WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,539
COMMITMENTS
92,228 96,233 63,868 260,854 235,201 416,950 395,302 37,589 59,237
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,364)
-7,873 6,294 -1,545 7,488 -8,254 -1,930 -3,505 566 2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 21.2 14.1 57.4 51.7 91.7 87.0 8.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
122 140 155 88 131 315 346
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,421,489
COMMITMENTS
527,969 112,425 158,778 578,252 925,849 1264999 1197052 156,490 224,437
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -24,491)
-7,121 -1,000 -4,428 -12,871 -23,912 -24,420 -29,340 -71 4,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 7.9 11.2 40.7 65.1 89.0 84.2 11.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 846)
252 135 185 218 387 552 648
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,032
COMMITMENTS
3,057 932 77 5,836 9,743 8,970 10,752 3,062 1,280
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -501)
-112 19 0 -240 -561 -352 -542 -149 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.7 0.6 48.5 81.0 74.6 89.4 25.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 5 3 19 11 36 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 545,195
COMMITMENTS
167,312 55,589 68,035 263,988 341,959 499,335 465,583 45,860 79,612
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -6,431)
360 2,989 -3,592 -430 -4,669 -3,662 -5,272 -2,769 -1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 10.2 12.5 48.4 62.7 91.6 85.4 8.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
152 126 153 124 190 370 407
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,463
COMMITMENTS
22,736 3,108 107 3 6,404 22,846 9,619 2,617 15,844
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 211)
225 142 -9 0 54 216 187 -5 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.3 12.2 0.4 0.0 25.2 89.7 37.8 10.3 62.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 8 7 1 19 19 34
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,777
COMMITMENTS
85,758 43,862 35,594 157,703 203,810 279,055 283,266 31,722 27,511
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,436)
-110 3,069 -663 5,234 -1,440 4,461 966 -2,025 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 14.1 11.5 50.7 65.6 89.8 91.1 10.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
79 57 69 66 63 187 164
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 721,053
COMMITMENTS
116,448 130,340 14,685 418,869 425,679 550,002 570,704 171,051 150,349
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 60,417)
7,504 8,998 3,231 40,270 44,422 51,005 56,651 9,412 3,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 18.1 2.0 58.1 59.0 76.3 79.1 23.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
32 30 24 72 75 114 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 344,499
COMMITMENTS
44,943 62,683 791 231,691 234,858 277,425 298,332 67,074 46,167
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 25,178)
-4,767 5,709 31 21,946 19,081 17,210 24,821 7,968 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 18.2 0.2 67.3 68.2 80.5 86.6 19.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 12 4 37 33 45 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,127
COMMITMENTS
868 94 979 5,740 6,715 7,587 7,788 540 339
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 344)
-16 -64 61 163 514 208 511 136 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 1.2 12.0 70.6 82.6 93.4 95.8 6.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 3 8 20 26 31 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 227,912
COMMITMENTS
52,564 24,625 34,425 104,340 145,030 191,329 204,080 36,583 23,832
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,846)
-2,816 256 144 -630 -2,808 -3,302 -2,408 1,456 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 10.8 15.1 45.8 63.6 83.9 89.5 16.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
58 30 53 65 60 157 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,755
COMMITMENTS
6,746 2,541 1,132 9,206 17,277 17,084 20,950 5,671 1,805
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 338)
56 143 175 414 -107 645 211 -307 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 11.2 5.0 40.5 75.9 75.1 92.1 24.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
46 12 13 24 18 74 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,060,067
COMMITMENTS
354,569 145,215 22,370 562,687 720,191 939,626 887,776 120,441 172,291
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 13,193)
-13,838 -4,590 3,637 17,473 -779 7,272 -1,732 5,921 14,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 13.7 2.1 53.1 67.9 88.6 83.7 11.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
57 50 22 95 135 161 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,894,013
COMMITMENTS
226,464 376,508 38,508 1324194 1124856 1589166 1539872 304,847 354,141
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 142,447)
28,713 46,957 7,635 106,727 97,910 143,075 152,502 -628 -10,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 19.9 2.0 69.9 59.4 83.9 81.3 16.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
40 76 28 106 146 163 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,560,449
COMMITMENTS
419,594 154,044 30,277 884,256 1081763 1334127 1266084 226,322 294,365
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 56,409)
13,765 9,532 14,179 22,274 42,955 50,218 66,666 6,191 -10,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 9.9 1.9 56.7 69.3 85.5 81.1 14.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
43 40 24 95 114 146 170
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 699,377
COMMITMENTS
84,875 74,178 96,436 481,540 476,770 662,851 647,384 36,526 51,993
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 17,757)
-8,146 8,841 -1,326 26,155 9,950 16,683 17,465 1,074 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 10.6 13.8 68.9 68.2 94.8 92.6 5.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
21 34 37 62 73 105 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,478
COMMITMENTS
16,513 3,181 3,207 41,201 57,916 60,921 64,303 16,557 13,175
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 16,978)
-8,810 -1,560 3,018 13,877 8,601 8,085 10,058 8,893 6,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 4.1 4.1 53.2 74.8 78.6 83.0 21.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 8 9 38 31 75 47
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,357
COMMITMENTS
2,819 1,405 8 12,123 20,496 14,950 21,909 9,407 2,448
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 5.8 0.0 49.8 84.1 61.4 89.9 38.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 3 9 6 16 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,241
COMMITMENTS
33,530 9,694 255 58,156 74,839 91,941 84,788 14,300 21,453
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -14,758)
-17,115 212 -123 3,508 -23,791 -13,730 -23,702 -1,028 8,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 9.1 0.2 54.7 70.4 86.5 79.8 13.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 10 4 33 28 67 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,001
COMMITMENTS
4,624 1,330 672 1,584 5,999 6,880 8,001 1,121 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -83)
27 -12 -37 0 -25 -10 -74 -73 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 16.6 8.4 19.8 75.0 86.0 100.0 14.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 6 1 1 4 15 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,569
COMMITMENTS
2,479 1,091 3 8,713 10,384 11,195 11,478 374 91
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 186)
1,343 -30 0 -1,263 222 80 192 106 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 9.4 0.0 75.3 89.8 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 7 1 7 13 13 21
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,564
COMMITMENTS
3,555 1,430 0 24,614 27,103 28,169 28,533 395 31
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 335)
151 350 0 68 17 219 367 116 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 5.0 0.0 86.2 94.9 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 6 0 7 14 15 20
Updated May 20, 2011