WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 578,531
COMMITMENTS
102,768 79,641 141,961 292,215 298,625 536,944 520,227 41,588 58,304
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -14,148)
369 6,897 -6,247 -6,602 -15,465 -12,480 -14,815 -1,668 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 13.8 24.5 50.5 51.6 92.8 89.9 7.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
126 153 187 101 139 350 375
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,180,458
COMMITMENTS
460,452 93,477 684,591 821,097 1128604 1966140 1906672 214,317 273,785
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -117,033)
-35,885 -86 -43,891 -18,658 -51,330 -98,434 -95,307 -18,599 -21,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 4.3 31.4 37.7 51.8 90.2 87.4 9.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 912)
284 144 308 295 428 700 781
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,016
COMMITMENTS
2,495 346 1,513 7,556 11,863 11,565 13,722 3,451 1,293
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -89)
-1,403 162 417 412 -1,053 -573 -474 484 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 2.3 10.1 50.3 79.0 77.0 91.4 23.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 6 8 19 16 39 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 798,347
COMMITMENTS
144,841 42,828 257,566 335,846 410,069 738,253 710,463 60,094 87,884
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -19,826)
-7,511 1,142 -13,539 3,644 -4,126 -17,406 -16,523 -2,420 -3,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 5.4 32.3 42.1 51.4 92.5 89.0 7.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
200 122 217 131 207 425 471
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,941
COMMITMENTS
22,235 2,646 120 5 6,333 22,360 9,099 2,581 15,842
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -33)
27 127 -27 0 254 0 354 -33 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.2 10.6 0.5 0.0 25.4 89.7 36.5 10.3 63.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 7 7 2 19 18 33
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,234
COMMITMENTS
967 9,019 2,310 8,122 560 11,399 11,889 835 345
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 84)
1 114 -143 190 65 49 36 35 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 73.7 18.9 66.4 4.6 93.2 97.2 6.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 5 7 13 7 27 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 393,035
COMMITMENTS
88,851 34,138 86,039 180,807 245,610 355,698 365,787 37,337 27,248
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -16,227)
-7,460 -1,221 -3,652 -3,162 -13,197 -14,274 -18,069 -1,953 1,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 8.7 21.9 46.0 62.5 90.5 93.1 9.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
90 57 88 66 69 207 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 674,247
COMMITMENTS
85,837 112,109 35,847 387,297 365,081 508,980 513,037 165,267 161,210
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 39,730)
20,514 6,845 8,009 942 22,898 29,464 37,751 10,266 1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 16.6 5.3 57.4 54.1 75.5 76.1 24.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 30 34 74 69 121 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 322,812
COMMITMENTS
50,109 55,617 2,118 206,133 218,922 258,360 276,657 64,452 46,156
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 1,428)
6,750 -1,218 381 393 2,046 7,524 1,209 -6,096 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 17.2 0.7 63.9 67.8 80.0 85.7 20.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 11 4 36 34 45 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,635
COMMITMENTS
1,144 357 902 5,297 5,973 7,343 7,232 292 403
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 301)
173 71 131 91 53 395 255 -94 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.7 11.8 69.4 78.2 96.2 94.7 3.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 6 8 20 21 34 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 258,810
COMMITMENTS
44,831 26,047 54,752 116,738 151,277 216,321 232,077 42,489 26,733
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,246)
-3,393 -1,485 2,935 -785 -2,882 -1,244 -1,432 -2 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 10.1 21.2 45.1 58.5 83.6 89.7 16.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
54 41 72 69 69 171 157
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,850
COMMITMENTS
8,412 2,904 1,838 8,919 19,360 19,169 24,102 6,681 1,747
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -206)
839 -702 -53 -333 453 454 -301 -660 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 11.2 7.1 34.5 74.9 74.2 93.2 25.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
55 17 17 28 20 91 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,114,985
COMMITMENTS
372,153 136,532 57,020 571,222 755,209 1000395 948,762 114,590 166,224
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 14,229)
33,495 -14,965 10,157 -33,213 9,078 10,439 4,271 3,790 9,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 12.2 5.1 51.2 67.7 89.7 85.1 10.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
61 54 36 110 140 188 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,045,343
COMMITMENTS
222,843 236,178 189,914 1321920 1202463 1734676 1628554 310,667 416,789
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 104,217)
14,452 28,725 24,786 47,521 46,730 86,760 100,241 17,457 3,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.5 9.3 64.6 58.8 84.8 79.6 15.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
47 64 65 136 154 217 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,582,946
COMMITMENTS
364,565 125,968 100,779 871,761 1046058 1337105 1272806 245,842 310,140
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 59,937)
4,882 14,679 15,151 3,699 13,567 23,731 43,397 36,205 16,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 8.0 6.4 55.1 66.1 84.5 80.4 15.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
38 38 34 103 110 155 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 969,521
COMMITMENTS
87,268 63,259 355,370 490,082 491,706 932,721 910,334 36,801 59,187
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -40,580)
-14,469 -2,742 11,281 -34,940 -54,072 -38,128 -45,534 -2,452 4,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.5 36.7 50.5 50.7 96.2 93.9 3.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
30 36 46 64 71 118 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,599
COMMITMENTS
29,343 6,483 1,040 30,107 54,062 60,489 61,585 7,109 6,014
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 8,497)
8,516 1,659 20 213 9,923 8,750 11,602 -253 -3,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 9.6 1.5 44.5 80.0 89.5 91.1 10.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
38 17 7 36 32 78 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,198
COMMITMENTS
58,685 12,965 2,080 60,214 108,124 120,979 123,169 14,219 12,029
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 16,994)
17,032 3,318 40 427 19,845 17,499 23,203 -505 -6,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 9.6 1.5 44.5 80.0 89.5 91.1 10.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
38 17 7 36 32 78 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,523
COMMITMENTS
4,688 1,472 37 1,584 6,014 6,309 7,523 1,214 0
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,296)
-291 -795 0 -90 419 -381 -376 -915 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 19.6 0.5 21.1 79.9 83.9 100.0 16.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 6 1 1 4 13 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,818
COMMITMENTS
943 1,161 4 9,557 9,471 10,504 10,636 314 182
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -431)
-319 -60 -6 -281 -365 -606 -431 175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.7 0.0 88.3 87.5 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 8 1 7 13 12 22
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,935
COMMITMENTS
3,065 1,158 0 24,620 26,707 27,685 27,865 250 70
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 256)
917 62 0 -634 511 283 573 -27 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.1 0.0 88.1 95.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 5 0 7 14 13 19
Updated May 6, 2011