WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 461,737
COMMITMENTS
69,134 68,995 103,646 256,983 228,228 429,763 400,869 31,974 60,868
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -14,770)
-3,513 -7,275 -528 -8,461 -5,323 -12,502 -13,126 -2,268 -1,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 14.9 22.4 55.7 49.4 93.1 86.8 6.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
90 118 124 59 83 248 258
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,329,400
COMMITMENTS
282,220 128,437 268,593 607,819 668,178 1158632 1065208 170,768 264,192
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 7,880)
-16,343 17,038 15,260 10,606 -11,835 9,523 20,463 -1,643 -12,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 9.7 20.2 45.7 50.3 87.2 80.1 12.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713)
194 122 198 226 282 524 552
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,399
COMMITMENTS
6,826 178 514 3,691 11,364 11,031 12,056 3,368 2,343
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 319)
1,148 -74 -783 -328 879 37 22 282 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 1.2 3.6 25.6 78.9 76.6 83.7 23.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
26 1 5 11 14 41 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,200
COMMITMENTS
52,932 87,247 64,801 184,680 118,277 302,413 270,325 48,787 80,875
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -22,860)
-9,384 12,859 -7,957 4,341 -15,774 -13,000 -10,872 -9,860 -11,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 24.8 18.5 52.6 33.7 86.1 77.0 13.9 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
92 113 118 91 100 269 289
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 228,705
COMMITMENTS
59,629 19,024 30,666 113,255 160,075 203,550 209,765 25,155 18,940
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -9,032)
-6,055 -6,514 -2,004 -1,959 -1,075 -10,018 -9,593 986 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 8.3 13.4 49.5 70.0 89.0 91.7 11.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
57 31 39 47 45 125 103
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 765,619
COMMITMENTS
104,921 222,719 9,898 531,191 342,042 646,010 574,659 119,609 190,960
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 17,919)
-6,262 19,896 -1,662 22,044 4,947 14,120 23,181 3,799 -5,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 29.1 1.3 69.4 44.7 84.4 75.1 15.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
34 49 22 71 67 116 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 182,761
COMMITMENTS
26,768 43,161 26,117 102,640 87,914 155,525 157,192 27,236 25,569
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 8,343)
-3,333 12,195 1,699 11,828 -5,983 10,194 7,911 -1,851 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 23.6 14.3 56.2 48.1 85.1 86.0 14.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
40 49 39 51 43 111 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,454
COMMITMENTS
4,047 222 1,138 4,692 10,521 9,877 11,881 3,577 1,573
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -203)
31 -76 -185 110 184 -44 -77 -159 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 1.7 8.5 34.9 78.2 73.4 88.3 26.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
26 4 9 19 21 47 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 543,305
COMMITMENTS
141,175 148,114 2,149 301,214 283,661 444,538 433,924 98,767 109,381
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 1,240)
13,105 -2,670 -1,648 -10,873 7,776 584 3,458 656 -2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 27.3 0.4 55.4 52.2 81.8 79.9 18.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 36 6 58 63 93 103
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,194,364
COMMITMENTS
576,188 487,148 35,107 1316370 1281939 1927665 1804194 266,699 390,170
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 97,292)
7,029 -19,758 432 98,581 121,640 106,042 102,314 -8,750 -5,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 22.2 1.6 60.0 58.4 87.8 82.2 12.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
66 69 43 110 103 193 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,287,215
COMMITMENTS
295,011 268,709 19,449 775,843 684,391 1090303 972,549 196,912 314,666
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -6,330)
1,889 -19,865 -8,424 -5,486 4,412 -12,021 -23,877 5,691 17,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 20.9 1.5 60.3 53.2 84.7 75.6 15.3 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
39 56 15 63 82 106 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 579,794
COMMITMENTS
171,927 222,344 83,366 275,044 243,089 530,337 548,799 49,457 30,995
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 50,903)
877 -5,809 15,248 33,793 37,576 49,918 47,015 985 3,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 38.3 14.4 47.4 41.9 91.5 94.7 8.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
46 32 43 66 58 132 117
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,415
COMMITMENTS
6,427 2,210 332 2,953 11,867 9,712 14,409 12,703 8,006
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -270)
-315 -23 94 -230 -1,944 -451 -1,873 181 1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 9.9 1.5 13.2 52.9 43.3 64.3 56.7 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 5 3 4 10 19 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,658
COMMITMENTS
13,435 3,453 12 14,848 45,331 28,295 48,796 25,363 4,862
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -560)
-138 -402 9 -315 100 -444 -293 -116 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 6.4 0.0 27.7 84.5 52.7 90.9 47.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 9 3 15 16 31 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,306
COMMITMENTS
47,922 23,266 435 25,733 8,935 74,090 32,636 10,216 51,670
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -345)
952 -1,454 9 -2,541 1,815 -1,580 370 1,235 -715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 27.6 0.5 30.5 10.6 87.9 38.7 12.1 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 26 2 18 17 35 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,222
COMMITMENTS
2,883 2,769 238 7,632 7,696 10,753 10,703 469 519
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 800)
536 574 0 -31 -71 505 503 295 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 24.7 2.1 68.0 68.6 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 12 3 13 10 20 24
Updated June 30, 2006