WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 358,385
COMMITMENTS
83,146 84,107 48,371 202,290 178,110 333,807 310,588 24,578 47,797
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -10,645)
-8,376 -1,185 -85 -1,015 -10,865 -9,476 -12,135 -1,169 1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 23.5 13.5 56.4 49.7 93.1 86.7 6.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
95 114 98 74 104 233 264
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,401,116
COMMITMENTS
458,115 105,795 183,803 633,552 881,044 1275470 1170642 125,646 230,474
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -553)
-4,378 3,423 6,947 3,244 -6,566 5,813 3,804 -6,366 -4,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 7.6 13.1 45.2 62.9 91.0 83.6 9.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 812)
240 125 179 209 365 539 612
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,764
COMMITMENTS
3,376 381 355 8,595 13,937 12,326 14,673 3,438 1,091
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -83)
-246 -83 135 -38 -451 -149 -399 66 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 2.4 2.3 54.5 88.4 78.2 93.1 21.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 4 4 14 15 37 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,932
COMMITMENTS
147,460 32,734 59,194 204,170 285,146 410,824 377,074 49,108 82,858
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 4,379)
-1,517 518 5,393 -1,723 -3,446 2,153 2,465 2,226 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 7.1 12.9 44.4 62.0 89.3 82.0 10.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
151 86 120 96 189 308 361
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,751
COMMITMENTS
18,623 2,259 1,177 2 3,622 19,802 7,058 2,949 15,693
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 341)
519 248 -145 0 33 374 136 -33 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.9 9.9 5.2 0.0 15.9 87.0 31.0 13.0 69.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 9 11 1 10 17 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 245,668
COMMITMENTS
43,202 23,906 40,147 130,777 163,941 214,126 227,994 31,542 17,674
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,759)
-744 1,166 -708 -2,003 -2,875 -3,455 -2,417 1,696 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 9.7 16.3 53.2 66.7 87.2 92.8 12.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
52 30 47 64 57 146 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 967,144
COMMITMENTS
143,902 161,059 15,964 684,567 585,135 844,433 762,158 122,711 204,986
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 24,175)
-23,067 -1,822 2,399 43,821 -1,896 23,153 -1,319 1,022 25,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 16.7 1.7 70.8 60.5 87.3 78.8 12.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
27 40 26 68 78 109 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 200,377
COMMITMENTS
48,921 7,715 24,938 96,977 153,412 170,836 186,065 29,541 14,312
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,408)
2,620 986 1,417 -1,353 401 2,684 2,804 -1,276 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 3.9 12.4 48.4 76.6 85.3 92.9 14.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
57 22 47 67 55 149 113
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,613
COMMITMENTS
5,042 821 875 8,880 15,328 14,797 17,024 3,816 1,589
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -78)
1 0 -43 -197 -29 -239 -72 161 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 4.4 4.7 47.7 82.4 79.5 91.5 20.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
27 5 13 38 29 67 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,105,372
COMMITMENTS
246,080 258,867 37,193 720,230 698,088 1003503 994,148 101,869 111,224
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -60,004)
-22,299 26,366 1,761 -34,139 -99,426 -54,677 -71,299 -5,327 11,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 23.4 3.4 65.2 63.2 90.8 89.9 9.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
46 41 32 97 92 158 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,175,930
COMMITMENTS
332,245 289,731 70,350 1479963 1397382 1882558 1757463 293,372 418,467
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 5,819)
-23,629 -35,836 -216 29,911 23,495 6,066 -12,557 -247 18,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 13.3 3.2 68.0 64.2 86.5 80.8 13.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
56 54 49 108 116 182 202
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,802,047
COMMITMENTS
556,803 196,201 71,240 933,963 1226887 1562006 1494328 240,041 307,719
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -25,176)
-24,246 346 1,312 -21,402 -76,065 -44,336 -74,407 19,160 49,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 10.9 4.0 51.8 68.1 86.7 82.9 13.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
40 37 29 74 87 123 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 743,814
COMMITMENTS
198,509 27,335 129,091 358,705 538,773 686,305 695,199 57,509 48,615
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 26,089)
16,691 -10,339 6,247 1,419 27,839 24,357 23,747 1,732 2,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 3.7 17.4 48.2 72.4 92.3 93.5 7.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
57 15 42 66 50 135 99
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,417
COMMITMENTS
16,841 13,116 369 9,760 12,850 26,970 26,335 4,447 5,082
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -655)
29 -89 -3 -145 -134 -119 -226 -536 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 41.7 1.2 31.1 40.9 85.8 83.8 14.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 20 8 11 7 34 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,146
COMMITMENTS
38,561 41,936 2,523 51,686 50,364 92,770 94,823 14,376 12,323
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -310)
-3,478 651 896 2,488 -779 -94 768 -216 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 39.1 2.4 48.2 47.0 86.6 88.5 13.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
45 41 12 20 21 70 69
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 59,355
COMMITMENTS
18,475 4,452 1,433 39,219 53,199 59,127 59,084 228 271
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -1,579)
-353 -94 -40 -1,186 -1,565 -1,579 -1,699 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 7.5 2.4 66.1 89.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 14 3 19 11 31 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 40,696
COMMITMENTS
9,877 1,589 50 30,763 38,851 40,690 40,490 6 206
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -471)
298 21 40 -809 -603 -471 -542 0 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 3.9 0.1 75.6 95.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 7 1 12 9 19 17
Updated May 30,2008