WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 590,807
COMMITMENTS
77,400 123,851 139,193 331,551 266,607 548,145 529,651 42,662 61,156
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 15,118)
-2,249 2,759 5,665 6,560 4,515 9,976 12,939 5,142 2,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 21.0 23.6 56.1 45.1 92.8 89.6 7.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
121 160 173 87 111 318 358
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,604,392
COMMITMENTS
274,853 180,132 443,490 739,994 675,043 1458337 1298666 146,055 305,727
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 8,761)
694 16,762 19,939 -14,164 -35,688 6,468 1,012 2,293 7,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 11.2 27.6 46.1 42.1 90.9 80.9 9.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716)
180 177 256 227 297 555 614
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,075
COMMITMENTS
1,573 4,435 1,794 12,896 11,670 16,263 17,898 3,812 2,177
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 698)
32 -156 411 231 515 675 770 23 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 22.1 8.9 64.2 58.1 81.0 89.2 19.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 20 10 18 12 36 38
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 602,378
COMMITMENTS
77,059 77,003 170,162 306,880 248,529 554,100 495,694 48,278 106,684
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 10,191)
-3,763 1,865 8,471 3,052 -65 7,759 10,271 2,431 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.8 28.2 50.9 41.3 92.0 82.3 8.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
127 154 184 126 169 361 418
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,329
COMMITMENTS
14,103 1,280 184 45 3,453 14,332 4,917 3,997 13,412
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -445)
-586 495 -189 0 48 -775 354 330 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 7.0 1.0 0.2 18.8 78.2 26.8 21.8 73.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 6 7 2 9 17 20
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,476
COMMITMENTS
3,029 3,413 1,619 1,589 1,044 6,237 6,076 240 400
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 51)
215 606 -142 49 -401 122 63 -71 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 52.7 25.0 24.5 16.1 96.3 93.8 3.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 9 12 2 5 16 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 370,047
COMMITMENTS
53,494 66,302 76,417 212,548 196,933 342,459 339,652 27,588 30,395
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 9,945)
1,416 -8,966 6,506 3,005 14,064 10,927 11,604 -981 -1,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 17.9 20.7 57.4 53.2 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
60 85 86 73 65 196 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 780,776
COMMITMENTS
71,893 134,066 64,724 489,111 453,319 625,728 652,108 155,048 128,667
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -48,155)
-268 -20,337 11,487 -64,208 -17,751 -52,989 -26,601 4,834 -21,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 17.2 8.3 62.6 58.1 80.1 83.5 19.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 31 32 69 78 111 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 145,185
COMMITMENTS
3,921 17,709 0 105,941 104,672 109,862 122,381 35,323 22,804
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 7,774)
402 2,214 -2,647 14,138 4,443 11,893 4,010 -4,119 3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.2 0.0 73.0 72.1 75.7 84.3 24.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 0 18 14 20 19
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,385
COMMITMENTS
1,267 720 352 8,166 9,032 9,785 10,104 600 281
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 80)
160 40 30 2 -27 192 43 -112 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 6.9 3.4 78.6 87.0 94.2 97.3 5.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 3 15 16 25 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 192,248
COMMITMENTS
43,248 14,772 35,819 80,633 115,893 159,700 166,484 32,548 25,764
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,239)
-346 -1,148 1,004 -1,481 -2,571 -823 -2,716 -2,416 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 7.7 18.6 41.9 60.3 83.1 86.6 16.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
52 43 62 64 66 155 142
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,557
COMMITMENTS
3,471 4,186 1,507 8,543 7,934 13,520 13,627 3,037 2,931
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -86)
-208 -240 54 -300 -267 -453 -453 367 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 25.3 9.1 51.6 47.9 81.7 82.3 18.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 19 14 26 23 53 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 966,310
COMMITMENTS
241,234 183,512 49,748 561,531 599,668 852,512 832,927 113,798 133,383
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -52,229)
7,659 -1,342 -37,106 -24,048 -15,865 -53,495 -54,313 1,266 2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 19.0 5.1 58.1 62.1 88.2 86.2 11.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
30 48 25 76 115 124 170
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,230,975
COMMITMENTS
163,709 317,116 235,092 1514507 1350824 1913308 1903032 317,667 327,944
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 52,907)
15,204 -26,109 60,017 -55,844 7,927 19,377 41,835 33,530 11,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 14.2 10.5 67.9 60.5 85.8 85.3 14.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
37 48 60 126 142 198 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 963,536
COMMITMENTS
157,414 104,624 39,410 553,553 572,039 750,377 716,073 213,159 247,464
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -140,116)
-13,822 -14,578 -7,693 -104,011 -79,882 -125,526 -102,153 -14,590 -37,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 10.9 4.1 57.5 59.4 77.9 74.3 22.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
25 23 24 66 86 102 122
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,075,425
COMMITMENTS
165,747 25,074 446,323 426,387 551,879 1038458 1023276 36,968 52,149
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -122,188)
-5,057 -8,223 -51,712 -59,815 -53,568 -116,583 -113,503 -5,605 -8,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.3 41.5 39.6 51.3 96.6 95.2 3.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 24 41 62 62 109 111
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,840
COMMITMENTS
1,207 663 0 7,684 9,305 8,891 9,968 3,949 2,872
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 172)
-927 252 0 -0 -0 -927 252 1,099 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.2 0.0 59.8 72.5 69.2 77.6 30.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 0 10 9 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,836
COMMITMENTS
13,021 10,706 788 50,520 49,914 64,329 61,408 13,508 16,429
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -93)
-966 -168 -324 1,777 -4,506 486 -4,999 -579 4,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 13.8 1.0 64.9 64.1 82.6 78.9 17.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 15 9 32 31 57 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,216
COMMITMENTS
3,199 751 6 11,617 14,100 14,822 14,857 394 359
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -182)
557 94 -198 -517 -52 -158 -156 -24 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.9 0.0 76.3 92.7 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 7 1 11 18 15 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,021
COMMITMENTS
4,000 2,311 0 35,228 37,156 39,228 39,467 793 554
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,050)
-166 839 0 1,500 492 1,334 1,331 -284 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.8 0.0 88.0 92.8 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 0 8 15 14 21
Updated June 4, 2010