WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,226
COMMITMENTS
78,268 83,757 53,246 203,824 172,855 335,338 309,858 24,888 50,368
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -7,142)
-5,070 2,135 2,108 497 -10,015 -2,465 -5,772 -4,677 -1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 23.3 14.8 56.6 48.0 93.1 86.0 6.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
84 122 101 64 98 223 263
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,242,385
COMMITMENTS
339,569 113,902 158,532 595,962 756,710 1094063 1029144 148,322 213,241
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -26,882)
-9,699 2,659 -8,240 -9,194 -14,336 -27,133 -19,917 251 -6,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 9.2 12.8 48.0 60.9 88.1 82.8 11.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764)
192 133 180 229 334 519 581
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,128
COMMITMENTS
6,511 1,533 807 6,862 13,722 14,180 16,062 3,948 2,066
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 266)
791 1,402 -138 -339 -926 314 338 -48 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 8.5 4.5 37.9 75.7 78.2 88.6 21.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
26 4 11 17 17 48 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 486,231
COMMITMENTS
155,525 36,973 72,476 209,030 298,612 437,031 408,061 49,200 78,170
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 31,396)
24,010 4,111 3,221 5,115 25,857 32,346 33,189 -950 -1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 7.6 14.9 43.0 61.4 89.9 83.9 10.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
161 83 125 107 163 337 330
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,263
COMMITMENTS
13,770 2,046 514 0 981 14,284 3,541 2,979 13,722
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,309)
1,675 -118 -57 0 299 1,618 124 -309 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.8 11.9 3.0 0.0 5.7 82.7 20.5 17.3 79.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 6 7 0 4 15 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 301,725
COMMITMENTS
91,778 16,494 37,036 144,873 230,778 273,687 284,308 28,038 17,417
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,048)
77 2,634 275 4,176 -2,240 4,528 669 -1,480 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 5.5 12.3 48.0 76.5 90.7 94.2 9.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
91 30 44 58 55 177 113
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,000,702
COMMITMENTS
132,633 236,606 25,113 714,901 546,796 872,647 808,515 128,055 192,187
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 67,181)
4,831 15,281 -864 71,215 43,715 75,182 58,132 -8,001 9,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 23.6 2.5 71.4 54.6 87.2 80.8 12.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
36 41 31 80 84 132 141
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 208,348
COMMITMENTS
51,127 23,386 22,012 94,890 142,273 168,029 187,671 40,319 20,677
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -7,126)
359 -2,944 -1,759 -6,787 -178 -8,187 -4,881 1,061 -2,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 11.2 10.6 45.5 68.3 80.6 90.1 19.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
59 33 40 54 53 136 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,930
COMMITMENTS
4,687 2,218 902 6,848 10,760 12,437 13,880 2,493 1,050
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -144)
-185 361 47 198 -361 60 47 -204 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 14.9 6.0 45.9 72.1 83.3 93.0 16.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 12 9 32 19 56 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,233,003
COMMITMENTS
198,266 379,075 66,105 759,522 711,196 1023893 1156376 209,110 76,627
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 95,048)
1,813 -70,968 29,469 2,019 148,222 33,301 106,723 61,747 -11,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 30.7 5.4 61.6 57.7 83.0 93.8 17.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
54 34 23 102 83 165 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,977,848
COMMITMENTS
826,798 426,592 116,500 1777217 2073928 2720515 2617020 257,333 360,828
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 46,961)
-1,909 37,852 -1,466 107,975 54,043 104,600 90,429 -57,639 -43,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 14.3 3.9 59.7 69.6 91.4 87.9 8.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
60 75 49 123 128 208 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,748,744
COMMITMENTS
237,268 353,175 130,300 1151123 1001665 1518691 1485140 230,053 263,604
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -24,436)
-38,402 -30,423 30,651 7,269 -25,755 -482 -25,527 -23,954 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 20.2 7.5 65.8 57.3 86.8 84.9 13.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
46 37 31 99 90 159 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 583,254
COMMITMENTS
87,119 194,490 96,060 364,142 265,793 547,321 556,343 35,933 26,911
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 9,365)
-782 13,499 3,735 6,285 -11,272 9,238 5,962 127 3,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 33.3 16.5 62.4 45.6 93.8 95.4 6.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
34 29 36 62 47 117 93
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 28,826
COMMITMENTS
6,905 7,750 717 5,398 13,376 13,020 21,843 15,806 6,983
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -1,088)
-834 -897 128 -157 -964 -863 -1,733 -225 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 26.9 2.5 18.7 46.4 45.2 75.8 54.8 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 17 3 8 12 23 30
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,620
COMMITMENTS
23,275 10,534 62 16,563 30,610 39,900 41,206 8,720 7,414
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 446)
1,146 194 29 -1,174 1,540 1 1,763 445 -1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 21.7 0.1 34.1 63.0 82.1 84.8 17.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
37 17 8 15 15 53 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 134,383
COMMITMENTS
40,145 56,888 862 84,120 53,565 125,127 111,315 9,256 23,068
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -854)
-17,033 2,169 -266 20,866 -207 3,567 1,696 -4,421 -2,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 42.3 0.6 62.6 39.9 93.1 82.8 6.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
40 58 10 19 29 67 89
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,094
COMMITMENTS
2,068 16,957 333 47,506 30,812 49,907 48,102 187 1,992
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,078)
53 299 -42 2,037 1,838 2,048 2,095 30 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 33.9 0.7 94.8 61.5 99.6 96.0 0.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 13 2 14 10 21 25
Updated May 25, 2007