WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,135
COMMITMENTS
87,026 135,909 63,495 290,715 221,102 441,236 420,506 37,899 58,629
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -27,920)
-1,402 -8,136 -8,711 -15,354 -10,806 -25,467 -27,653 -2,453 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 28.4 13.3 60.7 46.1 92.1 87.8 7.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
124 155 140 72 94 283 314
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,201,495
COMMITMENTS
284,044 189,047 192,331 604,966 562,287 1081341 943,665 120,154 257,830
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -8,115)
-19,776 -38,025 15,149 1,903 21,011 -2,724 -1,865 -5,391 -6,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 15.7 16.0 50.4 46.8 90.0 78.5 10.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 693)
162 168 203 196 287 484 574
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,660
COMMITMENTS
2,061 1,020 1,172 9,871 11,544 13,104 13,736 2,556 1,924
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -709)
-167 -718 396 -718 88 -489 -234 -220 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 6.5 7.5 63.0 73.7 83.7 87.7 16.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 5 8 17 13 34 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,096
COMMITMENTS
112,344 68,423 65,601 235,500 236,386 413,445 370,410 45,651 88,686
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -1,418)
11,135 -1,426 -2,919 -10,734 5,425 -2,518 1,080 1,100 -2,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 14.9 14.3 51.3 51.5 90.1 80.7 9.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
148 116 135 122 168 345 368
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 17,970
COMMITMENTS
14,680 510 138 11 4,014 14,829 4,662 3,141 13,308
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 90)
294 -235 -140 -26 408 128 33 -38 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.7 2.8 0.8 0.1 22.3 82.5 25.9 17.5 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 2 7 2 11 16 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 308,085
COMMITMENTS
54,223 55,841 45,489 180,588 175,314 280,300 276,644 27,785 31,441
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -18,100)
-3,725 -10,370 -7,313 -6,243 758 -17,281 -16,925 -819 -1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 18.1 14.8 58.6 56.9 91.0 89.8 9.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
60 72 80 64 54 182 176
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 633,174
COMMITMENTS
78,091 125,109 10,870 407,034 384,531 495,995 520,510 137,179 112,664
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -29,683)
-7,444 -9,441 -4,829 -17,891 -16,202 -30,164 -30,472 481 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.8 1.7 64.3 60.7 78.3 82.2 21.7 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
33 22 12 61 71 104 95
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 142,914
COMMITMENTS
7,762 19,658 59 98,106 105,958 105,927 125,675 36,987 17,239
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,933)
1,841 1,692 11 -179 568 1,673 2,271 260 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 13.8 0.0 68.6 74.1 74.1 87.9 25.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 6 1 17 14 21 20
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,648
COMMITMENTS
1,413 715 548 9,306 10,164 11,267 11,427 381 221
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 148)
112 -114 32 87 296 231 214 -83 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 6.1 4.7 79.9 87.3 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 5 4 16 20 28 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 201,431
COMMITMENTS
64,944 17,205 17,117 76,817 140,448 158,878 174,770 42,553 26,661
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 10,656)
4,812 3,349 -1,746 2,037 6,007 5,103 7,610 5,553 3,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 8.5 8.5 38.1 69.7 78.9 86.8 21.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
61 38 47 63 65 157 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,982
COMMITMENTS
3,817 3,680 920 7,382 7,673 12,119 12,273 2,863 2,709
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -171)
24 -167 3 -346 -186 -319 -350 148 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 24.6 6.1 49.3 51.2 80.9 81.9 19.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 17 12 23 21 50 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 908,750
COMMITMENTS
238,136 187,638 23,143 548,462 575,688 809,741 786,469 99,009 122,281
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 24,294)
24,909 15,330 -6,634 8,602 17,815 26,877 26,511 -2,583 -2,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 20.6 2.5 60.4 63.3 89.1 86.5 10.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
25 53 16 70 119 107 177
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,706,634
COMMITMENTS
151,048 287,860 39,263 1251950 1068810 1442261 1395933 264,373 310,701
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -58,166)
13,373 -7,402 -4,734 -15,056 -959 -6,417 -13,095 -51,749 -45,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.9 2.3 73.4 62.6 84.5 81.8 15.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
30 57 21 94 132 139 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 955,823
COMMITMENTS
166,900 103,455 17,333 570,627 612,167 754,860 732,955 200,963 222,868
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 15,603)
22,169 -7,776 -8,880 -12,258 39,816 1,031 23,160 14,572 -7,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 10.8 1.8 59.7 64.0 79.0 76.7 21.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
27 26 14 66 83 99 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 664,629
COMMITMENTS
175,983 18,907 63,571 385,257 522,370 624,811 604,848 39,818 59,781
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 15,305)
11,119 31 5,042 -4,370 9,235 11,791 14,308 3,514 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 2.8 9.6 58.0 78.6 94.0 91.0 6.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
26 15 31 51 56 90 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,543
COMMITMENTS
5,705 3,993 443 26,734 27,162 32,882 31,598 4,661 5,946
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -24,627)
337 -628 -3,706 -15,412 -13,512 -18,781 -17,845 -5,846 -6,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 10.6 1.2 71.2 72.3 87.6 84.2 12.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 14 5 29 26 50 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,086
COMMITMENTS
11,410 7,986 886 53,468 54,323 65,764 63,195 9,322 11,891
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -17,261)
373 -2,910 -1,759 -12,614 -6,001 -14,000 -10,670 -3,261 -6,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 10.6 1.2 71.2 72.3 87.6 84.2 12.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 14 5 29 26 50 42
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,350
COMMITMENTS
3,672 746 53 10,376 13,359 14,101 14,158 249 192
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 451)
663 -2 53 -230 429 486 480 -35 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 5.2 0.4 72.3 93.1 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 7 1 8 18 12 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 31,402
COMMITMENTS
4,233 2,740 0 26,914 28,579 31,147 31,319 255 83
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 626)
437 695 0 238 -19 675 676 -49 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 8.7 0.0 85.7 91.0 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 3 0 7 17 16 20
Updated June 25, 2010