WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,716
COMMITMENTS
76,798 82,143 42,089 188,433 160,799 307,320 285,031 24,396 46,685
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 2,519)
3,439 2,601 -387 -796 -1,413 2,256 801 263 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 24.8 12.7 56.8 48.5 92.6 85.9 7.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
92 108 88 66 106 217 262
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,300,222
COMMITMENTS
394,361 115,125 182,456 603,877 774,515 1180694 1072096 119,528 228,126
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 17,241)
-16,060 16,750 11,844 23,050 -14,585 18,834 14,009 -1,593 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 8.9 14.0 46.4 59.6 90.8 82.5 9.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804)
220 131 180 190 357 502 615
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,631
COMMITMENTS
3,947 473 454 9,189 14,690 13,590 15,617 3,041 1,014
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -509)
-305 15 -25 237 -264 -93 -274 -416 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 2.8 2.7 55.3 88.3 81.7 93.9 18.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 4 6 17 17 42 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,324
COMMITMENTS
153,194 37,359 57,381 192,021 282,135 402,596 376,875 56,728 82,449
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -13,132)
3,561 4,024 -8,861 -8,463 -8,980 -13,763 -13,817 631 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 8.1 12.5 41.8 61.4 87.6 82.0 12.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493)
164 95 122 104 193 333 374
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,437
COMMITMENTS
17,892 3,202 661 2 3,127 18,555 6,990 2,882 14,447
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -953)
-983 -245 100 -3 69 -886 -76 -67 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.5 14.9 3.1 0.0 14.6 86.6 32.6 13.4 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 8 4 1 9 13 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 262,038
COMMITMENTS
44,892 17,887 53,577 136,312 175,839 234,781 247,303 27,257 14,735
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,818)
-830 -274 2,652 1,834 477 3,656 2,855 -1,838 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 6.8 20.4 52.0 67.1 89.6 94.4 10.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
49 29 52 61 55 145 118
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 919,096
COMMITMENTS
161,922 201,427 3,552 620,029 533,722 785,503 738,701 133,593 180,395
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 9,804)
-1,516 8,822 583 1,818 -815 885 8,590 8,919 1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 21.9 0.4 67.5 58.1 85.5 80.4 14.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
29 50 20 71 79 112 137
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 217,674
COMMITMENTS
62,808 7,598 40,564 75,243 150,677 178,615 198,839 39,059 18,835
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -2,491)
-158 467 670 -4,048 -5,504 -3,536 -4,367 1,045 1,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 3.5 18.6 34.6 69.2 82.1 91.3 17.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
77 17 62 64 59 171 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,125
COMMITMENTS
2,632 863 445 7,408 10,672 10,485 11,980 2,640 1,145
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -944)
-247 -50 -17 -355 -717 -619 -784 -325 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 6.6 3.4 56.4 81.3 79.9 91.3 20.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 7 9 24 20 44 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 896,831
COMMITMENTS
178,878 217,273 6,690 594,397 581,606 779,965 805,569 116,866 91,262
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -22,303)
-15,367 -983 2,142 -3,295 -25,915 -16,520 -24,756 -5,783 2,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 24.2 0.7 66.3 64.9 87.0 89.8 13.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
44 42 17 82 87 133 139
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,809,127
COMMITMENTS
279,045 322,622 29,157 1182491 1102190 1490693 1453969 318,434 355,158
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -34,706)
-19,199 40,200 -1,808 -30,264 -44,266 -51,271 -5,874 16,565 -28,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 17.8 1.6 65.4 60.9 82.4 80.4 17.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
53 67 33 105 115 176 197
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,589,048
COMMITMENTS
396,694 214,785 8,486 959,336 1136992 1364516 1360263 224,532 228,785
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -41,974)
-77,465 -859 -1,055 32,571 -7,641 -45,949 -9,555 3,975 -32,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 13.5 0.5 60.4 71.6 85.9 85.6 14.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
39 42 14 86 77 130 128
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 632,279
COMMITMENTS
300,977 40,044 20,240 262,271 535,042 583,488 595,326 48,791 36,953
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,052)
-5,412 5,027 -1,045 12,153 3,199 5,696 7,181 -6,748 -8,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 6.3 3.2 41.5 84.6 92.3 94.2 7.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
45 12 22 53 46 103 76
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,842
COMMITMENTS
4,385 1,079 766 1,161 7,075 6,312 8,920 5,530 2,922
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 9.1 6.5 9.8 59.7 53.3 75.3 46.7 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 2 4 2 6 13 12
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,163
COMMITMENTS
12,637 14,709 1,001 12,595 8,595 26,233 24,305 5,930 7,858
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 2,503)
417 1,069 19 738 342 1,174 1,430 1,329 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 45.7 3.1 39.2 26.7 81.6 75.6 18.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 14 5 13 8 34 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,947
COMMITMENTS
50,047 43,225 1,722 41,668 53,674 93,437 98,621 20,510 15,326
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 12,677)
4,934 3,934 426 6,868 7,231 12,228 11,591 449 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 37.9 1.5 36.6 47.1 82.0 86.5 18.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 46 7 25 20 68 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 56,459
COMMITMENTS
15,728 7,256 773 39,687 48,238 56,188 56,267 271 192
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 436)
459 -262 -40 26 992 445 690 -9 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 12.9 1.4 70.3 85.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 14 3 13 11 25 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 58,677
COMMITMENTS
17,331 1,795 0 41,325 56,622 58,656 58,417 21 260
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,421)
1,094 -745 0 -2,530 -714 -1,436 -1,459 15 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 3.1 0.0 70.4 96.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 12 0 10 11 15 23
Updated July 18, 2008