WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,197
COMMITMENTS
73,359 79,542 42,476 189,229 162,212 305,064 284,230 24,133 44,967
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -11,638)
-5,842 6,165 -4,778 919 -9,569 -9,701 -8,182 -1,937 -3,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 24.2 12.9 57.5 49.3 92.7 86.3 7.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
91 104 91 65 104 215 257
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,282,981
COMMITMENTS
410,421 98,375 170,612 580,827 789,100 1161860 1058087 121,121 224,894
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -34,515)
-25,729 -8,828 -9,098 13,232 -16,614 -21,595 -34,540 -12,920 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 7.7 13.3 45.3 61.5 90.6 82.5 9.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 800)
224 131 175 191 358 499 611
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,140
COMMITMENTS
4,252 458 479 8,952 14,954 13,683 15,891 3,457 1,249
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -915)
-394 41 1 121 -278 -272 -236 -643 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 2.7 2.8 52.2 87.2 79.8 92.7 20.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 4 7 17 17 43 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,456
COMMITMENTS
149,633 33,335 66,242 200,484 291,115 416,359 390,692 56,097 81,764
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -6,908)
-7,733 411 -3,303 3,802 -7,782 -7,234 -10,674 326 3,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 7.1 14.0 42.4 61.6 88.1 82.7 11.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491)
169 98 125 103 193 329 377
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,390
COMMITMENTS
18,875 3,447 561 5 3,058 19,441 7,066 2,949 15,324
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 510)
561 163 -58 0 3 503 108 7 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.3 15.4 2.5 0.0 13.7 86.8 31.6 13.2 68.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 10 5 2 9 15 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,220
COMMITMENTS
45,722 18,161 50,925 134,478 175,362 231,125 244,448 29,095 15,772
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -1,142)
-1,733 1,329 -2,438 4,422 -1,913 251 -3,022 -1,393 1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 7.0 19.6 51.7 67.4 88.8 93.9 11.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
54 27 52 60 53 147 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 909,292
COMMITMENTS
163,438 192,605 2,969 618,211 534,537 784,618 730,111 124,674 179,181
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 14,875)
22,423 3,985 -5,886 -15,075 17,715 1,462 15,814 13,413 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 21.2 0.3 68.0 58.8 86.3 80.3 13.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
28 53 18 68 77 107 137
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 220,165
COMMITMENTS
62,966 7,131 39,894 79,291 156,181 182,151 203,206 38,014 16,959
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -5,143)
-5,658 1,648 2,517 -999 -9,790 -4,140 -5,625 -1,003 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 3.2 18.1 36.0 70.9 82.7 92.3 17.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
78 16 58 65 65 169 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,069
COMMITMENTS
2,879 913 462 7,763 11,389 11,104 12,764 2,965 1,305
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -658)
-330 22 56 -93 -859 -367 -781 -291 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 6.5 3.3 55.2 81.0 78.9 90.7 21.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 6 8 26 22 45 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 919,134
COMMITMENTS
194,245 218,256 4,548 597,692 607,521 796,485 830,325 122,649 88,809
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -11,832)
20,296 23,737 -1,140 -40,691 -22,276 -21,535 321 9,703 -12,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 23.7 0.5 65.0 66.1 86.7 90.3 13.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 40 18 84 86 135 136
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,843,833
COMMITMENTS
298,244 282,422 30,965 1212755 1146456 1541964 1459843 301,869 383,990
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -4,868)
31,302 2,198 -3,120 -47,795 3,401 -19,613 2,479 14,745 -7,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 15.3 1.7 65.8 62.2 83.6 79.2 16.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
53 62 37 102 118 175 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,631,022
COMMITMENTS
474,159 215,644 9,541 926,765 1144633 1410465 1369818 220,557 261,204
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 60,260)
23,062 43,523 -88 21,432 -11,969 44,406 31,466 15,854 28,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 13.2 0.6 56.8 70.2 86.5 84.0 13.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
39 41 13 86 79 130 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 633,331
COMMITMENTS
306,389 35,017 21,285 250,118 531,843 577,792 588,145 55,539 45,186
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -83,025)
-25,204 -3,059 1,625 -55,754 -76,183 -79,333 -77,617 -3,692 -5,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 5.5 3.4 39.5 84.0 91.2 92.9 8.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
51 11 24 54 45 110 76
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,660
COMMITMENTS
12,220 13,640 982 11,857 8,253 25,059 22,875 4,601 6,785
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 2,018)
909 851 1 524 762 1,434 1,614 584 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 46.0 3.3 40.0 27.8 84.5 77.1 15.5 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 14 3 12 9 31 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,270
COMMITMENTS
45,113 39,291 1,296 34,800 46,443 81,209 87,030 20,061 14,240
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 5,003)
-2,450 8,199 54 8,516 -2,825 6,120 5,428 -1,117 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 38.8 1.3 34.4 45.9 80.2 85.9 19.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
38 44 4 22 17 61 64
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,023
COMMITMENTS
15,269 7,518 813 39,661 47,246 55,743 55,577 280 446
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 133)
-94 -111 81 -54 -243 -67 -273 200 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 13.4 1.5 70.8 84.3 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 14 3 14 11 25 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 60,098
COMMITMENTS
16,237 2,540 0 43,855 57,336 60,092 59,876 6 222
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,318)
1,060 -169 -38 297 1,583 1,319 1,376 -1 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 4.2 0.0 73.0 95.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 11 0 12 11 17 22
Updated July 11, 2008