WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,705
COMMITMENTS
93,618 91,287 71,033 245,328 229,794 409,979 392,114 45,726 63,591
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -855)
-7,251 6,415 -505 2,212 -10,219 -5,544 -4,309 4,689 3,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 20.0 15.6 53.8 50.4 90.0 86.0 10.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
139 136 157 93 127 333 344
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,451,153
COMMITMENTS
552,261 94,129 176,740 559,949 947,232 1288950 1218101 162,203 233,052
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 15,795)
-2,654 2,732 21,652 -4,116 -11,878 14,882 12,506 913 3,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 6.5 12.2 38.6 65.3 88.8 83.9 11.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 877)
273 143 214 222 384 599 662
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,644
COMMITMENTS
3,722 641 323 5,612 10,602 9,657 11,566 2,987 1,078
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -62)
293 -118 -351 90 526 32 57 -94 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 5.1 2.6 44.4 83.9 76.4 91.5 23.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 3 4 17 12 36 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,874
COMMITMENTS
199,015 64,834 79,791 260,620 372,900 539,426 517,525 57,448 79,349
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 18,498)
13,143 3,831 1,679 1,452 13,619 16,274 19,129 2,224 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 10.9 13.4 43.7 62.5 90.4 86.7 9.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
206 115 152 109 190 397 402
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,919
COMMITMENTS
23,874 3,161 80 3 6,455 23,957 9,696 2,962 17,223
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -157)
-414 -782 -7 0 -183 -421 -972 264 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.7 11.7 0.3 0.0 24.0 89.0 36.0 11.0 64.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 9 8 1 18 19 33
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 333,551
COMMITMENTS
106,895 34,051 41,719 143,956 231,670 292,570 307,440 40,981 26,111
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 11,953)
9,693 -664 2,020 -1,642 12,063 10,071 13,419 1,882 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 10.2 12.5 43.2 69.5 87.7 92.2 12.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
105 58 85 62 71 220 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 691,900
COMMITMENTS
94,204 127,348 9,908 422,149 415,473 526,261 552,729 165,639 139,171
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -49,053)
-18,072 -20,929 3,316 -26,504 -22,579 -41,260 -40,192 -7,793 -8,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 18.4 1.4 61.0 60.0 76.1 79.9 23.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
26 32 9 71 79 102 115
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 365,413
COMMITMENTS
45,681 51,727 3,491 253,794 262,806 302,966 318,024 62,447 47,389
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -13,419)
1,818 1,850 -8,165 2,146 -1,483 -4,201 -7,798 -9,218 -5,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 14.2 1.0 69.5 71.9 82.9 87.0 17.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 9 4 40 33 49 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,072
COMMITMENTS
920 205 668 6,910 7,811 8,498 8,684 574 388
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 797)
-1 92 -77 870 890 792 905 5 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 2.3 7.4 76.2 86.1 93.7 95.7 6.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 7 21 25 30 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 238,210
COMMITMENTS
64,058 20,542 38,440 88,723 154,758 191,221 213,740 46,989 24,470
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 10,013)
6,713 -5,590 1,688 -4,096 14,573 4,305 10,671 5,708 -658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 8.6 16.1 37.2 65.0 80.3 89.7 19.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
76 27 57 62 60 171 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,471
COMMITMENTS
6,819 2,014 1,156 7,707 15,925 15,682 19,095 4,789 1,376
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,222)
-343 -12 61 -623 -1,046 -905 -997 -317 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 9.8 5.6 37.6 77.8 76.6 93.3 23.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
42 13 15 24 20 73 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,014,910
COMMITMENTS
376,016 181,127 18,305 504,102 654,437 898,423 853,869 116,487 161,041
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -31,905)
14,846 23,751 -10,926 -31,557 -44,628 -27,637 -31,803 -4,268 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 17.8 1.8 49.7 64.5 88.5 84.1 11.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
52 57 23 91 131 159 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,819,249
COMMITMENTS
260,827 297,097 37,470 1195420 1133359 1493717 1467926 325,532 351,323
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -153,887)
1,911 -40,391 -12,180 -121,441 -53,194 -131,710 -105,765 -22,177 -48,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 16.3 2.1 65.7 62.3 82.1 80.7 17.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
42 61 26 112 136 169 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,521,026
COMMITMENTS
418,785 125,155 24,828 824,316 1068099 1267929 1218082 253,097 302,944
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -34,943)
-26,194 13,024 -7,897 -6,030 -42,465 -40,121 -37,338 5,178 2,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 8.2 1.6 54.2 70.2 83.4 80.1 16.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
35 40 19 86 112 130 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 699,273
COMMITMENTS
70,185 90,507 91,154 501,577 464,069 662,916 645,730 36,357 53,543
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -52,514)
-6,297 6,006 -4,893 -35,972 -44,678 -47,162 -43,565 -5,352 -8,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 12.9 13.0 71.7 66.4 94.8 92.3 5.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
23 31 35 63 78 102 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 70,449
COMMITMENTS
10,261 5,554 3,935 40,701 47,916 54,896 57,404 15,553 13,045
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -7,981)
-6,474 2,369 -13 -1,320 -9,931 -7,807 -7,576 -175 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 7.9 5.6 57.8 68.0 77.9 81.5 22.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
24 15 13 40 33 75 55
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 20,585
COMMITMENTS
3,179 1,419 16 8,187 16,490 11,382 17,925 9,203 2,660
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,730)
149 -18 7 -3,936 -4,004 -3,780 -4,015 50 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 6.9 0.1 39.8 80.1 55.3 87.1 44.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 3 8 5 15 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,727
COMMITMENTS
21,596 15,702 405 65,027 62,851 87,028 78,958 12,699 20,769
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,502)
-13,109 4,909 -176 5,232 -11,854 -8,053 -7,121 -449 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 15.7 0.4 65.2 63.0 87.3 79.2 12.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 16 12 36 29 69 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,966
COMMITMENTS
4,442 1,378 672 1,643 5,825 6,757 7,875 1,209 91
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 9)
15 41 0 -2 -3 13 38 -4 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 17.3 8.4 20.6 73.1 84.8 98.9 15.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 5 1 2 4 15 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,948
COMMITMENTS
3,817 866 3 10,720 13,978 14,540 14,847 408 101
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,125)
452 -38 1 664 1,136 1,117 1,099 8 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 5.8 0.0 71.7 93.5 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 1 8 12 14 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,683
COMMITMENTS
3,276 482 1,393 23,726 26,762 28,395 28,637 288 46
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 306)
-1,081 -576 1,277 148 -420 344 281 -38 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 1.7 4.9 82.7 93.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 3 7 14 19 20
Updated June 10, 2011