WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,991
COMMITMENTS
66,023 78,661 51,991 241,612 201,925 359,626 332,577 23,365 50,414
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 455)
2,263 449 -310 10,551 11,201 12,504 11,340 -12,049 -10,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 20.5 13.6 63.1 52.7 93.9 86.8 6.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
81 122 97 44 73 206 229
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,189,657
COMMITMENTS
302,724 90,961 190,161 568,273 664,472 1061158 945,594 128,499 244,063
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 5,297)
10,129 5,552 15,114 6,326 14,517 31,569 35,183 -26,272 -29,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.6 16.0 47.8 55.9 89.2 79.5 10.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
186 137 172 201 291 493 534
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,689
COMMITMENTS
4,621 157 913 2,948 8,613 8,482 9,683 3,207 2,006
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 565)
-1 -716 129 660 1,328 788 741 -223 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 1.3 7.8 25.2 73.7 72.6 82.8 27.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 4 10 12 15 39 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 356,906
COMMITMENTS
55,608 69,636 63,080 191,712 137,682 310,400 270,398 46,506 86,508
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -8,871)
9,740 -16,078 292 -7,629 22,040 2,403 6,254 -11,274 -15,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 19.5 17.7 53.7 38.6 87.0 75.8 13.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
103 136 113 85 111 276 293
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,590
COMMITMENTS
10,727 2,840 484 330 460 11,541 3,784 4,049 11,806
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 506)
776 -495 30 -200 50 606 -415 -100 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 18.2 3.1 2.1 3.0 74.0 24.3 26.0 75.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 7 6 1 2 15 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 241,226
COMMITMENTS
77,456 11,145 31,746 102,808 180,289 212,010 223,180 29,216 18,046
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 22,501)
17,040 -5,335 1,593 708 23,430 19,341 19,688 3,160 2,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 4.6 13.2 42.6 74.7 87.9 92.5 12.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
82 24 42 48 48 155 107
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 851,211
COMMITMENTS
99,924 278,424 27,168 607,526 342,225 734,618 647,817 116,593 203,394
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 35,304)
1,271 25,802 5,636 34,498 15,847 41,405 47,285 -6,101 -11,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 32.7 3.2 71.4 40.2 86.3 76.1 13.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
29 64 30 71 73 115 152
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,157
COMMITMENTS
32,788 42,150 26,019 85,658 80,648 144,465 148,817 26,692 22,340
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -609)
5,412 -1,969 -705 -3,581 5,006 1,126 2,332 -1,735 -2,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 24.6 15.2 50.0 47.1 84.4 86.9 15.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
48 42 42 54 51 127 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,524
COMMITMENTS
3,176 324 801 4,000 7,782 7,977 8,907 2,547 1,617
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -455)
-331 -25 -3 65 -484 -269 -512 -186 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 3.1 7.6 38.0 73.9 75.8 84.6 24.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 6 7 18 20 38 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 535,887
COMMITMENTS
183,370 162,076 1,142 241,848 251,797 426,360 415,015 109,527 120,872
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 34,738)
8,675 9,265 -161 20,766 25,050 29,280 34,154 5,458 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 30.2 0.2 45.1 47.0 79.6 77.4 20.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
38 43 8 58 57 101 103
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,301,583
COMMITMENTS
670,231 642,045 90,649 1355059 1191626 2115939 1924320 185,644 377,263
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -60,399)
53,298 24,625 5,700 -62,653 -49,294 -3,655 -18,969 -56,744 -41,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 27.9 3.9 58.9 51.8 91.9 83.6 8.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
65 83 41 97 108 183 211
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,323,151
COMMITMENTS
291,118 283,880 45,526 787,419 665,511 1124063 994,917 199,088 328,234
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 12,269)
-20,816 -20,042 6,712 22,660 27,755 8,556 14,425 3,713 -2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 21.5 3.4 59.5 50.3 85.0 75.2 15.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
49 44 26 67 75 125 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 448,199
COMMITMENTS
158,513 144,567 87,876 168,006 190,167 414,395 422,610 33,804 25,589
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -100,779)
-48,279 -67,287 2,789 -43,937 -32,078 -89,427 -96,576 -11,352 -4,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 32.3 19.6 37.5 42.4 92.5 94.3 7.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
27 30 35 50 45 98 93
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,784
COMMITMENTS
4,900 4,816 280 4,665 7,231 9,845 12,327 7,939 5,457
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -1,079)
-449 -447 -45 184 -1,008 -310 -1,500 -769 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 27.1 1.6 26.2 40.7 55.4 69.3 44.6 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 7 2 5 5 16 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,692
COMMITMENTS
12,687 7,194 36 21,454 30,343 34,177 37,573 11,515 8,119
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 190)
868 -396 11 90 53 969 -332 -779 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 15.7 0.1 47.0 66.4 74.8 82.2 25.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 11 1 20 10 42 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,171
COMMITMENTS
55,921 18,974 392 14,497 36,376 70,810 55,742 10,361 25,429
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 4,185)
2,945 93 80 713 1,888 3,738 2,061 447 2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 23.4 0.5 17.9 44.8 87.2 68.7 12.8 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 27 4 18 20 50 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,825
COMMITMENTS
1,838 2,878 259 10,379 9,505 12,476 12,642 349 183
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -1,012)
-1,113 146 20 122 -1,184 -971 -1,018 -41 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 22.4 2.0 80.9 74.1 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 15 5 13 10 21 27
Updated May 5, 2006