WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 220,695
COMMITMENTS
33,552 65,310 19,106 147,674 106,115 200,332 190,531 20,363 30,164
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,151)
-165 4,518 6,508 5,040 3,847 11,383 14,873 -1,232 -4,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 29.6 8.7 66.9 48.1 90.8 86.3 9.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
51 105 46 44 58 129 183
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 695,774
COMMITMENTS
104,112 97,383 85,163 393,487 325,740 582,762 508,286 113,012 187,488
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 12,947)
4,683 6,284 21,274 -3,625 -6,435 22,332 21,123 -9,385 -8,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 14.0 12.2 56.6 46.8 83.8 73.1 16.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517)
142 106 124 164 191 387 378
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,881
COMMITMENTS
2,596 1,203 46 2,073 4,519 4,715 5,768 3,166 2,113
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -311)
439 -194 -119 184 -6 504 -319 -815 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 15.3 0.6 26.3 57.3 59.8 73.2 40.2 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 3 9 14 23 27
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,060
COMMITMENTS
81,562 23,957 31,121 128,749 164,341 241,432 219,419 63,628 85,641
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,256)
3,707 -3,533 -3,974 -1,677 7,009 -1,944 -498 3,200 1,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.9 10.2 42.2 53.9 79.1 71.9 20.9 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
134 65 82 82 121 265 239
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,889
COMMITMENTS
11,747 1,738 1,249 0 822 12,996 3,809 3,893 13,080
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 719)
-257 -51 428 0 45 171 422 548 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 10.3 7.4 0.0 4.9 76.9 22.6 23.1 77.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 8 0 3 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,667
COMMITMENTS
29,723 11,095 18,958 73,352 104,711 122,033 134,764 25,634 12,903
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,212)
3,599 235 2,041 2,099 6,566 7,739 8,842 1,473 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 7.5 12.8 49.7 70.9 82.6 91.3 17.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
56 19 33 41 42 112 90
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 659,461
COMMITMENTS
143,742 100,599 9,457 373,491 379,934 526,690 489,990 132,771 169,471
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -27,075)
-16,279 -10,553 -1,664 -4,904 -14,666 -22,847 -26,883 -4,228 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 15.3 1.4 56.6 57.6 79.9 74.3 20.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 31 21 59 72 109 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 149,521
COMMITMENTS
47,678 10,660 13,668 50,701 102,635 112,047 126,963 37,474 22,558
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,471)
3,369 -2,942 352 -1,339 6,674 2,382 4,084 3,089 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 7.1 9.1 33.9 68.6 74.9 84.9 25.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 26 32 46 53 118 97
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,858
COMMITMENTS
3,769 1,063 1,243 1,593 3,855 6,605 6,161 1,253 1,697
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 121)
261 45 -129 56 -140 188 -224 -67 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 13.5 15.8 20.3 49.1 84.1 78.4 15.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 12 9 11 15 32 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 378,232
COMMITMENTS
94,344 80,564 1,987 226,369 184,168 322,700 266,719 55,532 111,513
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,615)
-6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634 -5,984 10,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 21.3 0.5 59.8 48.7 85.3 70.5 14.7 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 17 4 45 42 62 61
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,937,830
COMMITMENTS
469,385 499,938 95,652 1117949 924,104 1682986 1519694 254,844 418,136
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,716)
12,445 63,133 -8,841 -14,541 -60,139 -10,937 -5,847 6,221 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 25.8 4.9 57.7 47.7 86.8 78.4 13.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
49 83 39 80 115 154 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,142,528
COMMITMENTS
231,402 228,600 17,128 710,841 620,928 959,371 866,656 183,157 275,872
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,163)
57,895 -12,014 -12,866 -29,116 -2,330 15,913 -27,210 -8,750 34,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 20.0 1.5 62.2 54.3 84.0 75.9 16.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
36 46 16 59 73 105 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 397,586
COMMITMENTS
84,037 60,353 47,977 219,831 258,550 351,845 366,880 45,741 30,706
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 16,279)
12,737 8,781 -16,416 15,709 22,075 12,030 14,440 4,249 1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 15.2 12.1 55.3 65.0 88.5 92.3 11.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
23 20 29 43 45 81 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,592
COMMITMENTS
12,595 4,039 1,383 20,356 35,589 34,334 41,011 17,258 10,581
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,094)
241 -738 727 3,687 5,478 4,655 5,467 4,439 3,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 7.8 2.7 39.5 69.0 66.5 79.5 33.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 8 7 22 21 47 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,585
COMMITMENTS
13,286 39,506 4,229 55,413 14,550 72,928 58,285 14,657 29,300
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 15,001)
927 3,934 3,609 8,048 3,013 12,584 10,556 2,417 4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 45.1 4.8 63.3 16.6 83.3 66.5 16.7 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 31 16 24 17 53 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,636
COMMITMENTS
3,244 5,636 1,029 31,707 28,784 35,980 35,449 656 1,187
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,318)
-2,924 -726 0 -1,204 -3,668 -4,128 -4,394 -190 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 15.4 2.8 86.5 78.6 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 19 20 29 39
Updated June 17, 2005