WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 539,421
COMMITMENTS
110,632 155,637 121,925 277,009 205,176 509,566 482,738 29,855 56,683
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 14,546)
532 17,591 1,929 11,977 -7,856 14,437 11,663 108 2,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 28.9 22.6 51.4 38.0 94.5 89.5 5.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
107 174 153 89 113 290 353
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,711,083
COMMITMENTS
317,610 152,842 501,030 735,391 763,801 1554031 1417673 157,052 293,410
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 26,564)
-10,375 -14,632 22,038 14,632 14,442 26,295 21,848 269 4,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 8.9 29.3 43.0 44.6 90.8 82.9 9.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768)
209 181 276 248 333 591 670
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,393
COMMITMENTS
2,917 1,369 3,699 1,525 2,779 8,141 7,847 251 545
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 70)
-160 99 126 63 -266 29 -41 41 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 16.3 44.1 18.2 33.1 97.0 93.5 3.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 7 8 5 8 16 19
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,285
COMMITMENTS
3,737 615 568 5,680 9,625 9,984 10,807 2,301 1,478
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 993)
895 16 163 -177 815 882 995 112 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 5.0 4.6 46.2 78.3 81.3 88.0 18.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 9 6 15 12 32 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,100,686
COMMITMENTS
283,386 46,664 351,413 391,383 588,015 1026182 986,091 74,504 114,595
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -11,478)
-23,171 -130 -4,190 14,608 -9,584 -12,753 -13,904 1,274 2,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.2 31.9 35.6 53.4 93.2 89.6 6.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
252 134 249 172 218 530 511
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,996
COMMITMENTS
1,924 1,926 7,610 4,985 4,829 14,519 14,365 478 631
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 145)
367 406 -342 155 -163 179 -100 -34 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.8 50.7 33.2 32.2 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 5 11 8 12 19 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 431,664
COMMITMENTS
89,140 75,955 79,371 226,881 247,426 395,391 402,752 36,273 28,912
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 23,534)
-8,494 8,604 4,331 29,729 7,439 25,567 20,374 -2,033 3,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 17.6 18.4 52.6 57.3 91.6 93.3 8.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
86 94 111 72 75 235 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 734,567
COMMITMENTS
81,160 67,204 54,713 422,934 447,493 558,808 569,411 175,760 165,157
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 58,136)
21,679 -3,727 12,135 13,924 46,930 47,738 55,337 10,398 2,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.1 7.4 57.6 60.9 76.1 77.5 23.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
27 36 43 91 91 146 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 360,903
COMMITMENTS
44,715 27,359 179 251,136 277,565 296,030 305,103 64,874 55,801
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,481)
-1,569 2,681 0 892 -295 -677 2,386 3,158 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 7.6 0.0 69.6 76.9 82.0 84.5 18.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 6 2 37 41 44 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,936
COMMITMENTS
2,517 247 1,028 7,558 9,878 11,103 11,153 833 783
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 121)
513 -11 -100 -255 191 158 80 -37 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.1 8.6 63.3 82.8 93.0 93.4 7.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 1 4 23 25 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 294,297
COMMITMENTS
107,688 7,459 47,447 97,173 216,474 252,308 271,381 41,989 22,916
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,301)
-1,812 -1,554 746 3,348 -100 2,281 -909 -3,582 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 2.5 16.1 33.0 73.6 85.7 92.2 14.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
105 26 53 77 74 206 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,437
COMMITMENTS
3,553 4,593 1,209 6,730 7,147 11,492 12,949 2,946 1,489
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -463)
-242 8 -207 75 -242 -373 -440 -90 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 31.8 8.4 46.6 49.5 79.6 89.7 20.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 19 12 24 16 53 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,054,563
COMMITMENTS
347,449 206,018 52,240 533,260 700,970 932,949 959,228 121,614 95,335
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 44,615)
20,050 24,447 807 24,982 25,193 45,838 50,447 -1,223 -5,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 19.5 5.0 50.6 66.5 88.5 91.0 11.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
48 45 26 104 104 167 160
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,381,681
COMMITMENTS
235,088 310,697 273,619 1563330 1427082 2072037 2011398 309,644 370,283
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 120,905)
22,309 -12,008 29,613 54,640 78,617 106,562 96,222 14,343 24,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 13.0 11.5 65.6 59.9 87.0 84.5 13.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
47 67 72 160 175 246 275
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,585,888
COMMITMENTS
366,160 151,048 141,948 820,984 1011672 1329092 1304668 256,795 281,220
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 63,322)
-1,795 -7,860 12,523 49,304 43,895 60,033 48,559 3,289 14,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 9.5 9.0 51.8 63.8 83.8 82.3 16.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
35 36 34 90 113 146 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 579,171
COMMITMENTS
37,405 72,609 141,926 373,087 317,967 552,417 532,501 26,753 46,669
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 9,070)
-4,092 -4,799 5,195 11,078 10,005 12,181 10,400 -3,111 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 12.5 24.5 64.4 54.9 95.4 91.9 4.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
11 23 29 49 52 79 86
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,329
COMMITMENTS
18,177 9,464 668 27,179 38,834 46,023 48,966 7,306 4,362
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,385)
-5,201 3,346 -81 1,097 -6,842 -4,186 -3,577 -199 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 17.7 1.3 51.0 72.8 86.3 91.8 13.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 13 10 33 32 69 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,657
COMMITMENTS
36,354 18,929 1,335 54,357 77,669 92,046 97,933 14,611 8,725
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -8,770)
-10,403 6,693 -162 2,193 -13,685 -8,372 -7,154 -398 -1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 17.7 1.3 51.0 72.8 86.3 91.8 13.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 13 10 33 32 69 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,091
COMMITMENTS
4,744 5,638 891 1,361 550 6,996 7,079 95 12
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -65)
16 -105 0 -88 50 -72 -55 7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 79.5 12.6 19.2 7.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 2 1 2 14 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,219
COMMITMENTS
2,185 408 222 5,643 7,481 8,050 8,111 169 108
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 22)
-318 -114 208 149 -68 39 26 -17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 5.0 2.7 68.7 91.0 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 4 2 7 11 16 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,485
COMMITMENTS
1,334 590 0 6,890 7,843 8,224 8,433 261 52
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 10)
66 -132 0 -43 142 23 10 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 7.0 0.0 81.2 92.4 96.9 99.4 3.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 6 0 5 13 13 19
Updated May 11, 2012