WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,240
COMMITMENTS
106,903 165,787 60,306 243,750 158,974 410,959 385,067 27,281 53,173
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 10,738)
-106 19,325 -605 11,468 -11,277 10,757 7,443 -19 3,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 37.8 13.8 55.6 36.3 93.8 87.9 6.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
94 167 109 78 101 244 316
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,232,904
COMMITMENTS
307,959 149,387 195,494 606,351 652,075 1109804 996,956 123,100 235,948
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 7,694)
-7,564 -14,188 6,761 11,445 15,565 10,642 8,138 -2,948 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 12.1 15.9 49.2 52.9 90.0 80.9 10.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
183 170 217 202 307 512 593
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,477
COMMITMENTS
3,978 679 95 5,198 9,312 9,271 10,086 2,206 1,391
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 940)
973 48 81 -231 832 823 961 117 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 5.9 0.8 45.3 81.1 80.8 87.9 19.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 6 3 15 12 31 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 798,732
COMMITMENTS
302,014 52,091 126,727 302,581 518,595 731,322 697,413 67,410 101,319
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -8,392)
-8,588 232 -7,619 6,872 -3,932 -9,335 -11,319 943 2,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 6.5 15.9 37.9 64.9 91.6 87.3 8.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
238 118 186 159 208 482 448
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 382,156
COMMITMENTS
97,577 74,712 50,217 198,721 228,795 346,515 353,724 35,641 28,432
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 17,518)
-5,485 7,712 2,062 22,959 4,566 19,536 14,340 -2,018 3,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 19.6 13.1 52.0 59.9 90.7 92.6 9.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
96 78 96 68 69 227 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 611,630
COMMITMENTS
82,172 69,730 6,959 365,305 393,016 454,436 469,705 157,194 141,925
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 40,291)
22,017 -5,401 4,511 6,098 44,203 32,626 43,313 7,665 -3,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 11.4 1.1 59.7 64.3 74.3 76.8 25.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
25 35 18 71 81 108 122
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 358,320
COMMITMENTS
44,715 27,359 179 250,804 276,426 295,698 303,964 62,622 54,356
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,893)
-1,569 2,681 0 637 -1,434 -932 1,247 2,825 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 7.6 0.0 70.0 77.1 82.5 84.8 17.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 6 2 37 40 44 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,936
COMMITMENTS
2,517 247 1,028 7,558 9,878 11,103 11,153 833 783
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 121)
513 -11 -100 -255 191 158 80 -37 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 2.1 8.6 63.3 82.8 93.0 93.4 7.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 1 4 23 25 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 252,090
COMMITMENTS
109,747 10,636 17,184 85,414 203,544 212,345 231,364 39,745 20,726
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -2,083)
-206 -132 -1,931 3,542 461 1,405 -1,602 -3,488 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 4.2 6.8 33.9 80.7 84.2 91.8 15.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
100 25 46 70 67 190 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,831
COMMITMENTS
3,641 4,603 873 6,432 6,912 10,946 12,388 2,885 1,443
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -423)
-298 18 -164 135 -262 -327 -408 -96 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 33.3 6.3 46.5 50.0 79.1 89.6 20.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 18 10 23 16 51 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 997,915
COMMITMENTS
349,335 211,067 11,628 518,805 681,691 879,768 904,386 118,147 93,529
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 44,136)
19,241 21,864 1,947 24,162 26,426 45,350 50,237 -1,214 -6,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 21.2 1.2 52.0 68.3 88.2 90.6 11.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
47 45 18 98 97 154 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,884,542
COMMITMENTS
231,373 364,101 30,815 1340437 1154286 1602625 1549202 281,917 335,340
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 51,761)
19,086 7,058 3,243 20,130 25,902 42,459 36,203 9,302 15,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.3 1.6 71.1 61.3 85.0 82.2 15.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
34 77 30 118 155 170 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,369,668
COMMITMENTS
387,651 180,606 19,201 723,050 903,096 1129902 1102903 239,766 266,765
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 45,875)
1,786 -5,245 -208 44,997 37,840 46,575 32,387 -700 13,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 13.2 1.4 52.8 65.9 82.5 80.5 17.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
34 36 19 77 103 122 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 499,715
COMMITMENTS
44,827 79,594 69,964 360,553 304,485 475,344 454,043 24,371 45,672
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 9,641)
-3,952 -4,108 4,610 12,170 10,644 12,828 11,146 -3,187 -1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 15.9 14.0 72.2 60.9 95.1 90.9 4.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 19 26 48 49 75 81
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,824
COMMITMENTS
18,077 9,697 111 26,458 37,725 44,646 47,532 7,178 4,292
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,398)
-5,303 3,143 85 1,080 -6,843 -4,138 -3,615 -260 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 18.7 0.2 51.1 72.8 86.1 91.7 13.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 14 3 30 31 60 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,647
COMMITMENTS
36,154 19,393 221 52,916 75,450 89,291 95,064 14,356 8,583
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -8,796)
-10,606 6,286 170 2,160 -13,685 -8,276 -7,229 -520 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 18.7 0.2 51.1 72.8 86.1 91.7 13.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 14 3 30 31 60 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,091
COMMITMENTS
4,744 5,638 891 1,361 550 6,996 7,079 95 12
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -65)
16 -105 0 -88 50 -72 -55 7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 79.5 12.6 19.2 7.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 2 1 2 14 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,219
COMMITMENTS
2,185 408 222 5,643 7,481 8,050 8,111 169 108
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 22)
-318 -114 208 149 -68 39 26 -17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 5.0 2.7 68.7 91.0 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 4 2 7 11 16 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,485
COMMITMENTS
1,334 590 0 6,890 7,843 8,224 8,433 261 52
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 10)
66 -132 0 -43 142 23 10 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 7.0 0.0 81.2 92.4 96.9 99.4 3.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 6 0 5 13 13 19
Updated May 11, 2012