WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 522,822
COMMITMENTS
81,608 98,981 124,325 269,851 234,303 475,784 457,609 47,037 65,212
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -79,666)
-2,285 688 -44,510 -28,607 -32,121 -75,403 -75,944 -4,263 -3,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 18.9 23.8 51.6 44.8 91.0 87.5 9.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
129 148 173 96 128 322 368
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,779,907
COMMITMENTS
351,928 83,906 482,382 730,363 937,736 1564673 1504024 215,234 275,884
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -353,017)
-38,729 -1,853 -220,673 -90,383 -121,816 -349,784 -344,341 -3,232 -8,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.7 27.1 41.0 52.7 87.9 84.5 12.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846)
248 152 282 296 392 662 723
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 13,145
COMMITMENTS
2,899 599 1,277 6,399 10,001 10,575 11,877 2,570 1,268
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -1,366)
156 -78 -194 -1,071 -1,249 -1,109 -1,521 -257 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 4.6 9.7 48.7 76.1 80.4 90.4 19.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 4 6 17 11 35 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 712,724
COMMITMENTS
115,312 62,015 201,884 341,984 359,557 659,181 623,456 53,543 89,268
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -113,167)
-13,835 -270 -66,357 -29,694 -46,408 -109,887 -113,035 -3,281 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.7 28.3 48.0 50.4 92.5 87.5 7.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
146 156 195 131 199 386 455
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 332,449
COMMITMENTS
68,640 45,317 58,279 176,434 197,282 303,354 300,878 29,095 31,571
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -64,962)
-12,972 1,830 -27,975 -17,815 -42,963 -58,763 -69,109 -6,199 4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 13.6 17.5 53.1 59.3 91.2 90.5 8.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
67 72 87 69 76 195 198
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 717,208
COMMITMENTS
81,602 135,220 42,058 433,410 394,986 557,070 572,264 160,138 144,944
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -29,478)
-4,466 -2,533 -12,032 -3,192 -18,398 -19,690 -32,963 -9,788 3,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 18.9 5.9 60.4 55.1 77.7 79.8 22.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
29 31 37 76 78 124 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 394,106
COMMITMENTS
52,235 59,553 3,607 272,466 286,097 328,308 349,257 65,798 44,849
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -20,645)
-822 -2,314 -448 -21,397 -15,838 -22,667 -18,600 2,021 -2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 15.1 0.9 69.1 72.6 83.3 88.6 16.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 11 6 42 35 53 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 226,599
COMMITMENTS
37,763 32,014 43,776 106,688 118,608 188,228 194,398 38,371 32,201
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -19,909)
-7,169 11,093 -11,168 2,102 -24,020 -16,235 -24,095 -3,674 4,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 14.1 19.3 47.1 52.3 83.1 85.8 16.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
46 35 56 67 64 148 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 18,790
COMMITMENTS
4,059 2,697 2,599 7,994 11,539 14,652 16,835 4,137 1,955
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,008)
-229 424 -430 -710 -2,318 -1,369 -2,324 -639 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.4 13.8 42.5 61.4 78.0 89.6 22.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 16 22 29 20 73 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,085,256
COMMITMENTS
255,362 182,942 60,581 660,218 689,642 976,161 933,166 109,095 152,090
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -11,593)
-55,348 -1,535 7,079 43,010 -15,768 -5,259 -10,224 -6,334 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 16.9 5.6 60.8 63.5 89.9 86.0 10.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
52 56 31 93 131 164 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,247,580
COMMITMENTS
234,628 246,422 247,690 1440761 1369276 1923079 1863388 324,501 384,192
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -177,678)
-51,075 7,616 -70,752 -61,014 -126,065 -182,841 -189,201 5,163 11,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 11.0 11.0 64.1 60.9 85.6 82.9 14.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
57 48 61 135 163 217 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,704,983
COMMITMENTS
448,880 145,911 100,406 911,873 1157649 1461159 1403966 243,824 301,017
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -154,914)
-63,697 -2,287 -25,464 -59,718 -108,253 -148,879 -136,003 -6,036 -18,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 8.6 5.9 53.5 67.9 85.7 82.3 14.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
30 45 35 83 123 137 179
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,063,868
COMMITMENTS
81,581 69,344 360,842 579,233 572,816 1021657 1003002 42,211 60,866
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 36,146)
3,540 -17,052 32,554 4,715 23,085 40,809 38,587 -4,663 -2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.5 33.9 54.4 53.8 96.0 94.3 4.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
32 31 47 69 79 123 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 40,969
COMMITMENTS
10,805 2,499 644 23,466 33,676 34,916 36,819 6,053 4,150
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -1,581)
413 -902 200 -2,092 -911 -1,480 -1,613 -101 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 6.1 1.6 57.3 82.2 85.2 89.9 14.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 13 6 35 27 60 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 81,939
COMMITMENTS
21,611 4,998 1,289 46,933 67,352 69,833 73,639 12,106 8,300
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -3,163)
825 -1,804 400 -4,185 -1,822 -2,960 -3,226 -203 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 6.1 1.6 57.3 82.2 85.2 89.9 14.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 13 6 35 27 60 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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