WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,028
COMMITMENTS
76,830 74,763 44,923 181,767 158,671 303,520 278,357 25,508 50,671
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -2,398)
-3,609 -2,676 2,142 -3,355 -5,326 -4,822 -5,860 2,424 3,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 22.7 13.7 55.2 48.2 92.2 84.6 7.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
99 102 94 65 107 222 262
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,227,875
COMMITMENTS
354,708 96,015 184,961 573,648 718,572 1113317 999,548 114,558 228,327
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -68,529)
-7,950 -20,575 -11,467 -42,643 -36,340 -62,060 -68,382 -6,469 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 7.8 15.1 46.7 58.5 90.7 81.4 9.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
192 135 176 188 351 471 608
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,596
COMMITMENTS
2,866 494 485 9,794 13,252 13,145 14,231 2,451 1,365
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -592)
-351 40 98 94 -846 -159 -708 -433 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 3.2 3.1 62.8 85.0 84.3 91.2 15.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 4 7 16 16 38 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 398,492
COMMITMENTS
123,526 36,827 52,170 175,295 234,958 350,991 323,955 47,501 74,537
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -32,699)
-18,272 -809 -7,374 -8,731 -23,453 -34,377 -31,636 1,678 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 9.2 13.1 44.0 59.0 88.1 81.3 11.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 475)
139 107 115 105 190 308 372
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,925
COMMITMENTS
18,164 3,249 1,163 2 3,141 19,329 7,553 2,596 14,372
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 4)
-95 -3 295 0 -30 200 262 -196 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.8 14.8 5.3 0.0 14.3 88.2 34.4 11.8 65.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 10 10 1 9 16 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 251,699
COMMITMENTS
38,647 22,592 54,651 133,623 156,424 226,921 233,667 24,778 18,032
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -8,622)
-5,250 1,021 1,383 -4,204 -11,015 -8,071 -8,611 -551 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 9.0 21.7 53.1 62.1 90.2 92.8 9.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
50 34 66 65 58 159 143
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 848,661
COMMITMENTS
120,324 188,747 2,543 615,296 494,654 738,163 685,944 110,498 162,717
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -34,586)
-30,048 -4,851 -885 6,753 -11,757 -24,180 -17,493 -10,406 -17,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 22.2 0.3 72.5 58.3 87.0 80.8 13.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
26 53 15 63 77 96 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 182,993
COMMITMENTS
47,866 6,213 28,176 74,466 130,629 150,508 165,018 32,485 17,975
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -19,102)
-6,596 -5,586 -7,052 -2,406 -5,193 -16,054 -17,831 -3,048 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 3.4 15.4 40.7 71.4 82.2 90.2 17.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
61 16 47 64 65 155 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,964
COMMITMENTS
2,403 1,173 345 8,015 10,142 10,763 11,660 2,201 1,304
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -46)
-124 278 -32 216 -332 60 -86 -106 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 9.0 2.7 61.8 78.2 83.0 89.9 17.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 8 5 23 19 41 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 878,069
COMMITMENTS
147,747 205,813 6,683 612,657 577,477 767,087 789,973 110,982 88,096
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 12,563)
-7,032 3,683 576 15,048 6,485 8,592 10,744 3,971 1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 23.4 0.8 69.8 65.8 87.4 90.0 12.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
36 43 19 80 99 126 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,766,445
COMMITMENTS
231,008 358,960 38,649 1225063 1006756 1494720 1404365 271,725 362,080
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -13,290)
-32,752 -13,816 1,940 55,699 5,613 24,887 -6,263 -38,177 -7,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 20.3 2.2 69.4 57.0 84.6 79.5 15.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
44 66 38 107 107 168 194
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,515,217
COMMITMENTS
342,425 205,206 35,326 920,308 1058036 1298059 1298568 217,158 216,649
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -61,924)
-16,102 -25,462 4,617 -53,100 -18,623 -64,585 -39,468 2,661 -22,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 13.5 2.3 60.7 69.8 85.7 85.7 14.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
35 40 18 85 81 125 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 642,141
COMMITMENTS
299,544 37,019 22,398 270,223 549,022 592,165 608,439 49,976 33,702
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 5,095)
2,674 -1,172 1,614 -3,431 3,056 857 3,498 4,238 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 5.8 3.5 42.1 85.5 92.2 94.8 7.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
44 12 24 50 48 99 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,931
COMMITMENTS
14,961 14,259 1,010 11,805 8,229 27,776 23,498 4,155 8,433
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 112)
572 -128 -32 -20 180 520 20 -408 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 44.7 3.2 37.0 25.8 87.0 73.6 13.0 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 16 7 11 7 36 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,139
COMMITMENTS
50,688 39,695 2,570 38,308 56,129 91,566 98,394 20,573 13,745
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 312)
2,359 -664 39 -2,675 4,083 -277 3,458 589 -3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 35.4 2.3 34.2 50.1 81.7 87.7 18.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
48 43 13 24 23 77 74
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,161
COMMITMENTS
15,171 8,145 543 43,221 50,282 58,935 58,970 226 191
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,243)
-313 560 -103 1,652 783 1,236 1,240 7 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 13.8 0.9 73.1 85.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 14 2 13 11 24 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,488
COMMITMENTS
17,265 1,157 0 42,223 58,090 59,488 59,247 0 241
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,227)
-1,477 597 -68 334 -1,749 -1,211 -1,220 -16 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 1.9 0.0 71.0 97.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 9 0 9 11 14 20
Updated August 1, 2008