WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 611,821
COMMITMENTS
82,909 136,712 149,897 333,690 262,474 566,495 549,083 45,326 62,738
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 6,240)
-717 8,425 4,904 644 -6,982 4,831 6,348 1,408 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 22.3 24.5 54.5 42.9 92.6 89.7 7.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
128 158 176 87 107 320 359
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,626,988
COMMITMENTS
279,381 217,861 471,550 725,549 630,450 1476480 1319862 150,507 307,126
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -26,974)
10,467 773 1,142 -34,497 -23,486 -22,888 -21,570 -4,086 -5,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 13.4 29.0 44.6 38.7 90.7 81.1 9.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721)
162 201 258 242 296 561 630
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,783
COMMITMENTS
1,141 1,740 2,063 11,267 11,545 14,472 15,348 3,311 2,435
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,781)
-293 -2,710 -300 -1,646 134 -2,240 -2,876 -541 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 9.8 11.6 63.4 64.9 81.4 86.3 18.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 11 8 18 16 34 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 600,485
COMMITMENTS
81,225 70,568 170,626 298,193 256,641 550,044 497,835 50,442 102,650
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -19,194)
5,404 -13,841 -9,652 -18,101 6,006 -22,349 -17,487 3,154 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 11.8 28.4 49.7 42.7 91.6 82.9 8.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488)
137 150 196 131 172 378 424
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 17,880
COMMITMENTS
14,386 745 278 37 3,606 14,701 4,629 3,179 13,251
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -734)
90 -315 90 -7 130 173 -95 -907 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 4.2 1.6 0.2 20.2 82.2 25.9 17.8 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 4 9 2 9 18 20
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,172
COMMITMENTS
3,118 3,921 1,831 1,825 1,214 6,774 6,966 398 207
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -24)
-580 491 -188 726 -278 -43 25 19 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 54.7 25.5 25.4 16.9 94.4 97.1 5.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 7 11 2 6 16 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 381,437
COMMITMENTS
53,546 69,742 81,869 216,576 196,622 351,992 348,233 29,445 33,203
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -4,865)
2,935 -3,012 1,953 -13,332 -3,235 -8,444 -4,295 3,579 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 18.3 21.5 56.8 51.5 92.3 91.3 7.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
62 87 95 74 64 209 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 754,933
COMMITMENTS
83,802 135,644 57,531 465,265 435,888 606,597 629,063 148,336 125,870
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -23,028)
12,705 -3,004 -2,890 -27,612 -7,963 -17,798 -13,858 -5,230 -9,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 18.0 7.6 61.6 57.7 80.4 83.3 19.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 28 32 69 79 116 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 141,028
COMMITMENTS
5,921 17,964 56 98,285 105,390 104,262 123,410 36,766 17,618
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,414)
2,000 1,906 -66 -3,073 -967 -1,139 873 2,553 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 12.7 0.0 69.7 74.7 73.9 87.5 26.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 6 1 17 15 21 21
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,500
COMMITMENTS
1,301 829 516 9,219 9,868 11,036 11,213 464 287
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 447)
29 34 60 247 244 336 338 111 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.2 4.5 80.2 85.8 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 6 3 16 17 26 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 214,638
COMMITMENTS
58,894 12,892 32,722 83,489 143,719 175,106 189,333 39,533 25,305
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 16,907)
14,758 3,448 -4,511 2,997 18,508 13,244 17,444 3,663 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 6.0 15.2 38.9 67.0 81.6 88.2 18.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
55 41 60 63 70 161 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,596
COMMITMENTS
3,600 3,832 1,704 8,466 8,379 13,771 13,915 2,825 2,681
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -366)
-18 76 -123 -333 44 -474 -4 108 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 23.1 10.3 51.0 50.5 83.0 83.8 17.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 19 14 27 23 59 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 932,359
COMMITMENTS
213,461 165,599 62,297 552,274 576,413 828,033 804,309 104,326 128,050
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,312)
-4,051 -7,771 810 106 4,103 -3,135 -2,859 1,823 1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 17.8 6.7 59.2 61.8 88.8 86.3 11.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
25 55 29 75 122 122 185
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,189,676
COMMITMENTS
137,947 280,986 229,809 1487587 1301783 1855343 1812577 334,334 377,099
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -51,205)
-1,353 -24,760 -22,228 -72,732 -45,945 -96,314 -92,933 45,109 41,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 12.8 10.5 67.9 59.5 84.7 82.8 15.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
44 43 60 132 151 203 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 981,332
COMMITMENTS
145,113 107,738 45,649 594,857 587,923 785,620 741,311 195,712 240,021
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 8,799)
-2,490 16,070 -4,819 30,160 -3,116 22,852 8,135 -14,052 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.0 4.7 60.6 59.9 80.1 75.5 19.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
23 27 27 71 87 107 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,153,518
COMMITMENTS
179,234 23,618 488,388 445,451 578,665 1113073 1090671 40,445 62,847
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 45,296)
13,303 -15 24,848 3,795 11,805 41,947 36,639 3,350 8,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.0 42.3 38.6 50.2 96.5 94.6 3.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
26 22 40 56 61 102 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,634
COMMITMENTS
5,374 4,612 4,401 43,141 41,574 52,916 50,587 10,718 13,047
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.2 6.9 67.8 65.3 83.2 79.5 16.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
22 13 16 40 41 71 65
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,073
COMMITMENTS
1,599 922 1,077 9,105 10,511 11,781 12,510 4,292 3,563
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 3,061)
68 451 1,077 1,421 1,206 2,566 2,734 495 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.7 6.7 56.6 65.4 73.3 77.8 26.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 5 10 12 17 20
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,123
COMMITMENTS
11,048 10,877 3,151 68,072 62,126 82,271 76,154 12,852 18,969
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 16,694)
-491 -1,686 1,678 16,141 13,454 17,328 13,446 -634 3,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 11.4 3.3 71.6 65.3 86.5 80.1 13.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 14 13 39 39 68 60
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,407
COMMITMENTS
4,484 1,561 741 4,594 8,024 9,819 10,326 1,588 1,081
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 13.7 6.5 40.3 70.3 86.1 90.5 13.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 2 4 2 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,899
COMMITMENTS
3,009 748 0 10,606 12,930 13,615 13,678 284 221
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,877)
-981 -3 -6 -1,362 -2,438 -2,349 -2,447 -528 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 5.4 0.0 76.3 93.0 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 7 0 10 15 13 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,776
COMMITMENTS
3,796 2,045 0 26,676 28,598 30,472 30,643 304 133
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -14,379)
-709 -515 0 -13,043 -13,377 -13,752 -13,892 -627 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 6.6 0.0 86.7 92.9 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 3 0 6 14 12 17
Updated June 18, 2010