WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,413
COMMITMENTS
77,355 111,100 65,933 278,551 223,958 421,839 400,991 30,574 51,422
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 664)
5,026 -1,450 -6,468 4,159 9,714 2,717 1,796 -2,053 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 24.6 14.6 61.6 49.5 93.2 88.6 6.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
110 153 136 68 102 274 319
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,170,638
COMMITMENTS
272,877 175,800 151,513 625,931 592,876 1050321 920,189 120,317 250,449
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 18,655)
16,058 -42,699 9,447 -5,312 47,708 20,193 14,456 -1,538 4,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 15.0 12.9 53.5 50.6 89.7 78.6 10.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664)
177 122 171 171 289 440 528
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,365
COMMITMENTS
2,662 4,139 598 9,877 9,553 13,137 14,290 3,228 2,075
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -906)
176 194 -214 -769 -1,012 -807 -1,032 -99 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 25.3 3.7 60.4 58.4 80.3 87.3 19.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 15 4 16 12 34 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 475,888
COMMITMENTS
127,509 60,561 63,228 237,765 252,053 428,502 375,842 47,386 100,046
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -11,610)
1,118 2,269 -2,484 -7,084 -10,012 -8,450 -10,227 -3,160 -1,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 12.7 13.3 50.0 53.0 90.0 79.0 10.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
141 133 136 82 169 312 377
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,277
COMMITMENTS
15,008 455 308 49 3,262 15,365 4,025 2,912 14,252
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -264)
-526 -115 -130 2 104 -654 -141 390 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.1 2.5 1.7 0.3 17.8 84.1 22.0 15.9 78.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
16 2 9 3 8 20 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 277,196
COMMITMENTS
48,474 47,136 39,190 162,505 165,356 250,169 251,682 27,027 25,514
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 501)
-444 19,396 -9,820 13,616 -12,741 3,352 -3,165 -2,851 3,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 17.0 14.1 58.6 59.7 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
57 76 71 64 54 176 164
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 719,213
COMMITMENTS
76,651 159,464 5,817 503,750 417,450 586,218 582,731 132,995 136,482
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 33,796)
585 -2,493 2,623 25,216 25,870 28,424 26,000 5,372 7,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 22.2 0.8 70.0 58.0 81.5 81.0 18.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
24 35 17 69 74 102 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 123,720
COMMITMENTS
1,742 30,895 0 82,538 76,437 84,280 107,332 39,440 16,388
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 5,604)
0 3,923 -1,485 7,714 7,302 6,229 9,740 -625 -4,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 25.0 0.0 66.7 61.8 68.1 86.8 31.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 0 16 15 17 20
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,526
COMMITMENTS
1,359 417 162 6,582 7,796 8,103 8,375 423 151
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -155)
55 79 -6 -223 -138 -174 -65 19 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 4.9 1.9 77.2 91.4 95.0 98.2 5.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 6 1 16 19 27 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 190,267
COMMITMENTS
65,214 29,163 20,473 68,881 116,313 154,568 165,949 35,699 24,318
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -6,540)
4,162 4,140 -3,101 -9,588 -6,801 -8,527 -5,762 1,987 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 15.3 10.8 36.2 61.1 81.2 87.2 18.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
62 51 51 58 60 161 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,788
COMMITMENTS
3,707 4,219 1,200 8,279 7,885 13,186 13,304 2,602 2,484
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,032)
164 171 -406 -265 -477 -507 -712 -525 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 26.7 7.6 52.4 49.9 83.5 84.3 16.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 25 15 26 22 58 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,098,115
COMMITMENTS
292,504 244,840 37,385 665,359 653,227 995,248 935,452 102,867 162,663
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 75,232)
7,461 36,274 18,011 54,705 2,085 80,177 56,370 -4,945 18,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 22.3 3.4 60.6 59.5 90.6 85.2 9.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
31 61 19 83 124 126 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,702,628
COMMITMENTS
103,141 361,021 38,900 1249253 992,549 1391294 1392470 311,334 310,158
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 2,697)
-26,331 13,300 284 16,636 -2,651 -9,411 10,933 12,108 -8,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 21.2 2.3 73.4 58.3 81.7 81.8 18.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
33 62 41 109 132 173 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,000,572
COMMITMENTS
185,457 119,482 17,525 591,339 640,087 794,321 777,094 206,251 223,478
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 20,669)
18,481 -16,301 802 1,064 52,230 20,347 36,731 322 -16,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 11.9 1.8 59.1 64.0 79.4 77.7 20.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
24 26 15 67 83 99 116
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 634,603
COMMITMENTS
136,288 21,514 59,040 396,414 499,168 591,742 579,722 42,861 54,881
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -53,588)
5,301 -30,102 -2,078 -57,799 -21,315 -54,576 -53,495 988 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 3.4 9.3 62.5 78.7 93.2 91.4 6.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
26 18 32 55 58 95 100
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,555
COMMITMENTS
26,286 13,607 1,165 42,883 54,922 70,334 69,694 13,221 13,861
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,349)
-5,038 640 558 1,933 -3,739 -2,547 -2,541 -802 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 16.3 1.4 51.3 65.7 84.2 83.4 15.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 17 6 28 33 55 54
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,935
COMMITMENTS
5,498 710 6 10,101 14,925 15,605 15,641 330 294
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -418)
1,017 -67 0 -1,475 -364 -458 -431 40 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 4.5 0.0 63.4 93.7 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 9 1 7 20 11 30
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 30,650
COMMITMENTS
4,117 1,431 154 25,361 28,225 29,632 29,810 1,018 840
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 1,825)
591 321 0 1,224 1,524 1,815 1,845 10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 4.7 0.5 82.7 92.1 96.7 97.3 3.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 5 1 8 12 18 18
Updated May 7, 2010