WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 492,740
COMMITMENTS
78,374 111,761 112,381 267,468 211,683 458,223 435,826 34,517 56,914
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -43)
1,658 -1,484 -3,370 2,849 4,604 1,137 -250 -1,179 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 22.7 22.8 54.3 43.0 93.0 88.4 7.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
108 152 133 76 99 275 310
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,390,497
COMMITMENTS
253,695 135,690 323,619 671,114 640,356 1248427 1099664 142,069 290,833
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 4,521)
10,528 -13,793 6,111 -9,169 15,234 7,470 7,553 -2,950 -3,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 9.8 23.3 48.3 46.1 89.8 79.1 10.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
168 157 231 213 281 512 587
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,793
COMMITMENTS
1,378 3,091 1,586 9,630 9,340 12,594 14,017 3,199 1,776
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 80)
95 668 136 -446 -667 -215 138 295 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 19.6 10.0 61.0 59.1 79.7 88.8 20.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 15 3 16 12 29 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 530,429
COMMITMENTS
88,358 71,856 137,498 256,830 219,808 482,686 429,162 47,743 101,267
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -16,797)
-1,153 1,525 1,265 -13,254 -18,998 -13,143 -16,209 -3,654 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 13.5 25.9 48.4 41.4 91.0 80.9 9.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
138 126 169 110 153 341 378
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 318,484
COMMITMENTS
53,193 27,857 69,246 164,580 200,606 287,018 297,708 31,466 20,776
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -6,494)
3,853 -2,360 -11,296 284 10,421 -7,158 -3,234 664 -3,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 8.7 21.7 51.7 63.0 90.1 93.5 9.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
76 51 72 58 65 178 166
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 738,427
COMMITMENTS
51,804 149,868 41,036 519,318 388,960 612,158 579,864 126,269 158,562
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -15,158)
1,529 -1,694 4,286 -11,727 16,992 -5,913 19,584 -9,245 -34,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 20.3 5.6 70.3 52.7 82.9 78.5 17.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
27 30 35 77 78 122 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 221,388
COMMITMENTS
51,008 29,446 40,772 94,442 123,560 186,223 193,779 35,165 27,609
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -3,164)
-2,867 4,106 711 -572 -7,081 -2,728 -2,263 -436 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 13.3 18.4 42.7 55.8 84.1 87.5 15.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
51 42 54 59 51 143 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 16,198
COMMITMENTS
3,486 1,894 1,619 8,051 10,548 13,156 14,061 3,042 2,137
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -830)
-129 356 -96 -291 -911 -516 -651 -314 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 11.7 10.0 49.7 65.1 81.2 86.8 18.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 16 15 31 21 65 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 944,901
COMMITMENTS
266,544 125,499 48,725 534,176 642,442 849,445 816,666 95,457 128,235
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -58,126)
-2,795 -8,316 13,625 -49,096 -49,030 -38,266 -43,721 -19,861 -14,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 13.3 5.2 56.5 68.0 89.9 86.4 10.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
40 49 30 82 127 137 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,695,309
COMMITMENTS
162,003 243,107 203,294 1030104 953,404 1395401 1399805 299,908 295,504
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 70,892)
51,584 19,587 -6,095 25,328 66,648 70,817 80,139 75 -9,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 14.3 12.0 60.8 56.2 82.3 82.6 17.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
49 50 61 121 124 200 205
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,037,614
COMMITMENTS
170,678 133,313 45,344 602,664 610,486 818,686 789,143 218,928 248,471
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 88,753)
59,844 32,228 6,248 15,482 34,555 81,574 73,031 7,179 15,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.8 4.4 58.1 58.8 78.9 76.1 21.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
28 20 22 70 75 107 108
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 821,800
COMMITMENTS
63,577 74,862 245,208 473,369 454,797 782,154 774,867 39,646 46,933
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -193,546)
-13,588 -2,528 -80,316 -94,189 -104,216 -188,093 -187,061 -5,453 -6,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.1 29.8 57.6 55.3 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
26 32 40 67 70 114 122
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 13,974
COMMITMENTS
3,414 1,377 3 8,166 8,992 11,583 10,372 2,391 3,602
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -369)
57 -120 0 -502 -641 -445 -761 76 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 9.9 0.0 58.4 64.3 82.9 74.2 17.1 25.8
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
OPTION AND FUTURES COMBINED 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: 77,882
COMMITMENTS
30,066 9,092 1,136 33,286 57,121 64,488 67,349 13,394 10,533
CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 3,643)
3,203 -2,514 -20 -67 6,981 3,116 4,447 527 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 11.7 1.5 42.7 73.3 82.8 86.5 17.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
36 13 10 28 35 66 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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