WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 499,507
COMMITMENTS
90,172 71,461 142,087 234,343 231,926 466,601 445,474 32,906 54,033
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 1,817)
2,104 8,989 -3,300 3,896 -1,153 2,699 4,537 -882 -2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.3 28.4 46.9 46.4 93.4 89.2 6.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
102 134 153 87 124 296 317
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,106,567
COMMITMENTS
339,585 99,686 657,769 922,568 1064069 1919922 1821524 186,645 285,043
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -8,813)
7,773 -5,448 -9,159 3,099 6,401 1,713 -8,206 -10,526 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.7 31.2 43.8 50.5 91.1 86.5 8.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 896)
255 159 285 311 420 694 763
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 16,497
COMMITMENTS
3,955 605 673 8,373 13,972 13,001 15,249 3,496 1,247
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 1,535)
816 177 -104 785 1,252 1,497 1,324 38 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 3.7 4.1 50.8 84.7 78.8 92.4 21.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
22 5 6 14 15 38 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 642,804
COMMITMENTS
129,538 28,432 197,315 258,556 324,268 585,410 550,015 57,394 92,789
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -18,275)
-2,599 -2,323 -11,456 -5,203 -3,606 -19,259 -17,385 984 -890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.4 30.7 40.2 50.4 91.1 85.6 8.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 506)
168 104 182 121 208 366 434
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 305,808
COMMITMENTS
33,663 16,959 81,977 162,529 190,051 278,169 288,987 27,640 16,821
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -14,844)
-2,468 -1,666 -5,663 -6,961 -6,324 -15,092 -13,654 249 -1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 5.5 26.8 53.1 62.1 91.0 94.5 9.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
47 37 55 67 63 152 130
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,063,590
COMMITMENTS
120,713 150,149 84,266 722,314 625,625 927,292 860,039 136,297 203,550
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 23,665)
9,433 7,380 -485 10,542 11,337 19,490 18,232 4,175 5,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 14.1 7.9 67.9 58.8 87.2 80.9 12.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
45 42 56 82 93 151 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 227,040
COMMITMENTS
42,365 10,407 39,135 112,609 159,838 194,109 209,379 32,931 17,661
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -10,417)
-478 -1,260 -1,323 -2,956 -4,605 -4,757 -7,187 -5,660 -3,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 4.6 17.2 49.6 70.4 85.5 92.2 14.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
53 29 55 75 66 156 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 20,540
COMMITMENTS
4,674 733 1,917 9,904 15,919 16,495 18,569 4,045 1,971
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -3,352)
-2,206 -180 109 -757 -2,812 -2,854 -2,883 -498 -469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 3.6 9.3 48.2 77.5 80.3 90.4 19.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
28 11 18 37 26 73 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,174,403
COMMITMENTS
232,509 167,140 32,906 783,492 858,108 1048907 1058154 125,496 116,249
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 38,710)
38,041 -2,283 5,563 -6,274 31,247 37,330 34,526 1,380 4,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 14.2 2.8 66.7 73.1 89.3 90.1 10.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
46 42 29 115 100 175 157
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,819,580
COMMITMENTS
260,912 353,441 379,390 1865123 1660499 2505425 2393329 314,155 426,250
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 86,344)
13,255 41,978 26,154 21,698 24,101 61,106 92,233 25,238 -5,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 12.5 13.5 66.1 58.9 88.9 84.9 11.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
47 76 78 126 138 219 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,092,022
COMMITMENTS
566,657 179,274 147,477 1146505 1478328 1860640 1805079 231,382 286,943
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -3,499)
-19,650 -27,746 18,153 10,871 -52,635 9,375 -62,228 -12,873 58,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 8.6 7.0 54.8 70.7 88.9 86.3 11.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
46 37 45 87 98 147 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 773,749
COMMITMENTS
176,121 50,286 211,229 334,715 465,203 722,065 726,718 51,684 47,030
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -98,350)
45,149 -8,899 -61,412 -82,888 -29,461 -99,151 -99,772 801 1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 6.5 27.3 43.3 60.1 93.3 93.9 6.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
51 24 53 63 53 131 117
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,738
COMMITMENTS
2,570 1,858 476 2,471 6,886 5,517 9,220 6,222 2,518
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -1,168)
-1,072 -531 -236 -245 -202 -1,553 -969 384 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 15.8 4.1 21.1 58.7 47.0 78.5 53.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 5 3 5 6 13 13
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 31,479
COMMITMENTS
16,807 12,419 701 9,458 12,975 26,966 26,095 4,513 5,384
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 719)
835 544 21 -41 -210 816 355 -97 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 39.5 2.2 30.0 41.2 85.7 82.9 14.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 20 11 11 6 36 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 106,445
COMMITMENTS
42,443 28,385 4,538 45,690 57,987 92,671 90,910 13,774 15,535
CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 2,645)
1,977 -120 2,055 -764 1,634 3,268 3,570 -624 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 26.7 4.3 42.9 54.5 87.1 85.4 12.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
44 35 17 18 21 72 63
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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