WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 349,615
COMMITMENTS
80,453 76,863 47,664 191,393 172,749 319,510 297,276 30,105 52,339
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -12,511)
-2,783 -8,780 -6,304 -2,807 1,856 -11,894 -13,228 -617 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 22.0 13.6 54.7 49.4 91.4 85.0 8.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
87 96 108 61 99 230 257
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,366,107
COMMITMENTS
443,320 103,591 185,552 606,088 833,551 1234960 1122694 131,147 243,413
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -59,522)
-13,022 -22,536 -2,633 -25,050 -33,061 -40,705 -58,230 -18,817 -1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 7.6 13.6 44.4 61.0 90.4 82.2 9.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 847)
228 133 209 219 366 582 643
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,193
COMMITMENTS
4,060 344 543 9,086 14,992 13,689 15,879 3,504 1,314
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 169)
130 -30 180 -285 62 25 212 144 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 2.0 3.2 52.8 87.2 79.6 92.4 20.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 3 7 17 17 41 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,188
COMMITMENTS
149,602 29,564 66,299 206,919 297,749 422,820 393,612 53,368 82,576
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -26,991)
-20,507 -12,839 -7,819 3,346 -5,232 -24,980 -25,890 -2,011 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 6.2 13.9 43.5 62.5 88.8 82.7 11.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
144 94 121 114 193 327 361
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,508
COMMITMENTS
17,248 2,076 845 2 3,678 18,095 6,599 3,413 14,909
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,467)
-1,193 -639 -373 0 -17 -1,566 -1,029 99 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.2 9.7 3.9 0.0 17.1 84.1 30.7 15.9 69.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 8 1 10 10 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 260,825
COMMITMENTS
48,824 19,611 53,588 127,915 171,874 230,327 245,073 30,498 15,752
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -7,516)
162 -4,680 -6,456 -896 3,750 -7,190 -7,386 -326 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 7.5 20.5 49.0 65.9 88.3 94.0 11.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
53 24 47 60 55 146 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 889,210
COMMITMENTS
109,556 192,410 10,239 671,962 525,591 791,757 728,240 97,453 160,970
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 16,973)
5,690 11,705 -4,455 15,411 28,211 16,646 35,461 327 -18,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 21.6 1.2 75.6 59.1 89.0 81.9 11.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
25 52 15 66 77 100 135
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 221,465
COMMITMENTS
70,578 5,861 33,668 82,093 166,351 186,339 205,880 35,126 15,585
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,445)
6,457 -835 -2,083 -3,660 2,925 714 7 -2,159 -1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 2.6 15.2 37.1 75.1 84.1 93.0 15.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
80 18 52 69 64 172 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,470
COMMITMENTS
3,924 803 790 7,970 13,164 12,684 14,757 3,786 1,713
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,407)
-593 -61 -50 -990 -1,514 -1,633 -1,625 226 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 4.9 4.8 48.4 79.9 77.0 89.6 23.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 7 11 28 23 53 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,011,360
COMMITMENTS
194,191 203,375 5,279 706,386 704,427 905,856 913,081 105,504 98,279
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 93,539)
25,435 58,684 153 67,951 64,088 93,539 122,925 0 -29,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 20.1 0.5 69.8 69.7 89.6 90.3 10.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
38 36 10 91 86 133 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,901,679
COMMITMENTS
284,955 281,898 54,375 1308391 1181673 1647721 1517946 253,958 383,733
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -63,340)
-17,655 -26,740 7,316 -40,247 -8,175 -50,586 -27,599 -12,754 -35,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 14.8 2.9 68.8 62.1 86.6 79.8 13.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
55 50 34 95 108 166 177
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,569,390
COMMITMENTS
465,559 155,556 11,735 884,129 1133969 1361423 1301260 207,967 268,130
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -139,867)
4,340 -69 -23,436 -111,359 -95,056 -130,455 -118,561 -9,412 -21,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 9.9 0.7 56.3 72.3 86.7 82.9 13.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
31 37 13 79 74 118 116
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 772,484
COMMITMENTS
374,802 42,482 26,610 310,465 656,902 711,877 725,994 60,607 46,490
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 26,073)
40,010 8,544 -10,192 -532 28,693 29,286 27,045 -3,213 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 5.5 3.4 40.2 85.0 92.2 94.0 7.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
55 14 25 62 54 124 87
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 25,180
COMMITMENTS
9,655 11,323 980 11,254 8,009 21,889 20,312 3,291 4,868
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -25,260)
-7,809 -3,236 -3,622 -6,564 -12,186 -17,995 -19,044 -7,265 -6,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 45.0 3.9 44.7 31.8 86.9 80.7 13.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 10 2 9 8 21 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,129
COMMITMENTS
42,369 29,579 911 30,313 49,116 73,593 79,606 20,536 14,523
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -44,427)
2,935 -21,611 -14,357 -36,361 -6,614 -47,783 -42,582 3,356 -1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 31.4 1.0 32.2 52.2 78.2 84.6 21.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
32 28 5 22 18 57 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 52,927
COMMITMENTS
13,630 6,490 846 38,069 45,213 52,545 52,549 382 378
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,083)
394 526 -11 694 543 1,077 1,058 6 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 12.3 1.6 71.9 85.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 3 16 11 26 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,420
COMMITMENTS
16,665 2,653 55 40,693 54,432 57,413 57,140 7 280
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -2,095)
-431 -238 55 -1,720 -1,942 -2,096 -2,125 1 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 4.6 0.1 70.9 94.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 8 1 12 9 18 18
Updated June 27, 2008