238
COMMITMENTS
66,077 25,449 35,498 131,391 148,410 232,966 209,357 59,272 82,881
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 30,416)
15,356 1,188 5,642 2,628 16,913 23,626 23,743 6,790 6,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 8.7 12.1 45.0 50.8 79.7 71.6 20.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
116 70 81 81 104 250 223
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,402
COMMITMENTS
11,897 2,100 459 0 725 12,356 3,284 3,046 12,118
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 13.6 3.0 0.0 4.7 80.2 21.3 19.8 78.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 7 0 3 16 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 135,285
COMMITMENTS
24,999 13,907 13,528 72,744 96,168 111,271 123,603 24,014 11,682
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 7,759)
4,247 -4,073 1,045 663 12,886 5,955 9,858 1,804 -2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 10.3 10.0 53.8 71.1 82.2 91.4 17.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
45 27 32 44 44 106 93
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,209
COMMITMENTS
146,613 116,812 26,115 421,339 414,994 594,067 557,921 161,142 197,288
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,248)
-1,093 -11,795 -723 -2,091 -12,576 -3,907 -25,094 6,155 27,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 15.5 3.5 55.8 55.0 78.7 73.9 21.3 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
38 38 21 59 77 108 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,753
COMMITMENTS
37,307 13,543 15,656 53,982 90,902 106,945 120,101 34,808 21,652
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 13,607)
12,089 188 801 -2,901 10,309 9,989 11,298 3,618 2,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 9.6 11.0 38.1 64.1 75.4 84.7 24.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 29 34 48 50 120 96
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,812
COMMITMENTS
3,652 925 1,281 1,411 4,343 6,344 6,549 1,468 1,263
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 900)
207 253 564 402 -11 1,173 806 -273 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 11.8 16.4 18.1 55.6 81.2 83.8 18.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 10 9 10 14 31 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 376,562
COMMITMENTS
94,679 74,639 788 222,668 188,894 318,135 264,321 58,427 112,241
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,015)
-8,592 2,354 -3,228 26,415 17,230 14,595 16,356 -5,580 -7,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 19.8 0.2 59.1 50.2 84.5 70.2 15.5 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 22 4 45 42 59 66
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,963,251
COMMITMENTS
448,099 414,337 114,751 1120891 1004754 1683741 1533842 279,510 429,409
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -222,601)
-65,504 -24,722 -28,278 -88,234 -98,963 -182,016 -151,963 -40,585 -70,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 21.1 5.8 57.1 51.2 85.8 78.1 14.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
44 78 39 81 110 151 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,198,099
COMMITMENTS
163,011 235,492 35,212 816,905 661,512 1015128 932,216 182,971 265,883
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -72,575)
6,088 -15,230 -51,409 -23,224 -10,884 -68,545 -77,523 -4,030 4,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 19.7 2.9 68.2 55.2 84.7 77.8 15.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
25 54 18 67 82 105 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 457,890
COMMITMENTS
98,754 28,197 103,211 213,656 302,679 415,621 434,087 42,269 23,803
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,677)
-16,957 -2,196 12,538 10,831 3,155 6,412 13,497 3,265 -3,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 6.2 22.5 46.7 66.1 90.8 94.8 9.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 19 31 49 53 90 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,970
COMMITMENTS
12,665 4,551 439 15,835 28,333 28,939 33,323 11,031 6,647
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,463)
731 -360 50 -3,387 -737 -2,606 -1,047 1,143 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 11.4 1.1 39.6 70.9 72.4 83.4 27.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 11 2 19 11 43 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,148
COMMITMENTS
11,100 35,123 495 45,721 10,765 57,316 46,383 11,832 22,765
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 4,532)
1,096 -460 407 740 670 2,243 617 2,289 3,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 50.8 0.7 66.1 15.6 82.9 67.1 17.1 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 35 3 18 13 36 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,733
COMMITMENTS
6,503 6,891 1,046 36,479 35,373 44,028 43,310 705 1,423
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,002)
-15 564 0 5,162 4,529 5,147 5,093 -145 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 15.4 2.3 81.5 79.1 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 23 4 19 20 29 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,571
COMMITMENTS
100 1,105 0 12,468 11,422 12,568 12,527 3 44
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,663)
100 157 0 -1,712 -1,778 -1,612 -1,621 -51 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.8 0.0 99.2 90.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 7 0 5 9 6 16
Updated June 3, 2005