WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 444,081
COMMITMENTS
75,992 67,321 124,644 212,603 197,791 413,238 389,756 30,843 54,326
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 3,488)
-2,436 -4,328 10,379 -774 970 7,170 7,021 -3,682 -3,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 15.2 28.1 47.9 44.5 93.1 87.8 6.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
105 105 143 69 109 272 289
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,049,965
COMMITMENTS
324,988 75,763 691,505 856,941 1010925 1873434 1778194 176,531 271,771
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -17,497)
-473 2,745 4,600 -22,575 -23,448 -18,449 -16,103 952 -1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 3.7 33.7 41.8 49.3 91.4 86.7 8.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 882)
244 151 296 254 406 642 761
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 18,693
COMMITMENTS
4,373 438 899 9,052 15,316 14,324 16,653 4,369 2,039
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 851)
624 77 -95 -273 253 255 234 595 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 2.3 4.8 48.4 81.9 76.6 89.1 23.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 6 8 17 16 44 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 654,425
COMMITMENTS
146,346 29,364 194,872 247,607 341,105 588,824 565,341 65,601 89,085
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 22,899)
7,560 2,622 20,150 -7,817 3,891 19,892 26,663 3,007 -3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 4.5 29.8 37.8 52.1 90.0 86.4 10.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
173 113 187 122 205 391 431
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 301,805
COMMITMENTS
43,460 14,639 80,191 143,074 189,413 266,725 284,243 35,080 17,562
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,535)
-1,417 -2,475 -426 3,840 6,879 1,997 3,978 539 -1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 4.9 26.6 47.4 62.8 88.4 94.2 11.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
59 24 61 64 65 157 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,028,813
COMMITMENTS
140,550 176,951 88,496 676,495 563,967 905,540 829,413 123,272 199,400
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 29,952)
33,313 -6,144 12,331 -31,017 -2,512 14,627 3,675 15,325 26,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 17.2 8.6 65.8 54.8 88.0 80.6 12.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
24 59 51 79 90 143 161
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 252,731
COMMITMENTS
65,899 4,626 56,136 88,001 173,271 210,036 234,033 42,695 18,697
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 7,486)
-632 -896 5,429 -1,782 1,418 3,016 5,952 4,471 1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 1.8 22.2 34.8 68.6 83.1 92.6 16.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
80 19 61 64 64 167 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 15,260
COMMITMENTS
3,176 894 707 8,058 12,347 11,941 13,948 3,319 1,312
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -1,804)
-756 50 -394 -124 -935 -1,275 -1,278 -529 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 5.9 4.6 52.8 80.9 78.2 91.4 21.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 10 7 27 22 48 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 970,716
COMMITMENTS
172,537 194,041 26,896 654,211 646,069 853,644 867,006 117,072 103,710
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -69,203)
-20,013 -6,886 4,654 -63,060 -70,368 -78,419 -72,600 9,217 3,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.0 2.8 67.4 66.6 87.9 89.3 12.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
43 42 31 85 93 143 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,393,079
COMMITMENTS
246,081 256,091 302,382 1536936 1418805 2085399 1977279 307,680 415,801
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -23,870)
-12,347 -17,421 -14,220 -30,416 -2,936 -56,982 -34,576 33,112 10,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 10.7 12.6 64.2 59.3 87.1 82.6 12.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 62 67 121 135 210 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,716,642
COMMITMENTS
443,721 162,672 78,571 986,259 1238236 1508552 1479479 208,090 237,162
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 14,720)
-13,604 14,339 4,189 28,788 32,707 19,372 51,235 -4,653 -36,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 9.5 4.6 57.5 72.1 87.9 86.2 12.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
34 40 32 96 96 148 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 879,892
COMMITMENTS
335,037 37,769 127,760 355,049 660,768 817,846 826,298 62,046 53,594
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -35,395)
-42,117 -5,728 8,518 614 -41,270 -32,984 -38,480 -2,410 3,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 4.3 14.5 40.4 75.1 92.9 93.9 7.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
57 13 38 65 52 129 97
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 28,461
COMMITMENTS
11,292 12,978 1,218 11,463 7,670 23,973 21,866 4,488 6,595
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,705)
1,637 1,584 178 112 -456 1,928 1,307 777 1,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 45.6 4.3 40.3 26.9 84.2 76.8 15.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 16 6 10 8 28 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 105,432
COMMITMENTS
47,259 30,800 3,550 33,012 56,163 83,821 90,512 21,611 14,919
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 4,788)
5,155 1,298 1,150 -2,082 2,248 4,223 4,696 565 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 29.2 3.4 31.3 53.3 79.5 85.8 20.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
46 34 15 25 20 78 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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