WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 512,823
COMMITMENTS
70,984 61,566 138,761 267,907 247,987 477,652 448,313 35,171 64,510
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -42,490)
-1,586 1,889 -24,660 -12,809 -17,633 -39,054 -40,404 -3,436 -2,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 12.0 27.1 52.2 48.4 93.1 87.4 6.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
106 115 146 67 91 272 281
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,599,046
COMMITMENTS
265,989 118,883 428,829 693,035 742,622 1387853 1290334 211,193 308,712
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -61,384)
5,096 29,448 -55,492 -3,768 -19,331 -54,164 -45,376 -7,220 -16,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.4 26.8 43.3 46.4 86.8 80.7 13.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738)
201 134 242 273 302 598 602
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,369
COMMITMENTS
6,822 191 930 4,109 11,791 11,861 12,913 3,508 2,456
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -40)
1,032 -86 -956 -318 688 -243 -355 203 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 1.2 6.1 26.7 76.7 77.2 84.0 22.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 2 7 12 15 42 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 414,948
COMMITMENTS
52,961 85,237 101,710 201,396 134,709 356,067 321,656 58,881 93,292
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -55,578)
-1,556 13,441 -30,359 -12,140 -24,921 -44,056 -41,839 -11,522 -13,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 20.5 24.5 48.5 32.5 85.8 77.5 14.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
102 126 146 104 110 304 326
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 249,213
COMMITMENTS
49,257 19,260 45,369 128,342 164,960 222,968 229,589 26,244 19,623
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -24,820)
95 -7,559 -12,390 -13,093 -5,067 -25,388 -25,016 567 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 7.7 18.2 51.5 66.2 89.5 92.1 10.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
52 38 45 51 47 132 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 996,884
COMMITMENTS
93,599 217,210 155,628 607,733 414,990 856,960 787,828 139,924 209,056
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 9,335)
-1,411 29,894 -8,212 15,562 -8,151 5,939 13,531 3,396 -4,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 21.8 15.6 61.0 41.6 86.0 79.0 14.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
36 56 53 80 84 141 168
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 197,286
COMMITMENTS
23,585 43,186 35,384 108,461 92,086 167,430 170,655 29,857 26,631
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 6,023)
-3,054 12,229 159 10,565 -6,769 7,670 5,619 -1,647 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 21.9 17.9 55.0 46.7 84.9 86.5 15.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
38 55 42 55 46 120 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,574
COMMITMENTS
3,994 293 1,716 5,010 10,763 10,720 12,772 3,854 1,802
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -940)
-258 -93 -512 184 -134 -586 -739 -354 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 2.0 11.8 34.4 73.9 73.6 87.6 26.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 9 10 24 24 53 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 562,324
COMMITMENTS
142,761 149,346 7,785 309,276 291,909 459,822 449,040 102,501 113,284
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -41)
14,278 -3,689 -3,267 -12,943 6,671 -1,932 -285 1,891 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 26.6 1.4 55.0 51.9 81.8 79.9 18.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
35 34 11 61 65 98 108
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,725,381
COMMITMENTS
558,065 467,423 313,204 1565646 1523266 2436915 2303893 288,465 421,488
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 47,449)
15,092 -16,752 -15,804 69,276 103,670 68,563 71,114 -21,114 -23,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 17.2 11.5 57.4 55.9 89.4 84.5 10.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
65 74 76 135 131 234 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,439,152
COMMITMENTS
285,874 257,037 123,017 822,969 731,272 1231859 1111326 207,293 327,826
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -27,543)
-1,740 -13,791 -15,242 -15,063 -13,085 -32,044 -42,118 4,501 14,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 17.9 8.5 57.2 50.8 85.6 77.2 14.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
40 59 40 71 91 131 170
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 975,593
COMMITMENTS
165,939 150,740 375,707 381,252 408,392 922,898 934,839 52,695 40,753
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 109,939)
-6,495 -23,304 56,359 58,993 70,539 108,857 103,594 1,082 6,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 15.5 38.5 39.1 41.9 94.6 95.8 5.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
46 49 65 75 67 152 152
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 24,184
COMMITMENTS
6,550 2,220 1,137 3,114 12,191 10,801 15,548 13,384 8,636
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,782)
-140 200 -975 -578 -2,647 -1,692 -3,422 -90 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 9.2 4.7 12.9 50.4 44.7 64.3 55.3 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 7 6 4 10 22 19
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 55,519
COMMITMENTS
13,391 3,447 900 15,055 45,658 29,345 50,005 26,173 5,514
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -546)
-143 -506 119 -328 122 -353 -265 -193 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 6.2 1.6 27.1 82.2 52.9 90.1 47.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 10 7 16 17 36 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 92,601
COMMITMENTS
47,979 23,145 4,594 29,263 12,770 81,835 40,508 10,766 52,093
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 306)
1,435 -1,756 251 -2,647 2,548 -962 1,043 1,267 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 25.0 5.0 31.6 13.8 88.4 43.7 11.6 56.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 25 14 20 18 47 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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