WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,067
COMMITMENTS
81,977 117,194 53,824 285,335 223,567 421,136 394,585 32,931 59,482
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -944)
-1,494 -13,396 -1,317 1,918 11,029 -893 -3,684 -51 2,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 25.8 11.9 62.8 49.2 92.7 86.9 7.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
105 149 126 65 104 265 302
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,100,697
COMMITMENTS
256,303 182,986 149,424 580,121 513,847 985,848 846,257 114,849 254,440
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -32,504)
13,833 -49,656 -15,265 -29,915 23,200 -31,347 -41,721 -1,157 9,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 16.6 13.6 52.7 46.7 89.6 76.9 10.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 687)
166 164 160 154 285 418 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,614
COMMITMENTS
1,886 862 443 6,721 8,810 9,050 10,115 2,564 1,499
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,134)
-243 -90 -78 -2,690 -2,743 -3,011 -2,911 -123 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 7.4 3.8 57.9 75.9 77.9 87.1 22.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 3 6 16 11 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 450,536
COMMITMENTS
96,870 83,847 64,765 247,140 218,022 408,775 366,634 41,761 83,902
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 10,083)
1,553 12,981 -1,030 7,398 1,467 7,921 13,418 2,162 -3,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 18.6 14.4 54.9 48.4 90.7 81.4 9.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
135 119 121 103 163 303 357
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 17,282
COMMITMENTS
13,690 730 297 9 3,855 13,996 4,882 3,286 12,400
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 353)
69 245 97 0 33 166 375 187 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.2 4.2 1.7 0.1 22.3 81.0 28.2 19.0 71.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 3 7 2 11 16 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 292,809
COMMITMENTS
53,673 79,123 35,179 179,585 147,191 268,437 261,493 24,372 31,316
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 633)
2,964 8,877 -6,033 2,098 -5,087 -971 -2,243 1,604 2,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 27.0 12.0 61.3 50.3 91.7 89.3 8.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
63 84 58 65 53 167 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 662,203
COMMITMENTS
77,501 133,016 8,840 430,214 396,488 516,555 538,344 145,648 123,859
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 9,770)
5,156 3,787 -2,069 -5,989 4,461 -2,902 6,179 12,672 3,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 20.1 1.3 65.0 59.9 78.0 81.3 22.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
30 26 11 62 74 101 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 151,699
COMMITMENTS
13,323 24,738 84 101,101 110,253 114,508 135,075 37,191 16,624
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 6,253)
5,161 777 -18 2,085 5,164 7,228 5,923 -975 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 16.3 0.1 66.6 72.7 75.5 89.0 24.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 6 1 17 19 22 25
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,160
COMMITMENTS
1,565 355 734 9,489 10,924 11,788 12,013 372 147
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 609)
8 11 125 548 578 681 714 -72 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 2.9 6.0 78.0 89.8 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 5 4 17 20 29 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 192,292
COMMITMENTS
63,227 14,839 16,305 75,236 135,102 154,768 166,246 37,524 26,046
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,952)
-4,505 -336 84 2,530 -2,148 -1,891 -2,400 -61 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 7.7 8.5 39.1 70.3 80.5 86.5 19.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
65 28 37 60 56 147 109
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,608
COMMITMENTS
2,921 3,689 1,156 7,057 6,461 11,134 11,306 2,474 2,302
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -573)
-484 60 -68 -226 -286 -778 -294 205 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 27.1 8.5 51.9 47.5 81.8 83.1 18.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 19 11 21 20 46 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 870,380
COMMITMENTS
171,413 205,679 23,527 574,856 521,003 769,796 750,209 100,584 120,171
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -30,571)
-55,778 -244 -1,070 19,724 -23,606 -37,124 -24,920 6,553 -5,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 23.6 2.7 66.0 59.9 88.4 86.2 11.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
29 62 19 64 112 106 181
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,722,092
COMMITMENTS
179,284 294,724 24,106 1223093 1087083 1426483 1405913 295,609 316,179
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 22,177)
49,247 3,349 -4,937 -36,327 16,632 7,983 15,044 14,194 7,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 17.1 1.4 71.0 63.1 82.8 81.6 17.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
34 54 19 95 118 142 178
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 932,965
COMMITMENTS
176,740 97,522 7,940 524,615 594,948 709,295 700,410 223,670 232,555
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 25,245)
35,057 -2,810 -5,905 -25,784 15,177 3,368 6,462 21,877 18,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 10.5 0.9 56.2 63.8 76.0 75.1 24.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
24 27 10 62 83 91 115
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 593,842
COMMITMENTS
174,587 15,822 43,233 334,063 476,071 551,883 535,126 41,959 58,716
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -60,531)
-4,145 481 -16,673 -38,953 -38,942 -59,771 -55,134 -760 -5,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 2.7 7.3 56.3 80.2 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
24 13 29 48 54 87 88
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,783
COMMITMENTS
6,616 4,764 136 27,977 29,880 34,729 34,780 6,054 6,003
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -666)
-708 1,639 -282 54 -2,387 -936 -1,030 271 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 11.7 0.3 68.6 73.3 85.2 85.3 14.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 12 3 30 24 54 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,565
COMMITMENTS
13,232 9,528 272 55,954 59,760 69,458 69,560 12,107 12,005
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -1,331)
-1,416 3,278 -564 108 -4,774 -1,872 -2,060 541 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 11.7 0.3 68.6 73.3 85.2 85.3 14.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 12 3 30 24 54 38
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,786
COMMITMENTS
3,283 785 53 11,185 13,797 14,521 14,635 265 151
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 76)
477 42 0 -410 51 67 93 9 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 5.3 0.4 75.6 93.3 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 8 1 8 18 12 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,698
COMMITMENTS
3,057 3,155 0 29,336 29,435 32,393 32,590 305 108
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -86)
338 -955 0 -484 860 -146 -95 60 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 9.6 0.0 89.7 90.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 3 0 7 15 16 18
Updated July 9, 2010