WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 528,433
COMMITMENTS
103,989 57,704 148,252 233,404 252,958 485,645 458,913 42,788 69,519
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 25,094)
6,834 -278 5,437 7,718 14,643 19,989 19,802 5,105 5,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 10.9 28.1 44.2 47.9 91.9 86.8 8.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
119 116 146 82 117 305 291
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,851,543
COMMITMENTS
301,165 65,127 557,199 765,609 946,838 1623972 1569164 227,571 282,379
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -2,068)
30,521 -2,287 -10,127 -18,411 11,427 1,983 -987 -4,050 -1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 3.5 30.1 41.3 51.1 87.7 84.7 12.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 821)
239 128 257 323 382 669 687
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 18,940
COMMITMENTS
7,081 72 1,045 7,011 15,934 15,137 17,051 3,803 1,890
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,086)
-368 -1,332 -318 128 921 -558 -730 -527 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 0.4 5.5 37.0 84.1 79.9 90.0 20.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
29 3 8 19 18 52 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 736,533
COMMITMENTS
154,112 21,778 234,272 266,821 376,441 655,205 632,491 81,327 104,042
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 14,219)
-2,166 -4,675 13,962 4,350 2,087 16,147 11,375 -1,928 2,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 3.0 31.8 36.2 51.1 89.0 85.9 11.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
206 98 211 141 181 454 422
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 354,553
COMMITMENTS
88,141 10,649 68,402 168,222 256,750 324,765 335,801 29,787 18,752
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -4,574)
-1,314 -956 2,490 -782 -2,989 393 -1,454 -4,967 -3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.0 19.3 47.4 72.4 91.6 94.7 8.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
82 27 53 73 72 187 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,213,521
COMMITMENTS
161,033 266,243 120,754 773,549 617,197 1055335 1004193 158,186 209,328
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 9,945)
8,522 6,622 -27,596 28,897 34,783 9,823 13,809 122 -3,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 21.9 10.0 63.7 50.9 87.0 82.8 13.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
40 55 53 88 93 152 177
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 247,226
COMMITMENTS
59,452 14,735 44,785 95,756 162,624 199,993 222,145 47,233 25,081
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,089)
5,012 972 4,554 -4,380 -4,214 5,187 1,313 -4,098 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 6.0 18.1 38.7 65.8 80.9 89.9 19.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
66 33 48 61 64 160 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 17,483
COMMITMENTS
5,394 1,744 1,673 7,724 12,607 14,791 16,024 2,692 1,459
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -549)
1,140 -644 71 -1,064 635 147 62 -695 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 10.0 9.6 44.2 72.1 84.6 91.7 15.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 13 14 31 23 64 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 953,730
COMMITMENTS
169,741 244,520 12,394 643,968 609,962 826,103 866,877 127,627 86,853
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -31,571)
3,898 -39,795 -4,318 -9,756 22,574 -10,176 -21,540 -21,395 -10,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 25.6 1.3 67.5 64.0 86.6 90.9 13.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
46 33 19 94 78 147 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,691,375
COMMITMENTS
732,860 487,724 449,206 2177970 2250167 3360036 3187097 331,339 504,278
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -195,177)
5,043 3,345 -67,179 -98,885 -110,511 -161,020 -174,344 -34,157 -20,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 13.2 12.2 59.0 61.0 91.0 86.3 9.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
62 91 90 152 155 264 287
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,926,736
COMMITMENTS
183,938 395,060 218,938 1308338 1034088 1711214 1648086 215,522 278,650
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -20,688)
31,367 41,851 -25,522 -27,211 -39,281 -21,366 -22,952 678 2,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 20.5 11.4 67.9 53.7 88.8 85.5 11.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
39 53 44 99 95 162 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 718,065
COMMITMENTS
119,290 169,763 201,433 363,860 324,453 684,583 695,649 33,482 22,417
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 29,508)
1,769 10,435 7,518 25,624 17,514 34,912 35,468 -5,404 -5,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 23.6 28.1 50.7 45.2 95.3 96.9 4.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
38 34 50 53 53 120 109
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 22,075
COMMITMENTS
3,178 4,673 935 2,952 10,479 7,065 16,086 15,011 5,989
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,093)
-1,759 204 -102 -132 -786 -1,993 -684 900 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 21.2 4.2 13.4 47.5 32.0 72.9 68.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 13 5 9 10 22 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 34,492
COMMITMENTS
11,429 12,937 1,010 15,604 12,086 28,043 26,033 6,449 8,458
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -29,696)
-13,539 1,340 -4,918 -6,188 -24,643 -24,644 -28,221 -5,052 -1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 37.5 2.9 45.2 35.0 81.3 75.5 18.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 16 10 17 9 42 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 79,977
COMMITMENTS
27,481 24,039 1,782 37,458 43,250 66,721 69,071 13,256 10,906
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -72,768)
-5,876 -28,346 -9,453 -52,246 -22,327 -67,575 -60,125 -5,193 -12,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 30.1 2.2 46.8 54.1 83.4 86.4 16.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
33 35 15 20 23 61 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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