WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 367,197
COMMITMENTS
84,981 82,978 54,093 200,579 178,740 339,653 315,811 27,544 51,386
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 8,812)
1,835 -1,129 5,722 -1,711 630 5,846 5,223 2,966 3,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 22.6 14.7 54.6 48.7 92.5 86.0 7.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
90 119 101 74 105 239 267
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,405,256
COMMITMENTS
449,190 105,040 192,165 627,902 864,360 1269257 1161565 135,999 243,691
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 4,140)
-8,925 -755 8,362 -5,650 -16,684 -6,213 -9,077 10,353 13,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 7.5 13.7 44.7 61.5 90.3 82.7 9.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 800)
227 129 181 208 363 523 614
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,130
COMMITMENTS
3,414 467 274 9,244 13,950 12,932 14,691 3,198 1,439
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 366)
38 86 -81 649 13 606 18 -240 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 2.9 1.7 57.3 86.5 80.2 91.1 19.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 5 3 15 17 37 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,984
COMMITMENTS
153,734 32,332 65,152 205,338 289,869 424,224 387,353 46,760 83,631
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 11,052)
6,274 -402 5,958 1,168 4,723 13,400 10,279 -2,348 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 6.9 13.8 43.6 61.5 90.1 82.2 9.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
157 89 128 103 193 329 368
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,703
COMMITMENTS
18,589 2,136 1,301 2 3,613 19,892 7,050 3,811 16,653
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 952)
-34 -123 124 0 -9 90 -8 862 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.4 9.0 5.5 0.0 15.2 83.9 29.7 16.1 70.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 8 9 1 10 15 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 250,838
COMMITMENTS
45,715 25,355 44,037 131,655 164,434 221,407 233,826 29,431 17,012
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 5,170)
2,513 1,449 3,890 878 493 7,281 5,832 -2,111 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 10.1 17.6 52.5 65.6 88.3 93.2 11.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
56 34 54 63 57 156 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 906,460
COMMITMENTS
128,304 149,740 15,298 648,714 543,790 792,316 708,828 114,144 197,632
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -60,684)
-15,598 -11,319 -666 -35,853 -41,345 -52,117 -53,330 -8,567 -7,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 16.5 1.7 71.6 60.0 87.4 78.2 12.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
27 35 21 70 83 106 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 203,136
COMMITMENTS
51,413 7,215 27,815 93,793 152,319 173,021 187,349 30,115 15,787
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,759)
2,492 -500 2,877 -3,184 -1,093 2,185 1,284 574 1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 3.6 13.7 46.2 75.0 85.2 92.2 14.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
64 20 46 64 58 150 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,466
COMMITMENTS
4,872 743 822 9,504 15,519 15,198 17,084 3,268 1,382
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -147)
-170 -78 -53 624 191 401 60 -548 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 4.0 4.5 51.5 84.0 82.3 92.5 17.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 6 12 35 25 63 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,028,844
COMMITMENTS
197,230 256,211 10,753 705,030 658,580 913,013 925,544 115,831 103,300
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -76,528)
-48,850 -2,656 -26,440 -15,200 -39,508 -90,490 -68,604 13,962 -7,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 24.9 1.0 68.5 64.0 88.7 90.0 11.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
47 37 19 103 89 158 137
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,158,445
COMMITMENTS
346,362 279,321 61,580 1471965 1393307 1879907 1734208 278,538 424,237
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -17,485)
14,117 -10,410 -8,770 -7,998 -4,075 -2,651 -23,255 -14,834 5,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 12.9 2.9 68.2 64.6 87.1 80.3 12.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
55 60 39 96 126 170 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,779,377
COMMITMENTS
502,881 190,202 52,423 1023582 1266537 1578886 1509162 200,491 270,215
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -22,670)
-53,922 -5,999 -18,817 89,619 39,650 16,880 14,834 -39,550 -37,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 10.7 2.9 57.5 71.2 88.7 84.8 11.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
37 40 19 77 82 123 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 604,678
COMMITMENTS
200,846 19,662 67,167 284,875 477,465 552,888 564,294 51,790 40,384
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -139,136)
2,337 -7,673 -61,924 -73,830 -61,308 -133,417 -130,905 -5,719 -8,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 3.3 11.1 47.1 79.0 91.4 93.3 8.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
54 11 35 54 47 117 86
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,714
COMMITMENTS
16,305 12,936 452 10,697 12,833 27,454 26,221 4,260 5,493
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 297)
-536 -180 83 937 -17 484 -114 -187 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 40.8 1.4 33.7 40.5 86.6 82.7 13.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 20 9 13 9 36 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,021
COMMITMENTS
39,995 53,522 1,203 58,555 46,786 99,753 101,511 13,268 11,510
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 5,875)
1,434 11,586 -1,320 6,869 -3,578 6,983 6,688 -1,108 -813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 47.4 1.1 51.8 41.4 88.3 89.8 11.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
43 48 11 19 21 65 77
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 61,287
COMMITMENTS
15,489 4,675 1,217 44,305 55,279 61,011 61,171 276 116
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 1,932)
-2,986 223 -216 5,086 2,080 1,884 2,087 48 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.6 2.0 72.3 90.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 12 3 18 11 28 25
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 45,238
COMMITMENTS
9,961 1,476 401 34,869 43,217 45,231 45,094 7 144
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 4,542)
84 -113 351 4,106 4,366 4,541 4,604 1 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 3.3 0.9 77.1 95.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 7 1 12 8 17 16
Updated June 6, 2008