WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 410,943
COMMITMENTS
107,300 74,264 58,259 206,514 215,436 372,073 347,959 38,870 62,984
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 19,101)
11,528 2,196 -4,285 6,389 17,002 13,632 14,913 5,469 4,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 18.1 14.2 50.3 52.4 90.5 84.7 9.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
120 102 112 67 110 269 259
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,265,090
COMMITMENTS
380,306 112,914 137,824 581,321 793,894 1099451 1044632 165,639 220,458
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 5,250)
24,504 9,202 -16,224 -5,242 12,457 3,038 5,435 2,212 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 8.9 10.9 46.0 62.8 86.9 82.6 13.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 780)
202 139 179 245 349 548 596
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,902
COMMITMENTS
7,517 121 266 6,367 15,772 14,150 16,159 3,752 1,743
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,046)
-379 -1,348 -310 151 998 -538 -660 -508 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 0.7 1.5 35.6 88.1 79.0 90.3 21.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
28 3 6 18 17 50 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 564,214
COMMITMENTS
189,883 47,349 98,457 214,578 334,033 502,918 479,839 61,296 84,375
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 8,667)
2,353 -967 6,337 1,886 1,009 10,576 6,379 -1,909 2,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 8.4 17.5 38.0 59.2 89.1 85.0 10.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
188 84 151 111 173 386 367
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,744
COMMITMENTS
15,746 1,545 1,045 0 1,413 16,791 4,003 2,953 15,741
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,812)
-1,892 -3,432 199 0 41 -1,693 -3,192 -119 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.8 7.8 5.3 0.0 7.2 85.0 20.3 15.0 79.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 8 10 0 5 17 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 306,437
COMMITMENTS
88,227 15,243 43,568 146,537 230,422 278,332 289,233 28,105 17,204
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -5,057)
-1,206 224 2,138 -1,193 -4,320 -261 -1,958 -4,796 -3,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 5.0 14.2 47.8 75.2 90.8 94.4 9.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
84 23 46 66 61 176 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,008,422
COMMITMENTS
157,107 273,923 9,540 702,193 534,374 868,840 817,837 139,582 190,585
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 31,825)
7,329 7,266 -6,607 39,623 38,032 40,345 38,691 -8,520 -6,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 27.2 0.9 69.6 53.0 86.2 81.1 13.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
32 57 20 70 84 110 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 220,726
COMMITMENTS
65,320 15,958 27,692 83,855 153,509 176,867 197,159 43,859 23,567
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,112)
5,465 1,952 3,740 -3,946 -4,351 5,259 1,341 -4,147 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 7.2 12.5 38.0 69.5 80.1 89.3 19.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
74 23 42 57 57 153 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,048
COMMITMENTS
5,476 1,810 747 7,341 12,139 13,564 14,696 2,484 1,352
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -391)
1,135 -664 171 -1,033 695 273 202 -664 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 11.3 4.7 45.7 75.6 84.5 91.6 15.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 10 12 28 23 59 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 948,914
COMMITMENTS
170,099 244,937 10,667 641,204 607,558 821,970 863,162 126,944 85,752
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -32,090)
4,532 -40,633 -4,608 -10,604 23,145 -10,680 -22,096 -21,410 -9,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 25.8 1.1 67.6 64.0 86.6 91.0 13.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
44 34 16 92 78 141 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,892,546
COMMITMENTS
769,510 524,206 61,541 1763762 1831812 2594813 2417559 297,733 474,987
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -60,227)
43,719 44,642 -31,299 -34,069 -65,847 -21,649 -52,504 -38,578 -7,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 18.1 2.1 61.0 63.3 89.7 83.6 10.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
67 79 47 119 128 207 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,613,462
COMMITMENTS
246,544 403,303 31,213 1133501 911,587 1411258 1346103 202,204 267,359
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 19,192)
31,825 41,220 -1,997 -9,986 -24,487 19,842 14,736 -650 4,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 25.0 1.9 70.3 56.5 87.5 83.4 12.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
42 48 17 86 86 138 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 483,275
COMMITMENTS
91,442 152,132 58,802 303,489 254,440 453,733 465,374 29,542 17,901
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 12,915)
-1,718 3,842 2,359 18,037 13,247 18,678 19,448 -5,763 -6,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 31.5 12.2 62.8 52.6 93.9 96.3 6.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
31 27 34 48 45 99 87
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,600
COMMITMENTS
3,179 4,805 393 2,803 10,124 6,375 15,322 14,225 5,278
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,038)
-1,773 203 -66 -275 -807 -2,114 -670 1,076 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 23.3 1.9 13.6 49.1 30.9 74.4 69.1 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 12 3 8 9 19 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,575
COMMITMENTS
11,481 12,899 38 14,981 11,961 26,500 24,898 6,075 7,677
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -27,467)
-12,344 2,141 -4,458 -5,859 -23,866 -22,661 -26,183 -4,806 -1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 39.6 0.1 46.0 36.7 81.4 76.4 18.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 12 5 15 9 37 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,242
COMMITMENTS
27,512 23,785 770 34,894 41,286 63,176 65,841 13,066 10,401
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -71,193)
-5,466 -28,124 -9,171 -51,670 -21,589 -66,307 -58,884 -4,886 -12,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 31.2 1.0 45.8 54.2 82.9 86.4 17.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 33 4 19 21 52 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,068
COMMITMENTS
1,799 13,625 304 54,715 40,825 56,818 54,754 250 2,314
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -10,242)
197 -8,958 -47 -10,403 -977 -10,253 -9,982 11 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 23.9 0.5 95.9 71.5 99.6 95.9 0.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 11 3 15 7 22 20
Updated June 22, 2007