CFTC Commitment of Traders Report Breakdown 7-Yr low | 7-Wk low | 7-Wk high | Record High |
OI=Open Interest FL=Fund Longs FS=Fund Shorts CL=Commercial Longs CS=Commercial Shorts Vol=Total of Shorts + Longs |
| 5/31/2011 | OI | FL | FS | CL | CS | Fund_Vol | Comm Vol | Spec Vol |
View | WHEAT - CHICAGO BOARD OF TRADE | 456560 | 100869 | 84872 | 243116 | 240013 | 185741 | 483129 | 101174 |
View | WHEAT - KANSAS CITY BOARD OF TRADE | 179600 | 58492 | 11247 | 77194 | 123592 | 69739 | 200786 | 50659 |
View | WHEAT - MINNEAPOLIS GRAIN EXCHANGE | 58589 | 23326 | 975 | 16740 | 41189 | 24301 | 57929 | 29110 |
View | CORN - CHICAGO BOARD OF TRADE | 1435358 | 554915 | 91397 | 564065 | 959110 | 646312 | 1523175 | 391053 |
View | OATS - CHICAGO BOARD OF TRADE | 12706 | 3429 | 759 | 5522 | 10076 | 4188 | 15598 | 4278 |
View | SOYBEANS - CHICAGO BOARD OF TRADE | 578376 | 185872 | 61003 | 259168 | 359281 | 246875 | 618449 | 135204 |
View | SOYBEAN OIL - CHICAGO BOARD OF TRADE | 321598 | 97202 | 34715 | 145598 | 219607 | 131917 | 365205 | 66676 |
View | SOYBEAN MEAL - CHICAGO BOARD OF TRADE | 228197 | 57345 | 26132 | 92819 | 140185 | 83477 | 233004 | 66409 |
View | ROUGH RICE - CHICAGO BOARD OF TRADE | 21693 | 7162 | 2026 | 8330 | 16971 | 9188 | 25301 | 6707 |
View | U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE | 740953 | 112276 | 148277 | 448653 | 438052 | 260553 | 886705 | 321464 |
View | 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF | 1046815 | 361170 | 157376 | 535659 | 699065 | 518546 | 1234724 | 281898 |
View | 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD | 1973136 | 258916 | 337488 | 1316861 | 1186553 | 596404 | 2503414 | 747154 |
View | 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD | 1555969 | 444979 | 112131 | 830346 | 1110564 | 557110 | 1940910 | 548468 |
View | NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERC | 300371 | 51118 | 26562 | 174210 | 214465 | 77680 | 388675 | 64735 |
View | NATURAL GAS - NEW YORK MERCANTILE EXCHANGE | 919093 | 118281 | 284954 | 384702 | 254092 | 403235 | 638794 | 111503 |
View | PJM ELECTRICITY MONTHLY - NEW YORK MERC | 48172 | 16822 | 646 | 28696 | 45954 | 17468 | 74650 | 2638 |
View | CRUDE OIL, LIGHT SWEET - NEW YORK MERC | 1508418 | 337326 | 146189 | 680527 | 900146 | 483515 | 1580673 | 151988 |
View | GASOLINE BLENDSTOCK (RBOB) - NY MERC | 254108 | 67124 | 15528 | 147382 | 205326 | 82652 | 352708 | 31698 |
View | COTTON NO. 2 - ICE FUTURES U.S. | 155142 | 45276 | 14762 | 79303 | 115561 | 60038 | 194864 | 29196 |
View | FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES | 35716 | 21034 | 4791 | 9668 | 29131 | 25825 | 38799 | 6092 |
View | RANDOM LENGTH LUMBER - CHICAGO MERC | 10823 | 4440 | 4846 | 3297 | 2859 | 9286 | 6156 | 4398 |
View | COCOA - ICE FUTURES U.S. | 162681 | 41860 | 33767 | 91969 | 101574 | 75627 | 193543 | 19494 |
View | SUGAR NO. 11 - ICE FUTURES U.S. | 606482 | 166403 | 59103 | 325441 | 435079 | 225506 | 760520 | 125172 |
View | COFFEE C - ICE FUTURES U.S. | 112192 | 29468 | 10758 | 60410 | 80844 | 40226 | 141254 | 15124 |
View | MILK, Class III - CHICAGO MERCANTILE EXCHANGE | 36608 | 6004 | 4516 | 24049 | 25588 | 10520 | 49637 | 10807 |
View | LEAN HOGS - CHICAGO MERCANTILE EXCHANGE | 222640 | 48835 | 58633 | 110249 | 92097 | 107468 | 202346 | 52068 |
View | LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE | 336780 | 107161 | 68570 | 161670 | 163698 | 175731 | 325368 | 87837 |
View | FEEDER CATTLE - CHICAGO MERCANTILE EXCH | 34259 | 12985 | 6048 | 11643 | 7605 | 19033 | 19248 | 23557 |
View | PALLADIUM - NEW YORK MERCANTILE EXCHANGE | 20104 | 13281 | 2914 | 4274 | 15819 | 16195 | 20093 | 3434 |
View | PLATINUM - NEW YORK MERCANTILE EXCHANGE | 35121 | 23721 | 1980 | 5400 | 30718 | 25701 | 36118 | 7255 |
View | SILVER - COMMODITY EXCHANGE INC. | 120853 | 28870 | 11288 | 36702 | 71025 | 40158 | 107727 | 39339 |
View | COPPER-GRADE #1 - COMMODITY EXCHANGE INC. | 123919 | 29163 | 19183 | 66738 | 74271 | 48346 | 141009 | 28781 |
View | GOLD - COMMODITY EXCHANGE INC. | 501400 | 247185 | 55411 | 170783 | 411291 | 302596 | 582074 | 86296 |
View | CANADIAN DOLLAR - CHICAGO MERCANTILE EX | 125654 | 35657 | 9255 | 41643 | 100975 | 44912 | 142618 | 63470 |
View | SWISS FRANC - CHICAGO MERCANTILE EXCHANGE | 67713 | 27846 | 6727 | 14502 | 47623 | 34573 | 62125 | 38722 |
View | MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE | 142530 | 111814 | 3546 | 21879 | 137202 | 115360 | 159081 | 10241 |
View | BRITISH POUND STERLING - CHICAGO MERC | 108085 | 32284 | 34113 | 49191 | 53028 | 66397 | 102219 | 47030 |
View | JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE | 95929 | 24186 | 25834 | 44221 | 35534 | 50020 | 79755 | 61649 |
View | U.S. DOLLAR INDEX - ICE FUTURES U.S. | 55794 | 28430 | 23643 | 19124 | 27731 | 52073 | 46855 | 10636 |
View | EURO FX - CHICAGO MERCANTILE EXCHANGE | 270101 | 80494 | 58524 | 136097 | 164386 | 139018 | 300483 | 97263 |
View | AUSTRALIAN DOLLAR - CHICAGO MERC | 117502 | 72030 | 12015 | 12100 | 90293 | 84045 | 102393 | 48556 |
View | DOW JONES INDUSTRIAL AVG- x $5 - CBOT | 108229 | 34705 | 10793 | 59795 | 74705 | 45498 | 134500 | 35298 |
View | E-MINI S&P 500 STOCK INDEX - CHICAGO MERC | 2866938 | 427011 | 466885 | 2172707 | 1891686 | 893896 | 4064393 | 722329 |
TRADING IN COMMODITY FUTURES OR OPTIONS INVOLVES SUBSTANTIAL
RISK OF LOSS. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.