WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,011
COMMITMENTS
83,471 130,590 55,141 283,417 212,538 422,029 398,269 32,982 56,742
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -24,124)
-3,555 -5,319 -8,354 -7,298 -8,564 -19,207 -22,237 -4,917 -1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 28.7 12.1 62.3 46.7 92.8 87.5 7.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
110 139 126 73 96 269 300
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,133,201
COMMITMENTS
242,470 232,642 164,689 610,036 490,647 1017195 887,978 116,006 245,223
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -68,294)
-41,574 43,595 -27,642 5,070 -71,640 -64,146 -55,687 -4,148 -12,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 20.5 14.5 53.8 43.3 89.8 78.4 10.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
173 162 188 181 280 469 571
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,748
COMMITMENTS
2,129 952 521 9,411 11,553 12,061 13,026 2,687 1,722
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -912)
68 -68 -651 -460 9 -1,043 -710 131 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 6.5 3.5 63.8 78.3 81.8 88.3 18.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 4 7 17 13 34 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,453
COMMITMENTS
95,317 70,866 65,795 239,742 216,555 400,854 353,216 39,599 87,237
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -18,643)
-17,027 2,443 194 4,242 -19,831 -12,591 -17,194 -6,052 -1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 16.1 14.9 54.4 49.2 91.0 80.2 9.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
137 113 123 109 161 311 352
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,929
COMMITMENTS
13,621 485 200 9 3,822 13,830 4,507 3,099 12,422
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,041)
-1,059 -25 62 -2 -192 -999 -155 -42 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 2.9 1.2 0.1 22.6 81.7 26.6 18.3 73.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 2 7 2 11 14 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 292,176
COMMITMENTS
50,709 70,246 41,212 177,487 152,278 269,408 263,736 22,768 28,440
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -15,909)
-3,514 14,405 -4,277 -3,101 -23,036 -10,892 -12,908 -5,017 -3,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 24.0 14.1 60.7 52.1 92.2 90.3 7.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
59 82 76 65 51 184 178
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,433
COMMITMENTS
72,345 129,229 10,909 436,203 392,027 519,457 532,165 132,976 120,268
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 19,259)
-5,746 4,120 39 29,169 7,496 23,462 11,655 -4,203 7,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.8 1.7 66.9 60.1 79.6 81.6 20.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
30 26 13 63 77 104 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 145,446
COMMITMENTS
8,162 23,961 102 99,016 105,089 107,280 129,152 38,166 16,294
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,532)
400 4,303 43 910 -869 1,353 3,477 1,179 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 16.5 0.1 68.1 72.3 73.8 88.8 26.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 7 1 17 15 21 22
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,551
COMMITMENTS
1,557 344 609 8,941 10,346 11,107 11,299 444 252
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -97)
144 -371 61 -365 182 -160 -128 63 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 3.0 5.3 77.4 89.6 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 4 3 19 19 30 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 194,244
COMMITMENTS
67,732 15,175 16,221 72,706 137,250 156,659 168,646 37,585 25,598
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -7,187)
2,788 -2,030 -896 -4,111 -3,198 -2,219 -6,124 -4,968 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 7.8 8.4 37.4 70.7 80.7 86.8 19.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
69 28 41 58 58 154 112
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,181
COMMITMENTS
3,405 3,629 1,224 7,283 6,747 11,912 11,600 2,269 2,581
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -801)
-412 -51 304 -99 -926 -207 -673 -594 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 25.6 8.6 51.4 47.6 84.0 81.8 16.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 19 13 23 18 53 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 900,951
COMMITMENTS
227,191 205,923 24,597 555,132 544,609 806,920 775,129 94,031 125,822
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -7,799)
-10,945 18,285 1,454 6,670 -31,079 -2,821 -11,340 -4,978 3,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 22.9 2.7 61.6 60.4 89.6 86.0 10.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
25 60 17 63 112 102 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,699,915
COMMITMENTS
130,037 291,375 29,043 1259420 1070451 1418500 1390869 281,415 309,046
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -6,719)
-21,011 3,515 -10,220 7,470 1,641 -23,761 -5,064 17,042 -1,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 17.1 1.7 74.1 63.0 83.4 81.8 16.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
28 52 21 99 126 142 184
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 907,720
COMMITMENTS
141,683 100,332 13,845 550,399 579,771 705,927 693,948 201,793 213,772
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -48,103)
-25,217 -3,123 -3,488 -20,228 -32,396 -48,933 -39,007 830 -9,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 11.1 1.5 60.6 63.9 77.8 76.4 22.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
27 26 12 64 80 97 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 654,373
COMMITMENTS
178,732 15,341 59,906 373,016 515,013 611,654 590,260 42,719 64,113
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -10,256)
2,749 -3,566 -3,665 -12,241 -7,357 -13,157 -14,588 2,901 4,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 2.3 9.2 57.0 78.7 93.5 90.2 6.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 13 30 50 52 90 88
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,448
COMMITMENTS
7,324 3,125 418 27,923 32,267 35,665 35,810 5,783 5,638
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 3,905)
1,619 -868 -25 1,189 5,106 2,783 4,213 1,122 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 7.5 1.0 67.4 77.8 86.0 86.4 14.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 11 5 34 25 58 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,896
COMMITMENTS
14,648 6,250 836 55,846 64,534 71,330 71,620 11,566 11,276
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 7,810)
3,238 -1,736 -50 2,378 10,211 5,566 8,425 2,244 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 7.5 1.0 67.4 77.8 86.0 86.4 14.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 11 5 34 25 58 38
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,710
COMMITMENTS
2,806 743 53 11,595 13,746 14,454 14,542 256 168
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 360)
-866 -3 0 1,219 387 353 384 7 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 5.1 0.4 78.8 93.4 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 1 8 18 12 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,784
COMMITMENTS
2,719 4,110 0 29,820 28,575 32,539 32,685 245 99
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,382)
-1,514 1,370 0 2,906 -4 1,392 1,366 -10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 12.5 0.0 91.0 87.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 4 0 7 15 15 19
Updated July 2, 2010