WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,057
COMMITMENTS
95,221 80,457 81,059 259,410 246,519 435,690 408,035 41,367 69,022
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 61,519)
20,335 1,496 22,350 9,470 25,235 52,155 49,081 9,364 12,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 16.9 17.0 54.4 51.7 91.3 85.5 8.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
108 123 119 44 80 250 250
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,314,322
COMMITMENTS
341,362 80,763 198,630 597,826 741,408 1137818 1020801 176,504 293,521
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 71,961)
34,489 -31,694 2,130 15,651 77,893 52,270 48,329 19,691 23,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 6.1 15.1 45.5 56.4 86.6 77.7 13.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
235 109 152 205 296 512 509
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,086
COMMITMENTS
5,779 263 1,000 3,210 10,319 9,989 11,582 4,097 2,504
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,325)
443 -95 11 216 867 670 783 655 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 1.9 7.1 22.8 73.3 70.9 82.2 29.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 4 10 12 15 41 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 388,099
COMMITMENTS
69,328 63,227 65,996 186,951 153,480 322,275 282,703 65,824 105,396
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 19,963)
7,419 -1,331 2,613 1,884 11,215 11,916 12,497 8,047 7,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 16.3 17.0 48.2 39.5 83.0 72.8 17.0 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
119 110 118 86 115 292 290
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,661
COMMITMENTS
12,819 3,029 336 360 538 13,515 3,903 4,146 13,758
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 832)
654 -69 12 30 47 696 -10 136 842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.6 17.2 1.9 2.0 3.0 76.5 22.1 23.5 77.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 9 1 2 17 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 249,536
COMMITMENTS
80,392 12,343 35,781 103,080 184,544 219,253 232,668 30,283 16,868
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 8,589)
1,687 -330 4,830 844 5,565 7,361 10,065 1,228 -1,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 4.9 14.3 41.3 74.0 87.9 93.2 12.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
87 29 45 49 54 164 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 878,745
COMMITMENTS
107,868 273,277 36,025 608,715 354,250 752,608 663,552 126,137 215,193
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 29,648)
762 -1,710 6,912 26,047 15,282 33,721 20,484 -4,073 9,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 31.1 4.1 69.3 40.3 85.6 75.5 14.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
32 63 33 84 80 133 159
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 175,780
COMMITMENTS
30,254 42,191 24,605 92,638 85,368 147,497 152,164 28,283 23,616
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,665)
-655 1,220 -1,989 5,219 1,160 2,575 391 90 2,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 24.0 14.0 52.7 48.6 83.9 86.6 16.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
42 47 41 55 49 123 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,413
COMMITMENTS
3,865 172 854 3,555 8,847 8,274 9,873 3,139 1,540
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 718)
445 -202 -1 -354 1,103 90 900 628 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 1.5 7.5 31.1 77.5 72.5 86.5 27.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
25 5 10 18 20 46 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 665,914
COMMITMENTS
209,634 165,692 5,206 311,912 382,337 526,752 553,235 139,162 112,679
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 77,662)
-1,329 -13,498 3,792 46,441 92,553 48,904 82,847 28,758 -5,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 24.9 0.8 46.8 57.4 79.1 83.1 20.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
49 41 14 62 67 118 115
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,391,761
COMMITMENTS
694,078 587,507 110,965 1320333 1232608 2125376 1931080 266,385 460,681
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -46,689)
205 -79,066 33,145 -90,708 942 -57,358 -44,979 10,669 -1,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 24.6 4.6 55.2 51.5 88.9 80.7 11.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
74 79 49 108 116 203 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,341,598
COMMITMENTS
311,317 312,805 49,574 759,711 670,499 1120602 1032878 220,996 308,720
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 13,096)
39,290 10,166 926 -29,782 18,505 10,434 29,597 2,662 -16,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 23.3 3.7 56.6 50.0 83.5 77.0 16.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
45 53 33 70 83 130 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 423,673
COMMITMENTS
144,603 144,808 55,520 189,901 190,735 390,024 391,063 33,649 32,610
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 3,992)
-3,924 813 -14,052 15,556 7,613 -2,420 -5,626 6,412 9,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 34.2 13.1 44.8 45.0 92.1 92.3 7.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
34 27 37 52 55 103 104
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,955
COMMITMENTS
5,941 4,923 2 5,693 12,169 11,636 17,094 21,319 15,861
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 11,936)
984 1,855 -199 1,132 4,792 1,917 6,448 10,019 5,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 14.9 0.0 17.3 36.9 35.3 51.9 64.7 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 11 1 5 7 14 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,752
COMMITMENTS
14,434 6,389 3 19,538 31,514 33,975 37,906 13,777 9,846
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,085)
2,344 -467 -34 -1,696 990 614 489 1,471 1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 13.4 0.0 40.9 66.0 71.1 79.4 28.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 10 2 18 12 42 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,419
COMMITMENTS
59,628 13,617 996 12,175 46,695 72,799 61,308 18,620 30,111
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 3,520)
-4,358 -2,720 -28 -449 5,945 -4,835 3,197 8,355 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.2 14.9 1.1 13.3 51.1 79.6 67.1 20.4 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
37 22 7 19 24 57 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,666
COMMITMENTS
2,340 2,647 370 9,781 9,101 12,491 12,118 175 548
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -8)
458 -391 111 -577 -48 -8 -328 0 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 20.9 2.9 77.2 71.9 98.6 95.7 1.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 14 5 13 9 21 26
Updated May 19, 2006