WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 534,155
COMMITMENTS
103,381 91,660 115,465 274,939 256,892 493,785 464,017 40,370 70,138
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,898)
-14,642 -4,836 12,874 -4,041 -10,562 -5,809 -2,524 1,911 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 17.2 21.6 51.5 48.1 92.4 86.9 7.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
108 127 134 60 82 285 265
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,347,142
COMMITMENTS
347,964 87,099 230,116 594,824 744,573 1172904 1061788 174,238 285,354
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 2,076)
-3,297 2,231 -751 -6,020 -9,150 -10,068 -7,670 12,144 9,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 6.5 17.1 44.2 55.3 87.1 78.8 12.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 741)
244 108 168 220 296 553 513
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,023
COMMITMENTS
5,037 278 1,447 4,173 10,235 10,657 11,960 3,366 2,063
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 18)
-94 23 127 598 -137 631 13 -613 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 2.0 10.3 29.8 73.0 76.0 85.3 24.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 5 15 13 15 44 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 383,302
COMMITMENTS
67,728 80,212 68,184 191,146 141,017 327,058 289,413 56,244 93,889
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,215)
7,487 -5,718 -394 -6,770 5,779 323 -333 -1,538 -882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 20.9 17.8 49.9 36.8 85.3 75.5 14.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
101 124 125 90 112 284 307
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,202
COMMITMENTS
13,300 5,401 1,129 665 575 15,094 7,105 5,108 13,097
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 816)
423 1,598 -816 -45 20 -438 802 1,254 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 26.7 5.6 3.3 2.8 74.7 35.2 25.3 64.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 11 8 2 2 20 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 253,948
COMMITMENTS
82,337 14,938 42,561 100,520 181,924 225,418 239,423 28,530 14,525
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 3,615)
4,683 2,161 2,493 -3,953 -1,454 3,223 3,200 392 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 5.9 16.8 39.6 71.6 88.8 94.3 11.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
85 31 48 47 51 162 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 763,828
COMMITMENTS
104,827 198,863 31,703 487,102 359,816 623,632 590,382 140,196 173,446
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -32,302)
23,716 -6,896 -11,036 -44,498 16,776 -31,818 -1,156 -484 -31,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 26.0 4.2 63.8 47.1 81.6 77.3 18.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
33 46 24 68 77 114 134
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 187,685
COMMITMENTS
37,564 37,436 24,331 95,729 102,597 157,624 164,364 30,061 23,321
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -16,032)
3,816 -23,700 -1,814 -20,757 10,609 -18,755 -14,905 2,723 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 19.9 13.0 51.0 54.7 84.0 87.6 16.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
45 50 40 53 51 124 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,355
COMMITMENTS
4,811 196 1,308 4,405 11,313 10,524 12,817 3,831 1,538
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -453)
-138 -56 28 -200 -406 -310 -434 -143 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 1.4 9.1 30.7 78.8 73.3 89.3 26.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
33 5 11 19 22 57 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 529,334
COMMITMENTS
115,881 117,545 9,745 280,913 291,856 406,539 419,146 122,795 110,188
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -62,972)
-44,799 -11,157 -9,417 -11,481 -20,305 -65,697 -40,879 2,725 -22,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 22.2 1.8 53.1 55.1 76.8 79.2 23.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
22 33 12 64 65 94 102
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,017,563
COMMITMENTS
548,436 477,682 46,071 1165145 1100565 1759652 1624318 257,911 393,245
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -71,348)
-8,257 -18,995 -44,064 -4,033 4,692 -56,354 -58,367 -14,994 -12,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 23.7 2.3 57.8 54.5 87.2 80.5 12.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
62 76 41 112 119 196 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,246,977
COMMITMENTS
269,481 283,033 39,225 748,739 659,503 1057445 981,761 189,532 265,216
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -7,986)
1,455 -13,850 -13,868 17,367 55,957 4,954 28,239 -12,940 -36,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 22.7 3.1 60.0 52.9 84.8 78.7 15.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
33 53 21 71 83 112 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 454,366
COMMITMENTS
126,574 157,022 70,667 219,165 201,537 416,406 429,226 37,960 25,140
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -29,476)
-15,006 -19,881 -1,179 -14,253 -9,656 -30,438 -30,716 962 1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 34.6 15.6 48.2 44.4 91.6 94.5 8.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
35 24 36 56 48 108 96
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,220
COMMITMENTS
6,128 1,647 1 2,355 9,758 8,484 11,406 10,736 7,814
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -457)
1,263 1,157 -597 -1,037 -3,497 -371 -2,937 -86 2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 8.6 0.0 12.3 50.8 44.1 59.3 55.9 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 3 1 6 7 20 10
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,634
COMMITMENTS
11,526 7,746 609 19,542 33,438 31,677 41,793 14,957 4,841
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,827)
-1,001 503 565 757 1,333 321 2,401 1,506 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 16.6 1.3 41.9 71.7 67.9 89.6 32.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 15 5 17 13 37 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,749
COMMITMENTS
63,020 12,421 993 13,537 50,239 77,550 63,653 12,199 26,096
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,359)
2,354 -1,789 31 -2,110 1,113 275 -645 1,084 2,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 13.8 1.1 15.1 56.0 86.4 70.9 13.6 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
37 15 9 21 21 60 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,619
COMMITMENTS
3,201 2,427 1,570 7,628 8,095 12,399 12,092 220 527
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,013)
212 -351 1,111 -317 268 1,006 1,028 7 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 19.2 12.4 60.4 64.1 98.3 95.8 1.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 4 11 11 18 26
Updated June 9, 2006