WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 555,313
COMMITMENTS
72,569 59,677 163,421 280,716 265,620 516,706 488,717 38,607 66,596
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -18,928)
-16,151 -4,300 1,802 138 -8,626 -14,210 -11,123 -4,718 -7,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.7 29.4 50.6 47.8 93.0 88.0 7.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
105 112 148 78 96 282 285
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,660,431
COMMITMENTS
260,893 89,436 484,321 696,804 761,953 1442018 1335710 218,413 324,721
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 9,406)
-33,612 20,646 32,926 21,889 -34,121 21,203 19,450 -11,798 -10,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 5.4 29.2 42.0 45.9 86.8 80.4 13.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 754)
221 130 259 295 322 634 628
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,409
COMMITMENTS
5,790 278 1,887 4,427 11,103 12,103 13,267 3,305 2,141
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 30)
457 -7 73 78 367 608 434 -578 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 1.8 12.2 28.7 72.1 78.5 86.1 21.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
26 5 13 15 16 51 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,526
COMMITMENTS
54,517 71,796 132,069 213,536 159,630 400,122 363,495 70,403 107,030
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -13,881)
-3,480 8,853 -17,483 11,086 -1,574 -9,877 -10,204 -4,004 -3,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.3 28.1 45.4 33.9 85.0 77.3 15.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
132 130 189 105 116 346 360
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 274,033
COMMITMENTS
49,162 26,819 57,760 141,435 170,027 248,356 254,605 25,677 19,428
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -9,543)
-16,408 7,633 -2,192 14,839 -15,035 -3,761 -9,594 -5,782 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 9.8 21.1 51.6 62.0 90.6 92.9 9.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
55 48 53 53 52 141 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 987,549
COMMITMENTS
95,010 187,315 163,840 592,171 423,141 851,021 774,297 136,528 213,252
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -42,418)
-31,201 14,999 -20,451 29,255 -54,412 -22,397 -59,864 -20,021 17,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 19.0 16.6 60.0 42.8 86.2 78.4 13.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 51 56 82 91 148 169
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 191,263
COMMITMENTS
26,639 30,957 35,224 97,897 98,855 159,760 165,036 31,503 26,227
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -9,814)
-3,326 -2,700 -3,097 -2,428 -6,149 -8,851 -11,946 -963 2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 16.2 18.4 51.2 51.7 83.5 86.3 16.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
41 42 42 57 55 124 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,514
COMMITMENTS
4,253 386 2,228 4,826 10,898 11,306 13,511 4,208 2,003
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -386)
-603 120 404 -26 -628 -224 -103 -161 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 2.5 14.4 31.1 70.2 72.9 87.1 27.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
29 9 13 25 23 59 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 562,365
COMMITMENTS
128,483 153,035 11,052 322,219 285,238 461,755 449,325 100,611 113,040
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 12,886)
10,982 20,303 -874 14,724 -13,752 24,832 5,677 -11,946 7,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 27.2 2.0 57.3 50.7 82.1 79.9 17.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
28 37 14 64 67 96 114
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,677,931
COMMITMENTS
542,973 484,175 329,008 1496371 1419596 2368352 2232779 309,579 445,152
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 164,558)
59,517 97,428 410 91,039 35,468 150,965 133,306 13,593 31,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 18.1 12.3 55.9 53.0 88.4 83.4 11.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
68 77 90 137 134 249 257
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,466,695
COMMITMENTS
287,614 270,828 138,259 838,031 744,357 1263903 1153443 202,792 313,252
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 85,481)
16,980 22,195 9,282 69,910 14,934 96,172 46,411 -10,691 39,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 18.5 9.4 57.1 50.8 86.2 78.6 13.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
38 67 46 76 95 141 181
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 865,653
COMMITMENTS
172,434 174,044 319,348 322,259 337,853 814,041 831,245 51,613 34,408
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 135,949)
-18,616 -663 77,985 73,284 58,138 132,654 135,459 3,296 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 20.1 36.9 37.2 39.0 94.0 96.0 6.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
48 43 60 74 67 152 141
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,966
COMMITMENTS
6,690 2,020 2,112 3,692 14,839 12,493 18,970 13,473 6,996
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -2,756)
-1,655 -2,417 748 1,439 485 533 -1,184 -3,289 -1,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 7.8 8.1 14.2 57.1 48.1 73.1 51.9 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 7 8 9 10 26 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,064
COMMITMENTS
13,535 3,953 781 15,383 45,536 29,698 50,270 26,366 5,795
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -11,292)
2,357 -2,810 -10,381 -11,034 5,062 -19,057 -8,129 7,765 -3,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 7.1 1.4 27.4 81.2 53.0 89.7 47.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 12 7 17 16 38 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,295
COMMITMENTS
46,544 24,900 4,343 31,910 10,222 82,797 39,465 9,499 52,831
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -39,652)
-16,127 9,428 -28,939 10,522 -46,976 -34,544 -66,487 -5,108 26,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 27.0 4.7 34.6 11.1 89.7 42.8 10.3 57.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 25 12 18 15 45 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 10,422
COMMITMENTS
2,347 2,195 238 7,663 7,767 10,248 10,200 174 222
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -2,526)
-1,001 -189 -1,593 93 -393 -2,501 -2,175 -25 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 21.1 2.3 73.5 74.5 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 12 3 14 9 21 23
Updated June 23, 2006