WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,348
COMMITMENTS
84,149 83,661 156,509 230,730 204,930 471,388 445,100 31,960 58,248
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -4,953)
2,585 5,447 1,277 -8,741 -11,414 -4,879 -4,690 -74 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 16.6 31.1 45.8 40.7 93.7 88.4 6.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
112 119 146 80 117 284 308
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,227,228
COMMITMENTS
350,749 65,240 767,799 902,706 1093689 2021255 1926728 205,973 300,500
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 95,371)
33,862 -4,588 56,468 -10,939 42,726 79,390 94,606 15,980 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 2.9 34.5 40.5 49.1 90.8 86.5 9.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 867)
250 143 294 295 411 669 754
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,982
COMMITMENTS
2,976 431 971 9,952 14,255 13,900 15,658 3,083 1,325
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -174)
141 -65 -96 32 230 77 69 -251 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 2.5 5.7 58.6 83.9 81.8 92.2 18.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 3 9 17 16 43 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 699,193
COMMITMENTS
146,576 25,889 235,647 251,589 344,179 633,813 605,715 65,380 93,478
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 35,169)
10,666 3,949 15,680 -122 16,413 26,224 36,042 8,946 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 3.7 33.7 36.0 49.2 90.6 86.6 9.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537)
180 117 198 135 214 405 459
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,174
COMMITMENTS
19,541 2,694 1,217 2 3,787 20,760 7,698 3,414 16,476
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 471)
952 558 -84 0 174 868 648 -397 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.8 11.1 5.0 0.0 15.7 85.9 31.8 14.1 68.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 10 12 1 10 19 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 317,252
COMMITMENTS
40,647 22,366 89,365 150,807 185,828 280,818 297,559 36,434 19,693
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 12,683)
1,391 2,175 5,169 3,707 5,410 10,266 12,754 2,417 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.0 28.2 47.5 58.6 88.5 93.8 11.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
55 35 60 64 66 157 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,013,596
COMMITMENTS
107,982 161,702 93,471 690,127 554,000 891,581 809,173 122,015 204,423
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -16,733)
-22,578 20,909 3,917 5,127 -33,513 -13,534 -8,686 -3,199 -8,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 16.0 9.2 68.1 54.7 88.0 79.8 12.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
39 48 62 81 88 151 168
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 237,204
COMMITMENTS
51,678 6,250 48,687 96,861 163,074 197,226 218,011 39,978 19,193
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 7,829)
6,305 -981 1,857 -7,236 4,774 926 5,649 6,904 2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.6 20.5 40.8 68.7 83.1 91.9 16.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
72 24 58 67 65 166 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,885
COMMITMENTS
3,837 786 2,054 10,468 15,392 16,359 18,232 3,527 1,653
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -587)
-399 -14 -73 -283 -548 -754 -635 167 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 4.0 10.3 52.6 77.4 82.3 91.7 17.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 13 15 37 27 65 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 986,512
COMMITMENTS
179,534 189,648 26,102 676,989 657,159 882,626 872,910 103,886 113,602
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -59,572)
-18,061 -67,323 7,871 -33,034 -7,143 -43,224 -66,595 -16,348 7,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 19.2 2.6 68.6 66.6 89.5 88.5 10.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
42 43 31 103 94 160 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,706,778
COMMITMENTS
288,342 269,506 414,450 1694270 1591073 2397063 2275030 309,715 431,748
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -16,822)
-31,133 5,511 70,344 -63,330 -73,185 -24,120 2,670 7,298 -19,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.0 15.3 62.6 58.8 88.6 84.0 11.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
51 62 71 123 141 211 238
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,817,194
COMMITMENTS
462,006 179,297 104,363 1036621 1251251 1602990 1534911 214,204 282,284
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -61,794)
-36,263 -8,210 2,109 -36,151 -62,357 -70,305 -68,459 8,511 6,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 9.9 5.7 57.0 68.9 88.2 84.5 11.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
32 44 35 81 85 132 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 732,950
COMMITMENTS
235,142 21,669 116,727 325,675 554,178 677,544 692,574 55,406 40,376
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 37,292)
28,434 -1,740 -8,221 14,962 48,727 35,175 38,766 2,117 -1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 3.0 15.9 44.4 75.6 92.4 94.5 7.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
56 10 40 65 52 126 97
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,400
COMMITMENTS
16,263 13,560 778 11,305 13,961 28,346 28,299 6,054 6,101
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,715)
-42 594 99 479 1,003 536 1,696 1,178 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 39.4 2.3 32.9 40.6 82.4 82.3 17.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 21 11 12 10 36 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,319
COMMITMENTS
38,748 46,362 4,173 59,712 51,986 102,632 102,521 14,686 14,798
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -3,756)
-1,086 -6,701 827 -3,684 -96 -3,943 -5,971 188 2,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 39.5 3.6 50.9 44.3 87.5 87.4 12.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
46 38 22 25 23 76 78
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 62,714
COMMITMENTS
14,711 3,464 1,224 46,330 57,437 62,265 62,125 449 589
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,427)
-778 -1,211 7 2,025 2,158 1,254 954 173 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.5 2.0 73.9 91.6 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 14 3 19 12 30 28
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 70,629
COMMITMENTS
15,776 2,586 2,121 50,077 60,625 67,974 65,332 2,655 5,297
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 25,391)
5,815 1,110 1,720 15,208 17,408 22,743 20,238 2,648 5,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.7 3.0 70.9 85.8 96.2 92.5 3.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 2 9 10 15 17
Updated June 13, 2008