WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,988
COMMITMENTS
74,172 111,065 62,412 286,746 229,313 423,330 402,790 31,658 52,198
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,575)
-3,183 -35 -3,521 8,195 5,355 1,491 1,799 1,084 776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 24.4 13.7 63.0 50.4 93.0 88.5 7.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
97 161 123 68 105 257 311
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,188,814
COMMITMENTS
284,494 167,762 155,622 627,263 611,577 1067379 934,961 121,435 253,853
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 18,176)
11,617 -8,038 4,109 1,332 18,701 17,058 14,772 1,118 3,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 14.1 13.1 52.8 51.4 89.8 78.6 10.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
188 126 179 176 290 457 539
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,897
COMMITMENTS
2,592 4,496 341 10,691 10,137 13,624 14,974 3,273 1,923
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 532)
-70 357 -257 814 584 487 684 45 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 26.6 2.0 63.3 60.0 80.6 88.6 19.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 17 4 16 10 33 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,005
COMMITMENTS
111,737 64,412 61,279 245,883 238,414 418,899 364,105 41,106 95,900
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -15,883)
-15,772 3,851 -1,949 8,118 -13,639 -9,603 -11,737 -6,280 -4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 14.0 13.3 53.5 51.8 91.1 79.2 8.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
140 127 124 90 164 308 364
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,383
COMMITMENTS
14,950 430 224 46 3,444 15,220 4,098 3,163 14,285
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 106)
-58 -25 -84 -3 182 -145 73 251 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 2.3 1.2 0.3 18.7 82.8 22.3 17.2 77.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 2 8 2 9 18 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 287,848
COMMITMENTS
53,684 51,037 40,819 168,937 169,717 263,440 261,573 24,408 26,275
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 10,652)
5,210 3,901 1,629 6,432 4,361 13,271 9,891 -2,619 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 17.7 14.2 58.7 59.0 91.5 90.9 8.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
66 74 76 64 52 186 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 738,472
COMMITMENTS
73,416 172,532 11,723 504,191 430,077 589,330 614,332 149,142 124,140
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 19,259)
-3,235 13,068 5,906 441 12,627 3,112 31,601 16,147 -12,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 23.4 1.6 68.3 58.2 79.8 83.2 20.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
23 31 17 70 73 101 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 123,360
COMMITMENTS
1,799 22,372 2,132 82,534 81,596 86,465 106,100 36,895 17,260
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -360)
57 -8,523 2,132 -4 5,159 2,185 -1,232 -2,545 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 18.1 1.7 66.9 66.1 70.1 86.0 29.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 1 16 15 18 20
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,663
COMMITMENTS
1,170 418 211 6,825 7,751 8,206 8,380 457 283
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 137)
-189 1 49 243 -45 103 5 34 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 4.8 2.4 78.8 89.5 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 7 3 16 18 27 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 182,333
COMMITMENTS
57,357 27,178 21,065 70,226 111,167 148,648 159,410 33,685 22,923
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -7,934)
-7,857 -1,985 592 1,345 -5,146 -5,920 -6,539 -2,014 -1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 14.9 11.6 38.5 61.0 81.5 87.4 18.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
59 49 52 63 59 159 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,236
COMMITMENTS
3,414 4,326 972 8,174 7,584 12,560 12,882 2,676 2,354
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -552)
-293 107 -228 -105 -301 -626 -422 74 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 28.4 6.4 53.6 49.8 82.4 84.5 17.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 24 13 25 22 52 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,014,918
COMMITMENTS
281,093 210,127 36,590 591,042 629,395 908,725 876,112 106,193 138,806
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -83,197)
-11,411 -34,713 -795 -74,317 -23,832 -86,523 -59,340 3,326 -23,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 20.7 3.6 58.2 62.0 89.5 86.3 10.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
28 56 18 77 112 118 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,803,247
COMMITMENTS
142,415 382,212 34,011 1341421 1095460 1517847 1511683 285,400 291,564
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 100,619)
39,274 21,191 -4,889 92,168 102,911 126,553 119,213 -25,934 -18,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 21.2 1.9 74.4 60.7 84.2 83.8 15.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
28 66 39 114 136 174 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,029,788
COMMITMENTS
166,018 104,750 20,158 626,453 662,774 812,629 787,682 217,159 242,106
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 29,216)
-19,439 -14,732 2,633 35,114 22,687 18,308 10,588 10,908 18,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 10.2 2.0 60.8 64.4 78.9 76.5 21.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
27 28 19 61 83 97 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 618,126
COMMITMENTS
125,349 18,991 58,511 386,585 481,749 570,445 559,251 47,681 58,875
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -16,477)
-10,939 -2,523 -529 -9,829 -17,419 -21,297 -20,471 4,820 3,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 3.1 9.5 62.5 77.9 92.3 90.5 7.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
25 17 28 52 54 89 92
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,561
COMMITMENTS
18,185 9,768 1,619 41,726 50,327 61,530 61,714 13,031 12,847
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -8,994)
-8,101 -3,839 454 -1,157 -4,595 -8,804 -7,980 -190 -1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 13.1 2.2 56.0 67.5 82.5 82.8 17.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 10 9 27 33 53 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,702
COMMITMENTS
4,430 702 6 9,838 13,573 14,274 14,281 428 421
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -1,233)
-1,068 -8 0 -263 -1,352 -1,331 -1,360 98 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 4.8 0.0 66.9 92.3 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 8 1 7 19 11 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,525
COMMITMENTS
3,145 1,576 154 28,136 29,856 31,435 31,586 1,090 939
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,875)
-972 145 0 2,775 1,631 1,803 1,776 72 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 4.8 0.5 86.5 91.8 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 1 7 13 13 21
Updated May 14, 2010