WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,274
COMMITMENTS
87,239 85,022 42,450 200,416 181,227 330,105 308,699 29,169 50,575
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -2,713)
5,268 7,744 -4,960 -1,892 709 -1,584 3,493 -1,129 -6,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 23.7 11.8 55.8 50.4 91.9 85.9 8.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
86 107 86 60 102 213 239
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,257,301
COMMITMENTS
347,970 97,146 154,103 604,732 782,145 1106805 1033394 150,496 223,907
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -21,410)
15,600 4,482 -17,730 -12,111 -233 -14,241 -13,481 -7,169 -7,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 7.7 12.3 48.1 62.2 88.0 82.2 12.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
200 115 161 234 339 516 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,141
COMMITMENTS
6,213 3 897 7,044 15,025 14,154 15,925 3,987 2,216
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -383)
332 -1 -13 -309 -470 10 -484 -393 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 0.0 4.9 38.8 82.8 78.0 87.8 22.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
26 1 11 14 17 45 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,319
COMMITMENTS
110,728 35,293 70,209 203,126 243,984 384,063 349,486 45,256 79,833
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -15,650)
11,156 -2,176 -11,016 -10,404 51 -10,264 -13,141 -5,386 -2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 8.2 16.4 47.3 56.8 89.5 81.4 10.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
126 99 122 102 148 310 312
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,008
COMMITMENTS
11,683 1,879 781 0 686 12,464 3,346 2,544 11,662
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -568)
-150 148 -270 0 31 -420 -91 -148 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.8 12.5 5.2 0.0 4.6 83.0 22.3 17.0 77.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 7 7 0 3 14 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 302,670
COMMITMENTS
91,937 13,153 40,194 140,970 232,868 273,101 286,215 29,569 16,455
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 212)
7,921 -2,078 -431 -6,055 3,516 1,435 1,007 -1,223 -795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 4.3 13.3 46.6 76.9 90.2 94.6 9.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
93 24 48 58 52 181 113
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 903,566
COMMITMENTS
115,259 216,548 22,673 632,175 483,400 770,107 722,621 133,459 180,945
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 35,750)
-7,204 25,500 8,654 36,827 -2,628 38,277 31,526 -2,527 4,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 24.0 2.5 70.0 53.5 85.2 80.0 14.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
25 48 30 66 85 110 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,148
COMMITMENTS
49,065 23,826 27,430 97,897 135,110 174,392 186,366 36,756 24,782
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -2,447)
5,328 2,494 1,241 -6,161 -6,481 408 -2,746 -2,855 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 11.3 13.0 46.4 64.0 82.6 88.3 17.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
53 32 46 51 52 135 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,060
COMMITMENTS
4,245 2,149 927 7,058 10,633 12,230 13,709 2,830 1,351
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -813)
73 529 -651 53 -477 -525 -599 -288 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 14.3 6.2 46.9 70.6 81.2 91.0 18.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 10 10 30 20 53 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,105,577
COMMITMENTS
163,010 402,710 30,675 766,780 579,108 960,465 1012493 145,112 93,084
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 86,934)
134 49,613 21,963 55,429 6,279 77,526 77,855 9,408 9,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 36.4 2.8 69.4 52.4 86.9 91.6 13.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
40 38 18 96 82 145 129
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,681,560
COMMITMENTS
739,429 333,825 97,578 1551667 1832571 2388674 2263974 292,886 417,586
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 62,372)
1,058 10,560 11,445 49,129 55,001 61,632 77,006 740 -14,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 12.4 3.6 57.9 68.3 89.1 84.4 10.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
50 67 53 112 123 188 217
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,767,579
COMMITMENTS
291,931 396,892 65,643 1156603 1055337 1514177 1517872 253,402 249,707
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 63,454)
42,234 -3,358 9,636 19,028 50,506 70,898 56,784 -7,444 6,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 22.5 3.7 65.4 59.7 85.7 85.9 14.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
43 38 25 90 85 146 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 640,677
COMMITMENTS
135,489 222,305 88,619 366,266 312,577 590,374 623,501 50,303 17,176
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 21,824)
-15,091 24,538 18,321 -2,332 -11,591 898 31,268 20,926 -9,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 34.7 13.8 57.2 48.8 92.1 97.3 7.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 29 35 60 45 117 90
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,074
COMMITMENTS
9,477 6,192 540 2,659 16,096 12,676 22,828 16,398 6,246
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,120)
-1,545 1,807 -267 937 -3,304 -875 -1,764 -2,245 -1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 21.3 1.9 9.1 55.4 43.6 78.5 56.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 14 3 5 10 23 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,954
COMMITMENTS
23,064 9,435 50 17,551 30,574 40,665 40,059 7,289 7,895
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 5,470)
4,613 2,954 1 498 1,851 5,112 4,806 358 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 19.7 0.1 36.6 63.8 84.8 83.5 15.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
31 14 6 18 14 50 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,146
COMMITMENTS
50,881 46,875 887 50,559 44,574 102,327 92,336 15,819 25,810
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 15,702)
3,159 3,496 443 9,689 11,519 13,291 15,458 2,411 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 39.7 0.8 42.8 37.7 86.6 78.2 13.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
37 54 5 19 29 59 85
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 47,191
COMMITMENTS
2,268 16,954 375 44,514 27,996 47,157 45,325 34 1,866
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 1,010)
-78 917 38 1,302 174 1,262 1,129 -252 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 35.9 0.8 94.3 59.3 99.9 96.0 0.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 13 3 14 9 23 24
Updated April 27, 2007