WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 545,554
COMMITMENTS
106,021 101,894 148,219 260,262 244,244 514,502 494,358 31,052 51,196
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 3,702)
-3,953 -57,137 24,800 -16,969 41,268 3,879 8,931 -176 -5,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 18.7 27.2 47.7 44.8 94.3 90.6 5.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
118 156 152 95 122 312 336
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,699,747
COMMITMENTS
287,894 133,264 525,854 727,366 747,961 1541115 1407079 158,633 292,668
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -23,290)
-12,766 -41,242 5,740 -11,906 21,446 -18,932 -14,056 -4,358 -9,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 7.8 30.9 42.8 44.0 90.7 82.8 9.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
180 192 267 249 328 573 655
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,681
COMMITMENTS
1,799 853 3,215 1,300 2,184 6,314 6,252 368 429
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -645)
-349 -218 -284 -87 -80 -720 -582 75 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 12.8 48.1 19.5 32.7 94.5 93.6 5.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 8 7 5 8 16 18
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,887
COMMITMENTS
3,957 530 876 5,877 9,933 10,710 11,339 2,177 1,548
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 201)
-83 -263 204 16 331 137 272 63 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 4.1 6.8 45.6 77.1 83.1 88.0 16.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 8 8 16 13 36 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,108,738
COMMITMENTS
256,155 48,131 382,507 397,914 572,223 1036576 1002861 72,162 105,877
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 4,148)
-7,160 4,603 10,881 -2,739 -11,486 982 3,998 3,166 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.3 34.5 35.9 51.6 93.5 90.5 6.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
258 132 277 173 213 537 532
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,503
COMMITMENTS
3,127 3,073 7,859 5,194 4,853 16,180 15,785 324 719
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 681)
939 1,037 -228 -65 -327 646 481 35 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 18.6 47.6 31.5 29.4 98.0 95.6 2.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 9 11 9 14 22 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 467,023
COMMITMENTS
71,694 87,872 103,514 259,842 239,971 435,049 431,356 31,973 35,666
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 18,609)
-5,157 5,071 15,118 10,176 -1,861 20,137 18,328 -1,528 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 18.8 22.2 55.6 51.4 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
65 107 108 81 78 227 241
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 904,753
COMMITMENTS
96,236 46,878 135,316 482,307 549,016 713,859 731,210 190,894 173,543
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 71,023)
9,472 -34,288 25,165 34,803 83,280 69,440 74,157 1,583 -3,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 5.2 15.0 53.3 60.7 78.9 80.8 21.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
40 33 48 91 91 155 148
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 363,792
COMMITMENTS
44,659 26,705 227 250,217 276,176 295,103 303,108 68,689 60,684
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -5,412)
-791 -1,709 48 -5,958 -5,972 -6,701 -7,633 1,288 2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.3 0.1 68.8 75.9 81.1 83.3 18.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 5 2 39 41 46 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,992
COMMITMENTS
3,168 187 1,032 7,917 10,894 12,117 12,113 875 879
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 205)
432 25 -54 -545 -86 -167 -115 372 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.4 7.9 60.9 83.9 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 2 6 24 25 35 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 299,610
COMMITMENTS
97,894 7,651 54,700 104,237 210,799 256,831 273,150 42,779 26,460
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,792)
-5,123 -2,661 4,516 3,573 -3,125 2,966 -1,270 -1,174 3,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 2.6 18.3 34.8 70.4 85.7 91.2 14.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
100 28 57 73 74 199 141
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,333
COMMITMENTS
3,555 4,652 1,585 6,392 6,831 11,531 13,069 2,801 1,264
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -316)
-288 332 172 -147 -744 -263 -240 -53 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 32.5 11.1 44.6 47.7 80.5 91.2 19.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 22 15 24 15 56 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,021,306
COMMITMENTS
290,682 224,583 56,341 547,966 636,720 894,990 917,645 126,317 103,661
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -51,546)
-58,436 -11,869 2,414 2,104 -46,754 -53,917 -56,209 2,371 4,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 22.0 5.5 53.7 62.3 87.6 89.9 12.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
44 47 28 107 101 169 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,609,657
COMMITMENTS
200,453 272,549 359,470 1741545 1642931 2301468 2274950 308,189 334,708
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 129,211)
16,196 -26,568 25,208 113,672 132,151 155,076 130,791 -25,865 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 10.4 13.8 66.7 63.0 88.2 87.2 11.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
51 74 78 163 181 257 290
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,645,527
COMMITMENTS
453,121 149,890 168,369 764,796 1055311 1386286 1373571 259,241 271,956
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 7,675)
-348 -15,782 12,425 -13,871 11,775 -1,793 8,418 9,469 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 9.1 10.2 46.5 64.1 84.2 83.5 15.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
35 36 38 93 114 154 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 623,534
COMMITMENTS
32,806 77,810 156,009 409,100 333,898 597,916 567,717 25,619 55,817
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 12,784)
-1,024 2,088 6,265 6,716 -810 11,957 7,543 827 5,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 12.5 25.0 65.6 53.5 95.9 91.0 4.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
11 23 28 50 55 79 90
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 68,717
COMMITMENTS
14,145 6,216 6,201 39,502 49,024 59,848 61,441 8,869 7,276
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 17,066)
-3,670 -1,907 5,457 14,356 10,762 16,143 14,312 923 2,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 9.0 9.0 57.5 71.3 87.1 89.4 12.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 14 14 37 37 75 59
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,263
COMMITMENTS
5,208 2,137 20 9,611 11,329 14,839 13,486 1,424 2,777
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 13.1 0.1 59.1 69.7 91.2 82.9 8.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 4 4 8 10 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,907
COMMITMENTS
28,668 18,953 1,568 59,782 75,389 90,018 95,910 14,890 8,997
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,605)
-6,962 2,705 80 9,490 -1,133 2,608 1,651 -1,003 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 18.1 1.5 57.0 71.9 85.8 91.4 14.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 16 11 36 32 72 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,149
COMMITMENTS
4,303 5,737 901 1,859 500 7,063 7,138 86 11
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 173)
-134 205 3 365 0 234 208 -61 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 80.2 12.6 26.0 7.0 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 9 2 3 1 16 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,464
COMMITMENTS
2,088 469 343 5,790 7,511 8,221 8,323 243 141
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 55)
-82 -3 126 -17 -85 27 38 28 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.5 4.1 68.4 88.7 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 3 6 10 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,041
COMMITMENTS
1,816 1,456 0 6,975 7,545 8,791 9,001 250 40
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 394)
686 766 0 -291 -334 395 432 -1 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 16.1 0.0 77.1 83.5 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 6 0 4 14 13 20
Updated May 25, 2012