WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 605,582
COMMITMENTS
83,626 128,287 144,992 333,046 269,456 561,664 542,735 43,918 62,846
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 14,775)
6,226 4,436 5,799 1,495 2,850 13,519 13,085 1,256 1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 21.2 23.9 55.0 44.5 92.7 89.6 7.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
123 167 174 87 107 324 355
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,653,962
COMMITMENTS
268,914 217,088 470,408 760,046 653,937 1499368 1341432 154,594 312,529
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 49,570)
-5,940 36,955 26,918 20,052 -21,107 41,031 42,767 8,539 6,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 13.1 28.4 46.0 39.5 90.7 81.1 9.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
164 195 250 239 292 555 615
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,564
COMMITMENTS
1,434 4,450 2,363 12,914 11,411 16,711 18,225 3,852 2,339
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 489)
-139 15 570 17 -259 448 326 40 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 21.6 11.5 62.8 55.5 81.3 88.6 18.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 19 10 18 13 36 38
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 619,680
COMMITMENTS
75,820 84,409 180,279 316,293 250,635 572,392 515,322 47,287 104,357
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 17,302)
-1,238 7,406 10,117 9,413 2,106 18,292 19,629 -990 -2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 13.6 29.1 51.0 40.4 92.4 83.2 7.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502)
126 173 198 130 170 378 435
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,614
COMMITMENTS
14,296 1,060 188 44 3,476 14,528 4,724 4,086 13,890
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 285)
193 -220 4 -1 23 196 -193 89 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 5.7 1.0 0.2 18.7 78.0 25.4 22.0 74.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 5 8 2 9 17 20
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,196
COMMITMENTS
3,698 3,430 2,019 1,100 1,491 6,816 6,940 380 256
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 720)
670 17 399 -489 447 580 864 140 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 47.7 28.1 15.3 20.7 94.7 96.4 5.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 8 11 2 6 16 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 386,301
COMMITMENTS
50,611 72,755 79,917 229,908 199,857 360,436 352,529 25,866 33,773
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 16,255)
-2,883 6,453 3,500 17,360 2,924 17,977 12,877 -1,723 3,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 18.8 20.7 59.5 51.7 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
60 87 90 72 66 195 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 777,960
COMMITMENTS
71,097 138,648 60,421 492,877 443,852 624,395 642,920 153,565 135,040
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -2,815)
-797 4,582 -4,303 3,767 -9,467 -1,333 -9,188 -1,482 6,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 17.8 7.8 63.4 57.1 80.3 82.6 19.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
28 31 33 72 81 116 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 139,614
COMMITMENTS
3,921 16,058 122 101,358 106,357 105,401 122,537 34,213 17,077
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -5,571)
0 -1,651 122 -4,583 1,685 -4,461 156 -1,110 -5,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 11.5 0.1 72.6 76.2 75.5 87.8 24.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 1 18 16 21 21
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,053
COMMITMENTS
1,272 795 456 8,972 9,624 10,700 10,875 353 178
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 668)
5 75 104 806 592 915 771 -247 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.2 4.1 81.2 87.1 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 6 3 16 14 25 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,731
COMMITMENTS
44,136 9,444 37,233 80,492 125,211 161,861 171,889 35,870 25,842
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 5,483)
888 -5,327 1,414 -141 9,318 2,161 5,405 3,321 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.8 18.8 40.7 63.3 81.9 86.9 18.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
52 39 65 66 72 162 146
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,962
COMMITMENTS
3,618 3,757 1,827 8,799 8,335 14,244 13,919 2,717 3,043
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 404)
147 -429 321 256 401 724 292 -320 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 22.1 10.8 51.9 49.1 84.0 82.1 16.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
27 17 15 26 23 60 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 933,671
COMMITMENTS
217,513 173,371 61,487 552,168 572,310 831,168 807,168 102,503 126,503
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -32,640)
-23,721 -10,141 11,739 -9,363 -27,357 -21,345 -25,759 -11,295 -6,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 18.6 6.6 59.1 61.3 89.0 86.5 11.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
29 53 28 77 117 125 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,240,882
COMMITMENTS
139,300 305,746 252,037 1560320 1347728 1951657 1905511 289,225 335,371
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 9,906)
-24,409 -11,370 16,945 45,813 -3,096 38,349 2,479 -28,442 7,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.6 11.2 69.6 60.1 87.1 85.0 12.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
36 46 62 133 152 205 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 972,532
COMMITMENTS
147,602 91,668 50,468 564,697 591,039 762,768 733,176 209,764 239,357
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 8,996)
-9,812 -12,956 11,058 11,144 19,001 12,391 17,103 -3,395 -8,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 9.4 5.2 58.1 60.8 78.4 75.4 21.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
26 21 25 70 87 106 123
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,108,221
COMMITMENTS
165,931 23,633 463,540 441,656 566,860 1071126 1054033 37,095 54,189
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 32,796)
183 -1,441 17,217 15,268 14,981 32,668 30,756 128 2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 2.1 41.8 39.9 51.2 96.7 95.1 3.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
26 24 40 59 62 105 110
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,011
COMMITMENTS
1,531 471 0 7,684 9,305 9,215 9,776 3,796 3,235
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 171)
324 -192 0 -0 -0 324 -192 -153 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.6 0.0 59.1 71.5 70.8 75.1 29.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 10 9 13 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,429
COMMITMENTS
11,539 12,563 1,473 51,931 48,672 64,943 62,708 13,486 15,721
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 593)
-1,482 1,857 685 1,412 -1,242 615 1,300 -22 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 16.0 1.9 66.2 62.1 82.8 80.0 17.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 15 13 31 31 60 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,776
COMMITMENTS
3,990 751 6 11,968 15,368 15,964 16,125 812 651
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,560)
791 0 0 351 1,268 1,142 1,268 418 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 4.5 0.0 71.3 91.6 95.2 96.1 4.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 7 1 9 18 13 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 45,155
COMMITMENTS
4,505 2,560 0 39,719 41,975 44,224 44,535 931 620
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 5,134)
505 249 0 4,491 4,819 4,996 5,068 138 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.7 0.0 88.0 93.0 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 0 6 17 13 21
Updated June 11, 2010