WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 451,853
COMMITMENTS
76,196 65,277 120,683 225,773 210,381 422,652 396,340 29,200 55,512
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 6,100)
2,431 -3,628 4,034 -1,138 4,255 5,327 4,661 774 1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 14.4 26.7 50.0 46.6 93.5 87.7 6.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
91 122 135 74 103 265 282
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,830,297
COMMITMENTS
241,710 96,181 555,061 816,913 895,748 1613684 1546990 216,613 283,307
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 5,859)
-4,137 9,576 -5,982 12,540 -3,697 2,421 -103 3,438 5,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.3 30.3 44.6 48.9 88.2 84.5 11.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808)
185 177 254 328 370 651 683
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 19,357
COMMITMENTS
6,605 1,376 1,874 6,709 13,836 15,188 17,086 4,169 2,271
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 66)
747 -183 198 -1,023 -71 -78 -56 144 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 7.1 9.7 34.7 71.5 78.5 88.3 21.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 5 13 21 18 55 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 661,839
COMMITMENTS
143,356 26,808 184,579 260,605 351,449 588,540 562,836 73,299 99,002
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 29,827)
8,488 5,106 6,396 9,058 14,842 23,943 26,344 5,884 3,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 4.1 27.9 39.4 53.1 88.9 85.0 11.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
184 92 175 141 174 413 382
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 353,686
COMMITMENTS
94,070 15,909 61,014 166,888 255,990 321,971 332,912 31,715 20,774
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 11,840)
2,288 2,086 3,007 5,099 5,804 10,394 10,897 1,446 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 4.5 17.3 47.2 72.4 91.0 94.1 9.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
91 33 60 66 66 195 137
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,132,816
COMMITMENTS
119,517 242,104 85,161 757,606 556,753 962,284 884,018 170,532 248,799
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -24,477)
-7,747 -1,319 -13,925 -23,380 -48,940 -45,052 -64,184 20,575 39,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 21.4 7.5 66.9 49.1 84.9 78.0 15.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
26 48 40 81 82 132 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 233,781
COMMITMENTS
47,110 21,754 36,898 105,288 153,497 189,295 212,149 44,486 21,632
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 803)
2,251 -2,452 -448 -2,404 3,973 -600 1,073 1,403 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 9.3 15.8 45.0 65.7 81.0 90.7 19.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
56 40 48 62 63 148 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 16,688
COMMITMENTS
4,278 2,324 1,999 7,553 11,069 13,830 15,392 2,858 1,296
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 459)
-6 189 105 144 8 243 301 216 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 13.9 12.0 45.3 66.3 82.9 92.2 17.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 12 11 35 24 61 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,163,571
COMMITMENTS
185,164 341,638 69,174 710,400 599,435 964,738 1010247 198,833 153,325
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -80,904)
-12,762 -39,148 -317 -53,168 -115,829 -66,247 -155,293 -14,657 74,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 29.4 5.9 61.1 51.5 82.9 86.8 17.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
47 30 23 99 78 153 124
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,404,875
COMMITMENTS
793,871 462,621 288,029 1965289 2151624 3047188 2902274 357,687 502,601
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -102,166)
-17,909 4,871 -34,085 -126,938 -181,033 -178,932 -210,248 76,767 108,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 13.6 8.5 57.7 63.2 89.5 85.2 10.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
57 77 67 137 142 226 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,020,298
COMMITMENTS
180,580 349,139 195,048 1331901 1118219 1707529 1662407 312,769 357,891
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 28,828)
-18,645 -15,496 -62,470 45,658 26,018 -35,457 -51,948 64,285 80,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 17.3 9.7 65.9 55.3 84.5 82.3 15.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
36 50 44 99 98 162 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 825,835
COMMITMENTS
122,671 211,301 236,251 429,294 350,145 788,216 797,697 37,618 28,138
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 17,910)
3,109 2,356 1,967 15,004 16,189 20,081 20,512 -2,171 -2,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 25.6 28.6 52.0 42.4 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
43 37 56 62 58 138 119
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 26,778
COMMITMENTS
5,191 5,691 1,866 4,925 12,746 11,982 20,302 14,795 6,475
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -4,642)
-1,611 -1,865 104 -993 -1,411 -2,500 -3,172 -2,142 -1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 21.3 7.0 18.4 47.6 44.7 75.8 55.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 15 7 6 12 20 29
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 54,024
COMMITMENTS
24,693 11,040 1,830 18,345 32,329 44,868 45,200 9,156 8,824
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,657)
192 -360 561 820 900 1,573 1,101 83 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 20.4 3.4 34.0 59.8 83.1 83.7 16.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
36 18 17 19 17 60 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 139,772
COMMITMENTS
37,088 58,139 3,371 87,945 54,020 128,405 115,531 11,367 24,241
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,703)
-3,528 536 1,798 1,571 -923 -159 1,411 1,862 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 41.6 2.4 62.9 38.6 91.9 82.7 8.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
36 56 22 23 33 78 92
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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