WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,132
COMMITMENTS
87,470 89,852 52,716 193,745 167,057 333,931 309,625 26,201 50,507
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -7,065)
2,489 6,874 -1,377 -6,834 -11,683 -5,722 -6,186 -1,343 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 24.9 14.6 53.8 46.4 92.7 86.0 7.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
99 108 99 71 105 242 261
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,412,551
COMMITMENTS
478,165 119,339 171,418 612,962 873,883 1262545 1164640 150,006 247,911
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 7,295)
28,975 14,299 -20,747 -14,940 9,523 -6,712 3,075 14,007 4,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 8.4 12.1 43.4 61.9 89.4 82.4 10.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 810)
232 120 180 215 361 541 605
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,117
COMMITMENTS
3,458 467 309 9,425 14,156 13,192 14,932 2,925 1,185
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -13)
44 0 35 181 206 260 241 -273 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 2.9 1.9 58.5 87.8 81.9 92.6 18.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 5 4 15 16 38 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 489,586
COMMITMENTS
166,026 39,423 67,699 201,278 300,962 435,003 408,084 54,583 81,502
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 18,602)
12,292 7,091 2,547 -4,060 11,093 10,779 20,731 7,823 -2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 8.1 13.8 41.1 61.5 88.9 83.4 11.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491)
162 98 127 106 196 332 380
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,174
COMMITMENTS
19,541 2,694 1,217 2 3,787 20,760 7,698 3,414 16,476
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 471)
952 558 -84 0 174 868 648 -397 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.8 11.1 5.0 0.0 15.7 85.9 31.8 14.1 68.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 10 12 1 10 19 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 261,879
COMMITMENTS
45,428 26,531 50,627 133,822 168,193 229,877 245,351 32,002 16,528
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 11,041)
-287 1,176 6,590 2,167 3,759 8,470 11,525 2,571 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 10.1 19.3 51.1 64.2 87.8 93.7 12.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
50 34 52 61 55 148 122
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 868,698
COMMITMENTS
105,162 169,045 12,670 645,515 499,174 763,347 680,889 105,351 187,809
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -37,762)
-23,142 19,305 -2,628 -3,199 -44,616 -28,969 -27,939 -8,793 -9,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.5 1.5 74.3 57.5 87.9 78.4 12.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
23 50 26 71 74 109 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,529
COMMITMENTS
55,369 6,936 28,594 87,205 154,348 171,168 189,878 36,361 17,651
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 4,393)
3,956 -279 779 -6,588 2,029 -1,853 2,529 6,246 1,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 3.3 13.8 42.0 74.4 82.5 91.5 17.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
70 21 50 63 57 157 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,922
COMMITMENTS
4,449 714 791 9,237 14,956 14,477 16,461 3,445 1,461
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -544)
-423 -29 -31 -267 -563 -721 -623 177 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 4.0 4.4 51.5 83.5 80.8 91.8 19.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 7 10 36 24 60 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 964,076
COMMITMENTS
178,375 189,556 14,334 669,320 648,305 862,029 852,195 102,047 111,881
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -64,768)
-18,855 -66,655 3,581 -35,710 -10,275 -50,984 -73,349 -13,784 8,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 19.7 1.5 69.4 67.2 89.4 88.4 10.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
40 43 18 101 86 149 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,034,624
COMMITMENTS
319,788 296,092 53,615 1382391 1287957 1755794 1637664 278,830 396,960
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -123,821)
-26,574 16,771 -7,965 -89,574 -105,350 -124,113 -96,544 292 -27,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 14.6 2.6 67.9 63.3 86.3 80.5 13.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
58 52 34 103 115 173 190
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,677,530
COMMITMENTS
467,283 183,174 37,706 963,465 1180426 1468454 1401306 209,076 276,224
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -101,847)
-35,598 -7,028 -14,717 -60,117 -86,111 -110,432 -107,856 8,585 6,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 10.9 2.2 57.4 70.4 87.5 83.5 12.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
33 41 19 71 77 111 130
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 623,817
COMMITMENTS
230,809 17,263 48,171 291,643 520,980 570,623 586,414 53,194 37,403
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 19,139)
29,963 -2,399 -18,996 6,768 43,515 17,735 22,120 1,404 -2,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 2.8 7.7 46.8 83.5 91.5 94.0 8.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
53 8 29 57 47 113 81
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,237
COMMITMENTS
16,263 13,501 494 11,159 13,822 27,916 27,817 5,321 5,420
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,523)
-42 565 42 462 989 462 1,596 1,061 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 40.6 1.5 33.6 41.6 84.0 83.7 16.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 20 9 12 10 34 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,336
COMMITMENTS
39,078 46,834 1,519 53,541 45,485 94,138 93,838 14,198 14,498
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -4,685)
-917 -6,688 316 -5,014 -1,301 -5,615 -7,673 930 2,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 43.2 1.4 49.4 42.0 86.9 86.6 13.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
45 39 12 23 23 69 73
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 62,714
COMMITMENTS
14,711 3,464 1,224 46,330 57,437 62,265 62,125 449 589
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,427)
-778 -1,211 7 2,025 2,158 1,254 954 173 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 5.5 2.0 73.9 91.6 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 14 3 19 12 30 28
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 70,629
COMMITMENTS
15,776 2,586 2,121 50,077 60,625 67,974 65,332 2,655 5,297
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 25,391)
5,815 1,110 1,720 15,208 17,408 22,743 20,238 2,648 5,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 3.7 3.0 70.9 85.8 96.2 92.5 3.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 2 9 10 15 17
Updated June 13, 2008