WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,113
COMMITMENTS
107,213 167,966 59,253 242,992 157,918 409,458 385,137 28,655 52,976
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -127)
310 2,179 -1,053 -758 -1,056 -1,501 70 1,374 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 38.3 13.5 55.5 36.0 93.5 87.9 6.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
98 162 109 79 101 249 308
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,232,055
COMMITMENTS
303,486 178,172 189,363 613,664 621,132 1106513 988,667 125,542 243,388
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -849)
-4,473 28,785 -6,131 7,313 -30,943 -3,291 -8,289 2,442 7,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 14.5 15.4 49.8 50.4 89.8 80.2 10.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 718)
160 185 208 204 296 488 589
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,865
COMMITMENTS
4,305 875 171 5,365 9,307 9,841 10,353 2,024 1,512
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 388)
327 196 76 167 -5 570 267 -182 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 7.4 1.4 45.2 78.4 82.9 87.3 17.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 7 4 16 13 31 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 790,836
COMMITMENTS
290,270 47,448 130,700 308,399 519,662 729,369 697,810 61,467 93,026
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -7,896)
-11,744 -4,643 3,973 5,818 1,067 -1,953 397 -5,943 -8,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 6.0 16.5 39.0 65.7 92.2 88.2 7.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
239 115 201 161 210 491 461
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 387,515
COMMITMENTS
89,638 81,115 53,255 211,822 218,332 354,715 352,702 32,800 34,813
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,359)
-7,939 6,403 3,038 13,101 -10,463 8,200 -1,022 -2,841 6,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 20.9 13.7 54.7 56.3 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
86 79 85 73 68 208 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 645,984
COMMITMENTS
93,668 85,676 9,145 375,673 399,698 478,486 494,519 167,498 151,465
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 34,354)
11,496 15,946 2,186 10,368 6,682 24,050 24,814 10,304 9,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 13.3 1.4 58.2 61.9 74.1 76.6 25.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
31 38 22 69 80 114 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 365,348
COMMITMENTS
45,450 28,414 179 254,251 280,360 299,880 308,953 65,468 56,395
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 7,028)
735 1,055 0 3,447 3,934 4,182 4,989 2,846 2,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 7.8 0.0 69.6 76.7 82.1 84.6 17.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 5 2 40 42 47 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,787
COMMITMENTS
2,736 162 1,086 8,462 10,980 12,284 12,228 503 559
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 851)
219 -85 58 904 1,102 1,181 1,075 -330 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 1.3 8.5 66.2 85.9 96.1 95.6 3.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 2 5 23 26 33 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 251,245
COMMITMENTS
104,901 12,153 18,246 86,629 199,924 209,776 230,323 41,469 20,922
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -845)
-4,846 1,517 1,062 1,215 -3,620 -2,569 -1,041 1,724 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 4.8 7.3 34.5 79.6 83.5 91.7 16.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
99 28 50 67 64 191 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,017
COMMITMENTS
3,922 4,321 1,047 6,261 7,323 11,230 12,691 2,787 1,326
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 186)
281 -282 174 -171 411 284 303 -98 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 30.8 7.5 44.7 52.2 80.1 90.5 19.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 17 13 23 16 57 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,015,401
COMMITMENTS
351,400 242,425 12,337 531,003 663,322 894,740 918,084 120,661 97,317
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 17,486)
2,065 31,358 709 12,198 -18,369 14,972 13,698 2,514 3,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 23.9 1.2 52.3 65.3 88.1 90.4 11.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
45 44 19 97 100 152 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,906,411
COMMITMENTS
190,868 354,260 39,987 1368713 1204057 1599568 1598304 306,843 308,107
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 21,869)
-40,505 -9,841 9,172 28,276 49,771 -3,057 49,102 24,926 -27,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 18.6 2.1 71.8 63.2 83.9 83.8 16.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
34 79 31 125 153 178 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,408,673
COMMITMENTS
475,694 196,468 23,060 675,867 933,334 1174621 1152862 234,052 255,811
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 39,005)
88,043 15,862 3,859 -47,183 30,238 44,719 49,959 -5,714 -10,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 13.9 1.6 48.0 66.3 83.4 81.8 16.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
35 39 26 76 110 127 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 528,528
COMMITMENTS
42,074 83,137 75,634 389,001 320,797 506,709 479,568 21,819 48,960
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 28,813)
-2,753 3,543 5,670 28,448 16,312 31,365 25,525 -2,552 3,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 15.7 14.3 73.6 60.7 95.9 90.7 4.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
15 18 26 50 51 77 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,060
COMMITMENTS
17,836 8,465 33 24,496 37,100 42,364 45,598 7,696 4,463
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,764)
-242 -1,232 -78 -1,963 -626 -2,282 -1,935 518 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 16.9 0.1 48.9 74.1 84.6 91.1 15.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
28 17 3 32 32 62 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,120
COMMITMENTS
35,671 16,930 66 48,991 74,199 84,728 91,195 15,392 8,925
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -3,527)
-483 -2,463 -155 -3,925 -1,251 -4,563 -3,869 1,036 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 16.9 0.1 48.9 74.1 84.6 91.1 15.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
28 17 3 32 32 62 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,976
COMMITMENTS
4,437 5,532 898 1,494 500 6,829 6,930 147 46
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -115)
-307 -106 7 133 -50 -167 -149 52 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.6 79.3 12.9 21.4 7.2 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 2 2 1 14 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,409
COMMITMENTS
2,170 472 217 5,807 7,596 8,194 8,285 215 124
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 190)
-15 64 -5 164 115 144 174 46 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 5.6 2.6 69.1 90.3 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 2 6 11 15 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,647
COMMITMENTS
1,130 690 0 7,266 7,879 8,396 8,569 251 78
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 162)
-204 100 0 376 36 172 136 -10 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 8.0 0.0 84.0 91.1 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 6 0 4 14 10 20
Updated May 21, 2012