WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 575,689
COMMITMENTS
79,650 121,091 133,528 324,991 262,092 538,169 516,712 37,520 58,977
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 21,225)
1,035 8,135 8,234 11,036 5,021 20,305 21,390 921 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 21.0 23.2 56.5 45.5 93.5 89.8 6.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
128 159 168 83 104 312 351
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,595,631
COMMITMENTS
274,160 163,371 423,552 754,158 710,731 1451869 1297653 143,762 297,978
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -7,493)
-6,901 -15,352 2,295 -5,214 3,429 -9,820 -9,628 2,327 2,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 10.2 26.5 47.3 44.5 91.0 81.3 9.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
201 154 243 227 306 553 611
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,377
COMMITMENTS
1,541 4,591 1,382 12,665 11,155 15,588 17,128 3,789 2,249
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 745)
-144 -315 -169 849 1,094 536 609 209 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 23.7 7.1 65.4 57.6 80.4 88.4 19.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 18 6 16 13 30 36
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 592,187
COMMITMENTS
80,822 75,138 161,691 303,828 248,594 546,341 485,423 45,846 106,764
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -11,505)
-9,882 59 -4,352 3,786 -5,570 -10,448 -9,864 -1,057 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 12.7 27.3 51.3 42.0 92.3 82.0 7.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502)
141 151 183 128 170 369 426
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,774
COMMITMENTS
14,689 785 373 45 3,405 15,107 4,563 3,667 14,211
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 202)
-179 395 -22 -1 5 -202 378 404 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.2 4.2 2.0 0.2 18.1 80.5 24.3 19.5 75.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 4 9 2 9 18 20
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,426
COMMITMENTS
2,814 2,807 1,761 1,540 1,445 6,115 6,013 311 413
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -68)
-133 229 -198 34 -394 -297 -364 228 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 43.7 27.4 24.0 22.5 95.2 93.6 4.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 9 12 2 6 16 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 360,102
COMMITMENTS
52,079 75,268 69,911 209,542 182,869 331,532 328,048 28,570 32,053
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 19,362)
2,019 9,143 5,204 9,184 1,563 16,407 15,910 2,955 3,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 20.9 19.4 58.2 50.8 92.1 91.1 7.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
60 91 81 74 66 192 201
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,931
COMMITMENTS
72,161 154,403 53,237 553,319 471,070 678,717 678,709 150,214 150,221
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -41,417)
-4,416 -5,875 -16,070 -7,336 -22,556 -27,823 -44,501 -13,595 3,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 18.6 6.4 66.8 56.8 81.9 81.9 18.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 29 29 73 78 114 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 137,411
COMMITMENTS
3,519 15,495 2,647 91,803 100,229 97,969 118,371 39,442 19,040
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,990)
70 -8,789 -311 -2,248 11,783 -2,489 2,683 4,479 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 11.3 1.9 66.8 72.9 71.3 86.1 28.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 2 16 18 20 22
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,305
COMMITMENTS
1,107 680 322 8,164 9,059 9,593 10,061 712 244
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,009)
126 194 137 624 749 887 1,080 122 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.6 3.1 79.2 87.9 93.1 97.6 6.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 3 15 17 23 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,487
COMMITMENTS
43,594 15,920 34,815 82,114 118,464 160,523 169,200 34,965 26,287
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -5,423)
-7,263 -4,283 -661 1,018 -1,806 -6,906 -6,749 1,483 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 8.1 17.8 42.0 60.6 82.1 86.6 17.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
49 48 59 64 64 153 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,644
COMMITMENTS
3,679 4,426 1,452 8,842 8,202 13,974 14,079 2,670 2,565
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 66)
101 55 -131 147 301 117 225 -51 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 26.6 8.7 53.1 49.3 84.0 84.6 16.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
25 23 14 25 23 56 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,018,539
COMMITMENTS
233,575 184,854 86,853 585,579 615,533 906,007 887,240 112,532 131,299
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -72,623)
-26,592 12,963 -14,824 -35,775 -67,579 -77,191 -69,440 4,568 -3,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 18.1 8.5 57.5 60.4 89.0 87.1 11.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
28 50 30 77 119 122 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,178,068
COMMITMENTS
148,505 343,225 175,076 1570351 1342897 1893931 1861197 284,137 316,871
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -312,865)
4,615 -7,449 -148,297 -129,119 -157,095 -272,801 -312,840 -40,065 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 15.8 8.0 72.1 61.7 87.0 85.5 13.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
40 42 52 131 152 196 221
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,103,652
COMMITMENTS
171,236 119,202 47,103 657,564 651,921 875,903 818,226 227,749 285,426
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -71,698)
22,598 -24,833 -15,858 -91,175 -52,098 -84,434 -92,789 12,737 21,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 10.8 4.3 59.6 59.1 79.4 74.1 20.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 24 22 70 94 101 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,197,613
COMMITMENTS
170,804 33,298 498,035 486,202 605,447 1155041 1136779 42,572 60,834
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 33,990)
4,195 2,494 26,574 8,393 6,325 39,162 35,392 -5,173 -1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.8 41.6 40.6 50.6 96.4 94.9 3.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
27 25 43 63 67 111 118
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,668
COMMITMENTS
2,134 411 0 7,684 9,305 9,818 9,716 2,850 2,952
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.2 0.0 60.7 73.5 77.5 76.7 22.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 10 9 13 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,929
COMMITMENTS
13,987 10,874 1,112 48,743 54,420 63,842 66,407 14,087 11,523
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 907)
-3,016 -304 -1,526 4,105 4,347 -437 2,517 1,344 -1,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 14.0 1.4 62.5 69.8 81.9 85.2 18.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 11 10 30 32 59 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,398
COMMITMENTS
2,642 657 204 12,134 14,152 14,980 15,013 418 385
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,513)
-1,001 -35 198 2,344 1,342 1,541 1,505 -28 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 4.3 1.3 78.8 91.9 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 1 10 20 14 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,971
COMMITMENTS
4,166 1,472 0 33,728 36,664 37,894 38,136 1,077 835
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 6,416)
367 646 -154 6,831 6,634 7,044 7,126 -628 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.8 0.0 86.5 94.1 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 4 0 7 14 16 18
Updated May 28, 2010