WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,502
COMMITMENTS
107,009 146,462 60,911 232,282 170,251 400,202 377,624 27,300 49,878
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -29,250)
6,255 -8,063 -7,263 -24,629 -10,371 -25,637 -25,697 -3,613 -3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 34.3 14.2 54.3 39.8 93.6 88.3 6.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
94 154 110 70 98 237 302
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,225,210
COMMITMENTS
315,523 163,575 188,733 594,906 636,510 1099162 988,818 126,048 236,392
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -84,523)
1,896 -2,978 -35,185 -42,099 -22,778 -75,388 -60,941 -9,135 -23,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 13.4 15.4 48.6 52.0 89.7 80.7 10.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 711)
179 163 201 198 305 491 573
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,537
COMMITMENTS
3,005 631 14 5,429 8,480 8,448 9,125 2,089 1,412
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -371)
358 101 -74 -564 -252 -280 -225 -91 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 6.0 0.1 51.5 80.5 80.2 86.6 19.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 6 2 15 11 29 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,124
COMMITMENTS
310,602 51,859 134,346 295,709 522,527 740,657 708,732 66,467 98,392
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -8,702)
13,140 3,739 -3,986 -16,651 -5,092 -7,497 -5,339 -1,205 -3,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 6.4 16.6 36.6 64.7 91.8 87.8 8.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612)
254 101 192 158 213 496 448
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 364,638
COMMITMENTS
103,062 67,000 48,155 175,762 224,229 326,979 339,384 37,659 25,254
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -13,293)
-8,311 10,029 -5,630 5,341 -17,546 -8,600 -13,147 -4,693 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 18.4 13.2 48.2 61.5 89.7 93.1 10.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
98 72 87 70 70 221 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,339
COMMITMENTS
60,155 75,131 2,448 359,207 348,813 421,810 426,392 149,529 144,947
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -7,195)
-10,163 -474 214 -1,310 -7,269 -11,259 -7,529 4,064 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 13.1 0.4 62.9 61.1 73.8 74.6 26.2 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
20 40 10 72 75 100 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,427
COMMITMENTS
46,284 24,678 179 250,167 277,860 296,630 302,717 59,797 53,710
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -7,672)
-87 -1,848 6 -12,245 -8,902 -12,326 -10,744 4,654 3,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 6.9 0.1 70.2 78.0 83.2 84.9 16.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 2 36 40 43 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,815
COMMITMENTS
2,004 258 1,128 7,813 9,687 10,945 11,073 870 742
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 436)
302 69 -61 167 376 408 384 28 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 2.2 9.5 66.1 82.0 92.6 93.7 7.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 1 4 22 23 32 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 254,173
COMMITMENTS
109,953 10,768 19,115 81,872 203,083 210,940 232,966 43,233 21,207
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -14,246)
-6,568 1,499 -4,648 -2,096 -9,371 -13,312 -12,520 -934 -1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 4.2 7.5 32.2 79.9 83.0 91.7 17.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
98 30 51 68 66 195 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,254
COMMITMENTS
3,939 4,585 1,037 6,297 7,174 11,273 12,796 2,981 1,458
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,106)
-147 521 -85 -277 -1,443 -509 -1,007 -597 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 32.2 7.3 44.2 50.3 79.1 89.8 20.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 18 13 22 15 53 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 953,779
COMMITMENTS
330,094 189,203 9,681 494,643 655,265 834,418 854,149 119,361 99,630
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 36,024)
48,139 7,161 532 -17,455 32,279 31,216 39,972 4,808 -3,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 19.8 1.0 51.9 68.7 87.5 89.6 12.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
46 40 18 97 99 150 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,832,781
COMMITMENTS
212,287 357,043 27,572 1320307 1128384 1560166 1512999 272,615 319,782
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 12,854)
9,723 -2,611 4,835 1,008 39,197 15,566 41,421 -2,712 -28,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 19.5 1.5 72.0 61.6 85.1 82.6 14.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
35 80 36 112 160 172 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,323,793
COMMITMENTS
385,865 185,851 19,409 678,053 865,256 1083327 1070516 240,466 253,277
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,504)
-4,953 13,414 1,106 20,138 -15,319 16,291 -799 -13,787 3,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 14.0 1.5 51.2 65.4 81.8 80.9 18.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
34 37 17 73 101 117 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 490,074
COMMITMENTS
48,779 83,702 65,354 348,383 293,841 462,516 442,897 27,558 47,177
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -33,490)
-324 7,464 -6,519 -24,899 -31,263 -31,742 -30,318 -1,748 -3,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 17.1 13.3 71.1 60.0 94.4 90.4 5.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 22 26 46 46 73 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,222
COMMITMENTS
23,380 6,554 26 25,378 44,568 48,784 51,147 7,438 5,075
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 5,880)
3,722 499 -4 2,263 4,798 5,981 5,292 -101 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 11.7 0.0 45.1 79.3 86.8 91.0 13.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
39 16 3 28 32 68 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,443
COMMITMENTS
46,760 13,107 51 50,756 89,135 97,567 102,293 14,876 10,150
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 11,760)
7,443 997 -8 4,526 9,595 11,961 10,584 -201 1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 11.7 0.0 45.1 79.3 86.8 91.0 13.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
39 16 3 28 32 68 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,156
COMMITMENTS
4,728 5,743 891 1,449 500 7,068 7,134 88 22
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -277)
-376 -208 6 88 -77 -282 -279 5 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 80.3 12.5 20.2 7.0 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 2 2 1 15 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,197
COMMITMENTS
2,503 522 14 5,494 7,549 8,011 8,085 186 112
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 266)
322 20 0 -50 262 272 282 -6 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 6.4 0.2 67.0 92.1 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 5 1 7 11 15 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,475
COMMITMENTS
1,268 722 0 6,933 7,701 8,201 8,423 274 52
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -187)
-388 -746 0 186 577 -202 -169 15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 8.5 0.0 81.8 90.9 96.8 99.4 3.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 0 5 13 13 21
Updated May 4, 2012