WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 501,180
COMMITMENTS
86,920 76,429 147,526 235,428 224,591 469,874 448,547 31,305 52,633
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,673)
-3,252 4,968 5,440 1,086 -7,334 3,273 3,073 -1,600 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.2 29.4 47.0 44.8 93.8 89.5 6.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
89 137 145 89 126 283 317
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,138,015
COMMITMENTS
329,192 82,208 678,793 938,318 1083034 1946302 1844034 191,713 293,981
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 31,448)
-10,393 -17,478 21,024 15,750 18,965 26,381 22,511 5,067 8,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.8 31.7 43.9 50.7 91.0 86.2 9.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 869)
234 163 280 297 410 665 745
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,119
COMMITMENTS
4,197 605 723 8,660 14,669 13,579 15,996 3,539 1,122
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 622)
242 0 50 287 697 579 747 43 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 3.5 4.2 50.6 85.7 79.3 93.4 20.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 7 9 15 15 41 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 649,502
COMMITMENTS
129,862 23,733 201,417 256,385 330,597 587,665 555,748 61,837 93,754
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,698)
324 -4,699 4,102 -2,171 6,330 2,255 5,732 4,443 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.7 31.0 39.5 50.9 90.5 85.6 9.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499)
158 105 178 127 213 364 431
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,332
COMMITMENTS
18,706 2,458 976 2 3,679 19,684 7,113 2,648 15,219
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 343)
881 598 -673 0 267 208 192 135 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.8 11.0 4.4 0.0 16.5 88.1 31.9 11.9 68.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 9 10 1 10 18 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,743
COMMITMENTS
41,441 16,776 79,793 158,606 198,946 279,840 295,515 30,903 15,228
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 4,934)
7,778 -183 -2,184 -3,923 8,895 1,672 6,528 3,263 -1,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.4 25.7 51.0 64.0 90.1 95.1 9.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
64 29 53 68 65 159 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,085,478
COMMITMENTS
161,935 155,851 83,771 713,385 646,734 959,091 886,355 126,387 199,123
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 21,889)
41,222 5,702 -495 -8,929 21,109 31,799 26,316 -9,910 -4,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 14.4 7.7 65.7 59.6 88.4 81.7 11.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
39 51 58 83 93 154 170
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 224,080
COMMITMENTS
44,699 9,732 38,397 105,419 158,520 188,515 206,650 35,564 17,429
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -2,961)
2,334 -674 -737 -7,190 -1,317 -5,594 -2,729 2,633 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.3 17.1 47.0 70.7 84.1 92.2 15.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
58 31 54 73 66 158 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,525
COMMITMENTS
4,802 937 1,831 9,912 15,917 16,545 18,685 3,981 1,841
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -15)
128 205 -86 8 -2 50 116 -64 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 4.6 8.9 48.3 77.5 80.6 91.0 19.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 14 18 40 30 76 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,247,834
COMMITMENTS
268,766 216,900 40,153 823,268 883,237 1132187 1140290 115,647 107,544
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 73,431)
36,257 49,761 7,247 39,776 25,128 83,280 82,136 -9,849 -8,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 17.4 3.2 66.0 70.8 90.7 91.4 9.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
54 38 34 119 107 186 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,877,597
COMMITMENTS
271,651 333,751 420,659 1857422 1711314 2549732 2465724 327,865 411,873
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 58,018)
10,739 -19,689 41,269 -7,701 50,815 44,307 72,395 13,711 -14,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 11.6 14.6 64.5 59.5 88.6 85.7 11.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
52 76 82 131 143 233 252
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,106,475
COMMITMENTS
565,941 216,435 169,358 1147327 1445825 1882626 1831618 223,848 274,857
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 14,453)
-716 37,161 21,881 822 -32,503 21,986 26,539 -7,534 -12,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 10.3 8.0 54.5 68.6 89.4 87.0 10.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
41 52 42 88 94 150 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 848,862
COMMITMENTS
188,720 54,731 227,031 380,504 519,358 796,255 801,120 52,607 47,742
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 75,113)
12,599 4,445 15,802 45,789 54,155 74,190 74,401 923 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 6.4 26.7 44.8 61.2 93.8 94.4 6.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
54 22 52 67 53 135 117
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,051
COMMITMENTS
3,001 2,080 1,291 2,597 6,865 6,890 10,236 6,161 2,815
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,313)
431 222 816 126 -21 1,373 1,016 -60 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 15.9 9.9 19.9 52.6 52.8 78.4 47.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 7 5 5 6 18 15
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,123
COMMITMENTS
17,170 13,000 738 9,510 13,254 27,418 26,992 5,705 6,131
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,643)
363 581 37 52 279 452 897 1,192 747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 39.2 2.2 28.7 40.0 82.8 81.5 17.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 21 11 11 7 36 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,149
COMMITMENTS
45,035 34,083 2,778 46,300 58,607 94,113 95,468 14,036 12,681
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,703)
2,592 5,698 -1,761 610 620 1,441 4,558 262 -2,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 31.5 2.6 42.8 54.2 87.0 88.3 13.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
46 36 18 18 23 71 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,781
COMMITMENTS
18,756 4,469 1,438 39,353 53,788 59,547 59,695 234 86
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 10,700)
7,551 1,784 -321 3,470 9,222 10,700 10,685 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 7.5 2.4 65.8 90.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 12 3 18 11 29 25
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,162
COMMITMENTS
2,832 1,184 20 21,304 22,803 24,156 24,007 6 155
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 159)
-1,340 511 0 1,502 -385 162 126 -3 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.9 0.1 88.2 94.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 7 1 12 9 19 16
Updated May 16, 2008