WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 433,127
COMMITMENTS
69,882 75,636 119,808 215,226 187,446 404,915 382,890 28,212 50,238
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -10,954)
-6,110 8,315 -4,836 2,623 -10,345 -8,323 -6,866 -2,631 -4,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 17.5 27.7 49.7 43.3 93.5 88.4 6.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
104 117 135 75 110 267 288
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,026,074
COMMITMENTS
295,392 73,062 691,287 878,645 993,864 1865324 1758214 160,750 267,860
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -23,891)
-29,597 -2,701 -218 21,704 -17,061 -8,110 -19,980 -15,781 -3,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.6 34.1 43.4 49.1 92.1 86.8 7.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 853)
222 162 274 267 412 623 743
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 17,848
COMMITMENTS
3,996 499 908 9,232 15,063 14,137 16,469 3,711 1,378
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -845)
-376 60 9 180 -253 -187 -184 -658 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 2.8 5.1 51.7 84.4 79.2 92.3 20.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
23 6 8 18 17 45 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 644,040
COMMITMENTS
134,866 29,190 194,015 250,306 330,597 579,186 553,801 64,853 90,238
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -10,386)
-11,480 -174 -857 2,699 -10,508 -9,638 -11,540 -748 1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 4.5 30.1 38.9 51.3 89.9 86.0 10.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525)
188 108 191 125 206 395 439
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 302,299
COMMITMENTS
39,084 16,188 81,011 148,849 186,115 268,945 283,314 33,354 18,985
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 494)
-4,376 1,548 821 5,775 -3,298 2,220 -929 -1,726 1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 5.4 26.8 49.2 61.6 89.0 93.7 11.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
45 38 60 63 61 152 132
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,054,543
COMMITMENTS
165,453 181,793 87,270 665,990 584,438 918,712 853,501 135,830 201,042
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 25,730)
24,903 4,842 -1,226 -10,505 20,472 13,172 24,088 12,558 1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 17.2 8.3 63.2 55.4 87.1 80.9 12.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
34 56 51 84 92 153 164
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 248,842
COMMITMENTS
60,090 5,962 59,515 87,505 164,319 207,110 229,796 41,732 19,046
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -3,889)
-5,809 1,336 3,379 -496 -8,952 -2,926 -4,237 -962 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 2.4 23.9 35.2 66.0 83.2 92.3 16.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
79 18 66 66 69 173 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,684
COMMITMENTS
2,789 908 854 8,030 11,474 11,672 13,236 3,011 1,448
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -577)
-388 14 147 -28 -873 -268 -713 -308 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 6.2 5.8 54.7 78.1 79.5 90.1 20.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 9 9 27 23 48 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 965,793
COMMITMENTS
192,931 218,031 30,861 614,654 625,302 838,447 874,194 127,346 91,600
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -4,922)
20,394 23,989 3,966 -39,557 -20,767 -15,197 7,188 10,275 -12,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 22.6 3.2 63.6 64.7 86.8 90.5 13.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
46 41 35 90 90 153 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,446,140
COMMITMENTS
280,717 248,835 332,118 1512339 1452351 2125174 2033304 320,966 412,836
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 53,061)
34,636 -7,256 29,736 -24,596 33,546 39,775 56,025 13,286 -2,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 10.2 13.6 61.8 59.4 86.9 83.1 13.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
61 56 74 126 141 224 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,793,243
COMMITMENTS
468,747 202,382 83,304 1018488 1241597 1570539 1527283 222,704 265,961
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 76,602)
25,026 39,710 4,732 32,229 3,361 61,987 47,803 14,614 28,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 11.3 4.6 56.8 69.2 87.6 85.2 12.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
43 38 34 94 96 151 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 816,900
COMMITMENTS
309,088 34,670 144,007 305,182 590,193 758,276 768,869 58,624 48,030
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -62,992)
-25,949 -3,100 16,246 -49,867 -70,575 -59,570 -57,429 -3,422 -5,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 4.2 17.6 37.4 72.2 92.8 94.1 7.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
54 14 38 61 50 123 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 30,498
COMMITMENTS
12,201 13,831 1,213 11,987 8,432 25,401 23,476 5,096 7,021
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 2,036)
909 853 -5 524 763 1,428 1,610 608 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 45.4 4.0 39.3 27.6 83.3 77.0 16.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 17 6 12 9 32 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 111,119
COMMITMENTS
44,720 38,945 3,775 42,089 53,881 90,584 96,602 20,535 14,518
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 5,688)
-2,539 8,145 226 9,077 -2,281 6,763 6,089 -1,076 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 35.0 3.4 37.9 48.5 81.5 86.9 18.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 43 16 23 19 72 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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