WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 581,523
COMMITMENTS
96,481 72,973 151,184 287,092 293,343 534,757 517,500 46,767 64,024
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,433)
5,399 -11,896 2,725 -9,963 11,478 -1,838 2,308 4,272 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 12.5 26.0 49.4 50.4 92.0 89.0 8.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
150 146 201 104 140 366 395
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,094,720
COMMITMENTS
433,118 81,801 660,576 786,241 1076573 1879934 1818950 214,786 275,770
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -33,989)
10,428 -20,688 -30,953 -15,875 16,028 -36,400 -35,613 2,411 1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 3.9 31.5 37.5 51.4 89.7 86.8 10.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 896)
266 153 296 299 429 685 772
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,324
COMMITMENTS
2,424 1,013 1,702 6,735 10,044 10,862 12,760 3,462 1,564
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 405)
208 81 244 -301 -72 151 253 254 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 7.1 11.9 47.0 70.1 75.8 89.1 24.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 9 7 20 13 38 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 788,602
COMMITMENTS
140,873 50,174 255,657 335,643 394,914 732,173 700,745 56,429 87,857
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 14,461)
13,393 2,949 145 -2,479 10,440 11,058 13,533 3,403 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.4 32.4 42.6 50.1 92.8 88.9 7.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
190 137 223 130 196 431 466
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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 CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED 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: 12,962
COMMITMENTS
674 8,601 3,483 8,401 647 12,558 12,731 404 230
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 320)
32 436 -177 483 38 337 298 -17 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 66.4 26.9 64.8 5.0 96.9 98.2 3.1 1.8
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 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 389,434
COMMITMENTS
80,872 35,343 88,926 182,574 237,801 352,372 362,070 37,062 27,364
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,141)
10,726 -6,003 1,272 -14,276 8,084 -2,277 3,354 4,419 -1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 9.1 22.8 46.9 61.1 90.5 93.0 9.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
94 64 97 74 78 225 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 828,573
COMMITMENTS
115,124 143,253 41,353 490,593 482,465 647,070 667,071 181,502 161,502
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,464)
-3,969 13,732 -23,883 23,702 12,324 -4,150 2,174 -314 -6,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.3 5.0 59.2 58.2 78.1 80.5 21.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
26 35 35 80 80 127 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 368,171
COMMITMENTS
43,439 52,729 5,852 232,280 256,756 281,570 315,337 86,600 52,834
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 16,462)
-1,504 -8,595 3,035 -511 16,452 1,020 10,892 15,442 5,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.3 1.6 63.1 69.7 76.5 85.6 23.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 10 5 35 30 43 42
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 260,987
COMMITMENTS
47,821 21,863 61,257 108,860 153,901 217,939 237,021 43,048 23,966
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 222)
6,884 -3,150 2,111 -12,175 2,985 -3,180 1,946 3,402 -1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 8.4 23.5 41.7 59.0 83.5 90.8 16.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
72 29 67 71 69 174 151
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 24,693
COMMITMENTS
7,401 2,088 2,268 9,586 18,507 19,255 22,862 5,438 1,830
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -77)
679 -514 66 -295 475 450 26 -526 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 8.5 9.2 38.8 74.9 78.0 92.6 22.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
48 14 17 31 23 88 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,127,454
COMMITMENTS
371,217 154,974 42,384 593,616 765,704 1007217 963,061 120,237 164,392
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 16,980)
17,382 25,484 -19,511 21,031 20,545 18,903 26,519 -1,923 -9,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 13.7 3.8 52.7 67.9 89.3 85.4 10.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
52 54 33 96 139 169 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,156,740
COMMITMENTS
222,456 293,489 152,115 1419268 1300668 1793839 1746272 362,901 410,468
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -273,751)
-8,886 -11,366 -129,612 -159,213 -148,157 -297,712 -289,136 23,961 15,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.6 7.1 65.8 60.3 83.2 81.0 16.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
39 57 51 121 143 186 225
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,573,161
COMMITMENTS
397,726 107,431 66,250 855,474 1068921 1319449 1242601 253,712 330,560
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -149,957)
-4,560 -25,896 -74,439 -88,039 -71,179 -167,038 -171,513 17,081 21,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 6.8 4.2 54.4 67.9 83.9 79.0 16.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 32 31 93 111 147 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,031,872
COMMITMENTS
75,984 74,740 355,907 557,081 540,837 988,971 971,484 42,901 60,388
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 18,685)
4,008 1,582 -6,448 18,287 19,214 15,848 14,349 2,837 4,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 7.2 34.5 54.0 52.4 95.8 94.1 4.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
29 36 44 68 79 121 140
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 79,521
COMMITMENTS
15,632 3,336 4,331 43,114 58,602 63,078 66,269 16,443 13,252
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 59)
-721 20 379 678 -250 336 148 -277 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.2 5.4 54.2 73.7 79.3 83.3 20.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
28 11 17 42 35 81 58
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 24,479
COMMITMENTS
3,084 1,452 9 12,123 20,494 15,216 21,955 9,263 2,524
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 98)
265 47 1 0 -2 266 46 -168 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.9 0.0 49.5 83.7 62.2 89.7 37.8 10.3
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
OPTION AND FUTURES COMBINED 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: 110,084
COMMITMENTS
32,260 10,931 1,481 61,983 76,215 95,724 88,627 14,361 21,457
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -78)
-949 968 -267 1,356 -497 140 204 -219 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 9.9 1.3 56.3 69.2 87.0 80.5 13.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 13 14 38 32 75 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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