WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,469
COMMITMENTS
82,098 82,294 55,085 202,580 177,177 339,763 314,556 25,706 50,913
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 5,243)
3,830 -1,463 1,839 -1,244 4,322 4,425 4,698 818 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 22.5 15.1 55.4 48.5 93.0 86.1 7.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
82 113 107 62 96 226 257
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,260,105
COMMITMENTS
338,957 126,162 161,889 607,949 752,811 1108795 1040862 151,310 219,243
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 17,720)
-612 12,260 3,357 11,987 -3,899 14,732 11,718 2,988 6,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 10.0 12.8 48.2 59.7 88.0 82.6 12.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 763)
184 146 172 239 332 520 579
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,236
COMMITMENTS
7,100 1,382 1,040 5,990 13,620 14,130 16,042 4,106 2,194
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 108)
589 -151 233 -872 -102 -50 -20 158 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 7.6 5.7 32.8 74.7 77.5 88.0 22.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 4 11 20 17 53 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 513,389
COMMITMENTS
170,560 46,462 73,168 215,528 313,080 459,256 432,710 54,133 80,679
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 27,158)
15,035 9,489 692 6,498 14,468 22,225 24,649 4,933 2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 9.1 14.3 42.0 61.0 89.5 84.3 10.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464)
157 85 124 111 167 342 335
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,507
COMMITMENTS
14,226 2,077 438 0 1,005 14,664 3,520 2,843 13,987
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 244)
456 31 -76 0 24 380 -21 -136 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 11.9 2.5 0.0 5.7 83.8 20.1 16.2 79.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 8 6 0 4 14 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 311,228
COMMITMENTS
94,260 19,259 39,321 147,533 234,163 281,114 292,743 30,114 18,485
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 9,503)
2,482 2,765 2,285 2,660 3,385 7,427 8,435 2,076 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 6.2 12.6 47.4 75.2 90.3 94.1 9.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
94 27 48 58 56 181 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,026,322
COMMITMENTS
123,237 241,325 24,535 723,140 523,513 870,912 789,373 155,410 236,949
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 25,620)
-9,396 4,719 -578 8,239 -23,283 -1,735 -19,142 27,355 44,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 23.5 2.4 70.5 51.0 84.9 76.9 15.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 43 23 77 74 120 126
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,170
COMMITMENTS
53,433 20,913 22,885 93,194 147,199 169,512 190,997 41,658 20,173
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 2,822)
2,306 -2,473 873 -1,696 4,926 1,483 3,326 1,339 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 9.9 10.8 44.1 69.7 80.3 90.4 19.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
64 31 40 55 57 140 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,351
COMMITMENTS
4,711 2,430 964 6,970 10,745 12,645 14,139 2,706 1,212
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 421)
24 212 62 122 -15 208 259 213 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 15.8 6.3 45.4 70.0 82.4 92.1 17.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 12 9 32 21 56 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,160,945
COMMITMENTS
184,755 342,076 68,736 709,248 597,727 962,739 1008539 198,206 152,406
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -72,058)
-13,511 -36,999 2,631 -50,274 -113,469 -61,154 -147,837 -10,904 75,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 29.5 5.9 61.1 51.5 82.9 86.9 17.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
45 31 22 98 77 150 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,986,247
COMMITMENTS
808,813 450,713 102,919 1734845 1949543 2646577 2503175 339,670 483,072
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 8,399)
-17,985 24,121 -13,581 -42,372 -124,385 -73,938 -113,845 82,337 122,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 15.1 3.4 58.1 65.3 88.6 83.8 11.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
66 64 47 125 122 206 219
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,834,206
COMMITMENTS
212,495 348,263 90,815 1229005 1047817 1532315 1486895 301,891 347,311
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 85,462)
-24,773 -4,912 -39,485 77,882 46,152 13,624 1,755 71,838 83,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 19.0 5.0 67.0 57.1 83.5 81.1 16.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
48 38 34 95 89 155 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 595,246
COMMITMENTS
89,228 197,204 96,011 376,081 277,468 561,320 570,683 33,926 24,563
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 11,992)
2,109 2,714 -49 11,939 11,675 13,999 14,340 -2,007 -2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 33.1 16.1 63.2 46.6 94.3 95.9 5.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
33 29 36 56 46 112 91
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,939
COMMITMENTS
5,195 5,940 1,545 4,925 12,550 11,665 20,035 14,274 5,904
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -2,887)
-1,710 -1,810 828 -473 -826 -1,355 -1,808 -1,532 -1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 22.9 6.0 19.0 48.4 45.0 77.2 55.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 15 5 6 12 19 28
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,267
COMMITMENTS
23,407 10,136 682 17,387 31,511 41,476 42,329 8,791 7,938
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,647)
132 -398 620 824 901 1,576 1,123 71 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 20.2 1.4 34.6 62.7 82.5 84.2 17.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
37 17 10 17 16 55 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,162
COMMITMENTS
36,680 57,422 2,482 84,928 51,924 124,090 111,828 11,072 23,334
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 779)
-3,465 534 1,620 808 -1,641 -1,037 513 1,816 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 42.5 1.8 62.8 38.4 91.8 82.7 8.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
37 52 10 22 31 68 84
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 60,823
COMMITMENTS
2,024 20,110 512 57,714 37,813 60,250 58,435 573 2,388
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 10,729)
-44 3,153 179 10,208 7,001 10,343 10,333 386 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 33.1 0.8 94.9 62.2 99.1 96.1 0.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 13 3 12 9 20 24
Updated June 1, 2007