WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,285
COMMITMENTS
107,841 98,436 149,043 259,418 248,191 516,302 495,670 29,983 50,615
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 731)
1,820 -3,458 823 -843 3,946 1,800 1,312 -1,069 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 18.0 27.3 47.5 45.4 94.5 90.7 5.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
110 145 146 92 121 294 330
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,681,497
COMMITMENTS
264,127 151,496 510,383 745,723 723,125 1520233 1385005 161,263 296,492
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -18,251)
-23,767 18,232 -15,471 18,357 -24,836 -20,881 -22,075 2,631 3,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 9.0 30.4 44.3 43.0 90.4 82.4 9.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
185 189 262 257 325 575 657
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,591
COMMITMENTS
1,381 1,148 2,812 1,181 1,149 5,373 5,109 218 482
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,090)
-418 295 -403 -119 -1,035 -940 -1,143 -150 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 20.5 50.3 21.1 20.6 96.1 91.4 3.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 8 8 4 8 17 17
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,899
COMMITMENTS
1,960 1,159 963 6,577 7,785 9,501 9,907 2,398 1,992
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -988)
-1,997 629 88 700 -2,149 -1,209 -1,432 221 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 9.7 8.1 55.3 65.4 79.8 83.3 20.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 6 8 16 11 33 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,093,933
COMMITMENTS
254,023 49,649 373,167 396,325 567,390 1023515 990,206 70,418 103,727
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -14,805)
-2,132 1,517 -9,340 -1,589 -4,832 -13,061 -12,655 -1,744 -2,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 4.5 34.1 36.2 51.9 93.6 90.5 6.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
248 132 275 167 210 526 525
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,348
COMMITMENTS
2,925 2,861 7,874 5,228 4,867 16,026 15,602 322 746
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -155)
-202 -212 14 34 14 -153 -183 -2 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 17.5 48.2 32.0 29.8 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 9 11 9 14 23 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 470,165
COMMITMENTS
64,918 92,284 110,085 262,247 229,736 437,251 432,106 32,914 38,059
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 3,142)
-6,775 4,413 6,571 2,405 -10,234 2,202 750 941 2,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 19.6 23.4 55.8 48.9 93.0 91.9 7.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
61 109 123 78 77 235 253
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 913,396
COMMITMENTS
92,396 41,179 90,660 525,379 609,245 708,436 741,084 204,961 172,313
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 8,644)
-3,840 -5,699 -44,655 43,072 60,228 -5,423 9,874 14,067 -1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.5 9.9 57.5 66.7 77.6 81.1 22.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 27 39 82 81 136 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 404,525
COMMITMENTS
42,656 20,726 9,416 264,745 299,897 316,817 330,039 87,708 74,486
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 40,733)
-2,003 -5,979 9,189 14,528 23,721 21,714 26,931 19,019 13,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.1 2.3 65.4 74.1 78.3 81.6 21.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 6 6 37 36 46 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,414
COMMITMENTS
2,820 113 1,158 8,122 10,790 12,100 12,061 314 353
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -578)
-348 -74 126 205 -104 -17 -52 -561 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 0.9 9.3 65.4 86.9 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 2 6 23 26 34 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 300,731
COMMITMENTS
94,012 9,439 57,591 105,016 209,285 256,619 276,315 44,112 24,416
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,121)
-3,882 1,788 2,890 779 -1,514 -212 3,165 1,333 -2,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 3.1 19.2 34.9 69.6 85.3 91.9 14.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
98 31 57 77 77 201 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,262
COMMITMENTS
3,291 5,737 1,965 7,150 5,759 12,406 13,461 2,856 1,801
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 929)
-264 1,085 380 758 -1,073 874 392 55 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 37.6 12.9 46.8 37.7 81.3 88.2 18.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 24 14 26 15 56 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 976,935
COMMITMENTS
279,292 198,446 35,748 530,478 636,707 845,518 870,902 131,417 106,033
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -44,372)
-11,390 -26,137 -20,593 -17,489 -13 -49,472 -46,743 5,100 2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 20.3 3.7 54.3 65.2 86.5 89.1 13.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
44 38 35 101 103 164 157
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,462,823
COMMITMENTS
218,364 274,538 260,090 1639284 1570460 2117738 2105088 345,084 357,735
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -146,835)
17,911 1,989 -99,380 -102,261 -72,471 -183,730 -169,861 36,895 23,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 11.1 10.6 66.6 63.8 86.0 85.5 14.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
45 55 53 130 155 203 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,360,364
COMMITMENTS
393,759 121,026 39,330 669,388 945,149 1102478 1105505 257,887 254,859
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -285,163)
-59,362 -28,864 -129,039 -95,408 -110,163 -283,809 -268,066 -1,354 -17,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 8.9 2.9 49.2 69.5 81.0 81.3 19.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
36 26 31 82 110 133 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 623,338
COMMITMENTS
34,193 82,404 155,121 409,153 332,999 598,467 570,525 24,871 52,813
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -196)
1,387 4,594 -888 53 -898 551 2,808 -748 -3,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 13.2 24.9 65.6 53.4 96.0 91.5 4.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 20 29 52 56 83 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 70,301
COMMITMENTS
10,849 7,000 5,165 44,146 50,294 60,160 62,459 10,141 7,842
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,584)
-3,296 783 -1,036 4,645 1,270 312 1,018 1,272 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.0 7.3 62.8 71.5 85.6 88.8 14.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 9 9 39 37 68 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,526
COMMITMENTS
5,241 1,149 17 10,846 12,623 16,104 13,788 1,422 3,738
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,263)
33 -989 -3 1,235 1,294 1,265 302 -2 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 6.6 0.1 61.9 72.0 91.9 78.7 8.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 4 5 8 11 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,550
COMMITMENTS
20,052 20,538 1,461 66,601 75,342 88,113 97,341 17,436 8,209
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 643)
-8,617 1,586 -107 6,819 -47 -1,904 1,431 2,547 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 19.5 1.4 63.1 71.4 83.5 92.2 16.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 13 8 37 31 65 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,007
COMMITMENTS
4,726 6,595 901 2,290 500 7,917 7,996 90 11
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 858)
423 858 0 431 0 854 858 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 82.4 11.3 28.6 6.2 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 9 2 3 1 15 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,429
COMMITMENTS
2,257 705 217 5,666 7,385 8,140 8,307 289 122
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -35)
169 236 -126 -124 -126 -81 -16 46 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 8.4 2.6 67.2 87.6 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 2 7 10 17 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,640
COMMITMENTS
2,415 2,165 7 6,912 7,439 9,334 9,611 306 29
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 599)
599 709 7 -63 -106 543 610 56 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 22.5 0.1 71.7 77.2 96.8 99.7 3.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 5 1 4 14 15 19
Updated June 5, 2012