WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 574,241 COMMITMENTS 88,720 63,976 161,618 280,578 274,246 530,916 499,840 43,325 74,401 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -45,273) -19,316 -8,724 -16,425 -7,747 -17,446 -43,487 -42,595 -1,785 -2,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 11.1 28.1 48.9 47.8 92.5 87.0 7.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 117 110 150 75 94 295 282 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,651,025 COMMITMENTS 294,504 68,790 451,396 674,914 796,074 1420815 1316260 230,210 334,765 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -19,576) -30,501 6,713 5,321 -2,443 -35,461 -27,624 -23,427 8,048 3,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 4.2 27.3 40.9 48.2 86.1 79.7 13.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765) 251 117 249 286 318 648 607 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,379 COMMITMENTS 5,333 284 1,814 4,348 10,736 11,495 12,834 3,884 2,545 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 126) 251 -20 -192 -190 17 -131 -195 256 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 1.8 11.8 28.3 69.8 74.7 83.4 25.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 24 3 13 12 16 44 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,407 COMMITMENTS 57,997 62,943 149,552 202,451 161,204 410,000 373,699 74,407 110,708 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 3,560) 1,469 -6,691 15,605 -18,113 -6,754 -1,039 2,160 4,599 1,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 13.0 30.9 41.8 33.3 84.6 77.1 15.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 132 131 185 108 113 351 353 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 20,820 COMMITMENTS 15,421 6,580 582 175 583 16,178 7,745 4,642 13,075 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 618) 2,121 1,179 -547 -490 8 1,084 640 -466 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.1 31.6 2.8 0.8 2.8 77.7 37.2 22.3 62.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 14 9 6 1 2 16 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,576 COMMITMENTS 65,570 19,186 59,951 126,596 185,062 252,117 264,199 31,459 19,377 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -7,482) -4,405 3,472 -6,895 2,481 -7,830 -8,819 -11,253 1,337 3,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 6.8 21.1 44.6 65.3 88.9 93.2 11.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 74 42 56 53 53 162 129 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,029,967 COMMITMENTS 126,211 172,317 184,292 562,916 477,553 873,418 834,162 156,549 195,805 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 31,517) 20,887 -14,888 17,985 -3,611 29,144 35,261 32,241 -3,744 -724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 16.7 17.9 54.7 46.4 84.8 81.0 15.2 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 41 52 54 82 95 150 174 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 201,077 COMMITMENTS 29,965 33,657 38,321 100,324 105,004 168,611 176,982 32,467 24,095 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -5,240) -3,380 -3,843 2,244 -4,068 -3,192 -5,205 -4,791 -35 -449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 16.7 19.1 49.9 52.2 83.9 88.0 16.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 44 50 47 56 57 131 135 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,900 COMMITMENTS 4,855 265 1,823 4,852 11,525 11,530 13,614 4,369 2,286 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -16) -143 31 -188 170 -324 -160 -481 144 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 1.7 11.5 30.5 72.5 72.5 85.6 27.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 31 9 10 25 24 62 37 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 549,479 COMMITMENTS 117,501 132,732 11,926 307,495 298,990 436,922 443,648 112,557 105,831 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 11,848) 1,585 13,193 512 21,667 3,674 23,764 17,379 -11,917 -5,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 24.2 2.2 56.0 54.4 79.5 80.7 20.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 29 39 19 64 70 102 119 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,513,373 COMMITMENTS 483,456 386,747 328,598 1405332 1384128 2217387 2099473 295,986 413,900 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -40,819) -64,543 -53,911 12,402 -4,652 8,233 -56,794 -33,276 15,974 -7,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 15.4 13.1 55.9 55.1 88.2 83.5 11.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 66 74 88 134 139 239 262 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,381,214 COMMITMENTS 270,633 248,633 128,977 768,122 729,423 1167732 1107032 213,483 274,182 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 5,551) 2,719 -13,213 -565 -11,806 17,487 -9,652 3,708 15,203 1,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 18.0 9.3 55.6 52.8 84.5 80.1 15.5 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 38 61 47 77 91 142 172 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 729,704 COMMITMENTS 191,050 174,708 241,363 248,974 279,715 681,387 695,786 48,317 33,918 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 51,846) 62,632 55,328 -1,547 -17,780 -7,703 43,304 46,078 8,541 5,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 23.9 33.1 34.1 38.3 93.4 95.4 6.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 50 30 52 66 55 137 119 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,723 COMMITMENTS 8,345 4,437 1,363 2,252 14,353 11,960 20,154 16,762 8,569 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 7,846) 2,381 2,997 474 -326 4,296 2,529 7,767 5,317 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 15.4 4.7 7.8 50.0 41.6 70.2 58.4 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 17 6 3 5 10 22 19 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 67,357 COMMITMENTS 11,177 6,763 11,162 26,417 40,473 48,755 58,398 18,601 8,959 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 18,668) -414 -1,166 9,825 6,598 6,707 16,009 15,366 2,658 3,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 10.0 16.6 39.2 60.1 72.4 86.7 27.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 16 14 17 24 19 52 39 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 131,947 COMMITMENTS 62,670 15,472 33,282 21,388 57,197 117,341 105,952 14,607 25,996 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 32,134) -748 1,091 28,469 3,147 3,357 30,869 32,916 1,265 -782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 11.7 25.2 16.2 43.3 88.9 80.3 11.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 39 22 34 28 26 82 68 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,948 COMMITMENTS 3,348 2,384 1,831 7,570 8,160 12,749 12,375 199 573 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 329) 147 -43 261 -58 65 350 283 -21 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 18.4 14.1 58.5 63.0 98.5 95.6 1.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 12 4 12 11 19 26
Updated June 16, 2006