WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,479
COMMITMENTS
109,235 115,367 59,979 222,482 198,777 391,696 374,123 28,783 46,356
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -17,634)
2,022 -52,599 726 -20,510 40,859 -17,762 -11,014 128 -6,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 27.4 14.3 52.9 47.3 93.2 89.0 6.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
113 142 115 78 106 265 295
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,195,041
COMMITMENTS
287,449 140,758 187,362 599,538 634,647 1074349 962,767 120,692 232,274
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -37,014)
-16,037 -37,414 -2,001 -14,126 13,515 -32,164 -25,900 -4,850 -11,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 11.8 15.7 50.2 53.1 89.9 80.6 10.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
166 164 200 199 302 476 576
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,042
COMMITMENTS
4,183 591 392 5,373 9,609 9,948 10,592 2,094 1,450
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 177)
-122 -284 221 8 302 107 239 70 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 4.9 3.3 44.6 79.8 82.6 88.0 17.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 6 4 15 13 33 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 776,789
COMMITMENTS
295,629 50,742 124,184 293,180 508,351 712,993 683,277 63,796 93,512
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -14,047)
5,359 3,294 -6,516 -15,219 -11,311 -16,376 -14,533 2,329 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 6.5 16.0 37.7 65.4 91.8 88.0 8.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
231 113 198 159 201 475 450
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 396,868
COMMITMENTS
85,681 86,792 62,290 217,734 212,860 365,705 361,942 31,163 34,926
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 9,353)
-3,957 5,677 9,035 5,912 -5,472 10,990 9,240 -1,637 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 21.9 15.7 54.9 53.6 92.1 91.2 7.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
79 88 94 76 69 217 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 688,700
COMMITMENTS
104,638 55,794 13,233 402,483 472,637 520,354 541,664 168,346 147,036
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 42,716)
10,970 -29,882 4,088 26,810 72,939 41,868 47,145 848 -4,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 8.1 1.9 58.4 68.6 75.6 78.7 24.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
34 35 25 71 80 120 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 359,292
COMMITMENTS
44,659 26,705 227 248,171 274,369 293,057 301,301 66,235 57,991
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -6,056)
-791 -1,709 48 -6,080 -5,991 -6,823 -7,652 767 1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 7.4 0.1 69.1 76.4 81.6 83.9 18.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 5 2 37 40 44 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,992
COMMITMENTS
3,168 187 1,032 7,917 10,894 12,117 12,113 875 879
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 205)
432 25 -54 -545 -86 -167 -115 372 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 1.4 7.9 60.9 83.9 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 2 6 24 25 35 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 248,847
COMMITMENTS
101,208 9,561 18,798 88,770 196,629 208,776 224,988 40,071 23,859
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -2,398)
-3,693 -2,592 552 2,141 -3,295 -1,000 -5,335 -1,398 2,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 3.8 7.6 35.7 79.0 83.9 90.4 16.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
95 24 49 68 68 188 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,636
COMMITMENTS
3,693 4,626 1,166 6,046 6,596 10,905 12,388 2,731 1,248
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -381)
-229 305 119 -215 -727 -325 -303 -56 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 33.9 8.6 44.3 48.4 80.0 90.8 20.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 19 13 22 15 53 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 962,943
COMMITMENTS
294,460 233,805 11,399 534,010 615,096 839,869 860,300 123,074 102,643
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -52,458)
-56,940 -8,620 -938 3,007 -48,226 -54,871 -57,784 2,413 5,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 24.3 1.2 55.5 63.9 87.2 89.3 12.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
45 45 21 99 93 156 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,010,955
COMMITMENTS
210,661 346,851 44,383 1470903 1312829 1725947 1704063 285,008 306,892
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 104,544)
19,793 -7,409 4,396 102,190 108,772 126,379 105,759 -21,835 -1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 17.2 2.2 73.1 65.3 85.8 84.7 14.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
39 77 30 123 158 182 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,423,810
COMMITMENTS
476,365 179,689 38,788 664,721 949,987 1179874 1168464 243,936 255,346
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 15,137)
671 -16,779 15,728 -11,146 16,653 5,253 15,602 9,884 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 12.6 2.7 46.7 66.7 82.9 82.1 17.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
34 35 24 76 103 128 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 539,386
COMMITMENTS
41,116 85,808 80,303 395,359 318,893 516,778 485,004 22,608 54,382
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 10,858)
-958 2,671 4,669 6,358 -1,904 10,069 5,436 789 5,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 15.9 14.9 73.3 59.1 95.8 89.9 4.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 20 25 49 52 75 85
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,190
COMMITMENTS
14,209 6,564 5,483 38,838 47,942 58,530 59,989 8,661 7,201
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 17,130)
-3,627 -1,901 5,450 14,343 10,843 16,166 14,392 965 2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 9.8 8.2 57.8 71.4 87.1 89.3 12.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 13 11 35 36 72 56
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,237
COMMITMENTS
5,219 2,138 0 9,611 11,329 14,830 13,467 1,407 2,770
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 13.2 0.0 59.2 69.8 91.3 82.9 8.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 0 4 8 9 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,906
COMMITMENTS
28,795 19,668 150 58,454 73,226 87,399 93,044 14,507 8,862
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,786)
-6,876 2,738 84 9,463 -973 2,671 1,849 -885 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 19.3 0.1 57.4 71.9 85.8 91.3 14.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 16 6 34 31 67 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,149
COMMITMENTS
4,303 5,737 901 1,859 500 7,063 7,138 86 11
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 173)
-134 205 3 365 0 234 208 -61 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.2 80.2 12.6 26.0 7.0 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 9 2 3 1 16 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,464
COMMITMENTS
2,088 469 343 5,790 7,511 8,221 8,323 243 141
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 55)
-82 -3 126 -17 -85 27 38 28 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 5.5 4.1 68.4 88.7 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 3 6 10 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,041
COMMITMENTS
1,816 1,456 0 6,975 7,545 8,791 9,001 250 40
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 394)
686 766 0 -291 -334 395 432 -1 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 16.1 0.0 77.1 83.5 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 6 0 4 14 13 20
Updated May 25, 2012