WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,903
COMMITMENTS
100,101 89,939 65,413 253,366 243,455 418,880 398,807 37,023 57,096
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,544)
-4,092 -1,627 2,347 -3,085 -8,434 -4,830 -7,714 286 3,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 19.7 14.3 55.6 53.4 91.9 87.5 8.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
123 132 153 84 132 311 337
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,445,980
COMMITMENTS
535,090 113,425 163,206 591,123 949,761 1289419 1226392 156,561 219,588
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -46,640)
-11,967 12,819 -13,101 -18,166 -44,537 -43,234 -44,819 -3,406 -1,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 7.8 11.3 40.9 65.7 89.2 84.8 10.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 854)
250 132 187 218 396 554 657
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,533
COMMITMENTS
3,169 913 77 6,076 10,304 9,322 11,294 3,211 1,239
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -517)
-262 585 -1 -150 -1,197 -413 -613 -104 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.3 0.6 48.5 82.2 74.4 90.1 25.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 5 3 19 11 36 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 551,626
COMMITMENTS
166,952 52,600 71,627 264,418 346,628 502,997 470,855 48,629 80,771
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -19,879)
-11,780 1,784 -1,310 -3,420 -21,950 -16,510 -21,476 -3,369 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 9.5 13.0 47.9 62.8 91.2 85.4 8.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
166 106 148 120 189 362 393
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,252
COMMITMENTS
22,511 2,966 116 3 6,350 22,630 9,432 2,622 15,820
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 311)
276 320 -4 -2 17 270 333 41 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.1 11.7 0.5 0.0 25.1 89.6 37.4 10.4 62.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 8 7 1 19 17 34
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 308,341
COMMITMENTS
85,868 40,793 36,257 152,469 205,250 274,594 282,300 33,747 26,041
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -13,323)
-14,681 4,127 -917 4,707 -16,222 -10,891 -13,012 -2,432 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 13.2 11.8 49.4 66.6 89.1 91.6 10.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
82 58 72 63 60 186 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 660,636
COMMITMENTS
108,944 121,342 11,454 378,599 381,257 498,997 514,053 161,639 146,583
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 53,411)
20,710 10,552 3,951 20,985 38,986 45,646 53,489 7,765 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 18.4 1.7 57.3 57.7 75.5 77.8 24.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
31 28 18 68 73 105 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 319,321
COMMITMENTS
49,710 56,974 760 209,745 215,777 260,215 273,511 59,106 45,810
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,935)
-399 262 -1 4,723 847 4,323 1,108 -2,388 827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 17.8 0.2 65.7 67.6 81.5 85.7 18.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 11 4 33 35 42 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,783
COMMITMENTS
884 158 918 5,577 6,201 7,379 7,277 404 506
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 148)
-260 -199 16 280 228 36 45 112 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 2.0 11.8 71.7 79.7 94.8 93.5 5.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 7 8 20 24 33 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 229,758
COMMITMENTS
55,380 24,369 34,281 104,970 147,838 194,631 206,488 35,127 23,270
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 3,630)
-304 -1,506 3,842 4,255 3,097 7,793 5,433 -4,163 -1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 10.6 14.9 45.7 64.3 84.7 89.9 15.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
62 29 55 65 62 159 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,417
COMMITMENTS
6,690 2,398 957 8,792 17,384 16,439 20,739 5,978 1,678
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,125)
-1,550 -487 221 519 -947 -810 -1,213 -315 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 10.7 4.3 39.2 77.5 73.3 92.5 26.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
46 14 12 22 18 73 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,046,874
COMMITMENTS
368,407 149,805 18,733 545,214 720,970 932,354 889,508 114,520 157,366
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -20,178)
-4,878 -1,576 213 -16,935 -12,433 -21,600 -13,796 1,422 -6,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 14.3 1.8 52.1 68.9 89.1 85.0 10.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 53 21 98 131 163 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,751,566
COMMITMENTS
197,751 329,551 30,873 1217467 1026946 1446091 1387370 305,475 364,196
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 47,384)
-21,681 54,008 2,509 52,558 16,970 33,386 73,487 13,998 -26,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 18.8 1.8 69.5 58.6 82.6 79.2 17.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
41 69 31 100 136 155 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,504,040
COMMITMENTS
405,829 144,512 16,098 861,982 1038808 1283909 1199418 220,131 304,622
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 46,252)
27,195 384 4,254 30,551 35,846 62,000 40,484 -15,748 5,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 9.6 1.1 57.3 69.1 85.4 79.7 14.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
41 41 20 95 106 144 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 681,620
COMMITMENTS
93,021 65,337 97,762 455,385 466,820 646,168 629,919 35,452 51,701
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 34,955)
-5,521 3,771 10,590 27,351 24,101 32,420 38,462 2,535 -3,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 9.6 14.3 66.8 68.5 94.8 92.4 5.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
26 30 38 62 71 107 127
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,500
COMMITMENTS
25,323 4,741 189 27,324 49,315 52,836 54,245 7,664 6,255
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -5,025)
-4,278 -1,617 179 -1,587 -4,008 -5,686 -5,445 662 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 7.8 0.3 45.2 81.5 87.3 89.7 12.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
42 8 4 32 31 75 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,999
COMMITMENTS
50,645 9,482 378 54,648 98,630 105,671 108,490 15,328 12,509
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -10,049)
-8,556 -3,233 358 -3,174 -8,015 -11,372 -10,890 1,323 841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 7.8 0.3 45.2 81.5 87.3 89.7 12.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
42 8 4 32 31 75 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,084
COMMITMENTS
4,597 1,342 709 1,584 6,024 6,890 8,075 1,194 9
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 561)
-91 -130 672 0 10 581 552 -20 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 16.6 8.8 19.6 74.5 85.2 99.9 14.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 6 2 1 4 15 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,383
COMMITMENTS
1,136 1,121 3 9,976 10,162 11,115 11,286 268 97
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 565)
193 -40 -1 419 691 611 650 -46 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 9.8 0.0 87.6 89.3 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 1 7 13 13 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,229
COMMITMENTS
3,404 1,080 0 24,546 27,086 27,950 28,166 279 63
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 294)
339 -78 0 -74 379 265 301 29 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 3.8 0.0 87.0 96.0 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 6 0 7 14 14 20
Updated May 13, 2010