WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,748
COMMITMENTS
110,615 109,983 68,649 222,312 204,338 401,576 382,970 28,172 46,778
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 9,269)
1,380 -5,384 8,670 -170 5,561 9,880 8,847 -611 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 25.6 16.0 51.7 47.5 93.4 89.1 6.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
98 138 116 76 106 249 296
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,173,286
COMMITMENTS
261,793 155,142 175,054 614,492 608,565 1051339 938,761 121,947 234,525
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -21,755)
-25,656 14,384 -12,308 14,954 -26,082 -23,010 -24,006 1,255 2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 13.2 14.9 52.4 51.9 89.6 80.0 10.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705)
152 175 191 208 299 475 575
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,745
COMMITMENTS
2,555 1,193 150 5,718 7,589 8,423 8,932 2,322 1,813
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,297)
-1,628 602 -242 345 -2,020 -1,525 -1,660 228 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 11.1 1.4 53.2 70.6 78.4 83.1 21.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 7 5 15 10 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 773,983
COMMITMENTS
292,162 55,852 124,731 294,579 502,101 711,472 682,684 62,511 91,299
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2,806)
-3,467 5,110 547 1,399 -6,250 -1,521 -593 -1,285 -2,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 7.2 16.1 38.1 64.9 91.9 88.2 8.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
222 121 208 154 201 467 466
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 396,753
COMMITMENTS
78,326 91,320 67,610 218,791 200,331 364,727 359,261 32,026 37,492
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -115)
-7,355 4,528 5,320 1,057 -12,529 -978 -2,681 863 2,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 23.0 17.0 55.1 50.5 91.9 90.6 8.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
77 87 112 73 69 223 236
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 790,120
COMMITMENTS
97,029 46,023 14,241 487,620 573,218 598,890 633,482 191,230 156,638
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 101,420)
-7,609 -9,771 1,008 85,137 100,581 78,536 91,818 22,884 9,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 5.8 1.8 61.7 72.5 75.8 80.2 24.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 25 18 70 74 112 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 403,081
COMMITMENTS
42,656 20,726 9,416 264,698 299,798 316,770 329,940 86,311 73,141
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 43,789)
-2,003 -5,979 9,189 16,527 25,429 23,713 28,639 20,076 15,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 5.1 2.3 65.7 74.4 78.6 81.9 21.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 6 6 37 36 46 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,414
COMMITMENTS
2,820 113 1,158 8,122 10,790 12,100 12,061 314 353
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -578)
-348 -74 126 205 -104 -17 -52 -561 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 0.9 9.3 65.4 86.9 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 2 6 23 26 34 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 249,886
COMMITMENTS
98,240 12,414 20,305 89,896 195,038 208,441 227,757 41,445 22,129
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,039)
-2,968 2,853 1,507 1,126 -1,591 -335 2,769 1,374 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 5.0 8.1 36.0 78.1 83.4 91.1 16.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
99 24 47 73 69 191 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,266
COMMITMENTS
3,942 5,675 1,162 6,401 5,673 11,505 12,510 2,761 1,756
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 630)
249 1,049 -4 355 -923 600 122 30 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 39.8 8.1 44.9 39.8 80.6 87.7 19.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 20 12 23 14 52 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 948,559
COMMITMENTS
273,270 193,829 18,729 526,059 630,899 818,058 843,457 130,501 105,102
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -14,384)
-21,190 -39,976 7,330 -7,951 15,803 -21,811 -16,843 7,427 2,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 20.4 2.0 55.5 66.5 86.2 88.9 13.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
47 34 27 96 98 157 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,147,766
COMMITMENTS
225,805 306,883 93,901 1503159 1409669 1822865 1810453 324,901 337,313
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 136,811)
15,144 -39,968 49,518 32,256 96,840 96,918 106,390 39,893 30,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 14.3 4.4 70.0 65.6 84.9 84.3 15.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
35 64 27 107 143 157 219
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,311,759
COMMITMENTS
397,224 124,866 12,756 652,197 928,208 1062177 1065830 249,582 245,929
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -112,051)
-79,141 -54,823 -26,032 -12,524 -21,779 -117,697 -102,634 5,646 -9,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 9.5 1.0 49.7 70.8 81.0 81.3 19.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
34 27 25 76 107 125 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 539,857
COMMITMENTS
43,394 90,974 78,811 395,809 318,630 518,014 488,415 21,843 51,442
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 471)
2,278 5,166 -1,492 450 -263 1,236 3,411 -765 -2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 16.9 14.6 73.3 59.0 96.0 90.5 4.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
15 19 26 51 53 79 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 68,734
COMMITMENTS
10,900 7,337 4,462 43,416 49,173 58,777 60,971 9,957 7,763
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,544)
-3,309 773 -1,022 4,578 1,231 248 982 1,296 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 10.7 6.5 63.2 71.5 85.5 88.7 14.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 9 6 37 35 65 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 17,501
COMMITMENTS
5,249 1,149 0 10,846 12,623 16,095 13,772 1,406 3,729
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,264)
30 -989 0 1,235 1,294 1,265 305 -1 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 6.6 0.0 62.0 72.1 92.0 78.7 8.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 5 8 10 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,465
COMMITMENTS
20,155 21,229 69 65,140 73,100 85,364 94,398 17,101 8,067
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 559)
-8,640 1,561 -81 6,686 -126 -2,035 1,354 2,594 -795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.7 0.1 63.6 71.3 83.3 92.1 16.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 13 2 35 29 59 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,007
COMMITMENTS
4,726 6,595 901 2,290 500 7,917 7,996 90 11
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 858)
423 858 0 431 0 854 858 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 82.4 11.3 28.6 6.2 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 9 2 3 1 15 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,429
COMMITMENTS
2,257 705 217 5,666 7,385 8,140 8,307 289 122
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -35)
169 236 -126 -124 -126 -81 -16 46 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 8.4 2.6 67.2 87.6 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 2 7 10 17 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,640
COMMITMENTS
2,415 2,165 7 6,912 7,439 9,334 9,611 306 29
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 599)
599 709 7 -63 -106 543 610 56 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 22.5 0.1 71.7 77.2 96.8 99.7 3.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 5 1 4 14 15 19
Updated June 5, 2012