WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,752
COMMITMENTS
73,766 68,905 116,649 226,911 206,126 417,326 391,679 28,427 54,073
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -16,124)
-5,846 4,888 -3,023 -2,045 -14,866 -10,914 -13,001 -5,210 -3,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 15.5 26.2 50.9 46.2 93.6 87.9 6.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
96 127 137 74 106 267 290
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,824,437
COMMITMENTS
245,847 86,605 561,043 804,373 899,445 1611263 1547093 213,174 277,344
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -30,209)
-13,405 2,494 -11,423 -7,455 -16,875 -32,283 -25,803 2,074 -4,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 4.7 30.8 44.1 49.3 88.3 84.8 11.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 810)
191 168 262 325 374 656 687
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,291
COMMITMENTS
5,858 1,559 1,676 7,732 13,908 15,265 17,142 4,026 2,149
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 160)
844 1,390 -214 -431 -914 199 262 -39 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 8.1 8.7 40.1 72.1 79.1 88.9 20.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 7 13 20 18 51 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 632,012
COMMITMENTS
134,868 21,702 178,183 251,546 336,607 564,597 536,492 67,415 95,519
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 40,013)
25,421 1,023 11,293 4,999 29,126 41,712 41,441 -1,700 -1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 3.4 28.2 39.8 53.3 89.3 84.9 10.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
187 84 177 136 169 401 376
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,263
COMMITMENTS
13,770 2,046 514 0 981 14,284 3,541 2,979 13,722
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,309)
1,675 -118 -57 0 299 1,618 124 -309 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.8 11.9 3.0 0.0 5.7 82.7 20.5 17.3 79.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 6 7 0 4 15 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 341,846
COMMITMENTS
91,782 13,823 58,007 161,789 250,186 311,577 322,016 30,269 19,830
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,297)
780 1,092 2,140 4,659 -277 7,579 2,954 -2,282 2,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 4.0 17.0 47.3 73.2 91.1 94.2 8.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
90 33 55 64 67 189 131
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,157,294
COMMITMENTS
127,264 243,423 99,086 780,987 605,693 1007336 948,202 149,957 209,092
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 88,454)
1,602 21,016 12,581 79,849 43,560 94,033 77,158 -5,579 11,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 21.0 8.6 67.5 52.3 87.0 81.9 13.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 45 52 84 94 145 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 232,978
COMMITMENTS
44,858 24,207 37,345 107,692 149,524 189,896 211,076 43,083 21,902
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -6,539)
2,379 -2,756 -2,374 -7,849 966 -7,845 -4,164 1,306 -2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 10.4 16.0 46.2 64.2 81.5 90.6 18.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
50 43 48 61 59 144 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,229
COMMITMENTS
4,284 2,135 1,894 7,409 11,061 13,587 15,090 2,643 1,139
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -170)
-368 390 106 316 -484 54 13 -224 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 13.2 11.7 45.6 68.2 83.7 93.0 16.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 16 11 35 22 61 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,244,475
COMMITMENTS
197,927 380,786 69,491 763,568 715,263 1030986 1165540 213,489 78,935
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 94,626)
1,474 -73,596 30,130 1,077 149,520 32,681 106,054 61,945 -11,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 30.6 5.6 61.4 57.5 82.8 93.7 17.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
55 34 27 104 85 171 134
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,507,041
COMMITMENTS
811,779 457,750 322,114 2092227 2332657 3226120 3112522 280,920 394,519
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 127,022)
-1,054 65,852 10,396 172,814 83,394 182,156 159,643 -55,134 -32,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 13.1 9.2 59.7 66.5 92.0 88.8 8.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
62 81 72 148 154 242 275
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,991,470
COMMITMENTS
199,225 364,635 257,518 1286243 1092201 1742986 1714354 248,484 277,116
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 45,876)
-54,352 -17,816 69,026 50,248 -9,408 64,922 41,801 -19,045 4,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 18.3 12.9 64.6 54.8 87.5 86.1 12.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
40 46 45 109 101 174 169
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 807,925
COMMITMENTS
119,562 208,945 234,284 414,290 333,956 768,136 777,185 39,790 30,740
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 12,075)
738 13,467 4,035 7,450 -8,726 12,224 8,776 -150 3,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 25.9 29.0 51.3 41.3 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
43 35 55 67 59 141 119
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,420
COMMITMENTS
6,803 7,555 1,762 5,918 14,157 14,483 23,474 16,937 7,946
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -364)
-869 -856 214 10 -618 -645 -1,260 281 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 24.0 5.6 18.8 45.1 46.1 74.7 53.9 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 17 9 11 14 31 34
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,367
COMMITMENTS
24,500 11,400 1,269 17,525 31,430 43,295 44,099 9,073 8,268
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 349)
1,091 210 61 -1,288 1,574 -137 1,845 485 -1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 21.8 2.4 33.5 60.0 82.7 84.2 17.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
37 17 16 18 16 60 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 138,069
COMMITMENTS
40,617 57,603 1,573 86,374 54,943 128,564 114,120 9,505 23,949
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -2,311)
-16,612 1,844 -868 19,748 -350 2,268 626 -4,579 -2,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 41.7 1.1 62.6 39.8 93.1 82.7 6.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
39 64 24 21 31 80 99
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,094
COMMITMENTS
2,068 16,957 333 47,506 30,812 49,907 48,102 187 1,992
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,078)
53 299 -42 2,037 1,838 2,048 2,095 30 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 33.9 0.7 94.8 61.5 99.6 96.0 0.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 13 2 14 10 21 25
Updated May 25, 2007