WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 500,407
COMMITMENTS
81,174 81,067 149,169 240,584 214,921 470,926 445,156 29,481 55,251
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -9,222)
-9,456 -178 594 358 -11,672 -8,504 -11,256 -718 2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.2 29.8 48.1 42.9 94.1 89.0 5.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
101 133 142 83 115 274 309
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,109,630
COMMITMENTS
321,574 73,416 686,609 924,842 1063622 1933026 1823648 176,604 285,983
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -4,453)
-4,450 -552 4,567 2,484 -3,716 2,601 299 -7,053 -4,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 3.5 32.5 43.8 50.4 91.6 86.4 8.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 862)
245 147 276 290 409 657 739
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,556
COMMITMENTS
3,005 334 932 8,938 14,011 12,874 15,277 3,681 1,279
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -102)
-265 -109 138 -32 -460 -159 -432 56 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 2.0 5.6 54.0 84.6 77.8 92.3 22.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
23 3 8 16 15 41 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 648,088
COMMITMENTS
129,655 21,947 210,478 249,156 322,543 589,290 554,968 58,799 93,120
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 3,886)
-2,155 586 5,246 -430 -2,945 2,660 2,886 1,226 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.4 32.5 38.4 49.8 90.9 85.6 9.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515)
167 109 192 124 206 377 445
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,751
COMMITMENTS
18,623 2,259 1,177 2 3,622 19,802 7,058 2,949 15,693
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 341)
519 248 -145 0 33 374 136 -33 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 9.9 5.2 0.0 15.9 87.0 31.0 13.0 69.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 9 11 1 10 17 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,502
COMMITMENTS
40,172 20,443 77,525 145,667 180,662 263,364 278,629 36,138 20,873
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,049)
2,313 2,870 -3,200 -2,254 -1,655 -3,140 -1,984 2,091 935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.8 25.9 48.6 60.3 87.9 93.0 12.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
54 33 51 66 66 151 130
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,064,936
COMMITMENTS
145,450 152,567 72,720 711,782 621,367 929,953 846,654 134,983 218,282
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -12,943)
-22,823 -7,077 -14,478 22,125 -12,477 -15,176 -34,033 2,233 21,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 14.3 6.8 66.8 58.3 87.3 79.5 12.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
38 39 49 75 86 134 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 226,749
COMMITMENTS
41,765 7,719 44,210 108,457 159,104 194,432 211,032 32,317 15,717
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -510)
1,881 444 633 -1,638 -131 876 947 -1,386 -1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 3.4 19.5 47.8 70.2 85.7 93.1 14.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
56 28 60 71 65 158 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,537
COMMITMENTS
4,637 990 1,983 9,946 15,709 16,566 18,682 3,971 1,855
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 235)
-24 167 24 -15 -40 -15 151 249 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 4.8 9.7 48.4 76.5 80.7 91.0 19.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 10 15 39 30 72 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,113,907
COMMITMENTS
247,137 259,944 40,533 723,489 701,274 1011159 1001750 102,748 112,156
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -79,041)
-21,109 27,642 -6,561 -43,887 -109,097 -71,556 -88,017 -7,485 8,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 23.3 3.6 65.0 63.0 90.8 89.9 9.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
43 45 36 98 95 161 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,603,400
COMMITMENTS
322,398 281,005 282,635 1687612 1600228 2292645 2163868 310,754 439,531
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -267,660)
-13,155 -29,806 -133,921 -117,106 -120,310 -264,182 -284,037 -3,477 16,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.8 10.9 64.8 61.5 88.1 83.1 11.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
50 63 67 122 132 209 226
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,874,897
COMMITMENTS
556,680 193,131 104,720 968,043 1261887 1629444 1559739 245,453 315,158
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -120,770)
-12,072 -9,155 -51,808 -77,649 -110,988 -141,529 -171,951 20,759 51,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 10.3 5.6 51.6 67.3 86.9 83.2 13.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
40 39 38 80 89 137 149
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 909,943
COMMITMENTS
209,081 31,550 241,163 399,949 586,548 850,193 859,262 59,749 50,681
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 34,340)
18,368 -9,273 10,349 4,022 31,221 32,739 32,297 1,601 2,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 3.5 26.5 44.0 64.5 93.4 94.4 6.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
61 20 55 74 57 149 122
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,235
COMMITMENTS
16,841 13,123 565 9,851 12,942 27,257 26,630 4,978 5,605
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -575)
-8 -69 -121 -139 -131 -268 -320 -307 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 40.7 1.8 30.6 40.1 84.6 82.6 15.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 21 10 11 7 36 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,005
COMMITMENTS
38,301 41,366 4,489 55,834 54,940 98,624 100,796 15,381 13,209
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 910)
-3,690 923 1,223 2,820 -321 353 1,824 558 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 36.3 3.9 49.0 48.2 86.5 88.4 13.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
45 41 22 21 23 76 76
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,355
COMMITMENTS
18,475 4,452 1,433 39,219 53,199 59,127 59,084 228 271
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,579)
-353 -94 -40 -1,186 -1,565 -1,579 -1,699 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 7.5 2.4 66.1 89.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 14 3 19 11 31 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,696
COMMITMENTS
9,877 1,589 50 30,763 38,851 40,690 40,490 6 206
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -471)
298 21 40 -809 -603 -471 -542 0 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 3.9 0.1 75.6 95.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 7 1 12 9 19 17
Updated May 30,2008