WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 438,234
COMMITMENTS
72,581 72,898 124,901 213,582 188,400 411,065 386,199 27,170 52,035
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 321)
1,626 -5,555 2,237 -2,066 3,582 1,797 265 -1,476 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 16.6 28.5 48.7 43.0 93.8 88.1 6.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
104 125 141 84 112 280 303
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,058,725
COMMITMENTS
248,508 93,734 737,665 915,436 948,978 1901610 1780377 157,116 278,349
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 32,449)
-26,061 -1,563 44,589 14,018 -15,731 32,545 27,295 -96 5,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 4.6 35.8 44.5 46.1 92.4 86.5 7.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 845)
204 174 284 279 401 631 740
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 17,468
COMMITMENTS
2,922 671 1,058 10,419 14,291 14,399 16,019 3,069 1,448
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 91)
-803 132 184 887 -501 269 -185 -177 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.8 6.1 59.6 81.8 82.4 91.7 17.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 7 9 17 16 42 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 607,051
COMMITMENTS
119,152 32,236 193,948 241,062 297,106 554,162 523,290 52,888 83,761
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -24,411)
-16,213 1,766 5,810 -2,065 -24,578 -12,467 -17,001 -11,944 -7,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 5.3 31.9 39.7 48.9 91.3 86.2 8.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
172 122 194 124 202 392 444
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 310,471
COMMITMENTS
36,302 22,421 88,804 156,878 178,669 281,984 289,894 28,487 20,577
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 6,717)
-2,306 5,532 6,113 5,895 -7,600 9,702 4,045 -2,985 2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 7.2 28.6 50.5 57.5 90.8 93.4 9.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
49 31 66 72 65 165 142
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,038,339
COMMITMENTS
151,762 177,922 82,924 662,299 575,266 896,985 836,111 141,354 202,228
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -47,404)
-12,455 -9,010 -14,602 -15,940 -21,763 -42,997 -45,375 -4,407 -2,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 17.1 8.0 63.8 55.4 86.4 80.5 13.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
39 51 52 81 96 146 173
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 231,748
COMMITMENTS
49,383 10,163 57,827 85,727 142,774 192,937 210,764 38,811 20,984
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -16,584)
-9,469 4,963 -5,289 2,449 -16,295 -12,309 -16,621 -4,275 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.4 25.0 37.0 61.6 83.3 90.9 16.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
74 21 69 66 65 172 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 13,689
COMMITMENTS
2,446 966 760 8,138 10,535 11,343 12,260 2,346 1,429
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -64)
-98 78 -72 445 -217 276 -210 -340 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 7.1 5.5 59.4 77.0 82.9 89.6 17.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 11 8 24 21 44 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 908,778
COMMITMENTS
152,623 197,139 32,393 614,301 591,110 799,317 820,643 109,461 88,135
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -43,805)
-24,672 -16,508 -7,161 254 -13,605 -31,579 -37,274 -12,226 -6,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 21.7 3.6 67.6 65.0 88.0 90.3 12.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
38 42 31 88 104 141 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,416,904
COMMITMENTS
246,207 341,632 365,428 1467162 1304684 2078797 2011744 338,107 405,160
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -98,385)
-13,299 72,997 -29,422 -53,019 -158,233 -95,739 -114,657 -2,646 16,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 14.1 15.1 60.7 54.0 86.0 83.2 14.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
45 78 74 125 140 219 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,754,270
COMMITMENTS
354,281 202,939 122,874 1057382 1183491 1534537 1509305 219,733 244,966
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -26,176)
-35,223 8,530 25,557 -4,886 -66,835 -14,552 -32,748 -11,624 6,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 11.6 7.0 60.3 67.5 87.5 86.0 12.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
40 40 36 98 95 153 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 868,952
COMMITMENTS
299,885 40,271 173,586 346,320 619,336 819,791 833,193 49,161 35,759
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -12,196)
-1,361 -1,455 -9,052 2,937 4,307 -7,476 -6,199 -4,721 -5,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 4.6 20.0 39.9 71.3 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
51 18 38 61 57 121 105
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 12,684
COMMITMENTS
3,583 1,890 1,988 1,549 5,987 7,121 9,865 5,564 2,819
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -326)
-927 811 427 388 -1,088 -111 150 -214 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 14.9 15.7 12.2 47.2 56.1 77.8 43.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 5 6 3 5 15 14
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 32,414
COMMITMENTS
14,387 14,467 1,184 11,925 8,170 27,497 23,821 4,918 8,594
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,023)
1,770 -572 -159 -872 -685 739 -1,415 -1,762 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 44.6 3.7 36.8 25.2 84.8 73.5 15.2 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 18 8 11 8 38 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 121,827
COMMITMENTS
47,607 40,184 4,636 49,389 59,857 101,631 104,676 20,196 17,151
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -5,092)
-2,210 -2,096 -583 -1,360 -3,990 -4,152 -6,669 -940 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 33.0 3.8 40.5 49.1 83.4 85.9 16.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
39 48 19 26 24 75 81
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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