WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,643
COMMITMENTS
84,419 123,751 101,990 296,372 232,955 482,781 458,695 35,863 59,948
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -59,032)
1,089 -2,755 -35,653 -17,774 -17,727 -52,339 -56,135 -6,693 -2,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 23.9 19.7 57.1 44.9 93.1 88.4 6.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
119 146 156 83 101 302 326
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,458,113
COMMITMENTS
248,195 210,824 374,202 697,269 578,879 1319667 1163905 138,447 294,208
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -156,538)
-18,930 32,966 -103,145 -29,133 -77,639 -151,207 -147,818 -5,330 -8,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 14.5 25.7 47.8 39.7 90.5 79.8 9.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
193 171 259 222 294 548 634
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,978
COMMITMENTS
1,162 962 1,611 10,144 11,629 12,916 14,201 3,061 1,776
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -914)
-30 -61 -648 -193 -1 -871 -710 -43 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.0 10.1 63.5 72.8 80.8 88.9 19.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 6 9 17 14 34 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,065
COMMITMENTS
83,244 67,513 145,804 276,610 238,832 505,659 452,149 44,406 97,916
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -51,201)
-6,960 2,224 -26,740 -10,581 -24,074 -44,281 -48,591 -6,920 -2,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.3 26.5 50.3 43.4 91.9 82.2 8.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
123 159 180 120 170 351 416
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,929
COMMITMENTS
13,621 485 200 9 3,822 13,830 4,507 3,099 12,422
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,041)
-1,059 -25 62 -2 -192 -999 -155 -42 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 2.9 1.2 0.1 22.6 81.7 26.6 18.3 73.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 2 7 2 11 14 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 335,813
COMMITMENTS
43,686 72,810 65,354 203,418 168,658 312,458 306,822 23,355 28,991
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -28,060)
-5,382 13,325 -10,087 -7,205 -28,319 -22,674 -25,082 -5,386 -2,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 21.7 19.5 60.6 50.2 93.0 91.4 7.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
58 93 89 68 59 197 199
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,926
COMMITMENTS
72,133 129,272 49,600 467,684 419,448 589,417 598,320 143,509 134,606
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 3,375)
-4,757 1,520 -4,248 17,716 29 8,711 -2,699 -5,336 6,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 17.6 6.8 63.8 57.2 80.4 81.6 19.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
30 30 33 74 80 121 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 145,494
COMMITMENTS
8,162 23,967 106 99,016 105,089 107,284 129,162 38,209 16,332
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,531)
400 4,306 41 910 -869 1,351 3,478 1,180 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 16.5 0.1 68.1 72.2 73.7 88.8 26.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 7 1 17 15 21 22
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,551
COMMITMENTS
1,557 344 609 8,941 10,346 11,107 11,299 444 252
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -97)
144 -371 61 -365 182 -160 -128 63 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 3.0 5.3 77.4 89.6 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 4 3 19 19 30 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 212,042
COMMITMENTS
66,819 14,306 26,134 79,148 144,186 172,102 184,626 39,940 27,416
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -15,050)
2,547 -1,441 -5,207 -6,995 -7,055 -9,655 -13,703 -5,395 -1,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 6.7 12.3 37.3 68.0 81.2 87.1 18.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
65 35 47 62 63 159 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,023
COMMITMENTS
3,419 3,544 1,670 7,589 7,099 12,679 12,313 2,345 2,711
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,330)
-101 -132 -53 -535 -1,008 -689 -1,192 -640 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 23.6 11.1 50.5 47.3 84.4 82.0 15.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 17 14 24 20 57 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 943,583
COMMITMENTS
226,899 200,923 54,520 565,094 558,931 846,514 814,375 97,069 129,207
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -15,301)
-11,240 21,552 -4,608 4,272 -36,835 -11,575 -19,891 -3,726 4,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 21.3 5.8 59.9 59.2 89.7 86.3 10.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
29 60 29 70 117 120 186
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,146,514
COMMITMENTS
151,185 277,670 213,147 1484665 1329603 1848997 1820420 297,517 326,094
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -16,517)
-1,434 16,093 -36,787 7,206 9,175 -31,015 -11,519 14,499 -4,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 12.9 9.9 69.2 61.9 86.1 84.8 13.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
43 39 53 131 149 198 217
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 944,652
COMMITMENTS
144,356 94,356 31,904 558,795 597,965 735,054 724,225 209,598 220,427
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -61,579)
-25,570 -4,835 -8,412 -26,560 -35,537 -60,542 -48,784 -1,037 -12,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 10.0 3.4 59.2 63.3 77.8 76.7 22.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 24 24 69 85 110 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,225,828
COMMITMENTS
188,728 18,115 554,310 435,333 584,789 1178371 1157214 47,457 68,614
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 39,466)
125 -4,385 43,191 -7,042 -3,869 36,275 34,937 3,192 4,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 1.5 45.2 35.5 47.7 96.1 94.4 3.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
28 20 41 55 60 102 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,169
COMMITMENTS
7,380 3,110 559 28,327 32,762 36,266 36,431 5,903 5,739
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 4,009)
1,645 -891 16 1,196 5,194 2,857 4,318 1,152 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.4 1.3 67.2 77.7 86.0 86.4 14.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 11 8 35 27 61 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,338
COMMITMENTS
14,760 6,220 1,117 56,654 65,523 72,531 72,861 11,807 11,477
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 8,018)
3,290 -1,783 33 2,391 10,387 5,714 8,637 2,305 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.4 1.3 67.2 77.7 86.0 86.4 14.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 11 8 35 27 61 42
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,710
COMMITMENTS
2,806 743 53 11,595 13,746 14,454 14,542 256 168
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 360)
-866 -3 0 1,219 387 353 384 7 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 5.1 0.4 78.8 93.4 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 1 8 18 12 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,784
COMMITMENTS
2,719 4,110 0 29,820 28,575 32,539 32,685 245 99
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,382)
-1,514 1,370 0 2,906 -4 1,392 1,366 -10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.5 0.0 91.0 87.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 4 0 7 15 15 19
Updated July 2, 2010