WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 461,876
COMMITMENTS
79,611 64,017 119,672 228,956 220,992 428,240 404,681 33,637 57,195
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 13,651)
-212 2,297 8,280 3,917 1,846 11,986 12,423 1,665 1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 13.9 25.9 49.6 47.8 92.7 87.6 7.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
95 126 135 73 106 274 278
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,854,647
COMMITMENTS
259,252 84,111 572,466 811,828 916,320 1643546 1572896 211,100 281,750
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 15,697)
3,196 7,424 25,699 -10,166 -11,361 18,730 21,762 -3,032 -6,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 4.5 30.9 43.8 49.4 88.6 84.8 11.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808)
199 159 249 322 376 653 672
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,131
COMMITMENTS
5,013 169 1,890 8,163 14,822 15,066 16,881 4,065 2,250
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -1)
-184 138 58 77 -280 -49 -83 48 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 0.9 9.9 42.7 77.5 78.8 88.2 21.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 6 13 19 19 48 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,999
COMMITMENTS
109,446 20,679 166,890 246,548 307,482 522,885 495,051 69,114 96,948
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 42,318)
20,793 -7,802 13,404 4,215 36,990 38,412 42,591 3,906 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 3.5 28.2 41.6 51.9 88.3 83.6 11.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
160 91 162 140 156 386 346
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,954
COMMITMENTS
12,095 2,164 571 0 682 12,666 3,417 3,288 12,537
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,234)
773 386 183 0 -15 956 554 278 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.8 13.6 3.6 0.0 4.3 79.4 21.4 20.6 78.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 7 0 3 13 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,549
COMMITMENTS
91,002 12,731 55,867 157,130 250,463 303,998 319,061 32,550 17,487
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 11,423)
5,473 -1,361 1,678 4,380 12,292 11,530 12,609 -108 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.8 16.6 46.7 74.4 90.3 94.8 9.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
94 27 54 60 65 186 128
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,068,840
COMMITMENTS
125,662 222,406 86,504 701,137 562,133 913,303 871,044 155,537 197,796
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 40,012)
-13,063 23,501 -5,593 42,580 9,584 23,925 27,493 16,087 12,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 20.8 8.1 65.6 52.6 85.4 81.5 14.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
30 49 47 79 97 136 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 239,517
COMMITMENTS
42,479 26,962 39,720 115,541 148,558 197,740 215,240 41,777 24,277
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 545)
3,566 -124 -2,586 -2,039 5,285 -1,060 2,575 1,605 -2,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 11.3 16.6 48.2 62.0 82.6 89.9 17.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
50 43 49 62 62 145 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,400
COMMITMENTS
4,652 1,745 1,788 7,093 11,545 13,533 15,078 2,867 1,322
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -25)
224 -33 -75 -57 105 93 -3 -118 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 10.6 10.9 43.2 70.4 82.5 91.9 17.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 13 12 33 22 59 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,149,849
COMMITMENTS
196,453 454,382 39,361 762,491 565,743 998,305 1059485 151,544 90,364
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 43,952)
11,294 5,827 6,139 18,415 32,671 35,848 44,637 8,104 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 39.5 3.4 66.3 49.2 86.8 92.1 13.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
50 39 23 104 83 167 132
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,380,019
COMMITMENTS
812,833 391,898 311,719 1919413 2249263 3043965 2952879 336,054 427,140
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 190,690)
42,444 45,818 11,870 137,143 130,283 191,457 187,971 -767 2,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.6 9.2 56.8 66.5 90.1 87.4 9.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
68 80 80 145 147 249 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,945,594
COMMITMENTS
253,577 382,451 188,493 1235995 1101609 1678065 1672553 267,529 273,041
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -16,811)
-38,312 8,770 14,970 20,244 -37,556 -3,098 -13,816 -13,712 -2,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 19.7 9.7 63.5 56.6 86.2 86.0 13.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
46 42 39 107 101 172 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 795,851
COMMITMENTS
118,824 195,478 230,248 406,839 342,682 755,911 768,409 39,939 27,442
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 51,527)
6,959 5,529 9,597 32,746 35,920 49,302 51,046 2,224 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 24.6 28.9 51.1 43.1 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
44 34 53 68 60 141 119
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,784
COMMITMENTS
7,671 8,412 1,548 5,908 14,774 15,128 24,734 16,656 7,049
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 676)
-2,487 2,931 178 2,821 -3,186 512 -78 164 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 26.5 4.9 18.6 46.5 47.6 77.8 52.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 17 10 10 14 31 35
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,019
COMMITMENTS
23,409 11,190 1,209 18,813 29,855 43,431 42,254 8,588 9,765
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,116)
805 -179 33 607 1,301 1,444 1,155 -328 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 21.5 2.3 36.2 57.4 83.5 81.2 16.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
36 17 15 18 15 59 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 140,380
COMMITMENTS
57,229 55,759 2,442 66,626 55,293 126,296 113,494 14,084 26,886
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 9,281)
6,137 3,582 858 3,430 7,920 10,425 12,359 -1,144 -3,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 39.7 1.7 47.5 39.4 90.0 80.8 10.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
41 63 23 20 32 77 102
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 48,016
COMMITMENTS
2,015 16,658 375 45,469 28,974 47,859 46,007 157 2,009
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 287)
-447 -50 -300 915 470 168 120 119 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 34.7 0.8 94.7 60.3 99.7 95.8 0.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 13 3 14 10 22 25
Updated May 18, 2007