WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,077
COMMITMENTS
89,720 116,648 67,569 255,182 209,124 412,471 393,341 44,606 63,736
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 8,771)
-5,134 15,576 1,470 12,224 -7,064 8,560 9,982 211 -1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 25.5 14.8 55.8 45.8 90.2 86.1 9.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
118 160 154 93 118 315 349
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,414,879
COMMITMENTS
505,369 100,850 156,733 588,730 926,365 1250832 1183948 164,047 230,931
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -67,683)
-57,954 -2,273 -28,823 18,492 -27,686 -68,285 -58,782 602 -8,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 7.1 11.1 41.6 65.5 88.4 83.7 11.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 866)
256 156 213 236 379 596 670
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,673
COMMITMENTS
3,646 664 103 6,228 10,921 9,977 11,688 2,696 985
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -41)
-327 118 16 517 -267 206 -133 -247 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 5.2 0.8 49.1 86.2 78.7 92.2 21.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 2 3 18 11 35 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 592,787
COMMITMENTS
172,834 68,762 82,418 287,773 360,874 543,025 512,054 49,762 80,733
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -6,769)
-16,695 -956 -2,882 18,961 605 -616 -3,233 -6,153 -3,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 11.6 13.9 48.5 60.9 91.6 86.4 8.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
176 133 167 114 191 387 420
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,284
COMMITMENTS
22,933 3,003 495 6 6,451 23,434 9,949 2,850 16,335
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -347)
-617 -127 278 3 -94 -336 57 -11 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.3 11.4 1.9 0.0 24.5 89.2 37.9 10.8 62.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 9 9 2 18 18 34
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 329,710
COMMITMENTS
93,922 45,521 41,599 159,611 215,819 295,132 302,939 34,578 26,771
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 2,506)
-7,490 3,392 3,322 7,029 -5,744 2,861 970 -355 1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 13.8 12.6 48.4 65.5 89.5 91.9 10.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
87 69 90 70 72 218 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,844
COMMITMENTS
79,009 143,867 8,187 405,771 372,841 492,967 524,895 159,877 127,949
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -14,175)
2,808 7,214 -1,206 -19,347 -4,398 -17,745 1,610 3,570 -15,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 22.0 1.3 62.2 57.1 75.5 80.4 24.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
23 32 9 67 70 94 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 406,477
COMMITMENTS
53,282 63,811 608 290,481 296,381 344,371 360,800 62,106 45,677
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 30,618)
7,336 6,191 -335 22,798 18,791 29,799 24,647 819 5,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 15.7 0.1 71.5 72.9 84.7 88.8 15.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 11 2 40 34 48 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,318
COMMITMENTS
484 151 600 7,722 8,078 8,806 8,829 512 489
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -334)
-75 33 -90 -131 -380 -296 -437 -38 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 1.6 6.4 82.9 86.7 94.5 94.8 5.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 3 3 21 26 27 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 217,894
COMMITMENTS
53,192 20,865 34,500 90,605 136,088 178,297 191,453 39,597 26,441
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -16,382)
-9,615 -93 -3,339 1,284 -15,556 -11,670 -18,988 -4,712 2,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 9.6 15.8 41.6 62.5 81.8 87.9 18.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
63 31 54 68 66 167 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,761
COMMITMENTS
4,911 2,129 1,649 7,604 13,425 14,164 17,203 4,597 1,558
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,031)
-1,370 180 318 99 -1,667 -953 -1,169 -78 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 11.3 8.8 40.5 71.6 75.5 91.7 24.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
33 11 18 20 18 61 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,049,964
COMMITMENTS
310,637 196,285 14,617 610,791 687,788 936,045 898,690 113,919 151,274
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 41,500)
-53,786 31,321 -573 105,814 21,671 51,455 52,419 -9,955 -10,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 18.7 1.4 58.2 65.5 89.2 85.6 10.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
47 55 18 85 133 145 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,857,069
COMMITMENTS
283,445 297,024 42,370 1241166 1179020 1566981 1518414 290,088 338,655
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 26,493)
37,950 1,181 8,581 3,007 39,735 49,538 49,497 -23,045 -23,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 16.0 2.3 66.8 63.5 84.4 81.8 15.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
48 64 24 110 136 169 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,699,982
COMMITMENTS
522,702 185,640 19,442 914,703 1190907 1456847 1395989 243,135 303,993
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 103,565)
60,187 47,031 -3,418 86,465 73,359 143,234 116,972 -39,669 -13,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 10.9 1.1 53.8 70.1 85.7 82.1 14.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
33 49 13 80 112 120 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 758,735
COMMITMENTS
73,876 86,997 110,692 531,165 501,953 715,733 699,642 43,002 59,093
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 30,222)
-6,055 -5,086 16,437 10,769 10,850 21,151 22,201 9,071 8,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 11.5 14.6 70.0 66.2 94.3 92.2 5.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
26 31 34 68 75 108 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,287
COMMITMENTS
10,436 3,270 103 24,712 33,912 35,250 37,284 6,037 4,003
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -40,471)
39 225 -6,492 -23,507 -23,574 -29,960 -29,841 -10,512 -10,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.9 0.2 59.9 82.1 85.4 90.3 14.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 15 5 34 26 54 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,573
COMMITMENTS
20,871 6,540 205 49,423 67,823 70,499 74,568 12,074 8,005
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -28,494)
350 -3,527 -4,191 -22,154 -5,682 -25,995 -13,400 -2,499 -15,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.9 0.2 59.9 82.1 85.4 90.3 14.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 15 5 34 26 54 42
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,299
COMMITMENTS
2,653 738 11 10,276 12,481 12,940 13,230 359 69
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -876)
-1,072 4 8 195 -879 -869 -867 -7 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 5.5 0.1 77.3 93.8 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 1 7 10 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,857
COMMITMENTS
4,663 623 0 17,862 22,135 22,525 22,758 332 99
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -2,759)
1,230 66 0 -3,968 -2,813 -2,738 -2,747 -21 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 2.7 0.0 78.1 96.8 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 4 0 8 13 18 17
Updated June 24, 2011