COT Report as of 15 July 2008
Contract Comm Longs-Shorts Large Specs Long-Short Small Specs Long-Short Commercial % Large Specs % Small Specs % Commercials % Change Large Specs % Change Small Specs % Change Change Commercials Large Specs Change Small Specs Change Change in Open Interest
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE-683228556-21724-0.94021.647-9.377-0.1184.9145-2.425-8646483-561921021
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE-108166-194065302231-3.388-18.3042.888-4.8799.35828.0247-1557399918956550245513
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE2177-350113245.9336-31.3910.7452.8509-0.107-8.3911046-12-10343754
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE13554-9160-43944.0865-4.229-9.965-1.2200.31397.6411-40496803369-3491
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE4000-2072-192818.876-7.576-13.981.8688-2.3841.8566396-6522562503
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE-1200668225184-12.597.314014.465-0.3801.0721-1.777-3631000-63712677
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE7573-1622286495.5781-38.1653.2210.4765-5.3219.9378647-226216154646
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE12213-17097488427.218-89.5940.2770.9605-14.0618.579431-268422534198
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE234086-201798-3228826.124-52.15-51.111.0051-1.275-6.4439007-4937-407020879
VIX FUTURES - CBOE FUTURES EXCHANGE-110-12121322-0.197-4.9579.1703-2.36112.029-11.26-13172941-16244079
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE20993-2161161825.573-44.553.83702.3255-3.506-1.2911909-1701-2084886
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE-16760109715663-27.467.246152.003-4.5402.64217.8721-277140023716166
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE5889-663975032.330-42.7721.091-1.5531.34012.1091-28320875225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE86307-39505-468027.4805-10.87-14.900.2282-2.8452.45392633-1033877059804
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE80301-43577-367243.5147-7.242-5.4510.6128-9.8726.739514002-5939945397-34706
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE-177656181909-4253-8.47429.749-0.9381.9182-12.528.028340212-7660636394-41974
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE12791-38395256041.0876-9.69212.3021.9234-3.630-3.95722620-14384-8236-22303
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE-27277126093311838-34.2176.51513.8061.1230-3.0611.73188954-104391485-1052
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE-1144164109128652878-8.43546.7412.6698-1.91712.920-2.097-260125301659-41534219844
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE-8551847279-9.72536.86017.062-1.0983.136952.915-966721245436
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE-1529715536-239-15.6181.229-85.05-1.8549.6151-8.185-18161839-23-1421
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE-761801-40-4.48458.940-0.852-0.30651.949-13.93-52706-654-1199
U.S. DOLLAR INDEX - ICE FUTURES U.S.-23463908-1562-11.398.4169-22.8428.313-8.890-24.865828-4128-17003908
EURO FX - CHICAGO MERCANTILE EXCHANGE-32753230499704-26.2815.67310.944-5.618-0.6518.9775-7002-95879607325
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE-626055010512500-23.1547.67524.181-19.7442.60916.654-5338944780860938564
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE-39726423-2451-5.0896.8136-5.546-23.0115.6167.3295-1796014721323924967
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE-297601504414716-68.3929.67044.282-55.9538.93313.869-2435019741460911566
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE-77650723415309-75.8870.97856.316-5.1770.148154.598-529815151476781
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE-22665128599806-30.7719.16819.743-31.9828.0409.5594-235591881147485976
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE-765465606820478-85.7468.22252.418-18.248.227824.379-16286676295248737
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE-636853271041-20.1024.39622.517-5.85514.591-28.79-18553186-1331-1455
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-404427041340-2.19266.4047.1988-2.17780.3294.0077-401732717463352
GOLD - COMMODITY EXCHANGE INC.-24657720278343794-52.3472.65952.205-3.8034.72295.6456-1791713181473640718
SILVER - COMMODITY EXCHANGE INC.-711514928521866-54.2469.57356.630-1.9781.61913.7501-2595114714487551
PLATINUM - NEW YORK MERCANTILE EXCHANGE-850363352168-67.8356.24653.7160.5025-1.5442.750263-174111-704
PALLADIUM - NEW YORK MERCANTILE EXCHANGE-971779291788-65.5957.77863.811-2.5723.8767-5.389-381532-151-766
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.-21143019-905-1.9047.7444-3.7174.2758-9.027-5.0444747-3519-1228-4591
GOLD 100 TROY OZ - CHICAGO BOARD OF TRADE-591433062608-71.8060.50530.856000000 .
CRUDE OIL LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE-1661222382-5770-1.2245.6286-2.962-1.2013.85160.5098-163091531699328133
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE12306-1394716415.4168-29.908.12653.6002-17.610.17338179-821435-2006
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE-3003000-0.8252000.27530-251000-10085
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE140398841-2288012.88324.481-24.43000000 .
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE792-600-1927.2183-100-1001.74990-1001920-19290
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE5436-567624013.020-62.405.150213.755-59.36-7.3605743-5400-3434689
NO. 2 HEATING OIL N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE-20906129687938-7.42327.80014.2671.2112-5.237-1.7393411-2443-96812649
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE705-8051005.3722-10023.255-0.26608.1395-35035217
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE40-60200.7513-1001.7241-0.018-8.3330.5172-1-56277
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE154-179252.5943-1002.5278-0.892-8.9386.9767-53-1669121
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE-625412213-14.6210030.472-0.3977.7669-2.145-1732-1549
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE-565274536311164-16.8558.15633.1631.2904-5.058-1.1374329-3946-383-2209
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE1300-1300.9917-27.0800000113
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE25125-1500.2773100-1001.10920-66.661000-100300
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE-332200132-3.97510086.842000000600
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE284-7674831.6433-20.516.96661.28450.8825-3.67822233-255791
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE-825600225-7.41736.7641000.89900-44.441000-100-25
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE-103123-20-0.71923.518-16.66-0.0344.7801-16.66-525-20276
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE54869-100648457798.1735-18.8140.6220.9952-2.2464.73666681-120195338-7510
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE-1149013113132417689-30.7061.15849.428-0.0250.2272-9.106-9454204-325983118
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-14481572-124-1.57927.159-5.950-2.21627.15922.072-20321572460713
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE252705-254113140820.371-51.5221.9175.1311-13.0712.81163652-6447582312728
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE17283-20836355311.767-64.5413.962-0.1852.2024-1.721-273711-438454
WHEAT - CHICAGO BOARD OF TRADE27634-5345-222897.9127-3.362-31.350.17660.5272-2.046617838-14552519
WHEAT - KANSAS CITY BOARD OF TRADE-165210426-8774-1.64531.146-20.022.4499-5.855-1.1382459-1960-499-2474
WHEAT - MINNEAPOLIS GRAIN EXCHANGE-34874570-1083-6.87463.156-5.3581.6737-9.742-0.712849-705-144308
CORN - CHICAGO BOARD OF TRADE-170638279236-108598-12.3754.807-31.232.7303-6.439-1.38737635-32810-482517241
OATS - CHICAGO BOARD OF TRADE-550134742027-23.0378.59749.9872.0980-7.239-4.463501-320-181-509
SOYBEANS - CHICAGO BOARD OF TRADE-90114115835-25721-19.0060.788-18.480.1090-0.242-0.038517-463-54-13132
MINI SOYBEANS - CHICAGO BOARD OF TRADE-312514690-11565-99.8769.640-66.73-2.301-3.4984.6742-72-738810-953
SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE-116291158148-30.9066.07512.307-1.2482.441910.769-470428422482
CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE-628241387-1004.354153.675-29.298.1300-36.89-184450-266264
SOYBEAN OIL - CHICAGO BOARD OF TRADE-395272700512522-12.6643.01529.8190.4347-0.885-1.9071357-556-8011818
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE-12641066198-4.42267.72556.896-0.5249.52980-1501500300
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE5590-5576-143.3391-64.89-0.080-0.58212.697-0.670-9751091-116-250
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE8973-6954-20198.5384-53.13-13.310.23881.3523-2.821251177-4283205
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-516529962169-3.33035.6158.40920.55710-3.3498640-864388
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-10481230-182-1.35625.571-2.472-0.4717.56750-3643640-48
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-369703-334-0.3418.0795-1.724-0.00319.216-8.611-41672-16681180
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-18211765-0.1011.72490.5891-0.45710.2601.1239-8206961241687
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-1464396-4250-0.07757.750-18.14-2.18562.506-2.724-41204758-638720
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE7770-1562-62089.3885-48.59-41.100.3975-8.898-0.284329-286-4317
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE4484-1542-29422.8911-10.87-66.92-0.4375.6331-2.729-679799-120-1060
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE2179697-28762.226089.935-18.12-0.406134.58-4.064-3981043-645-170
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE39-142513860.0236-30.5414.5522.8557-121.710.1954707-5678971-463
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE3808-617123634.1565-10020.271027.742-14.6801712-17120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE-754345521020224-33.3878.41634.9320.6444-0.887-1.4351456-625-831-2491
COTTON NO. 2 - ICE FUTURES U.S.-19869135936276-6.93613.83620.4990.8469-3.6033.63862426-354011144020
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-612912138-6009-3.64792.388-28.47-0.968-0.0227.7247-1627-31630-69
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-1174268874855-2.93455.25915.886-0.47816.055-0.281-19152001-86248
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE2814-602232080.7103-26.0917.955-0.2191.47752.9497-8683415271776
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-371526941021-0.89327.0596.16211.1654-44.22-2.6734846-4403-4431958
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE1837-209-16282.5109-100-10.271.0607-225.8-1.918776-472-304825
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE-901311989-2976-2.69544.547-20.630-1.2592.35020-3393393378
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE4868-1994-28745.5440-32.01-12.74-3.55839.9802.8152-312524906351102
ROUGH RICE - CHICAGO BOARD OF TRADE-326417691495-18.0550.61539.4982.0022-5.636-4.359362-197-165-944
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.-962185421079-27.7658.11621.395-2.1296.3682-3.926-738936-198-812
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE-8310831-12.0677.8810.0435-0.28130-3-343
MILK Class III - CHICAGO MERCANTILE EXCHANGE-5114160-3649-1.10650.072-31.941.4526-2.636-3.957671-219-452506
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE-68609959-3099-2.9059.8489-5.089-5.07411.5270.5337-11981116563252551
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE-379147232-38.7110.83216.3384.80086.9270-9.9294794-141-146
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE-497042713-37743-1.80535.197-43.204.0570-10.101.246411169-122581089-11513
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE1469-15477814.045-16.562.10921.6445-1.8950.1352172-1775-665
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE47551932-668725.89710.989-39.201.7319-0.108-1.753318-19-2991126
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE-1159107089-2.32269.0326.3165-0.2208.3870-1.419-110130-20-340
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE-1344128064-6.53710011.1110000000
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE-34803190290-14.2610022.0030.0245-0.6261.06226-201466
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE-482-200682-1.140-26.3116.339000000-360
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE1534-240-12942.6625-100-94.720.37490-15.812160-216-72
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE-368120248-2.2561009.7484000000-120
COCOA - ICE FUTURES U.S.-34890272397651-21.8228.28141.5430.6005-5.79825.112960-55854625-1887
SUGAR NO. 11 - ICE FUTURES U.S.-16418012706137119-15.3446.08126.1411.1930-5.7862.247912763-159553192-5390
COFFEE C - ICE FUTURES U.S.-30119255514568-15.5951.17829.010-0.627-3.62919.204-1212-18123024-2842
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE-62995818481-28.5380.76014.2600.49820.6801-4.71311049-159165