WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 509,629
COMMITMENTS
90,630 81,245 148,574 240,226 226,593 479,430 456,412 30,199 53,217
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 8,449)
3,711 4,816 1,048 4,798 2,002 9,556 7,865 -1,106 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 15.9 29.2 47.1 44.5 94.1 89.6 5.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
100 136 142 87 122 287 312
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,114,083
COMMITMENTS
326,024 73,969 682,043 922,359 1067338 1930425 1823349 183,658 290,734
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -23,932)
-3,168 -8,239 3,250 -15,959 -15,696 -15,877 -20,685 -8,055 -3,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.5 32.3 43.6 50.5 91.3 86.2 8.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 864)
237 162 276 289 407 657 736
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,658
COMMITMENTS
3,270 444 794 8,969 14,471 13,033 15,709 3,625 949
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -461)
-927 -161 71 310 -198 -546 -288 86 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 2.7 4.8 53.8 86.9 78.2 94.3 21.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
22 5 8 15 15 40 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 644,202
COMMITMENTS
131,811 21,361 205,232 249,587 325,488 586,630 552,082 57,572 92,121
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -5,300)
1,949 -2,372 3,815 -6,799 -5,109 -1,035 -3,666 -4,265 -1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.3 31.9 38.7 50.5 91.1 85.7 8.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 511)
171 99 183 124 212 370 438
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,410
COMMITMENTS
18,104 2,011 1,322 2 3,589 19,428 6,922 2,982 15,488
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 78)
-602 -447 346 0 -90 -256 -191 334 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.8 9.0 5.9 0.0 16.0 86.7 30.9 13.3 69.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 9 10 1 10 17 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 300,551
COMMITMENTS
37,859 17,573 80,725 147,921 182,317 266,504 280,614 34,047 19,937
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -10,192)
-3,582 797 932 -10,685 -16,629 -13,336 -14,901 3,144 4,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.8 26.9 49.2 60.7 88.7 93.4 11.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
55 31 54 62 61 150 126
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,077,879
COMMITMENTS
168,273 159,644 87,199 689,657 633,844 945,129 880,687 132,750 197,192
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -7,600)
6,338 3,793 3,428 -23,728 -12,889 -13,962 -5,669 6,363 -1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 14.8 8.1 64.0 58.8 87.7 81.7 12.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
36 55 59 85 97 159 173
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 227,259
COMMITMENTS
39,884 7,275 43,576 110,095 159,234 193,556 210,086 33,703 17,173
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 3,179)
-4,815 -2,457 5,179 4,677 714 5,041 3,435 -1,861 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.2 19.2 48.4 70.1 85.2 92.4 14.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
53 26 61 72 66 158 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,303
COMMITMENTS
4,660 823 1,959 9,961 15,749 16,581 18,531 3,722 1,772
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -223)
-142 -114 129 49 -168 36 -154 -259 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.1 9.6 49.1 77.6 81.7 91.3 18.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 11 15 40 31 71 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,192,948
COMMITMENTS
268,245 232,302 47,094 767,375 810,371 1082715 1089767 110,233 103,181
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -54,886)
-520 15,402 6,941 -55,893 -72,865 -49,473 -50,523 -5,413 -4,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 19.5 3.9 64.3 67.9 90.8 91.4 9.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
48 41 36 120 106 183 168
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,871,059
COMMITMENTS
335,554 310,811 416,555 1804718 1720539 2556828 2447905 314,232 423,154
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -6,538)
63,903 -22,940 -4,104 -52,703 9,225 7,096 -17,819 -13,634 11,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 10.8 14.5 62.9 59.9 89.1 85.3 10.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
68 66 86 129 146 242 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,995,667
COMMITMENTS
568,752 202,286 156,529 1045692 1372875 1770972 1731690 224,694 263,977
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -110,808)
2,811 -14,149 -12,829 -101,636 -72,949 -111,654 -99,928 846 -10,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 10.1 7.8 52.4 68.8 88.7 86.8 11.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
45 41 43 93 96 154 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 875,602
COMMITMENTS
190,713 40,823 230,815 395,927 555,327 817,454 826,964 58,148 48,638
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 26,741)
1,993 -13,907 3,784 15,423 35,968 21,200 25,845 5,541 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 4.7 26.4 45.2 63.4 93.4 94.4 6.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
55 24 53 73 59 144 124
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,810
COMMITMENTS
16,849 13,192 686 9,990 13,072 27,526 26,951 5,285 5,860
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -312)
-321 192 -51 480 -182 107 -41 -420 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 40.2 2.1 30.4 39.8 83.9 82.1 16.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 22 11 11 7 37 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,095
COMMITMENTS
41,991 40,443 3,267 53,014 55,262 98,272 98,972 14,823 14,123
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 4,946)
-3,044 6,360 489 6,714 -3,346 4,159 3,504 787 1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 35.8 2.9 46.9 48.9 86.9 87.5 13.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
42 38 19 19 23 69 72
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 60,934
COMMITMENTS
18,828 4,546 1,473 40,405 54,764 60,706 60,783 228 151
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,153)
72 77 35 1,052 976 1,159 1,088 -6 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 7.5 2.4 66.3 89.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 13 3 18 12 29 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 41,167
COMMITMENTS
9,579 1,568 10 31,572 39,454 41,161 41,032 6 135
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 17,005)
6,747 384 -10 10,268 16,651 17,005 17,025 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 3.8 0.0 76.7 95.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 8 1 13 9 21 17
Updated May 23, 2008