WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,426
COMMITMENTS
80,439 77,439 42,781 185,122 163,997 308,342 284,217 23,084 47,209
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -290)
3,641 -4,704 692 -3,311 3,198 1,022 -814 -1,312 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 23.4 12.9 55.9 49.5 93.0 85.8 7.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
97 107 92 68 107 227 262
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,296,404
COMMITMENTS
362,658 116,590 196,428 616,291 754,912 1175377 1067930 121,027 228,474
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -3,818)
-31,703 1,465 13,972 12,414 -19,603 -5,317 -4,166 1,499 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 9.0 15.2 47.5 58.2 90.7 82.4 9.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
195 145 184 192 355 484 620
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,188
COMMITMENTS
3,217 454 387 9,700 14,098 13,304 14,939 2,884 1,249
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -443)
-730 -19 -67 511 -592 -286 -678 -157 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 2.8 2.4 59.9 87.1 82.2 92.3 17.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 4 7 16 16 39 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,191
COMMITMENTS
141,798 37,636 59,544 184,026 258,411 385,368 355,591 45,823 75,600
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -28,133)
-11,396 277 2,163 -7,995 -23,724 -17,228 -21,284 -10,905 -6,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 8.7 13.8 42.7 59.9 89.4 82.5 10.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499)
156 112 125 106 191 333 382
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,921
COMMITMENTS
18,259 3,252 868 2 3,171 19,129 7,291 2,792 14,630
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 484)
367 50 207 0 44 574 301 -90 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.3 14.8 4.0 0.0 14.5 87.3 33.3 12.7 66.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 8 4 1 9 13 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,321
COMMITMENTS
43,897 21,571 53,268 137,827 167,439 234,992 242,278 25,329 18,043
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,717)
-995 3,684 -309 1,515 -8,400 211 -5,025 -1,928 3,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 8.3 20.5 52.9 64.3 90.3 93.1 9.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
48 28 57 68 56 156 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 883,247
COMMITMENTS
150,372 193,598 3,428 608,543 506,411 762,343 703,437 120,904 179,810
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -35,849)
-11,550 -7,829 -124 -11,486 -27,311 -23,160 -35,264 -12,689 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 21.9 0.4 68.9 57.3 86.3 79.6 13.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
29 53 17 66 80 104 141
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 202,095
COMMITMENTS
54,462 11,799 35,228 76,872 135,822 166,562 182,849 35,533 19,246
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -15,579)
-8,346 4,201 -5,336 1,629 -14,855 -12,053 -15,990 -3,526 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 5.8 17.4 38.0 67.2 82.4 90.5 17.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
69 24 61 64 57 167 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,010
COMMITMENTS
2,527 895 377 7,799 10,474 10,703 11,746 2,307 1,264
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -115)
-105 32 -68 391 -198 218 -234 -333 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 6.9 2.9 59.9 80.5 82.3 90.3 17.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 6 7 23 20 41 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 865,506
COMMITMENTS
154,779 202,130 6,107 597,609 570,992 758,495 779,229 107,011 86,277
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -31,325)
-24,099 -15,143 -583 3,212 -10,614 -21,470 -26,340 -9,855 -4,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 23.4 0.7 69.0 66.0 87.6 90.0 12.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
36 41 16 82 99 126 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,779,735
COMMITMENTS
263,760 372,776 36,709 1169364 1001143 1469833 1410628 309,902 369,107
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -29,392)
-15,285 50,154 7,552 -13,127 -101,047 -20,860 -43,341 -8,532 13,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 20.9 2.1 65.7 56.3 82.6 79.3 17.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
49 70 37 109 111 176 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,577,141
COMMITMENTS
358,527 230,668 30,709 973,408 1076659 1362644 1338036 214,497 239,105
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -11,907)
-38,167 15,883 22,223 14,072 -60,333 -1,872 -22,227 -10,035 10,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 14.6 1.9 61.7 68.3 86.4 84.8 13.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
32 46 14 86 78 125 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 637,046
COMMITMENTS
296,870 38,191 20,784 273,654 545,966 591,308 604,941 45,738 32,105
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 4,767)
-4,107 -1,853 544 11,383 10,924 7,820 9,615 -3,053 -4,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 6.0 3.3 43.0 85.7 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
46 13 22 52 49 103 80
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,538
COMMITMENTS
3,630 2,011 1,035 1,549 5,987 6,214 9,033 5,324 2,505
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -304)
-755 932 269 388 -1,088 -98 113 -206 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 17.4 9.0 13.4 51.9 53.9 78.3 46.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 6 5 3 5 15 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,819
COMMITMENTS
14,389 14,387 1,042 11,825 8,049 27,256 23,478 4,563 8,341
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -344)
1,752 -322 41 -770 -546 1,023 -827 -1,367 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 45.2 3.3 37.2 25.3 85.7 73.8 14.3 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 17 6 11 7 36 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,827
COMMITMENTS
48,329 40,359 2,531 40,983 52,046 91,843 94,936 19,984 16,891
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -2,120)
-1,718 -2,866 809 -685 -1,628 -1,594 -3,685 -526 1,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 36.1 2.3 36.6 46.5 82.1 84.9 17.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 48 11 25 22 68 76
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,918
COMMITMENTS
15,484 7,585 646 41,569 49,499 57,699 57,730 219 188
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,459)
-244 329 -127 1,882 1,261 1,511 1,463 -52 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 13.1 1.1 71.8 85.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 14 2 14 10 25 25
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 60,715
COMMITMENTS
18,742 560 68 41,889 59,839 60,699 60,467 16 248
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,038)
1,411 -1,235 68 564 3,217 2,043 2,050 -5 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 0.9 0.1 69.0 98.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 8 1 10 11 17 20
Updated July 25, 2008