WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,994
COMMITMENTS
82,421 118,125 61,883 248,041 192,312 392,345 372,320 41,649 61,674
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 3,712)
43 7,957 -926 6,528 -3,086 5,645 3,945 -1,933 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 27.2 14.3 57.2 44.3 90.4 85.8 9.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
99 165 126 78 114 268 331
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,200,848
COMMITMENTS
390,487 98,322 99,684 565,396 780,521 1055567 978,527 145,281 222,321
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -51,008)
-19,999 9,251 -14,963 1,748 -42,525 -33,214 -48,237 -17,794 -2,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 8.2 8.3 47.1 65.0 87.9 81.5 12.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768)
200 138 173 219 352 511 595
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,361
COMMITMENTS
3,605 769 416 6,059 9,769 10,080 10,954 2,281 1,407
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 507)
89 172 138 499 -45 726 265 -219 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 6.2 3.4 49.0 79.0 81.5 88.6 18.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 4 4 14 9 32 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 525,466
COMMITMENTS
147,622 67,153 53,981 277,747 325,260 479,350 446,394 46,116 79,072
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -5,319)
1,307 2,782 -5,987 866 -101 -3,814 -3,306 -1,505 -2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 12.8 10.3 52.9 61.9 91.2 85.0 8.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
145 120 136 112 188 329 392
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,681
COMMITMENTS
18,855 1,623 171 6 4,958 19,032 6,752 2,649 14,929
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -198)
-485 348 25 0 -302 -460 71 262 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.0 7.5 0.8 0.0 22.9 87.8 31.1 12.2 68.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 5 7 2 13 17 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 285,915
COMMITMENTS
67,520 55,109 33,525 155,504 169,174 256,549 257,808 29,366 28,107
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -4,544)
-5,004 6,747 2,303 -2,934 -10,863 -5,635 -1,813 1,091 -2,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 19.3 11.7 54.4 59.2 89.7 90.2 10.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
61 78 78 61 62 179 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 598,632
COMMITMENTS
58,780 140,686 5,705 391,905 313,970 456,390 460,361 142,242 138,271
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -43,122)
-16,174 1,310 -1,000 -18,368 -46,758 -35,542 -46,448 -7,580 3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 23.5 1.0 65.5 52.4 76.2 76.9 23.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
22 30 9 67 67 95 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 380,405
COMMITMENTS
58,428 61,970 358 261,926 274,252 320,712 336,580 59,693 43,825
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -6,814)
5,920 644 -250 -8,571 -8,037 -2,901 -7,643 -3,913 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 16.3 0.1 68.9 72.1 84.3 88.5 15.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 11 1 36 36 44 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,896
COMMITMENTS
651 516 308 7,575 7,868 8,534 8,692 362 204
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -119)
141 51 -131 -31 82 -21 2 -98 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 5.8 3.5 85.2 88.4 95.9 97.7 4.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 4 22 28 30 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 191,542
COMMITMENTS
43,841 34,029 25,000 92,350 105,022 161,191 164,051 30,351 27,491
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -11,813)
326 1,937 -2,553 -4,285 -8,008 -6,512 -8,624 -5,301 -3,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 17.8 13.1 48.2 54.8 84.2 85.6 15.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
45 42 41 62 62 134 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,240
COMMITMENTS
4,086 2,861 1,798 7,576 10,895 13,460 15,554 3,780 1,686
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -300)
92 212 -87 -121 -206 -116 -81 -184 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 16.6 10.4 43.9 63.2 78.1 90.2 21.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
28 17 17 21 16 60 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 987,654
COMMITMENTS
237,343 183,621 12,799 632,699 642,453 882,841 838,873 104,813 148,781
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -38,544)
-14,102 -5,348 -1,993 -20,978 -31,452 -37,073 -38,793 -1,471 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 18.6 1.3 64.1 65.0 89.4 84.9 10.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
45 59 20 87 120 144 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,764,483
COMMITMENTS
222,040 314,763 29,087 1224104 1087187 1475231 1431037 289,252 333,446
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -41,190)
-13,756 12,004 3,162 -20,389 -36,634 -30,983 -21,468 -10,207 -19,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 17.8 1.6 69.4 61.6 83.6 81.1 16.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
40 61 25 112 139 164 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,454,271
COMMITMENTS
383,191 179,378 10,910 842,404 974,610 1236505 1164898 217,766 289,373
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -110,325)
-65,700 1,749 -3,973 -25,690 -110,660 -95,363 -112,884 -14,962 2,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 12.3 0.8 57.9 67.0 85.0 80.1 15.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
29 41 13 76 105 114 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 718,588
COMMITMENTS
64,104 62,899 114,562 509,027 492,883 687,693 670,344 30,895 48,244
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -56,662)
-19,348 -5,979 -13,178 -17,465 -29,079 -49,991 -48,236 -6,671 -8,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 8.8 15.9 70.8 68.6 95.7 93.3 4.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
24 33 35 62 73 105 126
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,758
COMMITMENTS
18,169 4,688 258 24,978 40,882 43,404 45,827 6,354 3,931
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 10,162)
7,328 2,322 -15 2,460 7,960 9,773 10,267 389 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 9.4 0.5 50.2 82.2 87.2 92.1 12.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 13 2 33 27 57 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,515
COMMITMENTS
36,337 9,375 515 49,956 81,763 86,808 91,653 12,707 7,862
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 20,324)
14,655 4,643 -29 4,920 15,920 19,546 20,534 778 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 9.4 0.5 50.2 82.2 87.2 92.1 12.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 13 2 33 27 57 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,219
COMMITMENTS
2,998 1,783 486 1,814 3,813 5,298 6,082 921 137
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 58)
60 30 0 -4 0 56 30 2 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 28.7 7.8 29.2 61.3 85.2 97.8 14.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 1 3 1 14 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,911
COMMITMENTS
1,402 733 16 12,211 13,112 13,629 13,861 282 50
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 507)
-1,916 -26 4 2,496 533 584 511 -77 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.3 0.1 87.8 94.3 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 1 8 12 13 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,408
COMMITMENTS
4,542 1,488 0 20,608 23,850 25,150 25,338 258 70
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -158)
-646 655 0 546 -803 -100 -148 -58 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 5.9 0.0 81.1 93.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 7 0 8 13 13 20
Updated July 8, 2011