WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 507,055
COMMITMENTS
88,428 144,045 72,206 306,069 231,908 466,703 448,159 40,352 58,896
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,223)
927 9,207 1,016 802 -6,035 2,745 4,188 1,478 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 28.4 14.2 60.4 45.7 92.0 88.4 8.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
121 151 144 79 98 291 327
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,209,610
COMMITMENTS
303,820 227,072 177,182 603,063 541,276 1084065 945,530 125,545 264,080
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -29,633)
10,826 15,027 -7,203 -31,485 -35,701 -27,862 -27,877 -1,771 -1,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 18.8 14.6 49.9 44.7 89.6 78.2 10.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
175 167 190 192 275 471 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,369
COMMITMENTS
2,228 1,738 776 10,589 11,456 13,593 13,970 2,776 2,399
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,713)
-360 -2,645 -234 -1,180 79 -1,774 -2,800 -939 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 10.6 4.7 64.7 70.0 83.0 85.3 17.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 10 6 17 13 33 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,514
COMMITMENTS
101,209 69,849 68,520 246,234 230,961 415,963 369,330 44,551 91,184
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -15,348)
965 -12,928 -5,878 -14,128 4,845 -19,041 -13,961 3,693 -1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 15.2 14.9 53.5 50.2 90.3 80.2 9.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
149 108 135 113 164 331 356
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 17,880
COMMITMENTS
14,386 745 278 37 3,606 14,701 4,629 3,179 13,251
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -734)
90 -315 90 -7 130 173 -95 -907 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 4.2 1.6 0.2 20.2 82.2 25.9 17.8 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 4 9 2 9 18 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 326,185
COMMITMENTS
57,948 66,211 52,802 186,831 174,556 297,581 293,569 28,604 32,616
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -10,289)
185 -3,615 -1,400 -12,820 -5,288 -14,035 -10,303 3,746 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 20.3 16.2 57.3 53.5 91.2 90.0 8.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
66 74 84 67 56 193 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 662,857
COMMITMENTS
85,535 134,550 15,699 424,925 400,733 526,159 550,982 136,698 111,875
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -14,724)
13,460 -2,595 -3,720 -21,481 -3,909 -11,741 -10,224 -2,983 -4,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 20.3 2.4 64.1 60.5 79.4 83.1 20.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
32 25 14 61 71 104 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 140,981
COMMITMENTS
5,921 17,966 48 98,285 105,390 104,254 123,404 36,727 17,577
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,367)
2,000 1,908 -74 -3,073 -967 -1,147 867 2,514 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 12.7 0.0 69.7 74.8 73.9 87.5 26.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 6 1 17 15 21 21
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,500
COMMITMENTS
1,301 829 516 9,219 9,868 11,036 11,213 464 287
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 447)
29 34 60 247 244 336 338 111 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 7.2 4.5 80.2 85.8 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 6 3 16 17 26 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 190,775
COMMITMENTS
60,132 13,856 18,863 74,780 134,441 153,775 167,160 37,000 23,615
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 16,005)
13,767 3,400 -4,225 2,869 17,694 12,411 16,869 3,594 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 7.3 9.9 39.2 70.5 80.6 87.6 19.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
61 29 51 59 64 150 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,153
COMMITMENTS
3,793 3,847 917 7,728 7,859 12,438 12,623 2,715 2,530
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -577)
-14 80 -215 -424 -97 -653 -232 76 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 25.4 6.1 51.0 51.9 82.1 83.3 17.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 19 14 24 22 53 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 884,456
COMMITMENTS
213,227 172,308 29,777 539,860 557,873 782,864 759,958 101,592 124,498
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,996)
-4,335 -6,373 -29 -536 1,826 -4,900 -4,576 1,904 1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 19.5 3.4 61.0 63.1 88.5 85.9 11.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
21 55 17 65 117 99 177
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,764,800
COMMITMENTS
137,675 295,262 43,997 1267006 1069769 1448678 1409028 316,122 355,772
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -42,596)
3,143 -31,504 -16,088 -76,669 -38,455 -89,614 -86,047 47,018 43,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 16.7 2.5 71.8 60.6 82.1 79.8 17.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
29 48 20 99 131 144 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 940,220
COMMITMENTS
144,731 111,231 26,213 582,885 572,351 753,829 709,795 186,391 230,425
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 11,755)
-1,386 15,789 -5,117 29,131 -2,823 22,628 7,849 -10,873 3,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 11.8 2.8 62.0 60.9 80.2 75.5 19.8 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
22 26 15 62 82 92 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 649,324
COMMITMENTS
164,864 18,876 58,529 389,627 513,135 613,020 590,540 36,304 58,784
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 18,301)
13,622 715 2,845 -1,580 6,083 14,887 9,643 3,414 8,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 2.9 9.0 60.0 79.0 94.4 90.9 5.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
25 13 29 51 54 89 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,170
COMMITMENTS
5,369 4,621 4,149 42,146 40,673 51,663 49,443 10,507 12,727
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 7.4 6.7 67.8 65.4 83.1 79.5 16.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 12 14 39 41 69 63
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,996
COMMITMENTS
1,599 922 1,077 9,105 10,511 11,781 12,510 4,215 3,486
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3,070)
68 451 1,077 1,422 1,206 2,567 2,734 503 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 5.8 6.7 56.9 65.7 73.6 78.2 26.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 5 9 12 16 20
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,347
COMMITMENTS
11,037 10,896 2,645 66,082 60,324 79,764 73,865 12,583 18,482
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 17,275)
-425 -1,753 1,851 16,347 13,862 17,773 13,960 -498 3,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 11.8 2.9 71.6 65.3 86.4 80.0 13.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 13 10 38 39 65 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,407
COMMITMENTS
4,484 1,561 741 4,594 8,024 9,819 10,326 1,588 1,081
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 13.7 6.5 40.3 70.3 86.1 90.5 13.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 2 4 2 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,899
COMMITMENTS
3,009 748 0 10,606 12,930 13,615 13,678 284 221
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,877)
-981 -3 -6 -1,362 -2,438 -2,349 -2,447 -528 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 5.4 0.0 76.3 93.0 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 7 0 10 15 13 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,776
COMMITMENTS
3,796 2,045 0 26,676 28,598 30,472 30,643 304 133
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -14,379)
-709 -515 0 -13,043 -13,377 -13,752 -13,892 -627 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 6.6 0.0 86.7 92.9 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 3 0 6 14 12 17
Updated June 18, 2010