WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 452,753
COMMITMENTS
83,391 64,266 111,480 225,131 221,548 420,002 397,294 32,751 55,459
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 6,866)
4,716 5,475 3,124 -264 3,554 7,576 12,153 -711 -5,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 14.2 24.6 49.7 48.9 92.8 87.8 7.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
98 107 121 76 110 262 261
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,845,252
COMMITMENTS
268,645 76,684 546,768 816,479 934,398 1631892 1557850 213,360 287,402
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,149)
16,535 2,922 819 -9,900 6,826 7,454 10,567 -5,305 -8,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.2 29.6 44.2 50.6 88.4 84.4 11.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 802)
186 152 242 324 377 646 665
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 19,311
COMMITMENTS
5,535 29 1,795 7,921 15,195 15,250 17,018 4,061 2,292
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -370)
261 -6 28 -289 -471 0 -449 -370 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.1 9.3 41.0 78.7 79.0 88.1 21.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
23 4 13 16 18 47 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 550,492
COMMITMENTS
91,189 27,216 154,031 242,673 273,647 487,893 454,894 62,600 95,598
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -627)
10,128 -6,936 5,152 -10,975 3,764 4,306 1,981 -4,933 -2,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.9 28.0 44.1 49.7 88.6 82.6 11.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
137 112 165 136 157 375 353
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 333,678
COMMITMENTS
89,401 13,661 55,608 156,707 246,217 301,717 315,487 31,961 18,191
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 4,333)
10,321 -1,743 -81 -5,344 6,534 4,896 4,711 -563 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 4.1 16.7 47.0 73.8 90.4 94.5 9.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
85 33 58 61 63 187 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,038,680
COMMITMENTS
114,093 205,640 88,400 690,650 548,527 893,143 842,567 145,537 196,113
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 38,153)
-8,575 26,770 12,998 34,292 -7,454 38,714 32,314 -561 5,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 19.8 8.5 66.5 52.8 86.0 81.1 14.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
32 45 51 77 94 138 161
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 234,024
COMMITMENTS
40,082 24,194 43,509 111,624 140,295 195,215 207,998 38,809 26,026
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -553)
4,812 2,501 2,899 -5,742 -5,904 1,970 -503 -2,523 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 10.3 18.6 47.7 59.9 83.4 88.9 16.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
45 40 55 59 55 143 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 16,217
COMMITMENTS
3,943 2,082 1,788 7,508 10,917 13,239 14,788 2,978 1,430
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -795)
-107 348 -465 57 -464 -514 -581 -281 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 12.8 11.0 46.3 67.3 81.6 91.2 18.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 15 11 31 21 56 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,118,102
COMMITMENTS
162,196 406,139 35,247 771,779 581,692 969,221 1023077 148,881 95,025
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 86,730)
148 49,674 21,439 55,346 6,751 76,932 77,863 9,798 8,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 36.3 3.2 69.0 52.0 86.7 91.5 13.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
41 37 24 98 84 153 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,094,282
COMMITMENTS
730,310 323,105 273,057 1769246 2055126 2772613 2651288 321,669 442,994
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 95,219)
1,337 16,049 22,389 59,297 62,183 83,023 100,621 12,196 -5,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 10.4 8.8 57.2 66.4 89.6 85.7 10.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
46 79 73 135 142 223 252
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,938,944
COMMITMENTS
270,934 385,888 157,032 1244772 1135960 1672737 1678880 266,207 260,064
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 85,153)
35,332 66 16,248 38,313 62,007 89,893 78,322 -4,740 6,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.9 8.1 64.2 58.6 86.3 86.6 13.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
45 38 40 100 98 163 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 846,704
COMMITMENTS
168,127 241,792 213,844 409,932 369,124 791,904 824,761 54,801 21,944
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -92,919)
-4,955 32,276 -63,604 -44,896 -51,646 -113,455 -82,974 20,537 -9,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 28.6 25.3 48.4 43.6 93.5 97.4 6.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
47 33 54 63 56 137 117
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 30,459
COMMITMENTS
9,528 5,943 1,104 2,867 16,332 13,498 23,379 16,961 7,080
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,478)
-1,511 1,773 -560 901 -3,345 -1,171 -2,133 -2,308 -1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 19.5 3.6 9.4 53.6 44.3 76.8 55.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 14 7 7 12 27 28
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 51,115
COMMITMENTS
24,061 10,240 1,022 18,576 31,256 43,660 42,519 7,455 8,596
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 6,209)
4,804 2,988 326 682 2,083 5,812 5,398 396 811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 20.0 2.0 36.3 61.1 85.4 83.2 14.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
31 14 12 20 15 54 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 121,800
COMMITMENTS
51,033 47,493 1,739 52,906 45,823 105,678 95,055 16,121 26,745
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 16,779)
3,198 3,708 624 10,427 11,936 14,249 16,268 2,530 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 39.0 1.4 43.4 37.6 86.8 78.0 13.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
38 56 18 20 31 72 91
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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