WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,447
COMMITMENTS
104,193 91,566 63,066 256,451 251,889 423,710 406,521 36,737 53,926
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -10,161)
-2,897 6,647 -2,814 -2,933 -15,235 -8,644 -11,402 -1,517 1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 19.9 13.7 55.7 54.7 92.0 88.3 8.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
114 137 147 84 133 300 340
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,492,620
COMMITMENTS
547,057 100,606 176,307 609,289 994,298 1332653 1271211 159,967 221,409
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -100,113)
-23,468 3,148 -38,057 -18,567 -47,473 -80,092 -82,382 -20,021 -17,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 6.7 11.8 40.8 66.6 89.3 85.2 10.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 869)
274 120 200 216 400 576 664
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,050
COMMITMENTS
3,431 328 78 6,226 11,501 9,735 11,907 3,315 1,143
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -482)
-709 186 -109 -171 -894 -989 -817 507 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 2.5 0.6 47.7 88.1 74.6 91.2 25.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 3 3 18 14 38 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 571,505
COMMITMENTS
178,732 50,816 72,937 267,838 368,578 519,507 492,331 51,998 79,174
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -22,063)
1,007 5,815 -20,714 46 -3,723 -19,661 -18,622 -2,402 -3,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 8.9 12.8 46.9 64.5 90.9 86.1 9.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523)
180 103 150 116 193 372 398
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,941
COMMITMENTS
22,235 2,646 120 5 6,333 22,360 9,099 2,581 15,842
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -33)
27 127 -27 0 254 0 354 -33 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.2 10.6 0.5 0.0 25.4 89.7 36.5 10.3 63.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 7 7 2 19 18 33
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 321,664
COMMITMENTS
100,549 36,666 37,174 147,762 221,472 285,485 295,312 36,179 26,352
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -18,461)
-7,126 -3,058 -3,650 -5,667 -13,316 -16,443 -20,024 -2,018 1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 11.4 11.6 45.9 68.9 88.8 91.8 11.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
91 53 70 56 60 189 161
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 607,225
COMMITMENTS
88,234 110,790 7,503 357,614 342,271 453,351 460,564 153,874 146,661
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 31,530)
20,390 6,400 768 -2,773 20,390 18,385 27,558 13,145 3,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 18.2 1.2 58.9 56.4 74.7 75.8 25.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
34 25 21 67 66 107 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 317,386
COMMITMENTS
50,109 56,712 761 205,022 214,930 255,892 272,403 61,494 44,983
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 326)
6,750 -1,041 121 238 1,250 7,109 330 -6,783 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 17.9 0.2 64.6 67.7 80.6 85.8 19.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 11 4 34 34 43 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,635
COMMITMENTS
1,144 357 902 5,297 5,973 7,343 7,232 292 403
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 301)
173 71 131 91 53 395 255 -94 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 4.7 11.8 69.4 78.2 96.2 94.7 3.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 6 8 20 21 34 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 226,128
COMMITMENTS
55,684 25,875 30,439 100,715 144,741 186,838 201,055 39,290 25,073
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -649)
-949 -341 1,758 -1,646 -2,198 -837 -781 188 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 11.4 13.5 44.5 64.0 82.6 88.9 17.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
61 33 58 63 64 163 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,542
COMMITMENTS
8,240 2,885 736 8,273 18,331 17,249 21,952 6,293 1,590
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -910)
658 -671 -320 -511 32 -173 -959 -737 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 12.3 3.1 35.1 77.9 73.3 93.2 26.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
52 15 13 22 18 79 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,067,052
COMMITMENTS
373,285 151,381 18,520 562,149 733,403 953,954 903,304 113,098 163,748
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 9,968)
34,731 -8,553 1,595 -31,061 6,438 5,265 -520 4,703 10,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 14.2 1.7 52.7 68.7 89.4 84.7 10.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
53 56 21 100 129 165 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,704,182
COMMITMENTS
219,432 275,543 28,364 1164909 1009976 1412705 1313883 291,477 390,299
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 44,045)
8,332 30,029 3,756 14,615 8,528 26,703 42,313 17,342 1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 16.2 1.7 68.4 59.3 82.9 77.1 17.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
36 67 29 103 130 155 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,457,788
COMMITMENTS
378,634 144,128 11,844 831,431 1002962 1221909 1158934 235,879 298,854
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 33,858)
6,843 16,152 -2,224 -5,966 3,787 -1,347 17,715 35,205 16,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 9.9 0.8 57.0 68.8 83.8 79.5 16.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
32 42 18 88 98 131 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 646,665
COMMITMENTS
98,542 61,566 87,172 428,034 442,719 613,748 591,457 32,917 55,208
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -48,905)
-12,368 -2,511 -422 -33,212 -50,656 -46,002 -53,589 -2,903 4,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 9.5 13.5 66.2 68.5 94.9 91.5 5.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
27 31 37 59 69 105 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,524
COMMITMENTS
29,601 6,358 10 28,911 53,323 58,522 59,690 7,003 5,834
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 8,093)
8,518 1,539 -110 -39 9,789 8,370 11,219 -277 -3,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 9.7 0.0 44.1 81.4 89.3 91.1 10.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
41 14 2 32 31 73 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,048
COMMITMENTS
59,201 12,715 20 57,822 106,645 117,043 119,380 14,005 11,668
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 16,186)
17,036 3,078 -219 -78 19,578 16,739 22,437 -553 -6,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 9.7 0.0 44.1 81.4 89.3 91.1 10.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
41 14 2 32 31 73 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,523
COMMITMENTS
4,688 1,472 37 1,584 6,014 6,309 7,523 1,214 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,296)
-291 -795 0 -90 419 -381 -376 -915 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.3 19.6 0.5 21.1 79.9 83.9 100.0 16.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 6 1 1 4 13 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,818
COMMITMENTS
943 1,161 4 9,557 9,471 10,504 10,636 314 182
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -431)
-319 -60 -6 -281 -365 -606 -431 175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.7 0.0 88.3 87.5 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 8 1 7 13 12 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,935
COMMITMENTS
3,065 1,158 0 24,620 26,707 27,685 27,865 250 70
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 256)
917 62 0 -634 511 283 573 -27 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 4.1 0.0 88.1 95.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 5 0 7 14 13 19
Updated May 6, 2011