WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 435,206
COMMITMENTS
69,159 67,588 87,942 250,879 224,473 407,979 380,002 27,226 55,203
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 2,421)
3,056 2,077 140 10,571 10,564 13,767 12,781 -11,346 -10,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.5 20.2 57.6 51.6 93.7 87.3 6.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
93 121 121 54 81 235 252
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,449,507
COMMITMENTS
284,168 76,579 356,970 638,199 734,432 1279337 1167982 170,170 281,526
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 21,236)
8,213 5,198 25,574 11,084 20,749 44,872 51,521 -23,635 -30,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 5.3 24.6 44.0 50.7 88.3 80.6 11.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
212 133 217 269 312 591 584
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 12,711
COMMITMENTS
4,659 193 1,383 3,223 9,022 9,264 10,597 3,447 2,113
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 691)
5 -742 226 655 1,418 887 902 -195 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 1.5 10.9 25.4 71.0 72.9 83.4 27.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 5 10 12 16 42 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 431,074
COMMITMENTS
56,917 65,701 104,822 210,253 159,148 371,992 329,671 59,082 101,404
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 5,187)
8,602 -19,737 10,261 -3,558 28,259 15,305 18,783 -10,119 -13,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 15.2 24.3 48.8 36.9 86.3 76.5 13.7 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
122 135 155 105 120 326 328
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 271,633
COMMITMENTS
74,528 11,773 49,185 117,521 191,240 241,233 252,198 30,400 19,435
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 27,277)
19,114 -5,112 3,582 1,264 25,572 23,960 24,042 3,317 3,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.3 18.1 43.3 70.4 88.8 92.8 11.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
84 27 51 54 56 167 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,183,302
COMMITMENTS
81,630 253,639 247,292 705,687 450,602 1034609 951,534 148,693 231,768
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 70,565)
-3,264 19,471 28,205 45,448 31,747 70,389 79,424 175 -8,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 21.4 20.9 59.6 38.1 87.4 80.4 12.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
36 66 68 84 88 161 181
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 186,525
COMMITMENTS
30,007 42,258 34,707 92,634 86,077 157,348 163,042 29,177 23,482
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 1,016)
4,406 -1,925 705 -2,948 5,270 2,162 4,049 -1,146 -3,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 22.7 18.6 49.7 46.1 84.4 87.4 15.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
44 49 49 59 58 133 141
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 11,539
COMMITMENTS
3,111 426 1,382 4,314 7,942 8,808 9,751 2,731 1,788
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -425)
-376 -5 42 105 -514 -229 -477 -196 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.7 12.0 37.4 68.8 76.3 84.5 23.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 7 9 19 20 42 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 553,414
COMMITMENTS
182,316 161,999 8,835 251,161 260,698 442,312 431,532 111,102 121,882
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 31,496)
9,337 9,687 -2,357 19,032 23,679 26,011 31,009 5,485 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 29.3 1.6 45.4 47.1 79.9 78.0 20.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
40 42 17 61 58 109 109
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,046,987
COMMITMENTS
615,805 611,932 475,890 1737808 1534882 2829503 2622703 217,484 424,284
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -15,214)
41,157 14,718 34,921 -35,606 -24,579 40,472 25,060 -55,686 -40,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 20.1 15.6 57.0 50.4 92.9 86.1 7.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
65 86 89 121 129 232 258
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,534,100
COMMITMENTS
298,617 284,598 170,364 853,731 730,256 1322712 1185218 211,389 348,883
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 18,650)
-12,997 -23,664 9,753 20,006 34,726 16,761 20,815 1,888 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 18.6 11.1 55.7 47.6 86.2 77.3 13.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
45 51 42 73 85 140 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 845,354
COMMITMENTS
163,264 112,080 371,234 273,904 328,343 808,402 811,656 36,952 33,697
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -194,689)
-56,937 -94,757 -54,272 -66,261 -41,613 -177,470 -190,642 -17,219 -4,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 13.3 43.9 32.4 38.8 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
33 29 50 57 53 117 109
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 19,970
COMMITMENTS
4,908 4,584 1,467 4,922 7,717 11,297 13,768 8,673 6,202
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -384)
-298 -532 308 231 -776 241 -1,000 -625 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 23.0 7.3 24.6 38.6 56.6 68.9 43.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 10 7 7 6 21 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 47,494
COMMITMENTS
13,005 7,292 609 21,764 30,495 35,377 38,396 12,116 9,098
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 537)
948 -341 -4 131 52 1,076 -292 -539 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 15.4 1.3 45.8 64.2 74.5 80.8 25.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 13 7 20 10 43 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 91,904
COMMITMENTS
56,051 20,647 5,255 19,041 38,920 80,347 64,822 11,557 27,083
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 5,914)
2,900 329 600 1,573 2,170 5,072 3,099 842 2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 22.5 5.7 20.7 42.3 87.4 70.5 12.6 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 33 20 20 21 66 61
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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