WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 369,030
COMMITMENTS
91,522 85,292 48,456 203,305 188,975 343,283 322,723 25,747 46,307
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 6,764)
3,059 2,912 1,061 3,905 2,601 8,025 6,574 -1,261 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 23.1 13.1 55.1 51.2 93.0 87.5 7.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
97 115 98 78 111 246 268
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,401,669
COMMITMENTS
462,493 102,372 176,856 630,308 887,610 1269657 1166838 132,012 234,831
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -12,787)
-4,571 -14,031 7,275 -9,805 -6,053 -7,101 -12,809 -5,686 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 7.3 12.6 45.0 63.3 90.6 83.2 9.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808)
243 122 162 210 363 533 593
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,847
COMMITMENTS
3,622 464 220 8,633 14,388 12,475 15,072 3,372 775
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -434)
-861 -150 71 238 -176 -552 -255 118 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 2.9 1.4 54.5 90.8 78.7 95.1 21.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 5 3 12 15 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,553
COMMITMENTS
148,977 32,216 53,801 205,893 288,592 408,671 374,609 46,882 80,944
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -870)
4,320 -254 4,673 -5,882 -4,159 3,111 260 -3,981 -1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 7.1 11.8 45.2 63.3 89.7 82.2 10.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
152 78 106 95 192 296 349
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,410
COMMITMENTS
18,104 2,011 1,322 2 3,589 19,428 6,922 2,982 15,488
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 78)
-602 -447 346 0 -90 -256 -191 334 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.8 9.0 5.9 0.0 16.0 86.7 30.9 13.3 69.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 9 10 1 10 17 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 247,427
COMMITMENTS
43,946 22,740 40,855 132,780 166,816 217,581 230,411 29,846 17,016
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -13,018)
-3,359 -1,467 230 -10,912 -15,057 -14,041 -16,294 1,023 3,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 9.2 16.5 53.7 67.4 87.9 93.1 12.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
56 27 47 59 52 144 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 942,969
COMMITMENTS
166,969 162,881 13,565 640,746 587,031 821,280 763,477 121,689 179,492
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,790)
4,805 7,331 1,594 -15,104 -6,126 -8,705 2,799 10,495 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 17.3 1.4 67.9 62.3 87.1 81.0 12.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
34 42 27 67 84 114 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 198,969
COMMITMENTS
46,301 6,729 23,521 98,330 153,011 168,152 183,261 30,817 15,708
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 4,048)
-3,792 -2,297 5,236 4,357 1,260 5,801 4,199 -1,753 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 3.4 11.8 49.4 76.9 84.5 92.1 15.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
58 18 47 68 56 148 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,691
COMMITMENTS
5,041 821 918 9,077 15,357 15,036 17,096 3,655 1,595
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -524)
79 -88 -124 -216 -233 -261 -445 -263 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 4.4 4.9 48.6 82.2 80.4 91.5 19.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 5 13 39 29 66 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,165,376
COMMITMENTS
268,379 232,501 35,432 754,369 797,514 1058180 1065447 107,196 99,929
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -55,507)
-2,840 15,967 8,224 -54,780 -74,287 -49,396 -50,096 -6,111 -5,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 20.0 3.0 64.7 68.4 90.8 91.4 9.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
46 38 23 108 98 163 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,170,111
COMMITMENTS
355,874 325,567 70,566 1450052 1373887 1876492 1770020 293,619 400,091
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 53,866)
52,618 -15,495 11,855 -1,823 38,195 62,650 34,555 -8,784 19,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 15.0 3.3 66.8 63.3 86.5 81.6 13.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
65 64 48 108 122 199 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,827,223
COMMITMENTS
581,049 195,855 69,928 955,365 1302952 1606342 1568735 220,881 258,488
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -91,531)
-5,617 -18,914 7,578 -96,925 -71,390 -94,964 -82,726 3,433 -8,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 10.7 3.8 52.3 71.3 87.9 85.9 12.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
43 42 26 82 86 137 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 717,725
COMMITMENTS
181,818 37,674 122,844 357,286 510,934 661,948 671,452 55,777 46,273
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 22,446)
5,590 -11,372 296 11,233 32,970 17,119 21,894 5,327 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 5.2 17.1 49.8 71.2 92.2 93.6 7.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
53 19 42 65 51 131 103
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,072
COMMITMENTS
16,812 13,205 372 9,905 12,984 27,089 26,561 4,983 5,511
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -177)
-292 166 -2 524 -179 230 -15 -407 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 41.2 1.2 30.9 40.5 84.5 82.8 15.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 21 7 11 7 35 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,456
COMMITMENTS
42,039 41,285 1,627 49,198 51,143 92,864 94,055 14,592 13,401
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 5,011)
-3,050 6,426 552 6,744 -3,453 4,246 3,525 765 1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 38.4 1.5 45.8 47.6 86.4 87.5 13.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
41 39 11 18 21 63 67
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 60,934
COMMITMENTS
18,828 4,546 1,473 40,405 54,764 60,706 60,783 228 151
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,153)
72 77 35 1,052 976 1,159 1,088 -6 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 7.5 2.4 66.3 89.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 13 3 18 12 29 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,167
COMMITMENTS
9,579 1,568 10 31,572 39,454 41,161 41,032 6 135
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 17,005)
6,747 384 -10 10,268 16,651 17,005 17,025 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 3.8 0.0 76.7 95.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 8 1 13 9 21 17
Updated May 23, 2008