WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 391,842
COMMITMENTS
95,772 72,068 62,544 200,125 198,434 358,441 333,046 33,401 58,796
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -5,520)
1,852 -7,781 1,531 -9,419 -575 -6,036 -6,825 516 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 18.4 16.0 51.1 50.6 91.5 85.0 8.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
122 99 116 59 103 256 263
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,259,840
COMMITMENTS
355,802 103,712 154,048 586,563 781,437 1096413 1039197 163,427 220,643
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -7,514)
-1,515 -4,406 -7,863 -4,647 7,194 -14,025 -5,075 6,511 -2,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 8.2 12.2 46.6 62.0 87.0 82.5 13.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 754)
198 123 190 233 334 534 580
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,948
COMMITMENTS
7,896 1,469 576 6,216 14,774 14,688 16,819 4,260 2,129
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 88)
93 45 -98 66 162 61 109 27 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 7.8 3.0 32.8 78.0 77.5 88.8 22.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
29 4 9 18 17 53 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 555,547
COMMITMENTS
187,530 48,316 92,120 212,692 333,024 492,342 473,460 63,205 82,087
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 4,102)
-1,844 2,007 8,951 -6,016 -4,009 1,091 6,949 3,011 -2,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 8.7 16.6 38.3 59.9 88.6 85.2 11.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490)
186 84 137 111 164 370 344
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,556
COMMITMENTS
17,638 4,977 846 0 1,372 18,484 7,195 3,072 14,361
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,633)
2,194 1,629 265 0 289 2,459 2,183 -826 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.8 23.1 3.9 0.0 6.4 85.7 33.4 14.3 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 14 8 0 5 18 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 311,494
COMMITMENTS
89,433 15,019 41,430 147,730 234,742 278,593 291,191 32,901 20,303
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -21,224)
-4,967 -1,444 -3,088 -12,922 -18,636 -20,977 -23,168 -247 1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 4.8 13.3 47.4 75.4 89.4 93.5 10.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
91 22 51 63 60 181 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 976,597
COMMITMENTS
149,778 266,657 16,147 662,570 496,342 828,495 779,146 148,102 197,451
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 48,427)
32,060 9,116 -688 8,416 40,081 39,788 48,509 8,639 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 27.3 1.7 67.8 50.8 84.8 79.8 15.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
35 54 23 74 78 122 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 219,614
COMMITMENTS
59,855 14,006 23,952 87,801 157,860 171,608 195,818 48,006 23,796
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -1,273)
-258 -4,498 2,141 -10,391 -3,034 -8,508 -5,391 7,235 4,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 6.4 10.9 40.0 71.9 78.1 89.2 21.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
67 25 39 55 59 142 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,439
COMMITMENTS
4,341 2,474 576 8,374 11,444 13,291 14,494 3,148 1,945
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 373)
-307 -91 -10 459 55 142 -46 231 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 15.0 3.5 50.9 69.6 80.9 88.2 19.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
25 15 9 30 21 58 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 981,004
COMMITMENTS
165,567 285,570 15,275 651,808 584,413 832,650 885,258 148,354 95,746
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -16,987)
5,978 -20,393 483 -31,108 6,270 -24,647 -13,640 7,660 -3,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 29.1 1.6 66.4 59.6 84.9 90.2 15.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
38 38 12 90 76 133 121
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,952,773
COMMITMENTS
725,791 479,564 92,840 1797831 1897659 2616462 2470063 336,311 482,710
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 168,158)
49,943 17,405 33,914 53,938 88,971 137,795 140,290 30,363 27,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 16.2 3.1 60.9 64.3 88.6 83.7 11.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
68 75 49 119 124 213 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,594,270
COMMITMENTS
214,719 362,083 33,210 1143487 936,074 1391416 1331367 202,854 262,903
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -57,058)
7,350 14,900 -13,427 -20,514 -15,368 -26,591 -13,895 -30,467 -43,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 22.7 2.1 71.7 58.7 87.3 83.5 12.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
45 42 21 84 88 138 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 470,360
COMMITMENTS
93,160 148,290 56,443 285,452 241,193 435,055 445,926 35,305 24,434
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 18,194)
12,949 -8,969 -1,140 7,540 24,097 19,349 13,988 -1,155 4,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 31.5 12.0 60.7 51.3 92.5 94.8 7.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
26 26 32 48 41 94 80
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 8,458
COMMITMENTS
1,727 1,534 209 1,034 4,449 2,970 6,192 5,488 2,266
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 18.1 2.5 12.2 52.6 35.1 73.2 64.9 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 6 2 3 6 10 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,638
COMMITMENTS
4,952 4,602 459 3,078 10,931 8,489 15,992 13,149 5,646
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -2,190)
-1,379 -1,582 10 -542 -1,651 -1,911 -3,223 -279 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 21.3 2.1 14.2 50.5 39.2 73.9 60.8 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 11 3 6 10 22 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,042
COMMITMENTS
23,825 10,758 4,496 20,840 35,827 49,161 51,081 10,881 8,961
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 7,483)
-1,180 -1,339 3,118 3,528 4,589 5,466 6,368 2,017 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 17.9 7.5 34.7 59.7 81.9 85.1 18.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
37 18 21 19 19 64 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 147,435
COMMITMENTS
32,978 51,909 9,941 86,564 62,875 129,483 124,725 17,952 22,710
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 14,177)
1,190 -8,470 5,834 1,708 16,267 8,732 13,631 5,445 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 35.2 6.7 58.7 42.6 87.8 84.6 12.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
37 51 31 32 32 88 96
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 67,310
COMMITMENTS
1,602 22,583 351 65,118 41,802 67,071 64,736 239 2,574
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,759)
-157 -856 -113 3,007 3,357 2,737 2,388 22 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 33.6 0.5 96.7 62.1 99.6 96.2 0.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 12 3 14 7 20 22
Updated June 15, 2007