WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 499,684
COMMITMENTS
77,458 109,559 118,943 267,946 213,081 464,347 441,582 35,337 58,101
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 6,944)
-916 -2,202 6,562 478 1,397 6,124 5,757 820 1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 21.9 23.8 53.6 42.6 92.9 88.4 7.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
107 164 146 76 102 287 327
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,423,552
COMMITMENTS
255,594 143,074 342,853 679,700 642,316 1278147 1128243 145,405 295,309
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 33,055)
1,899 7,385 19,234 8,587 1,960 29,720 28,579 3,336 4,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 10.1 24.1 47.7 45.1 89.8 79.3 10.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 687)
177 163 233 217 283 517 590
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 16,891
COMMITMENTS
1,346 3,492 1,743 10,270 9,730 13,359 14,965 3,531 1,926
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,098)
-31 401 157 640 390 765 948 333 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 20.7 10.3 60.8 57.6 79.1 88.6 20.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 17 4 16 12 28 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 542,939
COMMITMENTS
89,138 85,771 143,589 267,271 211,132 499,998 440,491 42,942 102,448
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 12,510)
780 13,914 6,091 10,441 -8,676 17,312 11,329 -4,802 1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.8 26.4 49.2 38.9 92.1 81.1 7.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
128 151 165 110 151 333 383
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 324,869
COMMITMENTS
59,419 33,677 67,258 164,855 201,581 291,532 302,517 33,337 22,352
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 6,384)
6,227 5,820 -1,987 274 975 4,514 4,808 1,871 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 10.4 20.7 50.7 62.0 89.7 93.1 10.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
72 57 67 63 65 179 163
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 702,818
COMMITMENTS
41,669 149,051 46,201 493,606 355,374 581,475 550,625 121,343 152,193
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -35,608)
-10,135 -818 5,164 -25,712 -33,586 -30,683 -29,239 -4,926 -6,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 21.2 6.6 70.2 50.6 82.7 78.3 17.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
23 38 40 77 78 125 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 229,233
COMMITMENTS
47,670 40,678 43,492 104,838 114,484 195,999 198,654 33,233 30,579
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 7,845)
-3,339 11,231 2,720 10,395 -9,076 9,777 4,875 -1,932 2,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 17.7 19.0 45.7 49.9 85.5 86.7 14.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
47 52 58 65 50 147 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 15,122
COMMITMENTS
3,350 2,087 1,183 7,678 8,901 12,212 12,172 2,910 2,949
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -1,076)
-136 194 -436 -373 -1,647 -944 -1,889 -132 813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 13.8 7.8 50.8 58.9 80.8 80.5 19.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 14 11 25 16 53 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 907,021
COMMITMENTS
254,913 130,847 45,395 510,927 604,599 811,235 780,840 95,786 126,181
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -37,880)
-11,631 5,348 -3,330 -23,249 -37,844 -38,209 -35,826 329 -2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 14.4 5.0 56.3 66.7 89.4 86.1 10.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
39 51 32 85 121 141 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,680,129
COMMITMENTS
164,350 249,202 207,226 1021214 937,072 1392789 1393499 287,340 286,630
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -15,180)
2,347 6,095 3,931 -8,890 -16,332 -2,612 -6,306 -12,568 -8,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 14.8 12.3 60.8 55.8 82.9 82.9 17.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
48 54 69 123 129 206 217
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,016,392
COMMITMENTS
165,284 134,756 35,048 587,419 612,116 787,751 781,920 228,640 234,471
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -21,222)
-5,394 1,444 -10,296 -15,245 1,629 -30,935 -7,223 9,713 -13,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 13.3 3.4 57.8 60.2 77.5 76.9 22.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 28 21 73 81 108 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 853,194
COMMITMENTS
83,843 83,510 244,881 483,765 470,720 812,489 799,111 40,704 54,082
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 31,394)
20,266 8,649 -327 10,396 15,923 30,335 24,245 1,059 7,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 9.8 28.7 56.7 55.2 95.2 93.7 4.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
26 32 39 65 73 111 125
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 14,025
COMMITMENTS
3,478 1,765 3 8,010 8,989 11,491 10,757 2,533 3,267
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 51)
64 388 0 -156 -3 -92 385 142 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 12.6 0.0 57.1 64.1 81.9 76.7 18.1 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 1 6 10 11 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 87,906
COMMITMENTS
38,351 10,781 942 35,390 63,128 74,683 74,851 13,223 13,055
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 10,024)
8,285 1,689 -194 2,104 6,007 10,195 7,502 -171 2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 12.3 1.1 40.3 71.8 85.0 85.1 15.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 15 11 27 38 64 62
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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