WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 506,539
COMMITMENTS
81,496 77,475 157,244 231,094 211,809 469,834 446,528 36,705 60,011
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 3,191)
-2,653 -6,186 736 364 6,879 -1,554 1,428 4,745 1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 15.3 31.0 45.6 41.8 92.8 88.2 7.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
108 116 155 81 116 295 311
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,337,654
COMMITMENTS
333,874 69,216 854,561 941,515 1116529 2129949 2040306 207,705 297,347
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 110,426)
-16,876 3,976 86,762 38,808 22,840 108,694 113,578 1,732 -3,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.0 36.6 40.3 47.8 91.1 87.3 8.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 885)
248 155 316 293 409 690 773
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 17,901
COMMITMENTS
3,623 375 1,001 9,642 15,096 14,266 16,472 3,635 1,429
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 919)
647 -56 30 -310 840 367 814 552 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 2.1 5.6 53.9 84.3 79.7 92.0 20.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 7 9 20 17 47 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 733,117
COMMITMENTS
146,547 26,919 258,397 260,673 351,480 665,616 636,795 67,500 96,322
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 33,924)
-29 1,030 22,749 9,084 7,301 31,804 31,080 2,120 2,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.7 35.2 35.6 47.9 90.8 86.9 9.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
178 137 205 134 209 417 465
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 325,169
COMMITMENTS
44,727 18,360 98,581 146,140 188,971 289,448 305,912 35,722 19,258
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 7,917)
4,080 -4,005 9,216 -4,666 3,142 8,630 8,353 -712 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.6 30.3 44.9 58.1 89.0 94.1 11.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
68 28 63 64 65 165 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,014,876
COMMITMENTS
106,331 174,335 90,658 702,480 555,728 899,469 820,720 115,407 194,156
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,280)
-1,651 12,633 -2,814 12,353 1,728 7,888 11,547 -6,608 -10,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 17.2 8.9 69.2 54.8 88.6 80.9 11.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
37 51 57 81 88 151 164
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 258,011
COMMITMENTS
63,250 4,592 58,502 94,786 175,935 216,539 239,029 41,473 18,982
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 20,807)
11,572 -1,658 9,815 -2,075 12,862 19,312 21,018 1,495 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 1.8 22.7 36.7 68.2 83.9 92.6 16.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
78 27 64 71 74 180 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 19,595
COMMITMENTS
3,930 844 2,032 9,965 15,103 15,927 17,979 3,668 1,615
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -290)
93 58 -22 -503 -289 -431 -253 141 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.3 10.4 50.9 77.1 81.3 91.8 18.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 14 16 35 27 66 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 947,964
COMMITMENTS
167,653 142,251 22,969 649,297 652,702 839,919 817,922 108,045 130,042
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -38,548)
-11,881 -47,397 -3,134 -27,693 -4,457 -42,707 -54,988 4,159 16,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 15.0 2.4 68.5 68.9 88.6 86.3 11.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
37 38 27 96 90 147 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,643,285
COMMITMENTS
254,665 276,399 417,796 1674830 1495716 2347291 2189911 295,994 453,374
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -63,493)
-33,677 6,893 3,346 -19,440 -95,358 -49,771 -85,119 -13,722 21,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 10.5 15.8 63.4 56.6 88.8 82.8 11.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
36 69 74 122 139 208 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,874,382
COMMITMENTS
455,386 147,646 117,729 1075967 1313210 1649083 1578585 225,299 295,796
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 57,188)
-6,620 -31,651 13,366 39,346 61,960 46,092 43,675 11,095 13,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 7.9 6.3 57.4 70.1 88.0 84.2 12.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
38 31 34 90 85 140 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 872,490
COMMITMENTS
334,169 35,577 119,436 351,648 666,405 805,253 821,417 67,237 51,073
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 139,541)
99,028 13,908 2,708 25,973 112,227 127,709 128,843 11,831 10,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 4.1 13.7 40.3 76.4 92.3 94.1 7.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
56 18 43 69 56 138 106
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 51,717
COMMITMENTS
17,464 14,646 4,960 17,980 20,361 40,404 39,967 11,313 11,750
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 17,317)
1,201 1,086 4,182 6,675 6,400 12,058 11,668 5,260 5,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 28.3 9.6 34.8 39.4 78.1 77.3 21.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 24 18 14 14 45 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 147,604
COMMITMENTS
38,881 50,820 18,182 72,819 61,985 129,882 130,987 17,722 16,617
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 30,285)
133 4,458 14,009 13,107 9,999 27,249 28,466 3,036 1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 34.4 12.3 49.3 42.0 88.0 88.7 12.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
47 43 36 31 28 90 95
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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