WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,282
COMMITMENTS
82,378 110,168 62,809 241,513 195,398 386,700 368,375 43,582 61,907
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -26,795)
-7,342 -6,480 -4,760 -13,669 -13,726 -25,771 -24,966 -1,024 -1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 25.6 14.6 56.1 45.4 89.9 85.6 10.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
103 159 131 85 117 276 335
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,251,856
COMMITMENTS
410,486 89,071 114,647 563,648 823,046 1088781 1026764 163,075 225,092
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -163,023)
-94,883 -11,779 -42,086 -25,082 -103,319 -162,051 -157,184 -972 -5,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 7.1 9.2 45.0 65.7 87.0 82.0 13.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 799)
228 134 188 237 358 554 615
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,854
COMMITMENTS
3,516 597 278 5,560 9,814 9,354 10,689 2,500 1,165
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -819)
-130 -67 175 -668 -1,107 -623 -999 -196 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 5.0 2.3 46.9 82.8 78.9 90.2 21.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 3 2 16 10 34 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 530,785
COMMITMENTS
146,315 64,371 59,968 276,881 325,361 483,164 449,700 47,621 81,085
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -62,002)
-26,519 -4,391 -22,450 -10,892 -35,513 -59,861 -62,354 -2,141 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 12.1 11.3 52.2 61.3 91.0 84.7 9.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488)
142 124 144 114 185 338 394
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,879
COMMITMENTS
19,340 1,275 146 6 5,260 19,492 6,681 2,387 15,198
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -4,405)
-3,593 -1,728 -349 0 -1,191 -3,942 -3,268 -463 -1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.4 5.8 0.7 0.0 24.0 89.1 30.5 10.9 69.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 4 6 2 14 18 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 290,459
COMMITMENTS
72,524 48,362 31,222 158,438 180,037 262,184 259,621 28,275 30,838
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -39,251)
-21,398 2,841 -10,377 -1,173 -35,782 -32,948 -43,318 -6,303 4,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 16.7 10.7 54.5 62.0 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
64 71 78 65 68 184 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 641,754
COMMITMENTS
74,954 139,376 6,705 410,273 360,728 491,932 506,809 149,822 134,945
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -11,090)
-4,055 -4,491 -1,482 4,502 -12,113 -1,035 -18,086 -10,055 6,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 21.7 1.0 63.9 56.2 76.7 79.0 23.3 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
22 32 9 66 71 92 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 387,219
COMMITMENTS
52,508 61,326 608 270,497 282,289 323,613 344,223 63,606 42,996
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -19,258)
-774 -2,485 0 -19,984 -14,092 -20,758 -16,577 1,500 -2,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.8 0.2 69.9 72.9 83.6 88.9 16.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 11 2 39 35 47 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,015
COMMITMENTS
510 465 439 7,606 7,786 8,555 8,690 460 325
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -303)
26 314 -161 -116 -292 -251 -139 -52 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 5.2 4.9 84.4 86.4 94.9 96.4 5.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 5 22 26 30 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 203,355
COMMITMENTS
43,515 32,092 27,553 96,635 113,030 167,703 172,675 35,652 30,680
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -14,539)
-9,677 11,227 -6,947 6,030 -23,058 -10,594 -18,778 -3,945 4,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 15.8 13.5 47.5 55.6 82.5 84.9 17.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
47 32 47 64 60 143 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,540
COMMITMENTS
3,994 2,649 1,885 7,697 11,101 13,576 15,635 3,964 1,905
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -1,221)
-917 520 236 93 -2,324 -588 -1,568 -633 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 15.1 10.7 43.9 63.3 77.4 89.1 22.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 14 19 22 18 61 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,026,198
COMMITMENTS
251,445 188,969 14,792 653,677 673,905 919,914 877,666 106,284 148,532
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -23,766)
-59,192 -7,316 175 42,886 -13,883 -16,131 -21,024 -7,635 -2,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 18.4 1.4 63.7 65.7 89.6 85.5 10.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
48 56 21 88 127 149 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,805,673
COMMITMENTS
235,796 302,759 25,925 1244493 1123821 1506214 1452505 299,459 353,168
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -51,396)
-47,649 5,735 -16,445 3,327 -55,199 -60,767 -65,909 9,371 14,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 16.8 1.4 68.9 62.2 83.4 80.4 16.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
41 58 23 109 132 159 204
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,564,596
COMMITMENTS
448,891 177,629 14,883 868,094 1085270 1331868 1277782 232,728 286,814
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -135,386)
-73,811 -8,011 -4,559 -46,609 -105,637 -124,979 -118,207 -10,407 -17,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 11.4 1.0 55.5 69.4 85.1 81.7 14.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
29 45 15 76 113 115 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 775,250
COMMITMENTS
83,452 68,878 127,740 526,492 521,962 737,684 718,580 37,566 56,670
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 16,515)
9,576 -18,119 17,048 -4,673 20,009 21,951 18,938 -5,436 -2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 8.9 16.5 67.9 67.3 95.2 92.7 4.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
28 29 39 63 73 109 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,596
COMMITMENTS
10,841 2,366 272 22,518 32,922 33,631 35,560 5,965 4,036
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -1,691)
406 -904 170 -2,194 -990 -1,619 -1,725 -73 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 6.0 0.7 56.9 83.1 84.9 89.8 15.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 14 3 33 25 56 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,191
COMMITMENTS
21,682 4,732 544 45,036 65,843 67,262 71,119 11,929 8,072
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -3,382)
811 -1,808 339 -4,387 -1,980 -3,237 -3,449 -145 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 6.0 0.7 56.9 83.1 84.9 89.8 15.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 14 3 33 25 56 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,161
COMMITMENTS
2,938 1,753 486 1,818 3,813 5,242 6,052 919 109
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,911)
-1,475 323 -504 126 -1,977 -1,853 -2,158 -1,058 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 28.5 7.9 29.5 61.9 85.1 98.2 14.9 1.8
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 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,404
COMMITMENTS
3,318 759 12 9,715 12,579 13,045 13,350 359 54
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 105)
665 21 1 -561 98 105 120 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 5.7 0.1 72.5 93.8 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 6 1 7 12 13 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,566
COMMITMENTS
5,188 833 0 20,062 24,653 25,250 25,486 316 80
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,709)
525 210 0 2,200 2,518 2,725 2,728 -16 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 3.3 0.0 78.5 96.4 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 5 0 8 13 16 18
Updated July 1, 2011