WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 367,368
COMMITMENTS
83,338 81,622 51,138 203,327 182,870 337,803 315,630 29,565 51,738
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 6,982)
1,103 1,824 3,398 1,410 1,575 5,911 6,797 1,071 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 22.2 13.9 55.3 49.8 92.0 85.9 8.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
88 118 99 59 99 225 255
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,269,267
COMMITMENTS
349,268 111,243 166,772 605,156 771,046 1121196 1049061 148,071 220,206
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 7,391)
5,626 10,025 12,446 -4,850 -10,604 13,222 11,867 -5,831 -4,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 8.8 13.1 47.7 60.7 88.3 82.7 11.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
201 126 168 229 336 514 570
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,862
COMMITMENTS
5,720 131 945 7,201 14,648 13,866 15,724 3,996 2,138
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -39)
-178 125 55 40 -299 -83 -119 44 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 0.7 5.3 40.3 82.0 77.6 88.0 22.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 1 10 16 17 45 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,835
COMMITMENTS
131,515 32,862 69,255 203,915 272,755 404,685 374,872 50,150 79,963
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 26,212)
19,735 -2,997 546 3,108 30,254 23,389 27,803 2,823 -1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 7.2 15.2 44.8 60.0 89.0 82.4 11.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
149 73 114 110 149 325 296
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,954
COMMITMENTS
12,095 2,164 571 0 682 12,666 3,417 3,288 12,537
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,234)
773 386 183 0 -15 956 554 278 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 13.6 3.6 0.0 4.3 79.4 21.4 20.6 78.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 7 0 3 13 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 298,677
COMMITMENTS
91,701 13,860 36,761 140,697 233,018 269,159 283,639 29,518 15,038
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 5,545)
3,362 -248 -826 3,884 8,340 6,420 7,266 -875 -1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 4.6 12.3 47.1 78.0 90.1 95.0 9.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
96 22 45 55 53 176 110
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 933,521
COMMITMENTS
127,802 221,325 25,977 643,686 503,081 797,465 750,383 136,056 183,138
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 36,692)
-10,769 10,703 3,274 39,164 9,193 31,669 23,170 5,023 13,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 23.7 2.8 69.0 53.9 85.4 80.4 14.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
29 45 29 71 86 116 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,474
COMMITMENTS
50,768 26,330 23,771 101,677 142,451 176,216 192,552 39,258 22,922
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -19)
2,423 -336 -2,187 -1,409 4,392 -1,173 1,869 1,154 -1,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 12.2 11.0 47.2 66.1 81.8 89.4 18.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
58 34 39 56 57 138 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,074
COMMITMENTS
4,872 1,857 855 6,650 11,121 12,377 13,833 2,697 1,241
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -73)
297 6 -156 -92 98 49 -52 -122 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 12.3 5.7 44.1 73.8 82.1 91.8 17.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 12 10 30 20 54 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,137,955
COMMITMENTS
196,453 450,043 36,636 757,503 562,974 990,592 1049653 147,363 88,302
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 43,393)
11,384 5,955 6,633 18,648 32,204 36,665 44,792 6,728 -1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 39.5 3.2 66.6 49.5 87.1 92.2 12.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
50 39 19 101 82 160 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,930,887
COMMITMENTS
828,707 388,740 117,966 1669242 2019885 2615915 2526591 314,972 404,296
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 165,488)
50,116 28,490 -254 113,401 138,019 163,263 166,255 2,225 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 13.3 4.0 57.0 68.9 89.3 86.2 10.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
65 75 55 122 125 212 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,773,180
COMMITMENTS
275,670 383,598 99,649 1143854 1027420 1519173 1510667 254,007 262,513
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -19,177)
-39,416 -1,765 17,990 16,991 -31,601 -4,435 -15,376 -14,742 -3,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 21.6 5.6 64.5 57.9 85.7 85.2 14.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
48 37 24 97 88 156 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 573,889
COMMITMENTS
87,901 180,991 92,325 357,857 277,065 538,083 550,381 35,806 23,508
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 44,063)
6,541 7,539 6,441 29,268 30,710 42,250 44,690 1,813 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 31.5 16.1 62.4 48.3 93.8 95.9 6.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
34 28 34 64 47 117 92
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 29,914
COMMITMENTS
7,739 8,647 589 5,555 14,340 13,883 23,576 16,031 6,338
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 548)
-2,439 2,997 9 2,814 -3,297 384 -291 164 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 28.9 2.0 18.6 47.9 46.4 78.8 53.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 17 3 8 12 26 29
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,174
COMMITMENTS
22,129 10,340 33 17,737 29,070 39,899 39,443 8,275 8,731
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,060)
857 -53 -12 606 1,263 1,451 1,198 -391 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 21.5 0.1 36.8 60.3 82.8 81.9 17.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
37 16 7 15 14 53 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,237
COMMITMENTS
57,178 54,719 1,128 63,254 53,772 121,560 109,619 13,677 25,618
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 8,412)
6,153 3,483 581 2,896 7,611 9,630 11,675 -1,218 -3,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 40.5 0.8 46.8 39.8 89.9 81.1 10.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
41 59 9 19 30 64 94
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 48,016
COMMITMENTS
2,015 16,658 375 45,469 28,974 47,859 46,007 157 2,009
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 287)
-447 -50 -300 915 470 168 120 119 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 34.7 0.8 94.7 60.3 99.7 95.8 0.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 13 3 14 10 22 25
Updated May 18, 2007