WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,386
COMMITMENTS
82,235 79,798 47,740 201,917 181,295 331,892 308,833 28,494 51,553
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,112)
-5,004 -5,224 5,290 1,501 68 1,787 134 -675 978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 22.1 13.2 56.0 50.3 92.1 85.7 7.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
81 117 96 58 97 215 252
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,261,876
COMMITMENTS
343,642 101,218 154,326 610,006 781,650 1107974 1037194 153,902 224,682
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 4,575)
-4,328 4,072 223 5,274 -495 1,169 3,800 3,406 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 8.0 12.2 48.3 61.9 87.8 82.2 12.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755)
196 129 157 225 338 496 567
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,901
COMMITMENTS
5,898 6 890 7,161 14,947 13,949 15,843 3,952 2,058
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -240)
-315 3 -7 117 -78 -205 -82 -35 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 0.0 5.0 40.0 83.5 77.9 88.5 22.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 2 10 15 16 45 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 428,623
COMMITMENTS
111,780 35,859 68,709 200,807 242,501 381,296 347,069 47,327 81,554
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -696)
1,052 566 -1,500 -2,319 -1,483 -2,767 -2,417 2,071 1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 8.4 16.0 46.8 56.6 89.0 81.0 11.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
122 88 113 109 150 304 304
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,720
COMMITMENTS
11,322 1,778 388 0 697 11,710 2,863 3,010 11,857
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -288)
-361 -101 -393 0 11 -754 -483 466 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 12.1 2.6 0.0 4.7 79.6 19.4 20.4 80.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 6 0 3 12 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 293,132
COMMITMENTS
88,339 14,108 37,587 136,813 224,678 262,739 276,373 30,393 16,759
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -9,538)
-3,598 955 -2,607 -4,157 -8,190 -10,362 -9,842 824 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 4.8 12.8 46.7 76.6 89.6 94.3 10.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
93 22 41 55 53 169 107
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 896,829
COMMITMENTS
138,571 210,622 22,703 604,522 493,888 765,796 727,213 131,033 169,616
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -6,737)
23,312 -5,926 30 -27,653 10,488 -4,311 4,592 -2,426 -11,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 23.5 2.5 67.4 55.1 85.4 81.1 14.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
29 48 31 69 84 114 147
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,493
COMMITMENTS
48,345 26,666 25,958 103,086 138,059 177,389 190,683 38,104 24,810
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 4,345)
-720 2,840 -1,472 5,189 2,949 2,997 4,317 1,348 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 12.4 12.0 47.8 64.1 82.3 88.5 17.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
50 36 42 55 53 133 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,147
COMMITMENTS
4,575 1,851 1,011 6,742 11,023 12,328 13,885 2,819 1,262
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 87)
330 -298 84 -316 390 98 176 -11 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 12.2 6.7 44.5 72.8 81.4 91.7 18.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 13 11 29 19 55 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,094,562
COMMITMENTS
185,069 444,088 30,003 738,855 530,770 953,927 1004861 140,635 89,701
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -11,015)
22,059 41,378 -672 -27,925 -48,338 -6,538 -7,632 -4,477 -3,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 40.6 2.7 67.5 48.5 87.2 91.8 12.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
47 41 15 98 77 151 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,765,399
COMMITMENTS
778,591 360,250 118,220 1555841 1881866 2452652 2360336 312,747 405,063
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 83,839)
39,162 26,425 20,642 4,174 49,295 63,978 96,362 19,861 -12,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 13.0 4.3 56.3 68.1 88.7 85.4 11.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
60 74 56 116 127 203 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,792,357
COMMITMENTS
315,086 385,363 81,659 1126863 1059021 1523608 1526043 268,749 266,314
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 24,778)
23,155 -11,529 16,016 -29,740 3,684 9,431 8,171 15,347 16,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 21.5 4.6 62.9 59.1 85.0 85.1 15.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
46 40 22 94 89 150 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 529,826
COMMITMENTS
81,360 173,452 85,884 328,589 246,355 495,833 505,691 33,993 24,135
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -110,851)
-54,129 -48,853 -2,735 -37,677 -66,222 -94,541 -117,810 -16,310 6,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 32.7 16.2 62.0 46.5 93.6 95.4 6.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
30 29 32 60 44 110 87
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,366
COMMITMENTS
10,178 5,650 580 2,741 17,637 13,499 23,867 15,867 5,499
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 292)
701 -542 40 82 1,541 823 1,039 -531 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 19.2 2.0 9.3 60.1 46.0 81.3 54.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 16 4 4 13 25 29
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,114
COMMITMENTS
21,272 10,393 45 17,131 27,807 38,448 38,245 8,666 8,869
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -840)
-1,792 958 -5 -420 -2,767 -2,217 -1,814 1,377 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 22.1 0.1 36.4 59.0 81.6 81.2 18.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
36 17 4 16 13 53 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,825
COMMITMENTS
51,025 51,236 547 60,358 46,161 111,930 97,944 14,895 28,881
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 8,679)
144 4,361 -340 9,799 1,587 9,603 5,608 -924 3,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 40.4 0.4 47.6 36.4 88.3 77.2 11.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
38 57 5 20 29 61 88
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 47,729
COMMITMENTS
2,462 16,708 675 44,554 28,504 47,691 45,887 38 1,842
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 538)
194 -246 300 40 508 534 562 4 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 35.0 1.4 93.3 59.7 99.9 96.1 0.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 13 3 14 10 23 25
Updated May 11, 2007