WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 467,393
COMMITMENTS
75,589 123,616 65,013 294,047 223,852 434,649 412,481 32,744 54,912
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 12,405)
1,417 12,551 2,601 7,301 -5,461 11,319 9,691 1,086 2,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 26.4 13.9 62.9 47.9 93.0 88.3 7.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
107 155 134 71 101 270 315
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,211,345
COMMITMENTS
296,014 185,133 162,691 635,857 610,584 1094562 958,408 116,783 252,937
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 22,531)
11,520 17,371 7,069 8,594 -993 27,183 23,447 -4,652 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.3 13.4 52.5 50.4 90.4 79.1 9.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705)
180 150 184 178 292 463 560
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,171
COMMITMENTS
2,701 4,896 294 10,745 9,916 13,740 15,106 3,431 2,065
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 274)
109 400 -47 54 -221 116 132 158 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 28.5 1.7 62.6 57.7 80.0 88.0 20.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 19 4 15 11 32 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,112
COMMITMENTS
104,293 71,074 64,524 251,264 228,511 420,081 364,109 40,031 96,003
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 107)
-7,444 6,662 3,245 5,381 -9,903 1,182 4 -1,075 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 15.4 14.0 54.6 49.7 91.3 79.1 8.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
141 126 132 94 170 310 383
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,572
COMMITMENTS
14,868 390 395 46 3,400 15,309 4,185 3,263 14,387
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 189)
-82 -40 171 0 -44 89 87 100 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.1 2.1 2.1 0.2 18.3 82.4 22.5 17.6 77.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 2 9 2 9 19 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 299,700
COMMITMENTS
54,904 63,125 43,200 177,094 165,478 275,198 271,803 24,502 27,897
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 11,852)
1,220 12,088 2,381 8,157 -4,239 11,758 10,230 94 1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 21.1 14.4 59.1 55.2 91.8 90.7 8.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
64 83 70 63 53 179 175
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 749,720
COMMITMENTS
78,038 175,515 14,371 508,708 438,585 601,117 628,471 148,603 121,249
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 11,248)
4,622 2,983 2,648 4,517 8,508 11,787 14,139 -539 -2,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 23.4 1.9 67.9 58.5 80.2 83.8 19.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
22 35 15 76 81 107 122
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 135,421
COMMITMENTS
3,449 24,284 2,958 94,051 88,446 100,458 115,688 34,963 19,733
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 12,061)
1,650 1,912 826 11,517 6,850 13,993 9,588 -1,932 2,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 17.9 2.2 69.5 65.3 74.2 85.4 25.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 1 17 16 20 21
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,296
COMMITMENTS
981 486 185 7,540 8,310 8,706 8,981 590 315
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 633)
-189 68 -26 715 559 500 601 133 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 5.2 2.0 81.1 89.4 93.7 96.6 6.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 2 16 18 23 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 176,145
COMMITMENTS
50,929 22,944 19,960 73,723 109,722 144,612 152,626 31,533 23,519
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -6,188)
-6,428 -4,234 -1,105 3,497 -1,445 -4,036 -6,784 -2,152 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 13.0 11.3 41.9 62.3 82.1 86.6 17.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
52 44 48 59 58 148 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,501
COMMITMENTS
3,633 4,447 1,031 8,230 7,507 12,894 12,985 2,607 2,516
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 265)
219 121 59 56 -77 334 103 -69 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 28.7 6.7 53.1 48.4 83.2 83.8 16.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 24 13 25 22 52 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,026,850
COMMITMENTS
263,494 183,712 58,911 599,833 655,119 922,238 897,742 104,612 129,108
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 11,932)
-17,599 -26,415 22,321 8,791 25,724 13,513 21,630 -1,581 -9,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 17.9 5.7 58.4 63.8 89.8 87.4 10.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
31 60 18 84 114 127 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,868,089
COMMITMENTS
147,601 414,830 38,151 1384110 1130284 1569862 1583265 298,227 284,824
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 64,842)
5,186 32,618 4,140 42,689 34,824 52,015 71,582 12,827 -6,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 22.2 2.0 74.1 60.5 84.0 84.8 16.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
31 60 38 121 131 180 202
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,102,263
COMMITMENTS
157,439 150,902 23,643 723,284 680,568 904,366 855,113 197,897 247,150
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 72,475)
-8,579 46,152 3,485 96,831 17,794 91,737 67,431 -19,262 5,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.7 2.1 65.6 61.7 82.0 77.6 18.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
25 32 17 68 95 102 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 658,369
COMMITMENTS
140,323 22,726 59,644 415,231 519,695 615,198 602,065 43,171 56,304
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 40,243)
14,974 3,735 1,133 28,646 37,946 44,753 42,814 -4,510 -2,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 3.5 9.1 63.1 78.9 93.4 91.4 6.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
27 17 30 53 57 93 96
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,746
COMMITMENTS
16,947 11,214 1,905 42,565 47,701 61,417 60,820 12,329 12,926
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -815)
-1,238 1,446 286 839 -2,626 -113 -894 -702 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 15.2 2.6 57.7 64.7 83.3 82.5 16.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
25 13 7 30 33 58 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,352
COMMITMENTS
6,682 2,335 0 3,303 7,973 9,985 10,308 367 44
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.5 22.6 0.0 31.9 77.0 96.5 99.6 3.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 6 0 4 1 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,885
COMMITMENTS
3,643 692 6 9,790 12,810 13,439 13,508 446 377
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -817)
-787 -10 0 -48 -763 -835 -773 18 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 5.0 0.0 70.5 92.3 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 8 1 9 18 13 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,555
COMMITMENTS
3,799 826 154 26,897 30,030 30,850 31,010 1,705 1,545
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 30)
654 -750 0 -1,239 174 -585 -576 615 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 2.5 0.5 82.6 92.2 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 4 1 8 14 17 19
Updated May 27, 2010