WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 543,387
COMMITMENTS
98,609 63,969 129,068 269,963 274,002 497,640 467,039 45,747 76,348
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 71,030)
19,781 -2,832 31,209 10,230 28,559 61,220 56,935 9,810 14,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 11.8 23.8 49.7 50.4 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
125 119 144 56 91 286 274
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,648,034
COMMITMENTS
340,065 69,342 395,158 672,652 834,323 1407874 1298823 240,159 349,211
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 135,030)
56,345 -26,072 21,991 16,322 99,743 94,658 95,662 40,372 39,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.2 24.0 40.8 50.6 85.4 78.8 14.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755)
243 128 210 272 320 617 575
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,229
COMMITMENTS
5,871 285 1,476 3,456 10,794 10,803 12,555 4,426 2,674
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,429)
489 -97 11 193 918 693 832 736 597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 1.9 9.7 22.7 70.9 70.9 82.4 29.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 6 10 12 16 43 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 476,597
COMMITMENTS
68,420 58,130 115,794 210,926 179,182 395,140 353,106 81,457 123,490
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 28,446)
5,515 -1,123 6,470 5,843 12,999 17,828 18,346 10,618 10,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.2 24.3 44.3 37.6 82.9 74.1 17.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
136 117 164 108 123 344 331
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 282,392
COMMITMENTS
78,239 12,708 53,934 118,054 196,879 250,227 263,521 32,165 18,871
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 11,793)
3,014 -544 6,027 931 7,279 9,972 12,762 1,821 -969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 4.5 19.1 41.8 69.7 88.6 93.3 11.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
87 35 55 55 59 178 127
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,231,981
COMMITMENTS
95,276 243,201 257,036 719,840 482,646 1072151 982,882 159,830 249,099
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 35,936)
5,198 -594 2,233 28,146 24,853 35,578 26,492 358 9,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 19.7 20.9 58.4 39.2 87.0 79.8 13.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
39 65 71 95 99 174 195
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 191,684
COMMITMENTS
26,679 41,875 33,980 100,163 90,976 160,823 166,831 30,861 24,853
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,785)
-1,703 871 -1,137 5,579 842 2,739 576 46 2,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 21.8 17.7 52.3 47.5 83.9 87.0 16.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
40 51 49 60 57 130 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,721
COMMITMENTS
3,734 150 1,663 3,916 9,142 9,313 10,956 3,408 1,765
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 903)
602 -235 29 -450 1,247 182 1,042 721 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 1.2 13.1 30.8 71.9 73.2 86.1 26.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
27 6 12 21 21 53 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 690,565
COMMITMENTS
209,119 166,615 14,233 325,711 395,660 549,063 576,508 141,502 114,057
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 79,281)
-378 -12,832 3,589 47,028 93,362 50,240 84,120 29,041 -4,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 24.1 2.1 47.2 57.3 79.5 83.5 20.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
49 44 25 66 67 128 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,187,275
COMMITMENTS
647,650 563,539 502,039 1734109 1610806 2883799 2676385 303,476 510,890
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -23,051)
7,290 -66,852 30,586 -77,866 17,738 -39,990 -18,528 16,939 -4,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 17.7 15.8 54.4 50.5 90.5 84.0 9.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
67 91 94 132 139 251 272
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,581,808
COMMITMENTS
317,918 304,694 198,229 830,549 752,357 1346696 1255280 235,111 326,528
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 19,752)
41,365 5,164 5,497 -30,897 25,425 15,966 36,086 3,786 -16,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 19.3 12.5 52.5 47.6 85.1 79.4 14.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
47 55 47 76 93 145 173
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 782,088
COMMITMENTS
168,393 137,480 279,662 297,305 323,192 745,360 740,334 36,728 41,754
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -5,786)
11,103 18,270 -37,570 13,592 3,351 -12,875 -15,949 7,089 10,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 17.6 35.8 38.0 41.3 95.3 94.7 4.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
44 24 50 60 60 122 118
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 37,460
COMMITMENTS
6,073 4,562 2,161 6,498 13,245 14,732 19,967 22,728 17,493
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 12,567)
1,139 1,749 42 1,113 5,001 2,295 6,792 10,272 5,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 12.2 5.8 17.3 35.4 39.3 53.3 60.7 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 11 8 7 8 24 22
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 49,669
COMMITMENTS
14,752 6,487 751 19,878 31,710 35,382 38,949 14,287 10,720
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,038)
2,168 -534 25 -1,738 1,016 455 506 1,582 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 13.1 1.5 40.0 63.8 71.2 78.4 28.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 12 8 18 12 43 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 102,308
COMMITMENTS
59,892 15,736 5,376 17,341 49,861 82,609 70,973 19,699 31,335
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 4,003)
-4,246 -2,893 -11 -512 6,693 -4,769 3,789 8,772 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 15.4 5.3 16.9 48.7 80.7 69.4 19.3 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
40 25 23 19 27 68 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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