WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 580,373
COMMITMENTS
100,094 80,529 147,542 290,168 289,708 537,804 517,779 42,569 62,593
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,841)
-2,674 888 5,581 -2,047 -8,918 860 -2,448 981 4,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 13.9 25.4 50.0 49.9 92.7 89.2 7.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
147 133 194 101 141 355 382
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,154,362
COMMITMENTS
431,384 99,756 694,894 814,339 1086098 1940616 1880748 213,746 273,615
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -26,095)
-29,068 6,279 10,302 -6,758 -42,506 -25,524 -25,924 -571 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.6 32.3 37.8 50.4 90.1 87.3 9.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 900)
263 156 307 298 427 690 780
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,469
COMMITMENTS
2,264 913 1,523 7,330 10,654 11,117 13,090 3,352 1,379
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -547)
-232 567 10 -226 -1,209 -448 -632 -99 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.3 10.5 50.7 73.6 76.8 90.5 23.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 5 8 20 13 37 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 783,601
COMMITMENTS
129,666 44,434 259,794 337,695 389,955 727,154 694,183 56,447 89,418
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -14,746)
-15,175 1,606 2,228 1,849 -20,114 -11,099 -16,280 -3,648 1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.7 33.2 43.1 49.8 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
190 123 220 136 205 421 471
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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 CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED 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: 12,282
COMMITMENTS
517 8,576 2,817 8,147 562 11,481 11,956 800 326
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 48)
-451 -443 508 26 2 83 67 -35 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 69.8 22.9 66.3 4.6 93.5 97.3 6.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 5 9 13 7 26 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 383,144
COMMITMENTS
72,160 38,185 87,392 188,857 230,476 348,409 356,054 34,736 27,091
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -9,891)
-16,691 4,048 1,353 8,049 -15,134 -7,289 -9,733 -2,602 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 10.0 22.8 49.3 60.2 90.9 92.9 9.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
79 64 89 70 72 198 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 751,535
COMMITMENTS
107,661 120,050 52,865 419,605 418,303 580,132 591,219 171,403 160,316
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 77,288)
21,825 7,941 17,018 32,309 53,223 71,152 78,182 6,136 -894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 16.0 7.0 55.8 55.7 77.2 78.7 22.8 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
32 32 36 80 76 128 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 325,447
COMMITMENTS
49,710 55,829 2,338 210,808 220,305 262,856 278,472 62,591 46,975
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 2,634)
-399 212 220 4,675 1,383 4,496 1,815 -1,862 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 17.2 0.7 64.8 67.7 80.8 85.6 19.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 11 4 35 35 44 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 263,054
COMMITMENTS
42,724 24,238 59,915 121,971 153,598 224,610 237,751 38,444 25,303
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 4,244)
-2,107 -1,809 5,163 5,234 2,321 8,289 5,674 -4,045 -1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 9.2 22.8 46.4 58.4 85.4 90.4 14.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
59 37 69 71 70 167 159
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 24,348
COMMITMENTS
6,672 2,460 1,978 9,448 18,095 18,098 22,533 6,250 1,815
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,501)
-1,740 -444 140 529 -1,265 -1,070 -1,569 -431 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 10.1 8.1 38.8 74.3 74.3 92.5 25.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
51 14 18 28 20 85 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,096,709
COMMITMENTS
366,849 135,203 57,370 556,431 744,898 980,651 937,471 116,058 159,238
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -18,276)
-5,304 -1,329 350 -14,791 -10,311 -19,744 -11,290 1,468 -6,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 12.3 5.2 50.7 67.9 89.4 85.5 10.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
60 51 35 108 142 184 212
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,172,908
COMMITMENTS
201,817 271,722 227,715 1409173 1272719 1838706 1772157 334,202 400,751
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 127,564)
-21,025 35,545 37,802 87,253 70,256 104,029 143,603 23,535 -16,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 12.5 10.5 64.9 58.6 84.6 81.6 15.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
46 69 66 134 159 217 257
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,644,564
COMMITMENTS
397,223 129,899 107,902 910,153 1091938 1415279 1329739 229,286 314,825
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 61,618)
32,659 3,931 7,123 38,392 45,880 78,174 56,933 -16,556 4,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 7.9 6.6 55.3 66.4 86.1 80.9 13.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
47 37 40 108 118 169 181
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,005,270
COMMITMENTS
79,088 65,773 370,780 515,717 512,660 965,585 949,213 39,685 56,057
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 35,748)
-8,181 2,515 15,410 25,635 20,954 32,864 38,879 2,884 -3,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.5 36.9 51.3 51.0 96.1 94.4 3.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
28 35 45 67 73 119 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 62,563
COMMITMENTS
25,119 4,849 1,031 28,647 50,234 54,796 56,113 7,766 6,449
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -5,036)
-4,224 -1,634 -9 -1,460 -3,828 -5,693 -5,471 657 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 7.8 1.6 45.8 80.3 87.6 89.7 12.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 10 8 35 32 79 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 125,126
COMMITMENTS
50,238 9,697 2,061 57,294 100,468 109,593 112,227 15,533 12,899
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -10,072)
-8,447 -3,268 -19 -2,920 -7,655 -11,386 -10,942 1,314 870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 7.8 1.6 45.8 80.3 87.6 89.7 12.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 10 8 35 32 79 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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