WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 340,835
COMMITMENTS
79,201 73,377 47,254 188,310 171,781 314,765 292,412 26,070 48,423
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -8,780)
-1,252 -3,486 -410 -3,083 -968 -4,745 -4,864 -4,035 -3,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 21.5 13.9 55.2 50.4 92.4 85.8 7.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
101 89 99 59 102 229 253
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,317,496
COMMITMENTS
436,150 107,203 179,710 567,595 805,714 1183455 1092627 134,041 224,869
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -48,611)
-7,170 3,612 -5,842 -38,493 -27,837 -51,505 -30,067 2,894 -18,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 8.1 13.6 43.1 61.2 89.8 82.9 10.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 834)
239 131 197 178 358 526 632
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,055
COMMITMENTS
4,646 417 478 8,831 15,232 13,955 16,127 4,100 1,928
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 862)
586 73 -65 -255 240 266 248 596 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 2.3 2.6 48.9 84.4 77.3 89.3 22.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
24 4 7 17 16 43 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,364
COMMITMENTS
157,366 32,924 69,545 196,682 298,897 423,593 401,366 55,771 77,998
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 3,176)
7,764 3,360 3,246 -10,237 1,148 773 7,754 2,403 -4,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 6.9 14.5 41.0 62.4 88.4 83.7 11.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
166 98 133 98 191 333 377
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,880
COMMITMENTS
18,314 3,284 619 5 3,055 18,938 6,958 2,942 14,922
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 372)
1,066 1,208 -226 3 -623 843 359 -471 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.7 15.0 2.8 0.0 14.0 86.6 31.8 13.4 68.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 10 7 2 9 16 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 261,362
COMMITMENTS
47,455 16,832 53,363 130,056 177,275 230,874 247,470 30,488 13,892
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 537)
-1,369 -2,779 -225 2,141 5,401 547 2,397 -10 -1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 6.4 20.4 49.8 67.8 88.3 94.7 11.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
59 22 54 61 57 151 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 894,417
COMMITMENTS
141,015 188,620 8,855 633,286 516,822 783,156 714,297 111,261 180,120
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 5,207)
31,459 -3,790 -1,384 -38,676 -8,769 -8,601 -13,943 13,808 19,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 21.1 1.0 70.8 57.8 87.6 79.9 12.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
24 50 17 64 76 98 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 225,308
COMMITMENTS
68,624 5,483 37,377 80,290 165,971 186,291 208,831 39,017 16,477
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 3,843)
-1,954 -378 3,709 -1,803 -380 -48 2,951 3,891 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 2.4 16.6 35.6 73.7 82.7 92.7 17.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
80 17 56 63 62 165 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,727
COMMITMENTS
3,209 891 406 7,856 12,248 11,471 13,545 3,256 1,182
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -1,743)
-715 88 -384 -114 -916 -1,213 -1,212 -530 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 6.1 2.8 53.3 83.2 77.9 92.0 22.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 6 6 26 21 45 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 930,966
COMMITMENTS
173,949 194,519 5,688 638,383 629,797 818,020 830,004 112,946 100,962
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -80,394)
-20,242 -8,856 409 -68,003 -74,630 -87,836 -83,077 7,442 2,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 20.9 0.6 68.6 67.6 87.9 89.2 12.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
41 41 15 80 89 129 137
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,848,701
COMMITMENTS
266,942 280,224 34,085 1260550 1143055 1561577 1457364 287,124 391,337
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -52,978)
-18,013 -1,674 -20,290 -47,841 -38,618 -86,144 -60,582 33,166 7,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 15.2 1.8 68.2 61.8 84.5 78.8 15.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
49 62 29 101 108 165 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,570,762
COMMITMENTS
451,097 172,121 9,629 905,333 1156602 1366059 1338352 204,703 232,410
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,372)
-14,462 16,565 -2,106 21,204 22,633 4,636 37,092 -3,264 -35,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 11.0 0.6 57.6 73.6 87.0 85.2 13.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
33 40 12 87 80 127 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 716,356
COMMITMENTS
331,593 38,076 19,660 305,872 608,026 657,125 665,762 59,231 50,594
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -56,128)
-43,209 -4,406 -6,950 -4,593 -48,876 -54,752 -60,232 -1,376 4,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 5.3 2.7 42.7 84.9 91.7 92.9 8.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
55 11 24 58 48 118 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,642
COMMITMENTS
11,311 12,789 981 11,333 7,491 23,625 21,261 4,017 6,381
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,462)
1,656 1,466 1 79 -518 1,736 949 726 1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 46.3 3.5 41.0 27.1 85.5 76.9 14.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 13 3 10 8 27 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,267
COMMITMENTS
47,563 31,092 1,242 26,284 49,268 75,089 81,602 21,178 14,665
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,138)
5,194 1,513 331 -4,029 152 1,496 1,996 642 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 32.3 1.3 27.3 51.2 78.0 84.8 22.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
42 35 3 24 17 67 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 55,890
COMMITMENTS
15,363 7,629 732 39,715 47,489 55,810 55,850 80 40
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,963)
1,733 1,139 -114 1,646 2,276 3,265 3,301 -302 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 13.7 1.3 71.1 85.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 15 2 16 10 26 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,780
COMMITMENTS
15,177 2,709 38 43,558 55,753 58,773 58,500 7 280
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,360)
-1,488 56 -17 2,865 1,321 1,360 1,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 4.6 0.1 74.1 94.9 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 10 1 10 10 15 21
Updated July 7, 2008