WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 508,301
COMMITMENTS
81,564 78,214 155,232 239,471 216,344 476,267 449,790 32,033 58,511
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 7,893)
390 -2,853 6,064 -1,112 1,423 5,341 4,634 2,552 3,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 15.4 30.5 47.1 42.6 93.7 88.5 6.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
98 135 143 83 117 278 312
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,131,857
COMMITMENTS
316,887 69,828 711,331 913,646 1050963 1941864 1832122 189,993 299,735
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 22,227)
-4,687 -3,588 24,722 -11,197 -12,659 8,838 8,475 13,389 13,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.3 33.4 42.9 49.3 91.1 85.9 8.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 851)
232 154 277 293 408 652 736
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 17,157
COMMITMENTS
2,835 496 1,067 9,920 14,025 13,823 15,589 3,334 1,568
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 601)
-170 162 135 982 15 948 312 -347 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 2.9 6.2 57.8 81.7 80.6 90.9 19.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 8 9 18 17 43 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 664,023
COMMITMENTS
135,910 21,940 219,968 251,711 327,765 607,589 569,673 56,434 94,351
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 15,935)
6,254 -7 9,490 2,555 5,222 18,299 14,705 -2,364 1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.3 33.1 37.9 49.4 91.5 85.8 8.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
164 124 199 130 208 397 452
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 304,569
COMMITMENTS
39,256 20,191 84,196 147,100 180,419 270,551 284,805 34,018 19,764
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 5,067)
-916 -252 6,671 1,433 -243 7,187 6,175 -2,121 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.6 27.6 48.3 59.2 88.8 93.5 11.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
53 42 59 65 67 160 141
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,030,329
COMMITMENTS
130,560 140,792 89,554 685,000 587,513 905,115 817,859 125,214 212,470
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -34,607)
-14,890 -11,775 16,834 -26,782 -33,854 -24,838 -28,795 -9,769 -5,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 13.7 8.7 66.5 57.0 87.8 79.4 12.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
41 39 57 80 91 148 160
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 229,375
COMMITMENTS
45,372 7,231 46,831 104,098 158,300 196,300 212,362 33,075 17,013
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,626)
3,607 -488 2,621 -4,360 -804 1,868 1,330 757 1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.2 20.4 45.4 69.0 85.6 92.6 14.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
66 23 58 68 67 160 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 20,473
COMMITMENTS
4,235 800 2,126 10,751 15,940 17,113 18,867 3,360 1,606
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -64)
-401 -189 143 805 231 547 185 -611 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 3.9 10.4 52.5 77.9 83.6 92.2 16.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 11 15 36 28 68 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,046,084
COMMITMENTS
197,595 256,971 18,232 710,023 664,302 925,850 939,505 120,234 106,579
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -67,823)
-49,542 -2,973 -22,301 -13,466 -36,971 -85,309 -62,245 17,486 -5,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 24.6 1.7 67.9 63.5 88.5 89.8 11.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
46 40 27 104 93 166 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,723,600
COMMITMENTS
319,476 263,994 344,107 1757600 1664258 2421183 2272360 302,418 451,241
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 120,200)
-2,923 -17,011 61,472 69,988 64,030 128,537 108,491 -8,337 11,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.7 12.6 64.5 61.1 88.9 83.4 11.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
50 67 77 120 145 215 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,878,988
COMMITMENTS
498,270 187,507 102,254 1072772 1313608 1673296 1603370 205,692 275,619
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 4,091)
-58,411 -5,624 -2,466 104,729 51,721 43,852 43,631 -39,761 -39,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.0 5.4 57.1 69.9 89.1 85.3 10.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
36 42 36 83 88 139 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 695,658
COMMITMENTS
206,708 23,409 124,949 310,713 505,451 642,369 653,808 53,289 41,850
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -214,285)
-2,374 -8,142 -116,215 -89,236 -81,097 -207,824 -205,454 -6,461 -8,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 3.4 18.0 44.7 72.7 92.3 94.0 7.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
59 13 44 61 51 129 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 32,685
COMMITMENTS
16,305 12,966 679 10,826 12,958 27,810 26,602 4,875 6,083
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 450)
-536 -158 113 975 16 552 -28 -102 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 39.7 2.1 33.1 39.6 85.1 81.4 14.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 21 11 13 9 38 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 121,074
COMMITMENTS
39,833 53,064 3,346 63,396 52,082 106,576 108,492 14,499 12,582
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 7,070)
1,533 11,698 -1,143 7,562 -2,858 7,952 7,697 -882 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 43.8 2.8 52.4 43.0 88.0 89.6 12.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
44 47 21 20 22 71 83
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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