WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,958
COMMITMENTS
75,334 114,289 63,774 249,160 188,657 388,268 366,720 30,690 52,238
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,168)
916 -2,173 -5,679 2,177 3,945 -2,586 -3,907 -1,582 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 27.3 15.2 59.5 45.0 92.7 87.5 7.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
95 149 116 64 93 245 290
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,112,128
COMMITMENTS
256,526 142,935 144,733 592,068 570,936 993,327 858,604 118,801 253,524
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -12,481)
10,203 -13,391 -6,010 -12,391 11,597 -8,198 -7,804 -4,283 -4,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 12.9 13.0 53.2 51.3 89.3 77.2 10.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660)
145 155 184 175 264 441 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,129
COMMITMENTS
2,839 3,069 71 8,067 9,306 10,977 12,446 3,152 1,683
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -59)
232 674 -2 -584 -663 -354 9 295 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 21.7 0.5 57.1 65.9 77.7 88.1 22.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 14 1 16 12 29 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,354
COMMITMENTS
86,324 74,184 62,410 235,501 198,064 384,235 334,658 42,119 91,696
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -21,697)
-310 2,342 -3,637 -13,788 -19,141 -17,735 -20,436 -3,962 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 17.4 14.6 55.2 46.5 90.1 78.5 9.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
99 141 120 97 146 283 347
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 279,049
COMMITMENTS
52,498 32,783 47,003 150,439 179,477 249,940 259,263 29,109 19,786
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -12,331)
2,093 -3,454 -13,038 -1,269 7,677 -12,214 -8,815 -117 -3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 11.7 16.8 53.9 64.3 89.6 92.9 10.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
61 61 64 51 60 161 158
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 680,023
COMMITMENTS
46,082 147,570 15,760 503,471 372,546 565,313 535,876 114,710 144,147
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -23,179)
-790 -817 1,956 -14,492 12,789 -13,326 13,928 -9,853 -37,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 21.7 2.3 74.0 54.8 83.1 78.8 16.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
19 33 10 68 77 93 114
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 73,887
COMMITMENTS
1,876 12,316 1,242 48,233 43,082 51,351 56,640 22,536 17,247
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 16.7 1.7 65.3 58.3 69.5 76.7 30.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 14 10 17 13
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,458
COMMITMENTS
184 340 142 7,982 7,833 8,308 8,315 150 143
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 61)
91 -3 11 -34 25 68 33 -7 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 4.0 1.7 94.4 92.6 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 4 2 18 18 22 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 197,262
COMMITMENTS
50,711 31,686 27,019 86,794 112,551 164,524 171,256 32,738 26,006
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,013)
-2,447 3,248 633 -1,360 -6,814 -3,174 -2,933 -839 -1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 16.1 13.7 44.0 57.1 83.4 86.8 16.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
44 43 49 58 47 136 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,403
COMMITMENTS
3,809 1,878 1,064 7,514 10,406 12,387 13,348 3,016 2,055
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -945)
75 350 -298 -458 -928 -681 -876 -264 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 12.2 6.9 48.8 67.6 80.4 86.7 19.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 13 11 29 19 60 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 918,987
COMMITMENTS
267,206 126,813 30,324 527,435 636,227 824,965 793,364 94,022 125,623
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -65,652)
-2,044 -7,364 8,504 -51,831 -51,627 -45,371 -50,487 -20,281 -15,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 13.8 3.3 57.4 69.2 89.8 86.3 10.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
42 47 19 76 125 125 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,391,249
COMMITMENTS
155,310 263,236 80,432 871,520 772,351 1107262 1116019 283,987 275,230
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -12,923)
45,291 27,831 -35,293 -21,692 8,217 -11,694 755 -1,229 -13,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 18.9 5.8 62.6 55.5 79.6 80.2 20.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
36 61 26 99 103 149 176
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,004,045
COMMITMENTS
169,471 131,093 34,083 591,253 600,187 794,807 765,363 209,238 238,682
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 77,705)
58,938 30,169 689 12,049 33,444 71,676 64,302 6,029 13,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 13.1 3.4 58.9 59.8 79.2 76.2 20.8 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
24 24 15 66 73 98 104
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 618,778
COMMITMENTS
67,462 81,941 88,840 425,345 404,070 581,647 574,851 37,131 43,927
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -34,608)
-11,017 -2,001 6,343 -26,011 -34,702 -30,685 -30,360 -3,923 -4,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 13.2 14.4 68.7 65.3 94.0 92.9 6.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
15 34 31 62 63 99 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,912
COMMITMENTS
3,414 1,377 3 8,166 8,992 11,583 10,372 2,329 3,540
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -366)
57 -120 0 -500 -636 -443 -756 77 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 9.9 0.0 58.7 64.6 83.3 74.6 16.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 1 6 9 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,475
COMMITMENTS
30,035 9,087 848 31,346 55,282 62,229 65,217 13,246 10,258
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 3,652)
3,166 -2,519 -26 -40 7,023 3,100 4,478 552 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 12.0 1.1 41.5 73.2 82.4 86.4 17.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
36 12 5 25 34 62 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,766
COMMITMENTS
8,560 12,646 0 3,807 117 12,367 12,763 399 3
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 83)
142 83 0 -59 0 83 83 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 99.1 0.0 29.8 0.9 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 0 3 2 13 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,505
COMMITMENTS
1,991 1,068 0 11,323 12,273 13,314 13,341 191 164
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 2,474)
939 -167 -209 1,593 2,840 2,323 2,464 151 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 7.9 0.0 83.8 90.9 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 8 0 13 16 19 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,579
COMMITMENTS
7,362 2,327 211 16,762 21,704 24,335 24,242 244 337
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,435)
2,679 1,419 211 -1,494 1,087 1,396 2,717 39 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 9.5 0.9 68.2 88.3 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 4 1 8 16 19 21
Updated March 2, 2010