WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 539,719
COMMITMENTS
77,005 102,229 119,264 308,425 261,161 504,695 482,654 35,025 57,065
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 6,534)
-1,613 -3,357 86 6,784 8,764 5,256 5,493 1,278 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 18.9 22.1 57.1 48.4 93.5 89.4 6.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
128 149 156 81 111 300 338
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,574,996
COMMITMENTS
272,252 166,161 398,977 758,620 714,985 1429849 1280122 145,147 294,873
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 48,825)
9,349 -6,056 25,049 11,571 24,900 45,970 43,893 2,856 4,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 10.5 25.3 48.2 45.4 90.8 81.3 9.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
187 153 236 220 311 531 606
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,166
COMMITMENTS
1,736 4,530 1,414 11,675 10,258 14,825 16,202 3,341 1,964
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 633)
-120 366 -175 877 587 582 778 51 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 24.9 7.8 64.3 56.5 81.6 89.2 18.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 19 7 18 13 35 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 590,442
COMMITMENTS
105,468 65,686 152,556 285,183 265,021 543,207 483,263 47,235 107,179
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -9,766)
-20,978 6,667 3,659 13,982 -15,428 -3,337 -5,102 -6,429 -4,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 11.1 25.8 48.3 44.9 92.0 81.8 8.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498)
156 140 177 114 173 363 416
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,383
COMMITMENTS
14,950 430 224 46 3,444 15,220 4,098 3,163 14,285
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 106)
-58 -25 -84 -3 182 -145 73 251 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.3 2.3 1.2 0.3 18.7 82.8 22.3 17.2 77.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 2 8 2 9 18 18
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,648
COMMITMENTS
3,088 2,683 1,756 1,459 1,787 6,303 6,226 346 423
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 305)
578 295 -323 -67 204 188 176 116 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 40.3 26.4 21.9 26.9 94.8 93.6 5.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 9 13 2 4 18 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 325,116
COMMITMENTS
50,896 53,552 60,167 188,306 184,579 299,369 298,298 25,747 26,818
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 13,355)
3,920 4,669 4,149 7,922 3,973 15,992 12,791 -2,637 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 16.5 18.5 57.9 56.8 92.1 91.8 7.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
63 80 84 69 61 195 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 838,758
COMMITMENTS
70,549 159,669 58,053 545,682 473,042 674,284 690,764 164,474 147,994
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 39,376)
-4,423 5,709 18,724 9,354 26,490 23,654 50,923 15,722 -11,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 19.0 6.9 65.1 56.4 80.4 82.4 19.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
25 33 35 80 83 123 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 123,360
COMMITMENTS
1,799 22,372 2,132 82,534 81,596 86,465 106,100 36,895 17,260
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -360)
57 -8,523 2,132 -4 5,159 2,185 -1,232 -2,545 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 18.1 1.7 66.9 66.1 70.1 86.0 29.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 1 16 15 18 20
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,663
COMMITMENTS
1,170 418 211 6,825 7,751 8,206 8,380 457 283
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 137)
-189 1 49 243 -45 103 5 34 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 4.8 2.4 78.8 89.5 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 7 3 16 18 27 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,165
COMMITMENTS
57,809 24,049 36,601 77,234 122,068 171,645 182,718 35,520 24,447
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -9,059)
-7,725 -832 -519 1,132 -6,230 -7,112 -7,581 -1,947 -1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 11.6 17.7 37.3 58.9 82.9 88.2 17.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
65 52 62 66 62 173 146
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,279
COMMITMENTS
3,402 4,276 1,468 8,596 7,980 13,466 13,724 2,814 2,555
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -454)
-325 110 -173 -5 -268 -502 -331 48 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 26.3 9.0 52.8 49.0 82.7 84.3 17.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
24 24 13 26 23 55 58
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,073,838
COMMITMENTS
278,000 199,650 75,250 611,655 654,588 964,905 929,488 108,933 144,350
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -85,979)
-10,113 -36,085 -6,612 -71,760 -18,678 -88,486 -61,375 2,507 -24,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 18.6 7.0 57.0 61.0 89.9 86.6 10.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
33 54 30 87 121 140 185
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,312,418
COMMITMENTS
142,733 302,861 272,733 1590715 1417569 2006181 1993163 306,237 319,256
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 225,566)
36,049 -12,496 67,002 142,147 182,038 245,198 236,543 -19,632 -10,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.1 11.8 68.8 61.3 86.8 86.2 13.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
41 58 69 144 163 227 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,088,116
COMMITMENTS
162,453 102,237 48,230 645,571 681,682 856,254 832,149 231,862 255,967
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 41,141)
-21,673 -18,360 13,611 35,066 24,008 27,004 19,258 14,137 21,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 9.4 4.4 59.3 62.6 78.7 76.5 21.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
30 26 27 67 89 108 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,078,089
COMMITMENTS
154,936 28,894 425,210 444,843 559,118 1024990 1013222 53,099 64,866
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 6,404)
-14,005 -4,591 23,990 -10,356 -17,815 -372 1,584 6,775 4,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 2.7 39.4 41.3 51.9 95.1 94.0 4.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
30 24 40 58 60 106 109
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,732
COMMITMENTS
18,193 9,801 2,325 43,915 52,580 64,433 64,706 13,299 13,026
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -8,656)
-8,114 -3,995 694 -1,037 -4,239 -8,457 -7,540 -199 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 12.6 3.0 56.5 67.6 82.9 83.2 17.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 11 13 30 34 59 54
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,702
COMMITMENTS
4,430 702 6 9,838 13,573 14,274 14,281 428 421
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -1,233)
-1,068 -8 0 -263 -1,352 -1,331 -1,360 98 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 4.8 0.0 66.9 92.3 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 8 1 7 19 11 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,525
COMMITMENTS
3,145 1,576 154 28,136 29,856 31,435 31,586 1,090 939
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,875)
-972 145 0 2,775 1,631 1,803 1,776 72 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.8 0.5 86.5 91.8 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 1 7 13 13 21
Updated May 14, 2010