WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 299,792
COMMITMENTS
83,667 78,565 40,179 147,777 137,621 271,623 256,365 28,169 43,427
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 12,294)
6,576 -2,306 3,871 1,692 11,543 12,139 13,108 155 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 26.2 13.4 49.3 45.9 90.6 85.5 9.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
86 137 109 63 95 235 280
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 858,911
COMMITMENTS
245,099 94,219 123,389 381,258 446,269 749,746 663,877 109,165 195,034
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 62,029)
35,800 -20,531 -2,515 13,379 63,663 46,664 40,617 15,365 21,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 11.0 14.4 44.4 52.0 87.3 77.3 12.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
173 103 144 161 252 412 448
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,338
COMMITMENTS
2,947 1,378 3 7,682 9,771 10,632 11,152 2,706 2,186
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -171)
597 -1,055 3 -1,120 710 -520 -342 349 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 10.3 0.0 57.6 73.3 79.7 83.6 20.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 10 2 17 12 30 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 408,703
COMMITMENTS
139,138 22,323 56,001 157,031 252,841 352,170 331,165 56,533 77,538
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 11,598)
3,871 -2,471 1,049 875 8,193 5,795 6,771 5,803 4,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 5.5 13.7 38.4 61.9 86.2 81.0 13.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
165 62 103 101 139 315 269
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,171
COMMITMENTS
14,927 1,861 637 0 1,379 15,564 3,877 3,607 15,294
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,042)
1,140 750 254 0 -96 1,394 908 648 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.9 9.7 3.3 0.0 7.2 81.2 20.2 18.8 79.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
16 7 11 0 4 18 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 210,437
COMMITMENTS
50,505 23,950 34,335 92,788 134,568 177,628 192,853 32,809 17,584
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 6,733)
6,219 -1,305 -227 235 8,819 6,227 7,287 506 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 11.4 16.3 44.1 63.9 84.4 91.6 15.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
68 25 53 65 50 166 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 711,193
COMMITMENTS
43,594 139,680 7,352 546,868 416,430 597,814 563,462 113,379 147,731
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 24,915)
2,071 24,127 681 20,662 -53 23,414 24,755 1,501 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 19.6 1.0 76.9 58.6 84.1 79.2 15.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
21 39 17 67 63 102 105
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,572
COMMITMENTS
53,904 5,889 14,159 53,213 116,012 121,276 136,060 30,296 15,512
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 8,643)
-520 -37 2,529 5,455 6,557 7,464 9,049 1,179 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 3.9 9.3 35.1 76.5 80.0 89.8 20.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
60 18 29 66 50 143 89
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,810
COMMITMENTS
2,037 1,179 503 4,063 4,167 6,603 5,849 1,207 1,961
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -173)
-317 -53 20 50 -507 -247 -540 74 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 15.1 6.4 52.0 53.4 84.5 74.9 15.5 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 11 6 16 14 30 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 501,897
COMMITMENTS
97,297 57,679 3,169 302,642 351,377 403,108 412,225 98,789 89,672
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 28,895)
18,723 8,989 411 11,247 23,740 30,381 33,140 -1,486 -4,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 11.5 0.6 60.3 70.0 80.3 82.1 19.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
24 28 10 62 69 93 100
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,127,987
COMMITMENTS
101,301 152,897 10,260 811,562 695,048 923,123 858,205 204,864 269,782
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 100,634)
32,271 -12,682 3,528 63,461 98,737 99,260 89,583 1,374 11,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 13.6 0.9 71.9 61.6 81.8 76.1 18.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
38 41 19 104 92 148 146
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 840,101
COMMITMENTS
112,722 89,039 6,095 558,622 563,581 677,439 658,715 162,662 181,386
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 14,080)
-78 10,016 3,820 8,573 -129 12,315 13,707 1,765 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 10.6 0.7 66.5 67.1 80.6 78.4 19.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
19 27 12 59 70 82 105
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 406,478
COMMITMENTS
157,258 22,269 28,826 179,408 326,218 365,492 377,313 40,986 29,165
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 17,606)
915 6,290 1,458 16,631 10,388 19,004 18,136 -1,398 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 5.5 7.1 44.1 80.3 89.9 92.8 10.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 9 21 33 31 70 55
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,946
COMMITMENTS
3,983 2,544 24 5,105 7,793 9,112 10,361 4,834 3,585
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 565)
502 869 -74 0 -5 428 790 137 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 18.2 0.2 36.6 55.9 65.3 74.3 34.7 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 3 7 6 17 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 54,254
COMMITMENTS
19,083 13,000 524 21,756 25,813 41,363 39,337 12,891 14,917
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 275)
2,773 -3,149 284 -5,024 2,546 -1,967 -319 2,242 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 24.0 1.0 40.1 47.6 76.2 72.5 23.8 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 25 11 25 29 59 60
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 19,926
COMMITMENTS
2,167 4,430 79 17,598 15,125 19,844 19,634 82 292
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 2,133)
-507 1,786 2 2,652 282 2,147 2,070 -14 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 22.2 0.4 88.3 75.9 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 11 1 11 12 20 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/12/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 34,421
COMMITMENTS
3,907 166 49 30,248 34,067 34,204 34,282 217 139
CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: -1,123)
1,168 -190 0 -2,414 -1,008 -1,246 -1,198 123 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 0.5 0.1 87.9 99.0 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 1 10 8 18 13
Updated May 15, 2009