WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,875
COMMITMENTS
110,100 138,047 119,996 265,033 213,032 495,128 471,075 29,747 53,800
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -27,829)
5,241 -11,011 -4,871 -24,523 -8,584 -24,153 -24,465 -3,676 -3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 26.3 22.9 50.5 40.6 94.3 89.7 5.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
103 162 141 82 112 275 335
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,684,519
COMMITMENTS
327,985 167,474 478,992 720,759 749,359 1527736 1395825 156,783 288,694
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -55,107)
8,346 -6,020 -17,759 -36,139 -8,736 -45,552 -32,515 -9,556 -22,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 9.9 28.4 42.8 44.5 90.7 82.9 9.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740)
201 169 255 242 329 561 646
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,322
COMMITMENTS
3,076 1,271 3,573 1,463 3,045 8,112 7,888 210 434
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 333)
615 184 -445 450 705 621 444 -287 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 15.3 42.9 17.6 36.6 97.5 94.8 2.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 4 7 6 7 16 18
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,292
COMMITMENTS
2,842 598 404 5,857 8,810 9,103 9,812 2,189 1,480
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -286)
362 73 1 -532 -213 -169 -138 -117 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 5.3 3.6 51.9 78.0 80.6 86.9 19.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 8 5 15 11 30 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,112,165
COMMITMENTS
306,557 46,794 355,603 376,775 597,598 1038935 999,995 73,230 112,170
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 34,850)
13,647 1,816 31,441 -8,113 5,952 36,975 39,209 -2,125 -4,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 4.2 32.0 33.9 53.7 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
247 138 250 170 223 536 514
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,851
COMMITMENTS
1,557 1,520 7,952 4,830 4,992 14,339 14,465 512 386
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,859)
-504 54 1,005 1,351 751 1,852 1,810 6 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.2 53.5 32.5 33.6 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 5 10 8 12 18 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,130
COMMITMENTS
97,633 67,351 75,040 197,152 239,987 369,824 382,378 38,306 25,752
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -9,308)
-8,754 9,940 -4,274 8,308 -14,928 -4,720 -9,262 -4,588 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 16.5 18.4 48.3 58.8 90.6 93.7 9.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
87 89 99 74 76 230 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 676,431
COMMITMENTS
59,481 70,931 42,579 409,009 400,563 511,069 514,073 165,362 162,358
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,436)
-10,556 -1,596 1,013 -933 -6,596 -10,476 -7,179 5,041 1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.5 6.3 60.5 59.2 75.6 76.0 24.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
27 35 40 88 89 139 140
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 358,422
COMMITMENTS
46,284 24,678 179 250,244 277,860 296,707 302,717 61,715 55,705
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -6,694)
-87 -1,848 6 -12,335 -9,496 -12,416 -11,338 5,722 4,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.9 0.0 69.8 77.5 82.8 84.5 17.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 2 36 40 43 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,815
COMMITMENTS
2,004 258 1,128 7,813 9,687 10,945 11,073 870 742
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 436)
302 69 -61 167 376 408 384 28 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 2.2 9.5 66.1 82.0 92.6 93.7 7.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 1 4 22 23 32 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 295,598
COMMITMENTS
109,500 9,014 46,702 93,825 216,574 250,027 272,289 45,571 23,309
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -7,156)
-6,797 -59 765 -532 -6,374 -6,564 -5,667 -592 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 3.0 15.8 31.7 73.3 84.6 92.1 15.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
103 28 59 74 72 207 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,900
COMMITMENTS
3,795 4,585 1,415 6,655 7,388 11,865 13,389 3,035 1,511
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,055)
-348 627 -0 -85 -1,604 -433 -978 -622 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 30.8 9.5 44.7 49.6 79.6 89.9 20.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 20 15 24 15 56 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,009,948
COMMITMENTS
327,399 181,571 51,433 508,278 675,777 887,110 908,781 122,837 101,167
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 36,937)
47,996 7,214 1,306 -17,224 32,551 32,077 41,071 4,860 -4,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 18.0 5.1 50.3 66.9 87.8 90.0 12.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
47 40 27 105 106 166 159
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,260,775
COMMITMENTS
212,779 322,705 244,005 1508690 1348465 1965475 1915175 295,301 345,600
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 39,435)
11,578 -2,902 19,451 12,218 52,858 43,247 69,407 -3,812 -29,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 14.3 10.8 66.7 59.6 86.9 84.7 13.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
41 78 74 155 177 243 282
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,522,566
COMMITMENTS
367,955 158,907 129,425 771,680 967,777 1269060 1256109 253,506 266,457
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 16,190)
-7,474 10,456 11,276 22,367 -11,645 26,169 10,087 -9,979 6,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 10.4 8.5 50.7 63.6 83.4 82.5 16.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
36 37 32 85 108 140 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 570,101
COMMITMENTS
41,497 77,408 136,731 362,009 307,963 540,236 522,102 29,865 47,999
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -39,488)
3,150 7,774 -11,671 -29,427 -32,033 -37,948 -35,930 -1,540 -3,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 13.6 24.0 63.5 54.0 94.8 91.6 5.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
11 24 29 47 49 77 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,714
COMMITMENTS
23,378 6,118 749 26,082 45,677 50,209 52,543 7,505 5,170
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 6,092)
3,758 443 78 2,374 4,967 6,210 5,488 -118 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 10.6 1.3 45.2 79.1 87.0 91.0 13.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 15 9 32 33 77 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,427
COMMITMENTS
46,756 12,236 1,498 52,164 91,353 100,418 105,087 15,009 10,340
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 12,185)
7,516 885 157 4,748 9,933 12,420 10,975 -236 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 10.6 1.3 45.2 79.1 87.0 91.0 13.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 15 9 32 33 77 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,156
COMMITMENTS
4,728 5,743 891 1,449 500 7,068 7,134 88 22
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -277)
-376 -208 6 88 -77 -282 -279 5 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 80.3 12.5 20.2 7.0 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 2 2 1 15 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,197
COMMITMENTS
2,503 522 14 5,494 7,549 8,011 8,085 186 112
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 266)
322 20 0 -50 262 272 282 -6 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 6.4 0.2 67.0 92.1 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 5 1 7 11 15 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,475
COMMITMENTS
1,268 722 0 6,933 7,701 8,201 8,423 274 52
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -187)
-388 -746 0 186 577 -202 -169 15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 8.5 0.0 81.8 90.9 96.8 99.4 3.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 0 5 13 13 21
Updated May 4, 2012