WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 448,225
COMMITMENTS
79,823 61,720 111,392 225,039 219,146 416,254 392,257 31,971 55,968
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -4,528)
-3,567 -2,546 -88 -92 -2,402 -3,748 -5,037 -780 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 13.8 24.9 50.2 48.9 92.9 87.5 7.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
94 120 132 74 104 266 274
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,838,949
COMMITMENTS
256,056 76,687 546,768 821,994 927,681 1624817 1551135 214,132 287,814
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -6,303)
-12,590 2 -0 5,514 -6,717 -7,076 -6,715 773 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 4.2 29.7 44.7 50.4 88.4 84.3 11.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 796)
197 155 240 319 376 639 662
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 19,132
COMMITMENTS
5,198 31 1,832 8,086 15,102 15,115 16,964 4,017 2,167
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -179)
-337 2 37 165 -93 -135 -54 -44 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 0.2 9.6 42.3 78.9 79.0 88.7 21.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 7 13 16 17 46 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 549,681
COMMITMENTS
88,653 28,481 153,487 242,333 270,492 484,473 452,460 65,208 97,222
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -811)
-2,536 1,264 -544 -340 -3,155 -3,420 -2,435 2,609 1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.2 27.9 44.1 49.2 88.1 82.3 11.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
147 90 160 141 160 369 351
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 325,126
COMMITMENTS
85,529 14,092 54,189 152,750 238,171 292,468 306,452 32,658 18,674
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -8,552)
-3,873 430 -1,419 -3,957 -8,046 -9,249 -9,035 697 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 4.3 16.7 47.0 73.3 90.0 94.3 10.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
84 32 52 59 62 177 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,028,828
COMMITMENTS
138,725 198,905 92,097 658,557 552,549 889,379 843,551 139,450 185,278
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -9,852)
24,632 -6,735 3,697 -32,093 4,022 -3,764 984 -6,087 -10,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 19.3 9.0 64.0 53.7 86.4 82.0 13.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
29 53 50 76 94 137 165
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 238,972
COMMITMENTS
38,913 27,086 42,306 117,580 143,273 198,800 212,665 40,172 26,307
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 4,948)
-1,169 2,892 -1,203 5,957 2,978 3,585 4,667 1,363 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.3 17.7 49.2 60.0 83.2 89.0 16.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
40 47 51 63 59 142 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 16,425
COMMITMENTS
4,428 1,778 1,863 7,149 11,440 13,440 15,081 2,985 1,344
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 207)
485 -304 75 -359 522 201 293 7 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 10.8 11.3 43.5 69.6 81.8 91.8 18.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 16 13 31 20 59 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,105,897
COMMITMENTS
185,159 448,555 33,222 744,076 533,072 962,457 1014848 143,440 91,049
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -12,205)
22,964 42,416 -2,025 -27,703 -48,620 -6,764 -8,229 -5,440 -3,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 40.6 3.0 67.3 48.2 87.0 91.8 13.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
48 40 20 101 78 159 128
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,189,329
COMMITMENTS
770,389 346,080 299,849 1782270 2118980 2852508 2764908 336,821 424,421
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 95,048)
40,079 22,975 26,792 13,024 63,853 79,895 113,620 15,153 -18,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 10.9 9.4 55.9 66.4 89.4 86.7 10.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
52 90 74 141 148 238 267
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,962,404
COMMITMENTS
291,889 373,681 173,523 1215751 1139165 1681163 1686369 281,241 276,035
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 23,460)
20,956 -12,207 16,491 -29,021 3,205 8,426 7,489 15,035 15,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 19.0 8.8 62.0 58.0 85.7 85.9 14.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
48 40 41 104 102 171 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 744,324
COMMITMENTS
111,864 189,949 220,651 374,093 306,763 706,609 717,363 37,715 26,961
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -102,380)
-56,263 -51,843 6,807 -35,839 -62,361 -85,295 -107,398 -17,086 5,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 25.5 29.6 50.3 41.2 94.9 96.4 5.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
42 35 52 65 56 136 115
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 31,108
COMMITMENTS
10,159 5,481 1,370 3,087 17,961 14,616 24,812 16,492 6,296
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 648)
631 -461 266 221 1,629 1,118 1,433 -469 -785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 17.6 4.4 9.9 57.7 47.0 79.8 53.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 16 10 6 15 30 35
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 50,902
COMMITMENTS
22,605 11,369 1,176 18,206 28,554 41,987 41,099 8,915 9,803
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -212)
-1,456 1,129 153 -370 -2,702 -1,673 -1,419 1,460 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 22.3 2.3 35.8 56.1 82.5 80.7 17.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
35 18 13 19 14 60 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 131,099
COMMITMENTS
51,092 52,177 1,584 63,196 47,373 115,871 101,134 15,227 29,964
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 9,299)
58 4,685 -155 10,290 1,550 10,193 6,079 -894 3,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 39.8 1.2 48.2 36.1 88.4 77.1 11.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
39 59 18 21 31 74 94
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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