WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,407
COMMITMENTS
99,002 85,884 69,442 250,155 245,817 418,599 401,143 41,808 59,264
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 5,868)
6,774 -10,349 5,574 -10,699 10,616 1,649 5,841 4,219 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 18.7 15.1 54.3 53.4 90.9 87.1 9.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
132 138 154 88 131 318 349
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,405,435
COMMITMENTS
532,190 92,731 147,948 567,770 945,177 1247908 1185856 157,527 219,579
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -16,054)
4,221 -19,694 -10,830 -10,482 19,328 -17,091 -11,196 1,037 -4,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 6.6 10.5 40.4 67.3 88.8 84.4 11.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 851)
262 128 185 219 395 561 645
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,480
COMMITMENTS
3,155 951 427 5,580 9,667 9,162 11,045 3,318 1,435
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 448)
98 19 350 -256 -76 192 293 256 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.6 3.4 44.7 77.5 73.4 88.5 26.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 5 3 18 11 36 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 554,958
COMMITMENTS
178,161 58,010 67,303 260,624 350,510 506,088 475,823 48,870 79,135
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 9,763)
10,849 2,421 -732 -3,364 8,551 6,753 10,240 3,010 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 10.5 12.1 47.0 63.2 91.2 85.7 8.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523)
179 110 157 113 183 381 393
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,220
COMMITMENTS
23,223 3,376 88 3 6,507 23,314 9,971 2,906 16,249
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 757)
487 268 -19 0 103 468 352 289 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.6 12.9 0.3 0.0 24.8 88.9 38.0 11.1 62.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 9 7 1 19 20 34
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 317,766
COMMITMENTS
91,927 39,688 39,196 150,566 212,323 281,689 291,207 36,077 26,559
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 6,989)
6,169 -4,174 3,602 -7,137 8,513 2,634 7,941 4,355 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 12.5 12.3 47.4 66.8 88.6 91.6 11.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
91 60 81 67 68 212 178
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 774,703
COMMITMENTS
112,354 145,777 16,654 469,772 458,357 598,780 620,788 175,923 153,915
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 53,650)
-4,094 15,437 1,969 50,903 32,678 48,778 50,084 4,872 3,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 18.8 2.1 60.6 59.2 77.3 80.1 22.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
26 33 20 73 73 108 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 363,360
COMMITMENTS
43,439 53,437 4,882 231,863 254,538 280,184 312,857 83,176 50,503
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 18,861)
-1,504 -9,246 4,091 172 19,680 2,759 14,525 16,102 4,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 14.7 1.3 63.8 70.1 77.1 86.1 22.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 10 5 33 30 41 42
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,505
COMMITMENTS
910 149 755 6,382 7,178 8,047 8,082 458 423
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 378)
42 55 -224 642 463 460 294 -82 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 1.8 8.9 75.0 84.4 94.6 95.0 5.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 4 7 19 25 30 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 227,569
COMMITMENTS
57,636 22,503 36,152 94,252 146,952 188,040 205,607 39,529 21,962
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -343)
5,072 -2,122 1,727 -10,088 1,922 -3,289 1,527 2,946 -1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 9.9 15.9 41.4 64.6 82.6 90.3 17.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
68 28 55 65 62 165 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,401
COMMITMENTS
7,259 2,068 1,094 8,978 17,475 17,331 20,637 5,070 1,764
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -354)
513 -473 -38 -228 198 247 -313 -601 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 9.2 4.9 40.1 78.0 77.4 92.1 22.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
45 12 14 25 19 77 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,103,772
COMMITMENTS
370,257 156,099 25,535 588,569 759,364 984,361 940,998 119,411 162,774
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 43,705)
15,688 10,884 3,165 25,882 39,173 44,735 53,222 -1,030 -9,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 14.1 2.3 53.3 68.8 89.2 85.3 10.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
51 52 27 91 133 158 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,943,353
COMMITMENTS
225,486 309,401 48,659 1324584 1195530 1598729 1553590 344,624 389,763
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 49,340)
-978 -67,107 10,151 390 70,674 9,563 13,718 39,777 35,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 15.9 2.5 68.2 61.5 82.3 79.9 17.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
33 61 32 107 132 157 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,515,861
COMMITMENTS
408,598 123,068 21,257 837,635 1047777 1267490 1192102 248,371 323,759
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -44,588)
-10,996 -30,976 -9,020 -46,621 -33,986 -66,637 -73,982 22,049 29,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 8.1 1.4 55.3 69.1 83.6 78.6 16.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
36 38 20 83 107 130 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 714,235
COMMITMENTS
85,123 75,664 92,971 497,541 490,885 675,635 659,520 38,600 54,715
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 14,858)
248 1,486 -3,465 16,001 14,115 12,784 12,136 2,074 2,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 10.6 13.0 69.7 68.7 94.6 92.3 5.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
26 32 38 64 75 110 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,677
COMMITMENTS
15,744 3,180 3,696 41,916 57,678 61,355 64,553 16,322 13,124
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 199)
-770 -2 490 715 -238 435 250 -236 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 4.1 4.8 54.0 74.3 79.0 83.1 21.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 9 13 41 33 79 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,441
COMMITMENTS
3,084 1,452 9 12,123 20,494 15,216 21,955 9,225 2,486
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 84)
265 47 1 0 -2 266 46 -182 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 5.9 0.0 49.6 83.9 62.3 89.8 37.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 4 9 6 17 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,471
COMMITMENTS
32,483 10,619 210 59,585 74,367 92,278 85,196 14,193 21,275
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 230)
-1,047 925 -45 1,429 -472 337 408 -107 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 10.0 0.2 56.0 69.8 86.7 80.0 13.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 11 10 36 30 72 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,057
COMMITMENTS
4,626 1,303 672 1,559 5,957 6,857 7,932 1,200 125
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 56)
2 -27 0 -25 -42 -23 -69 79 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.4 16.2 8.3 19.3 73.9 85.1 98.4 14.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 5 1 1 3 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,907
COMMITMENTS
3,972 975 3 9,576 12,838 13,551 13,816 356 91
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,338)
1,493 -116 0 863 2,454 2,356 2,338 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 7.0 0.0 68.9 92.3 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 7 1 7 13 14 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,745
COMMITMENTS
3,097 869 38 25,230 27,787 28,365 28,694 380 51
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 181)
-458 -561 38 616 684 196 161 -15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 3.0 0.1 87.8 96.7 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 5 1 7 15 17 21
Updated May 27, 2011