WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 436,309
COMMITMENTS
70,897 71,584 125,499 210,450 183,960 406,846 381,044 29,463 55,265
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,925)
-1,684 -1,313 598 -3,132 -4,440 -4,218 -5,155 2,293 3,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.4 28.8 48.2 42.2 93.2 87.3 6.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
104 120 139 79 111 272 297
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,939,753
COMMITMENTS
239,837 72,509 689,074 857,218 911,165 1786129 1672748 153,624 267,004
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -118,973)
-8,672 -21,225 -48,591 -58,219 -37,812 -115,481 -107,628 -3,492 -11,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.7 35.5 44.2 47.0 92.1 86.2 7.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 824)
200 156 279 276 397 618 725
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,939
COMMITMENTS
2,485 548 1,317 10,493 13,500 14,296 15,365 2,643 1,574
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -529)
-437 -123 259 75 -791 -103 -655 -426 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.2 7.8 61.9 79.7 84.4 90.7 15.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 7 9 17 16 40 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 552,608
COMMITMENTS
106,686 28,043 170,453 220,991 271,680 498,130 470,176 54,478 82,433
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -54,442)
-12,467 -4,193 -23,495 -20,070 -25,427 -56,032 -53,114 1,590 -1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 5.1 30.8 40.0 49.2 90.1 85.1 9.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
154 115 182 127 205 369 436
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,925
COMMITMENTS
18,164 3,249 1,163 2 3,141 19,329 7,553 2,596 14,372
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 4)
-95 -3 295 0 -30 200 262 -196 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.8 14.8 5.3 0.0 14.3 88.2 34.4 11.8 65.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 10 10 1 9 16 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 296,292
COMMITMENTS
35,871 23,320 84,034 149,225 168,779 269,131 276,133 27,161 20,159
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -14,179)
-431 899 -4,770 -7,653 -9,890 -12,853 -13,761 -1,326 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 7.9 28.4 50.4 57.0 90.8 93.2 9.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
48 39 72 68 67 164 159
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 956,409
COMMITMENTS
118,521 176,728 62,042 655,056 538,576 835,619 777,346 120,790 179,062
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -81,930)
-33,242 -1,194 -20,881 -7,243 -36,690 -61,366 -58,765 -20,565 -23,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 18.5 6.5 68.5 56.3 87.4 81.3 12.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
28 56 48 76 92 135 165
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 209,604
COMMITMENTS
42,314 3,881 49,536 82,458 136,865 174,308 190,282 35,295 19,322
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -22,144)
-7,069 -6,283 -8,291 -3,268 -5,909 -18,628 -20,482 -3,516 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.9 23.6 39.3 65.3 83.2 90.8 16.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
65 17 58 66 68 162 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,743
COMMITMENTS
2,267 1,228 800 8,402 10,211 11,470 12,239 2,273 1,504
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 54)
-178 262 41 265 -324 127 -21 -73 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 8.9 5.8 61.1 74.3 83.5 89.1 16.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 13 8 23 20 43 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 912,067
COMMITMENTS
147,025 198,767 26,180 624,830 596,570 798,035 821,517 114,032 90,550
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 3,289)
-5,598 1,627 -6,213 10,530 5,460 -1,282 874 4,571 2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 21.8 2.9 68.5 65.4 87.5 90.1 12.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
41 40 30 87 101 143 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,216,785
COMMITMENTS
221,713 320,780 257,401 1450359 1251234 1929473 1829415 287,311 387,370
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -200,120)
-24,495 -20,852 -108,027 -16,803 -53,450 -149,324 -182,329 -50,796 -17,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 14.5 11.6 65.4 56.4 87.0 82.5 13.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
49 63 69 122 133 206 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,624,240
COMMITMENTS
333,133 187,148 94,735 973,058 1119057 1400926 1400940 223,314 223,301
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -130,030)
-21,149 -15,792 -28,139 -84,323 -64,434 -133,611 -108,365 3,581 -21,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 11.5 5.8 59.9 68.9 86.3 86.3 13.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
38 39 32 93 91 144 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 888,998
COMMITMENTS
303,740 39,659 181,359 349,555 630,097 834,655 851,115 54,343 37,883
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 20,046)
3,856 -612 7,773 3,235 10,761 14,864 17,922 5,182 2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 4.5 20.4 39.3 70.9 93.9 95.7 6.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
48 17 39 58 54 116 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,739
COMMITMENTS
14,957 14,350 1,216 12,032 8,509 28,205 24,076 4,534 8,663
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 325)
570 -116 32 107 339 709 255 -384 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 43.8 3.7 36.8 26.0 86.2 73.5 13.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 17 9 12 9 39 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 124,149
COMMITMENTS
50,420 39,331 4,635 47,868 65,998 102,923 109,964 21,225 14,185
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 2,322)
2,813 -853 -1 -1,520 6,142 1,292 5,288 1,030 -2,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 31.7 3.7 38.6 53.2 82.9 88.6 17.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
50 42 21 25 26 83 81
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,161
COMMITMENTS
15,171 8,145 543 43,221 50,282 58,935 58,970 226 191
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,243)
-313 560 -103 1,652 783 1,236 1,240 7 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 13.8 0.9 73.1 85.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 14 2 13 11 24 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,488
COMMITMENTS
17,265 1,157 0 42,223 58,090 59,488 59,247 0 241
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,227)
-1,477 597 -68 334 -1,749 -1,211 -1,220 -16 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 1.9 0.0 71.0 97.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 9 0 9 11 14 20
Updated August 1, 2008