WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 362,126
COMMITMENTS
83,236 85,643 53,968 194,200 170,893 331,404 310,504 30,722 51,622
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,994)
-4,234 -4,209 1,252 455 3,836 -2,527 879 4,521 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 23.7 14.9 53.6 47.2 91.5 85.7 8.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
99 105 117 70 106 257 273
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,425,629
COMMITMENTS
456,342 126,127 188,185 631,138 866,612 1275665 1180924 149,964 244,705
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 13,078)
-21,823 6,788 16,767 18,176 -7,271 13,120 16,284 -42 -3,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 8.8 13.2 44.3 60.8 89.5 82.8 10.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 837)
243 129 196 221 365 573 626
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,024
COMMITMENTS
3,930 374 363 9,371 14,930 13,664 15,667 3,360 1,357
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 907)
472 -93 54 -54 774 472 735 435 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 2.2 2.1 55.0 87.7 80.3 92.0 19.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 4 5 17 16 41 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,179
COMMITMENTS
170,109 42,403 74,118 203,573 302,981 447,800 419,502 55,379 83,677
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 13,593)
4,083 2,980 6,419 2,295 2,019 12,797 11,418 796 2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 8.4 14.7 40.5 60.2 89.0 83.4 11.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
170 107 138 109 194 353 388
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,975
COMMITMENTS
18,441 2,715 1,218 2 3,695 19,661 7,628 3,314 15,347
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -1,199)
-1,100 21 1 0 -92 -1,099 -70 -100 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.3 11.8 5.3 0.0 16.1 85.6 33.2 14.4 66.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 10 11 1 10 14 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 268,341
COMMITMENTS
48,662 24,291 60,044 128,811 168,124 237,517 252,459 30,824 15,882
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 6,462)
3,234 -2,240 9,417 -5,011 -69 7,640 7,108 -1,178 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 9.1 22.4 48.0 62.7 88.5 94.1 11.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
64 28 55 62 54 158 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 872,237
COMMITMENTS
103,866 180,705 14,694 656,551 497,380 775,111 692,779 97,126 179,458
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 3,539)
-1,296 11,660 2,024 11,036 -1,794 11,764 11,890 -8,225 -8,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 20.7 1.7 75.3 57.0 88.9 79.4 11.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
30 46 23 72 72 116 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,910
COMMITMENTS
64,121 6,696 35,751 85,753 163,426 185,625 205,873 37,285 17,037
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 15,381)
8,752 -240 7,157 -1,452 9,078 14,457 15,995 924 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 3.0 16.0 38.5 73.3 83.3 92.4 16.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
78 25 56 68 67 175 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,877
COMMITMENTS
4,517 864 840 8,960 14,678 14,317 16,382 3,560 1,495
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -45)
68 150 49 -277 -278 -160 -79 115 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 4.8 4.7 50.1 82.1 80.1 91.6 19.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 10 12 34 25 60 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 917,821
COMMITMENTS
168,756 144,691 5,126 638,435 640,339 812,317 790,156 105,504 127,665
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -46,255)
-9,619 -44,865 -9,208 -30,885 -7,966 -49,712 -62,039 3,457 15,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 15.8 0.6 69.6 69.8 88.5 86.1 11.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
36 37 13 93 82 135 126
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,965,019
COMMITMENTS
302,610 308,638 47,059 1348638 1189848 1698307 1545545 266,712 419,474
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -69,605)
-17,178 12,546 -6,556 -33,753 -98,109 -57,487 -92,119 -12,118 22,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 15.7 2.4 68.6 60.6 86.4 78.7 13.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
49 53 32 102 112 167 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,709,257
COMMITMENTS
461,219 155,625 35,171 995,488 1229025 1491878 1419821 217,379 289,436
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 31,727)
-6,064 -27,549 -2,535 32,023 48,599 23,424 18,515 8,303 13,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 9.1 2.1 58.2 71.9 87.3 83.1 12.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
34 34 15 85 71 124 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 746,411
COMMITMENTS
334,792 33,938 36,802 310,997 628,209 682,591 698,949 63,820 47,462
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 122,594)
103,983 16,675 -11,369 19,354 107,229 111,968 112,535 10,626 10,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 4.5 4.9 41.7 84.2 91.4 93.6 8.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
54 14 34 61 51 125 91
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,440
COMMITMENTS
17,464 14,559 4,602 17,818 20,195 39,884 39,356 10,556 11,084
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 17,203)
1,201 1,058 4,108 6,659 6,373 11,968 11,539 5,235 5,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 28.9 9.1 35.3 40.0 79.1 78.0 20.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 23 16 14 14 43 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 138,556
COMMITMENTS
39,434 51,190 15,268 66,674 55,730 121,376 122,188 17,180 16,368
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 30,220)
356 4,356 13,749 13,133 10,245 27,238 28,350 2,982 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 36.9 11.0 48.1 40.2 87.6 88.2 12.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
44 44 31 31 27 87 90
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 51,844
COMMITMENTS
13,236 5,964 857 37,375 44,670 51,468 51,491 376 353
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -10,870)
-1,475 2,500 -367 -8,955 -12,767 -10,797 -10,634 -73 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 11.5 1.7 72.1 86.2 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 12 3 16 11 26 25
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,515
COMMITMENTS
17,096 2,891 0 42,413 56,374 59,509 59,265 6 250
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -11,114)
1,320 305 -2,121 -7,664 -4,251 -8,465 -6,067 -2,649 -5,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 4.9 0.0 71.3 94.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 0 11 9 16 15
Updated June 20, 2008