WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 554,463
COMMITMENTS
78,615 112,956 125,294 313,955 257,071 517,864 495,322 36,599 59,142
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 14,744)
1,610 10,727 6,030 5,530 -4,090 13,170 12,667 1,574 2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 20.4 22.6 56.6 46.4 93.4 89.3 6.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
136 140 161 83 109 305 340
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,603,124
COMMITMENTS
281,061 178,723 421,257 759,372 707,301 1461689 1307281 141,434 295,842
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 28,128)
8,809 12,562 22,280 752 -7,683 31,841 27,159 -3,712 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 11.1 26.3 47.4 44.1 91.2 81.5 8.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
200 160 247 226 312 549 624
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,632
COMMITMENTS
1,684 4,906 1,552 11,816 10,061 15,052 16,519 3,580 2,113
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 466)
-52 376 137 141 -197 226 317 239 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 26.3 8.3 63.4 54.0 80.8 88.7 19.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 21 7 17 13 34 38
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,692
COMMITMENTS
90,704 75,079 166,043 300,042 254,164 556,789 495,286 46,903 108,406
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 13,250)
-14,764 9,393 13,487 14,858 -10,857 13,582 12,024 -332 1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.4 27.5 49.7 42.1 92.2 82.0 7.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
149 144 184 121 176 371 428
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,572
COMMITMENTS
14,868 390 395 46 3,400 15,309 4,185 3,263 14,387
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 189)
-82 -40 171 0 -44 89 87 100 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 2.1 2.1 0.2 18.3 82.4 22.5 17.6 77.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 2 9 2 9 19 18
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,494
COMMITMENTS
2,947 2,578 1,959 1,505 1,839 6,411 6,376 82 117
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -155)
-141 -105 203 47 52 109 151 -263 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 39.7 30.2 23.2 28.3 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 11 13 2 6 18 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,739
COMMITMENTS
50,060 66,125 64,708 200,358 181,306 315,125 312,139 25,615 28,601
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 15,623)
-836 12,573 4,540 12,051 -3,273 15,755 13,841 -132 1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.4 19.0 58.8 53.2 92.5 91.6 7.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
60 90 78 70 65 190 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 870,348
COMMITMENTS
76,577 160,278 69,307 560,655 493,625 706,539 723,210 163,809 147,138
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 31,590)
6,028 609 11,255 14,973 20,583 32,255 32,447 -665 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 18.4 8.0 64.4 56.7 81.2 83.1 18.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
27 33 36 85 89 131 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 135,421
COMMITMENTS
3,449 24,284 2,958 94,051 88,446 100,458 115,688 34,963 19,733
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 12,061)
1,650 1,912 826 11,517 6,850 13,993 9,588 -1,932 2,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 17.9 2.2 69.5 65.3 74.2 85.4 25.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 1 17 16 20 21
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,296
COMMITMENTS
981 486 185 7,540 8,310 8,706 8,981 590 315
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 633)
-189 68 -26 715 559 500 601 133 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 5.2 2.0 81.1 89.4 93.7 96.6 6.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 2 16 18 23 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 200,910
COMMITMENTS
50,857 20,203 35,476 81,096 120,270 167,429 175,949 33,482 24,961
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -6,255)
-6,952 -3,846 -1,126 3,862 -1,798 -4,216 -6,770 -2,039 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 10.1 17.7 40.4 59.9 83.3 87.6 16.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
58 47 57 61 61 158 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,578
COMMITMENTS
3,578 4,371 1,583 8,695 7,900 13,857 13,855 2,721 2,723
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 299)
177 95 115 99 -79 391 130 -93 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 26.4 9.6 52.4 47.7 83.6 83.6 16.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 24 13 26 23 55 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,091,162
COMMITMENTS
260,166 171,891 101,678 621,354 683,111 983,198 956,680 107,964 134,481
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 17,324)
-17,834 -27,759 26,427 9,698 28,523 18,292 27,192 -969 -9,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 15.8 9.3 56.9 62.6 90.1 87.7 9.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
36 58 34 92 124 148 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,490,934
COMMITMENTS
143,891 350,674 323,372 1699469 1499991 2166732 2174037 324,201 316,896
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 178,515)
1,158 47,813 50,639 108,754 82,422 160,551 180,875 17,964 -2,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 14.1 13.0 68.2 60.2 87.0 87.3 13.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
47 55 73 148 160 233 250
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,175,350
COMMITMENTS
148,638 144,036 62,961 748,739 704,019 960,337 911,015 215,012 264,335
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 87,234)
-13,815 41,798 14,730 103,168 22,337 104,083 78,866 -16,850 8,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 12.3 5.4 63.7 59.9 81.7 77.5 18.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
30 30 28 75 104 116 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,163,624
COMMITMENTS
166,609 30,804 471,461 477,809 599,122 1115879 1101387 47,745 62,237
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 85,535)
11,673 1,910 46,251 32,966 40,004 90,889 88,165 -5,354 -2,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.6 40.5 41.1 51.5 95.9 94.7 4.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
28 25 44 61 65 110 117
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,022
COMMITMENTS
17,003 11,178 2,638 44,638 50,073 64,279 63,890 12,743 13,133
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -710)
-1,190 1,377 313 723 -2,507 -154 -816 -556 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 14.5 3.4 58.0 65.0 83.5 82.9 16.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 13 11 32 34 63 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,352
COMMITMENTS
6,682 2,335 0 3,303 7,973 9,985 10,308 367 44
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 22.6 0.0 31.9 77.0 96.5 99.6 3.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 6 0 4 1 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,885
COMMITMENTS
3,643 692 6 9,790 12,810 13,439 13,508 446 377
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -817)
-787 -10 0 -48 -763 -835 -773 18 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 5.0 0.0 70.5 92.3 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 8 1 9 18 13 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 32,555
COMMITMENTS
3,799 826 154 26,897 30,030 30,850 31,010 1,705 1,545
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 30)
654 -750 0 -1,239 174 -585 -576 615 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.5 0.5 82.6 92.2 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 4 1 8 14 17 19
Updated May 27, 2010