WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 502,832
COMMITMENTS
87,501 134,838 71,190 305,267 237,943 463,958 443,971 38,874 58,861
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,190)
10,354 2,814 -5,472 -2,936 3,564 1,946 906 244 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 26.8 14.2 60.7 47.3 92.3 88.3 7.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
125 149 140 78 101 291 326
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,239,243
COMMITMENTS
292,994 212,045 184,385 634,548 576,977 1111927 973,407 127,316 265,836
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 23,213)
-837 42,088 7,310 9,606 -27,310 16,079 22,088 7,134 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 17.1 14.9 51.2 46.6 89.7 78.5 10.3 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 687)
171 167 185 192 270 468 552
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,082
COMMITMENTS
2,588 4,383 1,010 11,769 11,377 15,367 16,770 3,715 2,312
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 434)
-14 45 479 -75 -256 390 268 44 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 23.0 5.3 61.7 59.6 80.5 87.9 19.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 15 6 18 12 35 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 475,862
COMMITMENTS
100,244 82,777 74,398 260,362 226,116 435,004 383,291 40,858 92,571
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 16,058)
4,850 10,450 6,483 6,258 1,601 17,591 18,534 -1,533 -2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 17.4 15.6 54.7 47.5 91.4 80.5 8.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
142 121 140 108 164 326 373
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,614
COMMITMENTS
14,296 1,060 188 44 3,476 14,528 4,724 4,086 13,890
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 285)
193 -220 4 -1 23 196 -193 89 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 5.7 1.0 0.2 18.7 78.0 25.4 22.0 74.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 5 8 2 9 17 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,474
COMMITMENTS
57,763 69,826 54,202 199,651 179,844 311,616 303,872 24,858 32,602
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 11,080)
-1,500 6,335 1,018 13,215 750 12,733 8,103 -1,653 2,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 20.8 16.1 59.3 53.4 92.6 90.3 7.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
56 81 81 64 57 179 191
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 677,581
COMMITMENTS
72,075 137,145 19,419 446,406 404,642 537,900 561,206 139,681 116,375
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -34,697)
-824 3,378 -13,141 -15,711 -26,473 -29,676 -36,236 -5,021 1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 20.2 2.9 65.9 59.7 79.4 82.8 20.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
28 26 15 63 74 101 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 139,614
COMMITMENTS
3,921 16,058 122 101,358 106,357 105,401 122,537 34,213 17,077
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -5,571)
0 -1,651 122 -4,583 1,685 -4,461 156 -1,110 -5,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 11.5 0.1 72.6 76.2 75.5 87.8 24.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 1 18 16 21 21
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,053
COMMITMENTS
1,272 795 456 8,972 9,624 10,700 10,875 353 178
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 668)
5 75 104 806 592 915 771 -247 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 7.2 4.1 81.2 87.1 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 6 3 16 14 25 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 174,770
COMMITMENTS
46,365 10,456 23,088 71,911 116,747 141,364 150,291 33,406 24,479
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 7,014)
2,335 -6,181 1,933 -215 11,112 4,053 6,864 2,961 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 6.0 13.2 41.1 66.8 80.9 86.0 19.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
62 23 55 62 68 151 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,730
COMMITMENTS
3,807 3,767 1,132 8,152 7,956 13,091 12,855 2,639 2,875
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 313)
250 -460 230 111 436 591 206 -278 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 23.9 7.2 51.8 50.6 83.2 81.7 16.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 17 15 25 23 56 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 887,452
COMMITMENTS
217,562 178,681 29,806 540,396 556,047 787,764 764,534 99,688 122,918
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -40,702)
-24,189 -7,673 8,003 -12,231 -34,136 -28,417 -33,806 -12,285 -6,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 20.1 3.4 60.9 62.7 88.8 86.1 11.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
27 51 15 68 112 104 169
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,807,396
COMMITMENTS
134,532 326,766 60,085 1343675 1108224 1538292 1495075 269,104 312,321
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -92,412)
-26,574 13,068 -28,204 -4,257 -79,709 -59,035 -94,845 -33,377 2,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 18.1 3.3 74.3 61.3 85.1 82.7 14.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
24 52 24 102 132 146 188
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 928,465
COMMITMENTS
146,117 95,442 31,330 553,754 575,174 731,201 701,946 197,264 226,519
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,202)
-11,165 -11,368 7,959 9,834 14,473 6,628 11,064 -4,426 -8,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 10.3 3.4 59.6 61.9 78.8 75.6 21.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
23 22 15 63 82 92 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 631,023
COMMITMENTS
151,242 18,161 55,684 391,207 507,052 598,133 580,897 32,890 50,126
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 22,379)
1,582 -1,998 5,284 15,741 17,231 22,607 20,517 -228 1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 2.9 8.8 62.0 80.4 94.8 92.1 5.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
25 16 29 52 56 89 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,926
COMMITMENTS
1,531 471 0 7,683 9,305 9,214 9,776 3,712 3,150
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 164)
324 -192 0 0 0 324 -192 -160 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 3.6 0.0 59.4 72.0 71.3 75.6 28.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 10 8 13 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,072
COMMITMENTS
11,462 12,649 794 49,735 46,462 61,991 59,905 13,081 15,167
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 30)
-1,485 1,906 542 1,084 -1,493 141 955 -111 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 16.8 1.1 66.2 61.9 82.6 79.8 17.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 15 9 29 31 55 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,776
COMMITMENTS
3,990 751 6 11,968 15,368 15,964 16,125 812 651
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,560)
791 0 0 351 1,268 1,142 1,268 418 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 4.5 0.0 71.3 91.6 95.2 96.1 4.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 7 1 9 18 13 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 45,155
COMMITMENTS
4,505 2,560 0 39,719 41,975 44,224 44,535 931 620
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 5,134)
505 249 0 4,491 4,819 4,996 5,068 138 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 5.7 0.0 88.0 93.0 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 0 6 17 13 21
Updated June 11, 2010