WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 300,924
COMMITMENTS
83,218 77,000 39,185 151,522 142,803 273,925 258,988 26,999 41,936
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,132)
-449 -1,565 -994 3,745 5,182 2,302 2,623 -1,170 -1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 25.6 13.0 50.4 47.5 91.0 86.1 9.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
95 132 112 71 98 248 282
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,421
COMMITMENTS
257,479 87,471 116,552 396,029 472,583 770,060 676,606 107,361 200,815
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 18,510)
12,380 -6,748 -6,837 14,771 26,314 20,314 12,729 -1,804 5,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 10.0 13.3 45.1 53.9 87.8 77.1 12.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
180 99 149 157 251 416 447
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,956
COMMITMENTS
2,912 985 2 7,654 9,761 10,568 10,748 2,388 2,208
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -382)
-35 -393 -1 -28 -10 -64 -404 -318 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 7.6 0.0 59.1 75.3 81.6 83.0 18.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 7 1 18 11 31 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 422,416
COMMITMENTS
146,122 26,692 62,792 159,969 259,767 368,883 349,251 53,533 73,165
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 13,713)
6,984 4,369 6,791 2,938 6,926 16,713 18,086 -3,000 -4,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 6.3 14.9 37.9 61.5 87.3 82.7 12.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
178 66 121 111 154 344 304
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 20,483
COMMITMENTS
15,974 2,773 781 0 2,102 16,755 5,656 3,728 14,827
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,312)
1,047 912 144 0 723 1,191 1,779 121 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 13.5 3.8 0.0 10.3 81.8 27.6 18.2 72.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 11 12 0 7 19 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 221,583
COMMITMENTS
55,005 31,842 34,683 98,999 136,282 188,687 202,807 32,896 18,776
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 11,146)
4,500 7,892 348 6,211 1,714 11,059 9,954 87 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 14.4 15.7 44.7 61.5 85.2 91.5 14.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
70 28 51 64 50 160 118
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 726,264
COMMITMENTS
47,132 160,505 9,690 558,838 412,589 615,660 582,784 110,604 143,480
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 15,071)
3,538 20,825 2,338 11,970 -3,841 17,846 19,322 -2,775 -4,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 22.1 1.3 76.9 56.8 84.8 80.2 15.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
17 44 19 69 65 101 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 169,630
COMMITMENTS
60,434 6,586 16,346 56,118 129,427 132,898 152,359 36,732 17,271
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 18,058)
6,530 697 2,187 2,905 13,415 11,622 16,299 6,436 1,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 3.9 9.6 33.1 76.3 78.3 89.8 21.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
68 19 36 65 57 152 101
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,825
COMMITMENTS
2,229 1,448 478 3,903 3,815 6,610 5,741 1,215 2,084
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 15)
192 269 -25 -160 -352 7 -108 8 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 18.5 6.1 49.9 48.8 84.5 73.4 15.5 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 14 8 17 14 33 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 546,236
COMMITMENTS
124,008 44,124 17,732 299,726 384,456 441,466 446,312 104,770 99,924
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 44,339)
26,711 -13,555 14,563 -2,916 33,079 38,358 34,087 5,981 10,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 8.1 3.2 54.9 70.4 80.8 81.7 19.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
27 22 12 63 72 95 101
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,151,282
COMMITMENTS
74,839 153,818 24,057 849,346 707,384 948,242 885,259 203,040 266,023
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 23,295)
-26,462 921 13,797 37,784 12,336 25,119 27,054 -1,824 -3,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 13.4 2.1 73.8 61.4 82.4 76.9 17.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
37 38 24 114 98 162 150
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 855,497
COMMITMENTS
113,065 102,884 10,310 575,894 547,418 699,269 660,612 156,228 194,885
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 15,396)
343 13,845 4,215 17,272 -16,163 21,830 1,897 -6,434 13,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 12.0 1.2 67.3 64.0 81.7 77.2 18.3 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
18 27 17 58 70 84 106
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 422,251
COMMITMENTS
162,720 21,063 31,234 188,652 337,606 382,606 389,903 39,645 32,348
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 15,773)
5,462 -1,206 2,408 9,244 11,388 17,114 12,590 -1,341 3,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 5.0 7.4 44.7 80.0 90.6 92.3 9.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 10 20 33 30 69 54
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,893
COMMITMENTS
3,913 1,714 30 4,605 8,109 8,548 9,853 5,345 4,040
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -53)
-70 -830 6 -500 316 -564 -508 511 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 12.3 0.2 33.1 58.4 61.5 70.9 38.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 2 8 7 16 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,989
COMMITMENTS
18,143 13,001 457 23,427 23,860 42,027 37,318 10,962 15,671
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -1,265)
-940 1 -67 1,671 -1,953 664 -2,019 -1,929 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 24.5 0.9 44.2 45.0 79.3 70.4 20.7 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 25 10 24 27 55 58
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,935
COMMITMENTS
2,299 4,327 369 18,190 15,912 20,858 20,608 77 327
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 1,009)
132 -103 290 592 787 1,014 974 -5 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 20.7 1.8 86.9 76.0 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 13 2 10 14 20 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/19/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,071
COMMITMENTS
3,332 329 0 28,541 31,562 31,873 31,891 198 180
CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -2,350)
-575 163 -49 -1,707 -2,505 -2,331 -2,391 -19 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 1.0 0.0 89.0 98.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 0 10 9 17 14
Updated May 22, 2009