WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 366,596
COMMITMENTS
91,441 78,390 46,481 200,315 194,653 338,237 319,524 28,359 47,072
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 1,477)
3,428 9,896 -3,904 2,968 -2,115 2,492 3,877 -1,015 -2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 21.4 12.7 54.6 53.1 92.3 87.2 7.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
100 106 103 78 112 250 266
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,404,651
COMMITMENTS
464,850 131,788 174,785 631,002 870,247 1270637 1176820 134,014 227,831
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -26,014)
13,541 -7,038 -20,597 -7,741 586 -14,797 -27,049 -11,217 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 9.4 12.4 44.9 62.0 90.5 83.8 9.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 844)
253 128 182 234 371 572 629
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,667
COMMITMENTS
4,234 610 135 8,135 13,863 12,504 14,608 3,163 1,059
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 1,419)
707 199 -117 899 1,196 1,489 1,278 -70 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 3.9 0.9 51.9 88.5 79.8 93.2 20.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
22 5 2 13 15 36 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,916
COMMITMENTS
146,317 38,464 50,170 213,994 287,856 410,481 376,490 47,435 81,426
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -18,697)
-3,624 -2,962 -10,265 -5,689 -4,647 -19,578 -17,874 881 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 8.4 11.0 46.7 62.9 89.6 82.2 10.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
144 94 122 92 185 299 359
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 21,989
COMMITMENTS
17,825 1,860 1,649 2 3,412 19,476 6,921 2,513 15,068
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 554)
-850 -382 1,079 1 151 230 848 324 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 8.5 7.5 0.0 15.5 88.6 31.5 11.4 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 7 11 1 10 19 26
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 255,685
COMMITMENTS
42,322 24,322 40,456 147,034 175,481 229,812 240,259 25,873 15,426
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -13,564)
-1,621 -1,581 -5,431 -6,673 -5,707 -13,725 -12,719 161 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 9.5 15.8 57.5 68.6 89.9 94.0 10.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
49 29 52 65 53 144 118
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 916,018
COMMITMENTS
120,051 147,116 11,529 662,542 571,720 794,122 730,365 121,896 185,653
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 8,316)
9,773 7,326 -4,729 3,975 4,476 9,019 7,073 -703 1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 16.1 1.3 72.3 62.4 86.7 79.7 13.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
37 40 29 63 83 114 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,661
COMMITMENTS
50,963 9,919 17,070 99,646 154,498 167,679 181,487 29,982 16,174
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -9,555)
240 -735 -2,343 -2,985 -4,508 -5,088 -7,586 -4,467 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 5.0 8.6 50.4 78.2 84.8 91.8 15.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
56 21 40 70 57 146 106
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,240
COMMITMENTS
4,971 792 1,042 9,247 15,600 15,260 17,434 3,980 1,806
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -3,522)
-1,975 -56 -145 -922 -2,843 -3,042 -3,044 -480 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 4.1 5.4 48.1 81.1 79.3 90.6 20.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 8 13 36 25 69 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,153,281
COMMITMENTS
235,081 169,105 22,896 771,534 847,010 1029511 1039011 123,770 114,270
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 37,477)
40,005 -661 4,020 -8,126 29,831 35,899 33,190 1,578 4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 14.7 2.0 66.9 73.4 89.3 90.1 10.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
49 36 17 102 91 156 139
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,116,867
COMMITMENTS
283,389 366,198 40,511 1502284 1313409 1826184 1720118 290,683 396,749
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 33,668)
19,398 41,644 2,161 -10,980 -4,177 10,579 39,628 23,089 -5,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 17.3 1.9 71.0 62.0 86.3 81.3 13.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
54 65 41 96 115 172 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,911,841
COMMITMENTS
586,566 184,118 42,567 1056164 1405566 1685297 1632251 226,544 279,590
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -16,326)
-18,723 -27,609 10,934 4,120 -58,072 -3,669 -74,747 -12,657 58,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 9.6 2.2 55.2 73.5 88.2 85.4 11.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
44 38 29 74 86 129 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 632,829
COMMITMENTS
158,551 42,380 119,351 304,984 425,737 582,886 587,468 49,943 45,361
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -51,304)
35,851 -32,771 -15,960 -72,129 -6,713 -52,238 -55,444 934 4,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 6.7 18.9 48.2 67.3 92.1 92.8 7.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
50 16 41 56 50 118 99
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,645
COMMITMENTS
16,710 12,481 381 9,302 12,878 26,393 25,740 4,252 4,905
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 655)
802 571 44 -66 -216 780 399 -125 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 40.7 1.2 30.4 42.0 86.1 84.0 13.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 19 7 11 6 34 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,759
COMMITMENTS
42,592 28,986 2,968 41,626 54,149 87,186 86,103 13,573 14,656
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 1,985)
2,032 -80 1,913 -1,347 1,550 2,598 3,383 -613 -1,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 28.8 2.9 41.3 53.7 86.5 85.5 13.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
44 33 8 17 20 65 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 49,081
COMMITMENTS
11,205 2,685 1,759 35,883 44,566 48,847 49,010 234 71
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -5,612)
3,090 -123 913 -4,082 -6,419 -79 -5,629 -5,533 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 5.5 3.6 73.1 90.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 12 3 19 11 30 25
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,003
COMMITMENTS
4,172 673 20 19,802 23,188 23,994 23,881 9 122
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -407)
-1,117 -23 0 750 -376 -367 -399 -40 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 2.8 0.1 82.5 96.6 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 1 12 9 20 15
Updated May 9, 2008