WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,828
COMMITMENTS
77,653 130,530 73,702 303,793 229,155 455,148 433,387 33,680 55,441
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 21,435)
2,064 6,914 8,689 9,746 5,303 20,499 20,906 936 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 26.7 15.1 62.1 46.9 93.1 88.7 6.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
111 161 140 71 96 278 323
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,207,240
COMMITMENTS
290,519 167,671 167,104 631,023 616,690 1088646 951,465 118,594 255,775
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,105)
-5,495 -17,462 4,413 -4,834 6,106 -5,916 -6,943 1,811 2,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 13.9 13.8 52.3 51.1 90.2 78.8 9.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
189 142 179 180 287 468 549
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,927
COMMITMENTS
2,555 4,578 127 11,591 11,008 14,273 15,713 3,654 2,214
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 756)
-146 -318 -167 846 1,092 533 607 223 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 25.5 0.7 64.7 61.4 79.6 87.6 20.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 17 3 15 11 29 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,445
COMMITMENTS
96,271 71,565 64,957 253,814 223,783 415,042 360,305 40,403 95,140
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,667)
-8,022 491 433 2,550 -4,728 -5,039 -3,804 372 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 15.7 14.3 55.7 49.1 91.1 79.1 8.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
138 124 130 104 163 314 371
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,774
COMMITMENTS
14,689 785 373 45 3,405 15,107 4,563 3,667 14,211
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 202)
-179 395 -22 -1 5 -202 378 404 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.2 4.2 2.0 0.2 18.1 80.5 24.3 19.5 75.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 4 9 2 9 18 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 318,500
COMMITMENTS
57,599 72,216 48,437 185,093 166,658 291,129 287,311 27,371 31,189
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 18,800)
2,695 9,091 5,237 7,999 1,180 15,931 15,508 2,869 3,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 22.7 15.2 58.1 52.3 91.4 90.2 8.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
64 84 70 65 57 179 182
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,180
COMMITMENTS
72,318 154,875 20,237 523,607 445,622 616,162 620,734 141,018 136,446
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 7,460)
-5,720 -20,640 5,866 14,899 7,037 15,045 -7,737 -7,585 15,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 20.5 2.7 69.2 58.9 81.4 82.0 18.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
27 25 18 70 74 106 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 137,411
COMMITMENTS
3,519 15,495 2,647 91,803 100,229 97,969 118,371 39,442 19,040
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,990)
70 -8,789 -311 -2,248 11,783 -2,489 2,683 4,479 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 11.3 1.9 66.8 72.9 71.3 86.1 28.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 2 16 18 20 22
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,305
COMMITMENTS
1,107 680 322 8,164 9,059 9,593 10,061 712 244
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,009)
126 194 137 624 749 887 1,080 122 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 6.6 3.1 79.2 87.9 93.1 97.6 6.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 3 15 17 23 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,451
COMMITMENTS
43,546 17,973 20,462 74,242 108,051 138,250 146,486 33,201 24,965
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,694)
-7,383 -4,971 502 519 -1,671 -6,362 -6,140 1,668 1,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 10.5 11.9 43.3 63.0 80.6 85.4 19.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
47 43 49 63 58 145 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,536
COMMITMENTS
3,739 4,460 881 8,365 7,772 12,985 13,113 2,551 2,423
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 35)
106 13 -150 135 265 91 128 -56 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 28.7 5.7 53.8 50.0 83.6 84.4 16.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 23 14 24 23 54 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 985,918
COMMITMENTS
234,466 186,472 64,402 576,660 607,356 875,528 858,230 110,390 127,688
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -40,932)
-29,028 2,760 5,491 -23,173 -47,763 -46,710 -39,512 5,778 -1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 18.9 6.5 58.5 61.6 88.8 87.0 11.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
26 49 24 71 118 110 178
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,839,897
COMMITMENTS
137,509 333,515 29,402 1404181 1177639 1571092 1540556 268,805 299,341
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -28,192)
-10,092 -81,315 -8,749 20,071 47,355 1,230 -42,709 -29,422 14,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 18.1 1.6 76.3 64.0 85.4 83.7 14.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
27 49 29 111 137 158 196
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,064,314
COMMITMENTS
172,549 118,524 33,202 643,756 640,892 849,507 792,618 214,807 271,696
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -37,949)
15,110 -32,378 9,559 -79,528 -39,676 -54,859 -62,495 16,910 24,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 11.1 3.1 60.5 60.2 79.8 74.5 20.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
23 24 16 63 92 92 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 666,266
COMMITMENTS
144,958 25,238 58,871 425,977 527,697 629,806 611,806 36,460 54,460
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 7,897)
4,635 2,512 -773 10,746 8,002 14,608 9,741 -6,711 -1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 3.8 8.8 63.9 79.2 94.5 91.8 5.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 16 29 56 58 94 96
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,580
COMMITMENTS
2,134 411 0 7,683 9,305 9,817 9,716 2,763 2,864
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 3.3 0.0 61.1 74.0 78.0 77.2 22.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 10 8 13 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,015
COMMITMENTS
13,904 10,913 546 46,784 52,329 61,234 63,788 13,781 11,227
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,269)
-3,043 -301 -1,359 4,219 4,628 -183 2,968 1,452 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 14.5 0.7 62.4 69.8 81.6 85.0 18.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 11 6 28 32 54 49
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,398
COMMITMENTS
2,642 657 204 12,134 14,152 14,980 15,013 418 385
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,513)
-1,001 -35 198 2,344 1,342 1,541 1,505 -28 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 4.3 1.3 78.8 91.9 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 7 1 10 20 14 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 38,971
COMMITMENTS
4,166 1,472 0 33,728 36,664 37,894 38,136 1,077 835
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 6,416)
367 646 -154 6,831 6,634 7,044 7,126 -628 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 3.8 0.0 86.5 94.1 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 4 0 7 14 16 18
Updated May 28, 2010