WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,306
COMMITMENTS
94,854 101,072 66,099 242,958 216,188 403,911 383,359 44,395 64,947
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -7,399)
1,236 9,785 -4,934 -2,370 -13,606 -6,068 -8,755 -1,331 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 22.5 14.7 54.2 48.2 90.1 85.5 9.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
121 150 154 88 118 313 340
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,482,562
COMMITMENTS
563,323 103,123 185,556 570,238 954,051 1319117 1242730 163,445 239,832
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 31,409)
11,062 8,994 8,816 10,289 6,819 30,167 24,629 1,242 6,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 7.0 12.5 38.5 64.4 89.0 83.8 11.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 902)
289 144 214 226 385 617 674
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,714
COMMITMENTS
3,973 546 87 5,711 11,188 9,771 11,821 2,943 893
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 70)
251 -95 -236 99 586 114 255 -44 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 4.3 0.7 44.9 88.0 76.9 93.0 23.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 3 3 16 12 34 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 599,556
COMMITMENTS
189,529 69,718 85,300 268,812 360,269 543,641 515,287 55,915 84,269
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,682)
-9,486 4,884 5,509 8,192 -12,631 4,215 -2,238 -1,533 4,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 11.6 14.2 44.8 60.1 90.7 85.9 9.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553)
193 125 169 116 190 402 421
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,631
COMMITMENTS
23,550 3,130 217 3 6,545 23,770 9,892 2,861 16,739
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -288)
-324 -31 137 0 90 -187 196 -101 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.4 11.8 0.8 0.0 24.6 89.3 37.1 10.7 62.9
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 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,204
COMMITMENTS
101,412 42,129 38,277 152,582 221,563 292,271 301,969 34,933 25,235
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -6,347)
-5,483 8,078 -3,442 8,626 -10,107 -299 -5,471 -6,048 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 12.9 11.7 46.6 67.7 89.3 92.3 10.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
94 68 86 65 68 217 186
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 667,019
COMMITMENTS
76,201 136,653 9,393 425,118 377,239 510,712 523,285 156,307 143,734
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -24,881)
-18,003 9,305 -515 2,969 -38,234 -15,549 -29,444 -9,332 4,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 20.5 1.4 63.7 56.6 76.6 78.5 23.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
23 37 12 73 70 102 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 375,859
COMMITMENTS
45,946 57,620 943 267,683 277,590 314,572 336,153 61,287 39,706
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 10,446)
265 5,893 -2,548 13,889 14,784 11,606 18,129 -1,160 -7,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 15.3 0.3 71.2 73.9 83.7 89.4 16.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 11 3 40 37 48 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,652
COMMITMENTS
559 118 690 7,853 8,458 9,102 9,266 550 386
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 580)
-361 -87 22 943 647 604 582 -24 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.2 7.1 81.4 87.6 94.3 96.0 5.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 3 6 21 26 31 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 234,276
COMMITMENTS
62,807 20,958 37,839 89,321 151,644 189,967 210,441 44,309 23,835
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -3,934)
-1,251 416 -601 598 -3,114 -1,254 -3,299 -2,680 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 8.9 16.2 38.1 64.7 81.1 89.8 18.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
75 28 57 66 67 173 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,792
COMMITMENTS
6,281 1,949 1,331 7,505 15,092 15,117 18,372 4,675 1,420
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -679)
-538 -65 175 -202 -833 -565 -723 -114 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 9.8 6.7 37.9 76.3 76.4 92.8 23.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
40 13 15 21 20 69 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,008,464
COMMITMENTS
364,423 164,964 15,190 504,977 666,117 884,590 846,271 123,874 162,193
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -6,446)
-11,593 -16,163 -3,115 875 11,680 -13,833 -7,598 7,387 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 16.4 1.5 50.1 66.1 87.7 83.9 12.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
46 55 20 85 129 144 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,830,576
COMMITMENTS
245,495 295,843 33,789 1238159 1139285 1517443 1468917 313,133 361,659
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,327)
-15,332 -1,254 -3,681 42,739 5,926 23,726 991 -12,399 10,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 16.2 1.8 67.6 62.2 82.9 80.2 17.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
42 61 22 111 131 163 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,596,417
COMMITMENTS
462,515 138,609 22,860 828,238 1117548 1313613 1279017 282,804 317,400
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 75,391)
43,730 13,454 -1,968 3,922 49,449 45,684 60,935 29,707 14,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 8.7 1.4 51.9 70.0 82.3 80.1 17.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
33 41 19 80 115 123 165
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 728,513
COMMITMENTS
79,931 92,083 94,255 520,396 491,103 694,582 677,441 33,931 51,072
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 29,240)
9,746 1,576 3,101 18,819 27,034 31,666 31,711 -2,426 -2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 12.6 12.9 71.4 67.4 95.3 93.0 4.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
25 32 35 68 80 110 135
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 81,758
COMMITMENTS
10,397 3,046 6,594 48,219 57,486 65,209 67,125 16,549 14,633
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,309)
136 -2,509 2,660 7,518 9,570 10,313 9,721 996 1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 3.7 8.1 59.0 70.3 79.8 82.1 20.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 7 16 44 36 78 58
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 26,224
COMMITMENTS
3,293 1,169 1,239 12,430 20,733 16,962 23,141 9,262 3,083
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 5,639)
114 -250 1,223 4,243 4,243 5,580 5,216 59 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 4.5 4.7 47.4 79.1 64.7 88.2 35.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 5 6 11 9 20 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,067
COMMITMENTS
20,521 10,067 4,396 71,577 73,505 96,494 87,968 14,573 23,099
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,340)
-1,075 -5,635 3,991 6,550 10,654 9,466 9,010 1,874 2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 9.1 4.0 64.4 66.2 86.9 79.2 13.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 11 15 40 34 72 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,072
COMMITMENTS
4,413 1,430 990 1,692 5,790 7,095 8,210 1,977 862
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,106)
-29 52 318 49 -35 338 335 768 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 15.8 10.9 18.7 63.8 78.2 90.5 21.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 5 5 2 3 16 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,175
COMMITMENTS
3,725 734 3 10,081 13,360 13,809 14,097 366 78
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -773)
-92 -132 0 -639 -618 -731 -750 -42 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 5.2 0.0 71.1 94.3 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 6 1 9 12 15 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,616
COMMITMENTS
3,433 557 0 21,830 24,948 25,263 25,505 353 111
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -3,067)
157 75 -1,393 -1,896 -1,814 -3,132 -3,132 65 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 2.2 0.0 85.2 97.4 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 4 0 7 14 15 18
Updated Jun 17, 2011