WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,358
COMMITMENTS
111,725 125,350 59,725 229,964 191,706 401,414 376,781 27,944 52,577
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -390)
1,110 15,367 -8,924 7,652 -12,632 -162 -6,189 -228 5,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 29.2 13.9 53.6 44.6 93.5 87.8 6.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
99 133 116 81 105 250 292
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,178,388
COMMITMENTS
268,436 174,870 172,268 607,968 597,547 1048672 944,685 129,716 233,703
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 5,102)
6,643 19,728 -2,786 -6,524 -11,018 -2,667 5,924 7,769 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 14.8 14.6 51.6 50.7 89.0 80.2 11.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 677)
163 162 206 199 280 470 565
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,639
COMMITMENTS
2,780 2,557 149 6,293 6,740 9,222 9,446 2,417 2,193
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 894)
225 1,364 -1 575 -849 799 514 95 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 22.0 1.3 54.1 57.9 79.2 81.2 20.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 10 3 16 11 34 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 762,748
COMMITMENTS
270,134 56,438 127,472 304,497 490,843 702,103 674,753 60,645 87,995
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -11,235)
-22,028 586 2,741 9,918 -11,258 -9,369 -7,931 -1,866 -3,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 7.4 16.7 39.9 64.4 92.0 88.5 8.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
217 114 196 153 200 452 456
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 395,897
COMMITMENTS
73,039 95,597 67,026 222,548 194,258 362,613 356,881 33,284 39,016
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -856)
-5,287 4,277 -584 3,757 -6,073 -2,114 -2,380 1,258 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 24.1 16.9 56.2 49.1 91.6 90.1 8.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
76 81 114 77 67 227 232
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 705,472
COMMITMENTS
92,932 51,976 5,262 450,431 509,832 548,625 567,070 156,847 138,402
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -84,648)
-4,097 5,953 -8,979 -37,189 -63,386 -50,265 -66,412 -34,383 -18,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 7.4 0.7 63.8 72.3 77.8 80.4 22.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
33 27 11 78 74 119 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 371,441
COMMITMENTS
42,707 13,944 7,396 257,138 295,527 307,241 316,867 64,200 54,574
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -31,640)
51 -6,782 -2,020 -7,560 -4,271 -9,529 -13,073 -22,111 -18,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 3.8 2.0 69.2 79.6 82.7 85.3 17.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 5 4 41 39 49 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,717
COMMITMENTS
3,309 128 977 8,137 11,333 12,423 12,438 294 279
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 303)
489 15 -181 15 543 323 377 -20 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 1.0 7.7 64.0 89.1 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 2 6 24 27 34 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 237,205
COMMITMENTS
86,429 11,823 21,637 87,927 180,295 195,993 213,755 41,212 23,450
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -12,681)
-11,811 -591 1,332 -1,969 -14,743 -12,448 -14,002 -233 1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 5.0 9.1 37.1 76.0 82.6 90.1 17.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
94 23 50 74 72 184 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,635
COMMITMENTS
3,891 6,196 1,438 7,690 5,587 13,019 13,221 2,616 2,414
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,369)
-51 521 276 1,289 -86 1,514 711 -145 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 39.6 9.2 49.2 35.7 83.3 84.6 16.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 24 19 21 14 56 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 974,385
COMMITMENTS
271,589 147,326 22,827 539,985 705,507 834,401 875,660 139,984 98,725
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 25,826)
-1,681 -46,503 4,098 13,926 74,608 16,343 32,203 9,483 -6,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 15.1 2.3 55.4 72.4 85.6 89.9 14.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
51 32 17 100 95 159 136
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,875,549
COMMITMENTS
271,137 309,029 36,559 1268929 1233801 1576625 1579389 298,924 296,160
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -272,217)
45,332 2,146 -57,342 -234,230 -175,868 -246,240 -231,064 -25,977 -41,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 16.5 1.9 67.7 65.8 84.1 84.2 15.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
35 66 23 103 140 152 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,229,067
COMMITMENTS
362,710 144,014 12,625 605,827 829,747 981,162 986,386 247,905 242,681
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -82,692)
-34,514 19,148 -131 -46,370 -98,461 -81,015 -79,444 -1,677 -3,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 11.7 1.0 49.3 67.5 79.8 80.3 20.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
40 28 14 73 96 122 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 494,175
COMMITMENTS
28,170 61,111 80,253 365,707 301,079 474,130 442,443 20,045 51,732
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -45,682)
-15,224 -29,863 1,442 -30,102 -17,551 -43,884 -45,972 -1,798 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 12.4 16.2 74.0 60.9 95.9 89.5 4.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 17 25 48 51 75 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 72,252
COMMITMENTS
9,900 6,243 4,547 47,820 53,674 62,267 64,464 9,986 7,789
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,519)
-1,000 -1,094 86 4,404 4,501 3,490 3,493 29 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 8.6 6.3 66.2 74.3 86.2 89.2 13.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 12 8 40 35 68 54
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 20,486
COMMITMENTS
5,226 1,140 0 13,884 15,595 19,110 16,735 1,376 3,751
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 2,985)
-23 -9 0 3,038 2,972 3,015 2,963 -30 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 5.6 0.0 67.8 76.1 93.3 81.7 6.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 2 0 6 9 11 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,532
COMMITMENTS
18,142 18,999 300 67,871 76,158 86,313 95,457 17,219 8,075
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,067)
-2,013 -2,230 231 2,731 3,058 949 1,059 118 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 18.4 0.3 65.6 73.6 83.4 92.2 16.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 15 4 37 30 61 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,978
COMMITMENTS
5,017 7,761 704 3,147 500 8,868 8,965 110 13
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 971)
291 1,166 -197 857 0 951 969 20 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.9 86.4 7.8 35.1 5.6 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 10 2 3 1 13 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,713
COMMITMENTS
1,431 1,218 88 6,929 7,334 8,448 8,640 265 73
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 284)
-826 513 -129 1,263 -51 308 333 -24 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 14.0 1.0 79.5 84.2 97.0 99.2 3.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 7 2 7 11 16 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,076
COMMITMENTS
3,160 2,696 1,181 7,423 8,174 11,764 12,051 312 25
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 2,436)
745 531 1,174 511 735 2,430 2,440 6 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 22.3 9.8 61.5 67.7 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 6 1 4 15 17 21
Updated June 8, 2012