WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,593
COMMITMENTS
78,427 71,649 114,264 213,377 196,821 406,068 382,735 34,525 57,859
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -65,946)
-3,068 -5,826 -42,980 -17,717 -14,988 -63,766 -63,794 -2,180 -2,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 16.3 25.9 48.4 44.7 92.2 86.9 7.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
94 103 137 70 105 262 281
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,067,462
COMMITMENTS
325,462 73,018 686,905 879,516 1034373 1891883 1794296 175,579 273,165
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -270,192)
-8,412 3,802 -167,656 -61,999 -82,156 -238,066 -246,010 -32,125 -24,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 3.5 33.2 42.5 50.0 91.5 86.8 8.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 893)
234 153 312 281 408 680 775
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,842
COMMITMENTS
3,749 361 994 9,325 15,064 14,068 16,419 3,774 1,423
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -59)
125 -14 -7 -317 -32 -198 -53 139 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 2.0 5.6 52.3 84.4 78.8 92.0 21.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 5 8 19 17 44 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,526
COMMITMENTS
138,786 26,742 174,722 255,424 337,214 568,932 538,678 62,595 92,849
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -101,590)
-7,761 -177 -83,675 -5,249 -14,266 -96,685 -98,117 -4,905 -3,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 4.2 27.7 40.4 53.4 90.1 85.3 9.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
158 102 163 133 205 374 408
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,508
COMMITMENTS
17,248 2,076 845 2 3,678 18,095 6,599 3,413 14,909
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,467)
-1,193 -639 -373 0 -17 -1,566 -1,029 99 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.2 9.7 3.9 0.0 17.1 84.1 30.7 15.9 69.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 8 1 10 10 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,269
COMMITMENTS
44,877 17,114 80,617 139,234 182,534 264,728 280,265 34,541 19,004
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -25,900)
150 -1,246 -17,964 -6,906 -6,436 -24,720 -25,647 -1,180 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.7 26.9 46.5 61.0 88.5 93.6 11.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
55 24 56 62 63 152 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 998,861
COMMITMENTS
107,237 183,094 76,165 707,512 566,479 890,914 825,738 107,947 173,123
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -16,015)
906 8,760 -14,493 5,032 10,751 -8,555 5,018 -7,459 -21,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 18.3 7.6 70.8 56.7 89.2 82.7 10.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
27 58 53 78 87 144 160
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 245,244
COMMITMENTS
66,531 5,521 50,707 89,782 171,853 207,020 228,081 38,224 17,163
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -12,767)
3,281 930 -7,795 -5,004 -4,082 -9,518 -10,948 -3,249 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 2.3 20.7 36.6 70.1 84.4 93.0 15.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
79 19 58 70 68 173 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,064
COMMITMENTS
3,933 844 1,101 8,182 13,282 13,215 15,227 3,849 1,837
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -2,531)
3 0 -931 -1,783 -1,822 -2,712 -2,753 181 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.9 6.5 47.9 77.8 77.4 89.2 22.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
22 11 12 29 24 56 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,039,918
COMMITMENTS
192,550 200,927 22,241 717,272 716,437 932,063 939,605 107,855 100,313
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 91,954)
24,897 58,676 -727 67,975 63,735 92,144 121,683 -190 -29,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 19.3 2.1 69.0 68.9 89.6 90.4 10.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
35 42 24 93 94 142 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,416,950
COMMITMENTS
258,428 273,512 316,602 1567351 1421741 2142381 2011855 274,568 405,094
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -226,335)
3,763 -2,887 -101,194 -107,479 -73,975 -204,910 -178,056 -21,425 -48,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 11.3 13.1 64.8 58.8 88.6 83.2 11.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
48 61 72 115 130 202 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,701,922
COMMITMENTS
457,325 148,333 74,383 957,471 1205529 1489179 1428244 212,743 273,678
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -172,460)
1,939 687 -43,347 -118,496 -107,682 -159,903 -150,341 -12,556 -22,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 8.7 4.4 56.3 70.8 87.5 83.9 12.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
31 38 32 87 86 136 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 915,286
COMMITMENTS
377,154 43,497 119,242 354,434 702,038 850,830 864,778 64,456 50,509
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 42,796)
42,985 7,921 -193 2,786 35,634 45,577 43,361 -2,781 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 4.8 13.0 38.7 76.7 93.0 94.5 7.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
58 18 41 70 59 139 108
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,756
COMMITMENTS
9,655 11,394 1,040 11,351 8,125 22,046 20,559 3,711 5,197
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -25,960)
-7,809 -3,252 -3,920 -6,629 -12,236 -18,358 -19,407 -7,602 -6,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 44.2 4.0 44.1 31.5 85.6 79.8 14.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 11 3 9 8 22 19
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,643
COMMITMENTS
42,104 29,502 2,400 35,094 53,914 79,598 85,817 21,046 14,827
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -46,961)
3,223 -21,318 -15,782 -37,725 -8,070 -50,284 -45,170 3,324 -1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 29.3 2.4 34.9 53.6 79.1 85.3 20.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 28 12 24 19 64 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,927
COMMITMENTS
13,630 6,490 846 38,069 45,213 52,545 52,549 382 378
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,083)
394 526 -11 694 543 1,077 1,058 6 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 12.3 1.6 71.9 85.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 3 16 11 26 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,420
COMMITMENTS
16,665 2,653 55 40,693 54,432 57,413 57,140 7 280
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -2,095)
-431 -238 55 -1,720 -1,942 -2,096 -2,125 1 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 4.6 0.1 70.9 94.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 8 1 12 9 18 18
Updated June 27, 2008