WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,936
COMMITMENTS
79,863 110,434 108,799 302,952 244,480 491,614 463,713 35,322 63,223
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 8,293)
-4,556 -13,317 6,809 6,580 11,526 8,833 5,018 -540 3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 21.0 20.6 57.5 46.4 93.3 88.0 6.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
109 160 158 76 109 298 330
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,442,318
COMMITMENTS
260,360 165,784 377,474 666,117 601,314 1303950 1144572 138,367 297,746
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -15,795)
12,165 -45,039 3,271 -31,152 22,435 -15,716 -19,333 -79 3,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 11.5 26.2 46.2 41.7 90.4 79.4 9.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716)
187 168 241 196 303 500 619
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,840
COMMITMENTS
926 863 1,528 7,424 8,888 9,878 11,279 2,962 1,561
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,138)
-236 -99 -82 -2,719 -2,742 -3,038 -2,923 -100 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.7 11.9 57.8 69.2 76.9 87.8 23.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 5 9 16 13 32 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 560,358
COMMITMENTS
82,979 81,284 145,395 285,605 238,942 513,979 465,621 46,378 94,737
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 10,293)
-265 13,771 -409 8,995 110 8,321 13,472 1,972 -3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 14.5 25.9 51.0 42.6 91.7 83.1 8.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
132 156 176 119 168 345 417
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 17,282
COMMITMENTS
13,690 730 297 9 3,855 13,996 4,882 3,286 12,400
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 353)
69 245 97 0 33 166 375 187 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.2 4.2 1.7 0.1 22.3 81.0 28.2 19.0 71.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 3 7 2 11 16 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,049
COMMITMENTS
44,903 81,185 61,896 208,240 164,853 315,038 307,934 25,011 32,115
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 4,236)
1,216 8,375 -3,458 4,822 -3,804 2,581 1,113 1,656 3,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 23.9 18.2 61.2 48.5 92.6 90.6 7.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
61 95 73 70 62 183 192
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,230
COMMITMENTS
74,895 131,786 49,343 464,922 427,391 589,160 608,520 157,070 137,710
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 13,304)
2,762 2,513 -257 -2,762 7,943 -257 10,200 13,561 3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 17.7 6.6 62.3 57.3 79.0 81.5 21.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
31 28 33 75 79 121 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 152,257
COMMITMENTS
13,323 24,735 161 101,101 110,253 114,585 135,149 37,672 17,108
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 6,763)
5,161 768 55 2,085 5,164 7,301 5,987 -537 777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 16.2 0.1 66.4 72.4 75.3 88.8 24.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 6 1 17 19 22 25
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,160
COMMITMENTS
1,565 355 734 9,489 10,924 11,788 12,013 372 147
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 609)
8 11 125 548 578 681 714 -72 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 2.9 6.0 78.0 89.8 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 5 4 17 20 29 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 210,512
COMMITMENTS
62,133 14,160 26,074 82,260 142,337 170,466 182,571 40,046 27,941
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,530)
-4,687 -146 -60 3,111 -1,849 -1,636 -2,056 106 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 6.7 12.4 39.1 67.6 81.0 86.7 19.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
65 32 43 63 62 153 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,762
COMMITMENTS
2,916 3,579 1,787 7,502 6,950 12,206 12,316 2,556 2,446
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -261)
-503 35 117 -87 -148 -473 4 212 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 24.2 12.1 50.8 47.1 82.7 83.4 17.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 19 13 25 23 54 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 920,133
COMMITMENTS
171,413 202,149 58,317 587,216 536,263 816,946 796,729 103,187 123,404
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -23,449)
-55,487 1,226 3,797 22,122 -22,669 -29,568 -17,646 6,118 -5,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.0 6.3 63.8 58.3 88.8 86.6 11.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
34 62 34 72 120 129 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,196,803
COMMITMENTS
198,298 268,276 226,135 1457304 1363431 1881737 1857842 315,066 338,961
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 50,289)
47,113 -9,394 12,988 -27,361 33,828 32,740 37,422 17,549 12,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.2 10.3 66.3 62.1 85.7 84.6 14.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
48 45 53 126 146 201 217
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 973,108
COMMITMENTS
176,958 88,058 30,260 534,578 614,623 741,797 732,941 231,311 240,167
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 28,456)
32,603 -6,298 -1,643 -24,217 16,657 6,742 8,716 21,713 19,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 9.0 3.1 54.9 63.2 76.2 75.3 23.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
28 23 22 70 87 107 123
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,152,183
COMMITMENTS
186,111 18,005 532,044 387,126 538,986 1105282 1089035 46,901 63,148
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -73,645)
-2,617 -110 -22,266 -48,206 -45,803 -73,089 -68,179 -557 -5,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.6 46.2 33.6 46.8 95.9 94.5 4.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
27 20 41 52 60 99 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,528
COMMITMENTS
6,664 4,789 254 28,401 30,349 35,319 35,392 6,209 6,135
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -641)
-716 1,679 -305 74 -2,412 -947 -1,038 305 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 11.5 0.6 68.4 73.1 85.0 85.2 15.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 13 7 31 25 57 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,055
COMMITMENTS
13,328 9,579 507 56,802 60,699 70,638 70,784 12,418 12,271
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,283)
-1,432 3,358 -610 149 -4,825 -1,893 -2,077 611 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 11.5 0.6 68.4 73.1 85.0 85.2 15.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 13 7 31 25 57 42
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,786
COMMITMENTS
3,283 785 53 11,185 13,797 14,521 14,635 265 151
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 76)
477 42 0 -410 51 67 93 9 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 5.3 0.4 75.6 93.3 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 8 1 8 18 12 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,698
COMMITMENTS
3,057 3,155 0 29,336 29,435 32,393 32,590 305 108
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -86)
338 -955 0 -484 860 -146 -95 60 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 9.6 0.0 89.7 90.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 3 0 7 15 16 18
Updated July 9, 2010