WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,914
COMMITMENTS
70,955 78,453 122,664 215,648 184,818 409,268 385,935 28,646 51,979
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,787)
1,074 2,816 2,856 423 -2,628 4,353 3,045 434 1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 17.9 28.0 49.2 42.2 93.5 88.1 6.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
97 127 134 78 111 267 296
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,026,276
COMMITMENTS
274,569 95,296 693,076 901,419 964,709 1869064 1753082 157,212 273,195
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 203)
-20,823 22,234 1,789 22,774 -29,156 3,741 -5,132 -3,538 5,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 4.7 34.2 44.5 47.6 92.2 86.5 7.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 862)
221 171 287 276 408 643 748
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,376
COMMITMENTS
3,725 539 874 9,531 14,791 14,130 16,204 3,246 1,172
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -472)
-271 41 -34 299 -271 -7 -265 -465 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 3.1 5.0 54.9 85.1 81.3 93.3 18.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 7 7 18 17 44 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,462
COMMITMENTS
135,365 30,469 188,138 243,126 321,684 566,630 540,291 64,832 91,171
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -12,578)
500 1,279 -5,877 -7,180 -8,913 -12,557 -13,510 -21 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.8 29.8 38.5 50.9 89.7 85.6 10.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525)
187 102 191 126 205 395 440
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,437
COMMITMENTS
17,892 3,202 661 2 3,127 18,555 6,990 2,882 14,447
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -953)
-983 -245 100 -3 69 -886 -76 -67 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.5 14.9 3.1 0.0 14.6 86.6 32.6 13.4 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 8 4 1 9 13 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 303,754
COMMITMENTS
38,609 16,889 82,691 150,983 186,269 272,282 285,849 31,472 17,905
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,455)
-475 701 1,679 2,134 154 3,338 2,535 -1,883 -1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 5.6 27.2 49.7 61.3 89.6 94.1 10.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
42 39 58 64 63 150 133
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,085,743
COMMITMENTS
164,217 186,932 97,526 678,239 597,028 939,982 881,486 145,761 204,257
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 31,201)
-1,235 5,139 10,256 12,249 12,590 21,270 27,985 9,931 3,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 17.2 9.0 62.5 55.0 86.6 81.2 13.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
28 60 51 88 97 156 168
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 248,332
COMMITMENTS
58,852 5,200 63,116 83,277 159,069 205,245 227,385 43,086 20,947
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -510)
-1,238 -761 3,601 -4,227 -5,250 -1,864 -2,411 1,354 1,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 2.1 25.4 33.5 64.1 82.6 91.6 17.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
79 18 71 65 65 176 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,753
COMMITMENTS
2,543 888 831 7,692 10,752 11,067 12,470 2,687 1,283
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -930)
-246 -20 -23 -337 -722 -605 -765 -325 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 6.5 6.0 55.9 78.2 80.5 90.7 19.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 12 10 25 21 47 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 952,583
COMMITMENTS
177,295 213,648 39,555 614,047 604,715 830,896 857,917 121,687 94,666
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -13,210)
-15,636 -4,383 8,693 -607 -20,587 -7,550 -16,276 -5,659 3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.4 4.2 64.5 63.5 87.2 90.1 12.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
45 44 32 87 92 148 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,515,290
COMMITMENTS
259,507 268,635 394,849 1520181 1462917 2174537 2126401 340,753 388,888
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 69,150)
-21,211 19,800 62,732 7,841 10,566 49,362 93,097 19,787 -23,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 10.7 15.7 60.4 58.2 86.5 84.5 13.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
52 72 74 125 144 224 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,780,446
COMMITMENTS
389,504 194,410 97,317 1062267 1250326 1549089 1542053 231,357 238,393
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -12,797)
-79,243 -7,972 14,014 43,779 8,729 -21,450 14,770 8,653 -27,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 10.9 5.5 59.7 70.2 87.0 86.6 13.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
39 43 33 96 95 154 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 881,149
COMMITMENTS
301,246 41,726 182,638 343,383 615,029 827,267 839,392 53,882 41,757
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 64,249)
-7,842 7,056 38,631 38,201 24,835 68,991 70,523 -4,742 -6,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 4.7 20.7 39.0 69.8 93.9 95.3 6.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
49 16 36 60 54 118 98
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,010
COMMITMENTS
4,510 1,079 1,561 1,161 7,075 7,232 9,715 5,778 3,295
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 8.3 12.0 8.9 54.4 55.6 74.7 44.4 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 2 5 2 6 13 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,437
COMMITMENTS
12,617 15,038 1,343 12,798 8,854 26,758 25,235 6,680 8,202
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 2,940)
416 1,207 130 810 422 1,356 1,759 1,583 1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 45.0 4.0 38.3 26.5 80.0 75.5 20.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 17 8 13 8 35 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,919
COMMITMENTS
49,817 42,280 5,218 50,748 63,846 105,783 111,345 21,136 15,575
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 15,800)
5,097 3,335 1,443 8,659 9,965 15,199 14,743 601 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 33.3 4.1 40.0 50.3 83.3 87.7 16.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
44 45 18 25 23 77 78
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,459
COMMITMENTS
15,728 7,256 773 39,687 48,238 56,188 56,267 271 192
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 436)
459 -262 -40 26 992 445 690 -9 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 12.9 1.4 70.3 85.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 14 3 13 11 25 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,677
COMMITMENTS
17,331 1,795 0 41,325 56,622 58,656 58,417 21 260
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,421)
1,094 -745 0 -2,530 -714 -1,436 -1,459 15 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 3.1 0.0 70.4 96.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 12 0 10 11 15 23
Updated July 18, 2008