WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 579,090
COMMITMENTS
91,081 84,869 148,458 297,055 281,865 536,595 515,192 42,495 63,898
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,283)
-9,012 4,339 916 6,887 -7,843 -1,209 -2,587 -74 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 14.7 25.6 51.3 48.7 92.7 89.0 7.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
147 141 199 104 141 361 393
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,128,708
COMMITMENTS
422,690 102,490 691,528 802,115 1060545 1916334 1854563 212,375 274,145
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -25,654)
-8,694 2,734 -3,365 -12,224 -25,554 -24,283 -26,185 -1,372 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.8 32.5 37.7 49.8 90.0 87.1 10.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 893)
257 165 306 297 419 688 771
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,919
COMMITMENTS
2,216 932 1,459 7,036 10,116 10,711 12,507 3,208 1,412
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -550)
-47 19 -65 -294 -538 -406 -583 -144 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.7 10.5 50.6 72.7 77.0 89.9 23.0 10.1
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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 774,141
COMMITMENTS
127,481 47,226 255,512 338,123 384,474 721,116 687,212 53,025 86,929
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -9,460)
-2,185 2,792 -4,282 428 -5,481 -6,039 -6,971 -3,421 -2,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 6.1 33.0 43.7 49.7 93.2 88.8 6.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
192 129 232 136 203 432 481
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,463
COMMITMENTS
22,736 3,108 107 3 6,404 22,846 9,619 2,617 15,844
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 211)
225 142 -9 0 54 216 187 -5 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.3 12.2 0.4 0.0 25.2 89.7 37.8 10.3 62.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 8 7 1 19 19 34
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,641
COMMITMENTS
643 8,165 3,660 7,918 609 12,221 12,434 420 208
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 360)
126 -412 842 -229 47 740 478 -380 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 64.6 28.9 62.6 4.8 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 7 10 12 7 25 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 387,293
COMMITMENTS
70,146 41,346 87,654 196,850 229,716 354,650 358,716 32,643 28,577
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 4,149)
-2,014 3,161 262 7,993 -760 6,241 2,663 -2,092 1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 10.7 22.6 50.8 59.3 91.6 92.6 8.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
73 67 88 72 74 197 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 833,037
COMMITMENTS
119,093 129,521 65,236 466,891 470,140 651,220 664,897 181,817 168,140
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 81,502)
11,432 9,470 12,371 47,286 51,837 71,088 73,678 10,414 7,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 15.5 7.8 56.0 56.4 78.2 79.8 21.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
28 40 37 86 82 135 138
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,709
COMMITMENTS
44,943 61,324 2,816 232,791 240,304 280,550 304,444 71,159 47,264
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 26,262)
-4,767 5,496 478 21,983 19,999 17,694 25,973 8,568 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 17.4 0.8 66.2 68.3 79.8 86.6 20.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 12 4 39 33 47 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,127
COMMITMENTS
868 94 979 5,740 6,715 7,587 7,788 540 339
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 344)
-16 -64 61 163 514 208 511 136 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.2 12.0 70.6 82.6 93.4 95.8 6.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 3 8 20 26 31 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 260,765
COMMITMENTS
40,937 25,013 59,147 121,035 150,916 221,119 235,075 39,646 25,689
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,289)
-1,787 774 -768 -936 -2,682 -3,491 -2,676 1,202 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 9.6 22.7 46.4 57.9 84.8 90.1 15.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
53 40 65 71 69 164 154
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,769
COMMITMENTS
6,722 2,602 2,202 9,881 18,032 18,805 22,836 5,964 1,933
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 421)
50 142 224 433 -63 707 303 -286 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 10.5 8.9 39.9 72.8 75.9 92.2 24.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
50 13 18 30 21 86 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,110,474
COMMITMENTS
353,834 129,489 61,895 572,585 745,159 988,314 936,542 122,160 173,932
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 13,765)
-13,015 -5,713 4,524 16,154 260 7,663 -929 6,102 14,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 11.7 5.6 51.6 67.1 89.0 84.3 11.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
62 51 37 106 146 184 218
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,430,491
COMMITMENTS
231,342 304,855 281,727 1578481 1448826 2091550 2035408 338,941 395,083
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 257,584)
29,525 33,133 54,012 169,308 176,106 252,845 263,251 4,739 -5,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 12.5 11.6 64.9 59.6 86.1 83.7 13.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
48 74 66 145 170 232 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,723,118
COMMITMENTS
402,286 133,327 140,689 943,513 1140100 1486487 1414115 236,631 309,003
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 78,554)
5,062 3,427 32,787 33,360 48,161 71,209 84,376 7,345 -5,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.7 8.2 54.8 66.2 86.3 82.1 13.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
47 39 43 111 125 175 190
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,013,188
COMMITMENTS
71,976 73,158 362,355 538,793 521,623 973,124 957,135 40,064 56,053
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 7,918)
-7,112 7,384 -8,426 23,076 8,963 7,539 7,922 379 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.2 35.8 53.2 51.5 96.0 94.5 4.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
24 38 43 66 75 116 135
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 79,463
COMMITMENTS
16,353 3,316 3,953 42,436 58,852 62,742 66,121 16,721 13,342
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 16,900)
-8,766 -1,533 2,922 13,789 8,618 7,945 10,007 8,954 6,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.2 5.0 53.4 74.1 79.0 83.2 21.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
29 10 13 40 32 77 52
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,381
COMMITMENTS
2,819 1,405 8 12,123 20,496 14,950 21,909 9,431 2,472
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.8 0.0 49.7 84.1 61.3 89.9 38.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 3 9 6 16 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,163
COMMITMENTS
33,209 9,964 1,747 60,627 76,712 95,584 88,423 14,579 21,740
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -14,963)
-17,028 266 -314 3,333 -23,756 -14,009 -23,804 -953 8,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 9.0 1.6 55.0 69.6 86.8 80.3 13.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 12 8 36 29 70 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,001
COMMITMENTS
4,624 1,330 672 1,584 5,999 6,880 8,001 1,121 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -83)
27 -12 -37 0 -25 -10 -74 -73 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 16.6 8.4 19.8 75.0 86.0 100.0 14.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 6 1 1 4 15 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,569
COMMITMENTS
2,479 1,091 3 8,713 10,384 11,195 11,478 374 91
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 186)
1,343 -30 0 -1,263 222 80 192 106 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 9.4 0.0 75.3 89.8 96.8 99.2 3.2 0.8
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 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,564
COMMITMENTS
3,555 1,430 0 24,614 27,103 28,169 28,533 395 31
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 335)
151 350 0 68 17 219 367 116 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.0 0.0 86.2 94.9 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 6 0 7 14 15 20
Updated May 20, 2011