WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 577,675
COMMITMENTS
83,330 126,505 137,643 314,146 250,681 535,119 514,830 42,556 62,845
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -34,146)
421 -10,207 -12,254 -19,544 -11,793 -31,376 -34,254 -2,770 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 21.9 23.8 54.4 43.4 92.6 89.1 7.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
136 157 174 85 102 316 348
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,614,651
COMMITMENTS
267,125 177,858 477,347 726,402 656,518 1470874 1311724 143,777 302,927
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -12,337)
-12,256 -40,003 5,797 853 26,068 -5,606 -8,138 -6,730 -4,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 11.0 29.6 45.0 40.7 91.1 81.2 8.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
180 182 266 244 306 571 639
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 16,892
COMMITMENTS
1,192 1,022 2,259 10,337 11,630 13,788 14,912 3,104 1,980
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -891)
51 -718 196 -930 85 -684 -437 -207 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.1 13.4 61.2 68.9 81.6 88.3 18.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 7 9 17 14 34 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 601,266
COMMITMENTS
90,204 65,289 172,544 287,191 262,907 549,940 500,740 51,326 100,526
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 781)
8,980 -5,279 1,918 -11,001 6,266 -104 2,905 885 -2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.9 28.7 47.8 43.7 91.5 83.3 8.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505)
151 147 200 141 176 398 436
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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 CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED 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: 5,523
COMMITMENTS
2,791 4,300 826 1,795 300 5,413 5,427 110 96
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -1,649)
-327 379 -1,004 -30 -913 -1,361 -1,539 -288 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 77.9 15.0 32.5 5.4 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 7 12 2 5 17 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 363,873
COMMITMENTS
49,068 59,485 75,441 210,622 196,977 335,132 331,903 28,742 31,970
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -17,564)
-4,479 -10,257 -6,428 -5,953 355 -16,860 -16,330 -703 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 16.3 20.7 57.9 54.1 92.1 91.2 7.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
57 84 92 70 62 196 197
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 729,551
COMMITMENTS
76,890 127,752 53,849 449,968 419,419 580,706 601,020 148,845 128,532
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -25,381)
-6,912 -7,892 -3,682 -15,297 -16,470 -25,891 -28,043 510 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 17.5 7.4 61.7 57.5 79.6 82.4 20.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
31 33 35 70 79 121 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 142,963
COMMITMENTS
7,762 19,660 65 98,106 105,958 105,933 125,684 37,029 17,279
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,935)
1,841 1,697 9 -179 568 1,671 2,274 264 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 227,092
COMMITMENTS
64,272 15,747 31,341 86,143 151,241 181,757 198,329 45,335 28,763
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 12,454)
5,378 2,855 -1,381 2,654 7,522 6,651 8,996 5,803 3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.9 13.8 37.9 66.6 80.0 87.3 20.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
65 38 57 66 73 168 143
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 16,353
COMMITMENTS
3,520 3,676 1,723 8,125 8,106 13,368 13,505 2,985 2,848
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -243)
-80 -156 19 -341 -273 -403 -410 160 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 22.5 10.5 49.7 49.6 81.7 82.6 18.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
25 18 12 26 22 56 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 958,884
COMMITMENTS
238,139 179,371 59,129 560,822 595,767 858,089 834,266 100,795 124,618
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 26,525)
24,678 13,772 -3,168 8,547 19,354 30,056 29,957 -3,531 -3,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 18.7 6.2 58.5 62.1 89.5 87.0 10.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
28 54 28 81 126 130 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,163,031
COMMITMENTS
152,619 261,577 249,934 1477460 1320428 1880013 1831939 283,018 331,091
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -26,646)
14,672 -19,409 20,126 -10,128 18,646 24,670 19,362 -51,316 -46,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 12.1 11.6 68.3 61.0 86.9 84.7 13.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
42 54 62 132 155 211 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,006,231
COMMITMENTS
169,925 99,191 40,316 585,355 633,502 795,596 773,009 210,634 233,222
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 24,899)
24,813 -8,547 -5,334 -9,502 45,579 9,977 31,698 14,922 -6,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 9.9 4.0 58.2 63.0 79.1 76.8 20.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
25 29 26 75 91 114 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,186,362
COMMITMENTS
188,602 22,499 511,119 442,374 588,658 1142096 1122276 44,266 64,085
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 32,844)
9,368 -1,119 22,731 -3,076 9,993 29,023 31,605 3,821 1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 1.9 43.1 37.3 49.6 96.3 94.6 3.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
28 21 42 57 63 104 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 38,160
COMMITMENTS
5,735 4,002 542 27,131 27,568 33,409 32,112 4,751 6,048
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -25,474)
361 -610 -3,859 -16,010 -14,006 -19,508 -18,475 -5,967 -6,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.5 1.4 71.1 72.2 87.5 84.2 12.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 15 8 30 26 53 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 76,320
COMMITMENTS
11,471 8,003 1,085 54,262 55,136 66,818 64,224 9,502 12,096
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -18,803)
422 -2,874 -2,066 -13,810 -6,990 -15,453 -11,930 -3,350 -6,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.5 1.4 71.1 72.2 87.5 84.2 12.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 15 8 30 26 53 44
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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