WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 500,642
COMMITMENTS
77,147 132,024 76,662 308,203 234,379 462,012 443,065 38,630 57,577
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 11,814)
-506 1,494 2,960 4,410 5,224 6,864 9,678 4,950 2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 26.4 15.3 61.6 46.8 92.3 88.5 7.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
110 154 143 75 101 282 328
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,216,030
COMMITMENTS
293,831 169,957 177,075 624,942 604,287 1095848 951,319 120,182 264,711
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 8,790)
3,312 2,286 9,971 -6,081 -12,403 7,202 -146 1,588 8,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 14.0 14.6 51.4 49.7 90.1 78.2 9.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
179 147 189 181 277 468 548
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,648
COMMITMENTS
2,602 4,338 531 11,844 11,633 14,977 16,502 3,671 2,146
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 721)
47 -240 404 253 625 704 789 17 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 23.3 2.8 63.5 62.4 80.3 88.5 19.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 17 6 18 11 35 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,804
COMMITMENTS
95,394 72,327 67,915 254,104 224,515 417,413 364,757 42,391 95,047
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,359)
-877 762 2,958 290 732 2,371 4,452 1,988 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 15.7 14.8 55.3 48.8 90.8 79.3 9.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
130 114 131 104 162 308 361
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,329
COMMITMENTS
14,103 1,280 184 45 3,453 14,332 4,917 3,997 13,412
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -445)
-586 495 -189 0 48 -775 354 330 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 7.0 1.0 0.2 18.8 78.2 26.8 21.8 73.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 6 7 2 9 17 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 325,394
COMMITMENTS
59,263 63,491 53,184 186,436 179,094 298,883 295,769 26,511 29,625
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 6,894)
1,664 -8,725 4,747 1,343 12,436 7,754 8,458 -860 -1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 19.5 16.3 57.3 55.0 91.9 90.9 8.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
60 79 78 64 56 181 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 712,278
COMMITMENTS
72,899 133,767 32,560 462,117 431,115 567,576 597,442 144,702 114,836
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -44,902)
581 -21,108 12,323 -61,490 -14,507 -48,586 -23,292 3,684 -21,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 18.8 4.6 64.9 60.5 79.7 83.9 20.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
25 27 14 65 72 99 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 145,185
COMMITMENTS
3,921 17,709 0 105,941 104,672 109,862 122,381 35,323 22,804
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 7,774)
402 2,214 -2,647 14,138 4,443 11,893 4,010 -4,119 3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 12.2 0.0 73.0 72.1 75.7 84.3 24.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 0 18 14 20 19
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,385
COMMITMENTS
1,267 720 352 8,166 9,032 9,785 10,104 600 281
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 80)
160 40 30 2 -27 192 43 -112 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 6.9 3.4 78.6 87.0 94.2 97.3 5.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 3 15 16 25 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 167,756
COMMITMENTS
44,030 16,637 21,155 72,126 105,635 137,311 143,427 30,445 24,329
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,695)
484 -1,336 693 -2,116 -2,416 -939 -3,059 -2,756 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 9.9 12.6 43.0 63.0 81.9 85.5 18.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
54 36 50 62 62 146 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,417
COMMITMENTS
3,557 4,227 902 8,041 7,520 12,500 12,649 2,917 2,768
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -119)
-182 -233 21 -324 -252 -485 -464 366 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 27.4 5.9 52.2 48.8 81.1 82.0 18.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 20 14 25 23 49 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 928,154
COMMITMENTS
241,751 186,354 21,803 552,627 590,183 816,181 798,340 111,973 129,814
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -57,764)
7,285 -118 -42,599 -24,033 -17,173 -59,347 -59,890 1,583 2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 20.1 2.3 59.5 63.6 87.9 86.0 12.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
27 47 14 69 110 106 161
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,899,808
COMMITMENTS
161,106 313,698 88,289 1347932 1187933 1597327 1589920 302,481 309,888
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 59,911)
23,597 -19,817 58,887 -56,249 10,294 26,235 49,364 33,676 10,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 16.5 4.6 71.0 62.5 84.1 83.7 15.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
26 53 28 101 129 148 189
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 926,263
COMMITMENTS
157,282 106,810 23,371 543,920 560,701 724,573 690,882 201,690 235,381
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -138,051)
-15,267 -11,714 -9,831 -99,836 -80,191 -124,934 -101,736 -13,117 -36,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 11.5 2.5 58.7 60.5 78.2 74.6 21.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
23 23 15 59 83 89 114
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 608,644
COMMITMENTS
149,660 20,159 50,400 375,466 489,821 575,526 560,380 33,118 48,264
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -57,622)
4,702 -5,079 -8,471 -50,511 -37,876 -54,280 -51,426 -3,342 -6,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 3.3 8.3 61.7 80.5 94.6 92.1 5.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
23 15 29 54 54 90 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,762
COMMITMENTS
1,207 663 0 7,683 9,305 8,890 9,968 3,872 2,794
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 182)
-927 252 0 0 0 -927 252 1,109 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 5.2 0.0 60.2 72.9 69.7 78.1 30.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 0 10 8 12 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,042
COMMITMENTS
12,947 10,743 252 48,651 47,955 61,850 58,950 13,192 16,092
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 27)
-957 -170 -294 1,867 -4,374 616 -4,838 -589 4,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 14.3 0.3 64.8 63.9 82.4 78.6 17.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 15 5 30 31 52 49
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,216
COMMITMENTS
3,199 751 6 11,617 14,100 14,822 14,857 394 359
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -182)
557 94 -198 -517 -52 -158 -156 -24 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 4.9 0.0 76.3 92.7 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 1 11 18 15 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,021
COMMITMENTS
4,000 2,311 0 35,228 37,156 39,228 39,467 793 554
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,050)
-166 839 0 1,500 492 1,334 1,331 -284 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 5.8 0.0 88.0 92.8 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 0 8 15 14 21
Updated June 4, 2010