WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 231,720
COMMITMENTS
47,226 59,352 11,915 146,652 124,442 205,793 195,709 25,927 36,011
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -2,311)
7,066 -2,686 -4,082 -4,558 6,332 -1,574 -436 -737 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 25.6 5.1 63.3 53.7 88.8 84.5 11.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
61 95 46 36 49 133 159
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 707,495
COMMITMENTS
108,692 75,222 86,327 390,744 355,224 585,763 516,773 121,732 190,722
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -27,846)
-20,486 -10,359 -820 -2,043 -11,780 -23,349 -22,959 -4,497 -4,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 10.6 12.2 55.2 50.2 82.8 73.0 17.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
124 103 120 190 208 397 378
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,185
COMMITMENTS
2,863 723 146 1,793 5,091 4,802 5,960 2,383 1,225
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -189)
497 -189 80 -187 230 390 121 -579 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 10.1 2.0 25.0 70.9 66.8 83.0 33.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 9 4 9 15 23 24
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 317,235
COMMITMENTS
80,445 23,852 27,153 146,586 191,875 254,184 242,880 63,051 74,355
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -19,017)
-8,847 -10,860 -6,834 3,796 6,456 -11,885 -11,238 -7,132 -7,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.5 8.6 46.2 60.5 80.1 76.6 19.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
120 60 99 99 130 280 256
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,816
COMMITMENTS
14,317 2,279 264 0 926 14,581 3,469 4,235 15,347
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -949)
-452 1,138 -324 0 24 -776 838 -173 -1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 12.1 1.4 0.0 4.9 77.5 18.4 22.5 81.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 8 6 0 3 13 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 167,513
COMMITMENTS
40,367 9,741 19,417 78,069 125,447 137,853 154,605 29,660 12,908
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,760)
-543 -1,166 -2,305 55 -122 -2,793 -3,593 -967 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 5.8 11.6 46.6 74.9 82.3 92.3 17.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
57 16 34 48 43 123 89
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 657,177
COMMITMENTS
149,422 101,351 11,564 365,892 371,149 526,878 484,064 130,299 173,113
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,231)
-3,322 -790 4,768 6,335 -2,193 7,781 1,785 -3,550 2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 15.4 1.8 55.7 56.5 80.2 73.7 19.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
36 31 23 59 72 105 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,941
COMMITMENTS
34,673 2,977 22,232 57,208 102,903 114,113 128,112 34,828 20,829
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -12,060)
-16,034 -7,051 3,322 2,221 -9,414 -10,491 -13,143 -1,569 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 2.0 14.9 38.4 69.1 76.6 86.0 23.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 14 42 54 48 126 95
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,380
COMMITMENTS
3,685 1,557 700 1,700 3,190 6,085 5,447 1,295 1,933
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -482)
-131 199 -256 -167 -475 -554 -532 72 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 21.1 9.5 23.0 43.2 82.5 73.8 17.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 16 8 8 12 28 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 365,933
COMMITMENTS
94,915 88,770 438 214,497 171,283 309,850 260,491 56,083 105,442
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,688)
2,030 6,591 196 -5,886 273 -3,660 7,060 5,348 -5,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 24.3 0.1 58.6 46.8 84.7 71.2 15.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 19 3 47 41 64 60
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,903,667
COMMITMENTS
391,641 412,545 124,754 1177092 984,937 1693487 1522236 210,180 381,431
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 9,031)
-7,011 -37,140 20,683 -1,315 22,590 12,357 6,133 -3,326 2,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 21.7 6.6 61.8 51.7 89.0 80.0 11.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
39 83 42 80 119 148 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,121,058
COMMITMENTS
201,309 193,919 13,026 731,418 638,645 945,753 845,590 175,305 275,468
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,384)
-13,507 -38,260 -871 -932 9,921 -15,310 -29,210 11,926 25,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 17.3 1.2 65.2 57.0 84.4 75.4 15.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
35 37 15 63 74 105 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 443,231
COMMITMENTS
113,771 67,783 52,305 220,116 291,775 386,192 411,863 57,039 31,368
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 24,270)
13,095 5,357 2,724 3,560 14,908 19,379 22,989 4,891 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 15.3 11.8 49.7 65.8 87.1 92.9 12.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
32 21 33 44 42 90 82
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,798
COMMITMENTS
5,334 3,619 0 15,432 16,232 20,766 19,851 7,032 7,947
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -323)
-1,155 656 0 475 -1,197 -680 -541 357 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.0 0.0 55.5 58.4 74.7 71.4 25.3 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 12 0 18 11 26 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 36,178
COMMITMENTS
11,901 19,196 711 12,576 6,424 25,188 26,331 10,990 9,847
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 122)
-1,485 187 478 2,752 1,157 1,745 1,822 -1,623 -1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 53.1 2.0 34.8 17.8 69.6 72.8 30.4 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
21 19 3 10 8 34 27
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,154
COMMITMENTS
3,768 5,429 1,028 31,681 29,550 36,477 36,007 677 1,147
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 943)
700 -578 1 242 1,529 943 952 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.6 2.8 85.3 79.5 98.2 96.9 1.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 17 4 19 22 29 40
Updated July 1, 2005