WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 422,362
COMMITMENTS
74,562 112,088 67,457 248,888 189,118 390,907 368,663 31,455 53,699
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 3,404)
-772 -2,201 3,683 -272 461 2,639 1,943 765 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 26.5 16.0 58.9 44.8 92.6 87.3 7.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
102 153 122 66 98 255 306
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,118,686
COMMITMENTS
259,235 148,974 145,794 593,318 571,035 998,347 865,803 120,339 252,883
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 6,558)
2,709 6,039 1,061 1,250 99 5,020 7,199 1,538 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 13.3 13.0 53.0 51.0 89.2 77.4 10.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
153 162 181 177 265 441 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,046
COMMITMENTS
2,898 3,410 134 8,528 9,700 11,560 13,244 3,486 1,802
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 917)
59 341 63 461 394 583 798 334 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 22.7 0.9 56.7 64.5 76.8 88.0 23.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 15 2 16 12 28 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,812
COMMITMENTS
87,309 85,023 66,786 242,570 189,978 396,665 341,787 37,147 92,025
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 7,458)
985 10,839 4,376 7,069 -8,086 12,430 7,129 -4,972 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 19.6 15.4 55.9 43.8 91.4 78.8 8.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
102 150 117 97 143 276 350
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,886
COMMITMENTS
10,835 653 369 78 1,795 11,282 2,817 2,604 11,069
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 416)
486 283 -147 0 82 339 218 77 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 4.7 2.7 0.6 12.9 81.2 20.3 18.8 79.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 3 11 2 6 16 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,376
COMMITMENTS
57,944 36,558 45,303 149,895 181,226 253,142 263,087 31,234 21,289
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 5,327)
5,446 3,775 -1,700 -544 1,749 3,202 3,824 2,125 1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 12.9 15.9 52.7 63.7 89.0 92.5 11.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
58 65 61 57 59 164 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 638,248
COMMITMENTS
41,701 148,335 15,440 472,205 335,652 529,346 499,427 108,902 138,821
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -41,775)
-4,381 765 -320 -31,266 -36,894 -35,967 -36,449 -5,808 -5,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 23.2 2.4 74.0 52.6 82.9 78.2 17.1 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
18 39 9 68 72 92 114
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 78,834
COMMITMENTS
0 13,925 1,000 46,350 46,608 47,350 61,533 31,484 17,301
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 4,947)
-1,876 1,609 -242 -1,883 3,526 -4,001 4,893 8,948 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.7 1.3 58.8 59.1 60.1 78.1 39.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 12 12 13 15
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,018
COMMITMENTS
100 480 115 7,483 7,171 7,698 7,766 320 252
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -440)
-84 140 -27 -499 -662 -610 -549 170 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 6.0 1.4 93.3 89.4 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 5 2 17 18 21 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 203,028
COMMITMENTS
47,807 41,741 29,085 95,350 103,287 172,242 174,113 30,786 28,915
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 5,766)
-2,904 10,055 2,066 8,556 -9,264 7,718 2,857 -1,952 2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 20.6 14.3 47.0 50.9 84.8 85.8 15.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
38 54 51 63 42 139 123
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,062
COMMITMENTS
3,850 2,065 438 6,920 8,763 11,208 11,266 2,854 2,796
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -1,341)
41 187 -626 -594 -1,643 -1,179 -2,082 -162 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 14.7 3.1 49.2 62.3 79.7 80.1 20.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 12 9 24 15 50 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 875,781
COMMITMENTS
253,741 132,538 24,219 503,771 595,942 781,731 752,699 94,050 123,082
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -43,206)
-13,465 5,725 -6,105 -23,664 -40,285 -43,234 -40,665 28 -2,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 15.1 2.8 57.5 68.0 89.3 85.9 10.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
39 51 20 79 118 128 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,353,761
COMMITMENTS
158,634 265,030 74,420 849,275 748,560 1082329 1088010 271,432 265,751
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -37,488)
3,324 1,794 -6,012 -22,245 -23,791 -24,933 -28,009 -12,555 -9,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 19.6 5.5 62.7 55.3 79.9 80.4 20.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
37 60 37 104 104 164 178
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 984,108
COMMITMENTS
164,331 134,359 22,925 577,072 602,280 764,328 759,564 219,780 224,544
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -19,937)
-5,140 3,266 -11,158 -14,181 2,093 -30,479 -5,799 10,542 -14,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.7 2.3 58.6 61.2 77.7 77.2 22.3 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
21 31 13 68 77 96 114
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 635,336
COMMITMENTS
74,154 83,345 87,536 436,358 415,538 598,048 586,419 37,288 48,917
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 16,558)
6,692 1,404 -1,304 11,013 11,468 16,401 11,568 157 4,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 13.1 13.8 68.7 65.4 94.1 92.3 5.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
18 30 30 58 67 94 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,955
COMMITMENTS
3,478 1,765 3 8,008 8,987 11,489 10,755 2,466 3,200
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 43)
64 388 0 -158 -5 -94 383 137 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 12.6 0.0 57.4 64.4 82.3 77.1 17.7 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 6 9 11 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,308
COMMITMENTS
38,343 10,757 550 33,378 61,293 72,271 72,600 13,037 12,708
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 9,833)
8,308 1,670 -298 2,032 6,011 10,042 7,383 -209 2,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 12.6 0.6 39.1 71.8 84.7 85.1 15.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 14 6 24 37 60 56
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,094
COMMITMENTS
2,602 1,082 986 12,288 13,817 15,876 15,885 218 209
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 2,589)
611 14 986 965 1,544 2,562 2,544 27 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 6.7 6.1 76.4 85.9 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 10 1 13 16 19 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,611
COMMITMENTS
7,551 1,727 474 17,327 23,246 25,352 25,447 259 164
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,032)
189 -600 263 565 1,542 1,017 1,205 15 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 6.7 1.9 67.7 90.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 4 1 6 16 17 21
Updated March 12, 2010