WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 511,010
COMMITMENTS
75,124 114,483 128,855 271,436 210,343 475,416 453,680 35,595 57,330
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 11,327)
-2,333 4,924 9,912 3,490 -2,738 11,069 12,098 258 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 22.4 25.2 53.1 41.2 93.0 88.8 7.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
93 176 149 79 100 289 333
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,445,533
COMMITMENTS
251,451 167,565 355,104 694,404 631,240 1300958 1153908 144,575 291,624
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 21,981)
-4,143 24,491 12,251 14,703 -11,076 22,811 25,666 -830 -3,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.6 24.6 48.0 43.7 90.0 79.8 10.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 683)
160 175 235 219 279 522 584
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,207
COMMITMENTS
1,536 3,814 2,059 11,306 10,414 14,900 16,287 3,308 1,920
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,317)
189 322 316 1,036 685 1,540 1,322 -224 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 20.9 11.3 62.1 57.2 81.8 89.5 18.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 19 5 17 12 31 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 553,028
COMMITMENTS
88,173 89,600 148,508 268,470 208,841 505,150 446,948 47,878 106,080
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 10,089)
-965 3,829 4,918 1,199 -2,291 5,153 6,457 4,936 3,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 16.2 26.9 48.5 37.8 91.3 80.8 8.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
132 151 182 107 148 348 391
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,776
COMMITMENTS
11,823 1,135 450 78 1,846 12,351 3,431 2,425 11,345
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 890)
988 482 81 0 51 1,069 614 -179 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.0 7.7 3.0 0.5 12.5 83.6 23.2 16.4 76.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 5 12 2 6 19 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 323,972
COMMITMENTS
55,045 30,272 74,966 164,538 197,365 294,549 302,603 29,422 21,369
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -897)
-4,374 -3,405 7,708 -317 -4,216 3,017 86 -3,914 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 9.3 23.1 50.8 60.9 90.9 93.4 9.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
80 54 84 63 65 197 175
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 711,915
COMMITMENTS
40,210 150,478 46,108 494,119 366,234 580,437 562,820 131,479 149,095
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 9,097)
-1,458 1,427 -93 513 10,860 -1,038 12,195 10,136 -3,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 21.1 6.5 69.4 51.4 81.5 79.1 18.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
24 35 39 71 78 116 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 82,790
COMMITMENTS
3,842 15,064 977 48,412 44,649 53,231 60,690 29,559 22,100
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 3,956)
3,842 1,139 -23 2,062 -1,959 5,881 -843 -1,925 4,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 18.2 1.2 58.5 53.9 64.3 73.3 35.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 1 11 10 13 14
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,332
COMMITMENTS
288 392 130 7,557 7,562 7,975 8,084 357 248
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 314)
188 -88 15 74 391 277 318 37 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.7 1.6 90.7 90.8 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 2 19 16 24 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 233,782
COMMITMENTS
49,870 42,498 49,370 101,322 110,302 200,562 202,171 33,220 31,612
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,550)
2,200 1,821 5,879 -3,515 -4,182 4,563 3,517 -14 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.2 21.1 43.3 47.2 85.8 86.5 14.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
50 55 71 62 52 156 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,095
COMMITMENTS
3,144 2,890 1,495 8,489 8,966 13,128 13,350 2,966 2,744
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 973)
-206 802 311 811 64 916 1,178 56 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 18.0 9.3 52.7 55.7 81.6 82.9 18.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 19 11 29 21 55 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 925,180
COMMITMENTS
243,299 156,535 49,989 536,206 590,765 829,494 797,289 95,686 127,891
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 18,159)
-11,614 25,689 4,594 25,278 -13,834 18,259 16,449 -99 1,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 16.9 5.4 58.0 63.9 89.7 86.2 10.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
35 54 30 85 123 136 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,788,203
COMMITMENTS
186,642 252,839 209,289 1073905 1029269 1469835 1491397 318,368 296,806
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 108,073)
22,291 3,637 2,063 52,691 92,198 77,045 97,897 31,028 10,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 14.1 11.7 60.1 57.6 82.2 83.4 17.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
42 61 63 128 141 211 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 970,914
COMMITMENTS
150,086 121,291 39,896 578,586 562,167 768,568 723,353 202,346 247,561
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -45,478)
-15,198 -13,466 4,848 -8,833 -49,949 -19,183 -58,567 -26,295 13,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 12.5 4.1 59.6 57.9 79.2 74.5 20.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
29 25 25 69 82 108 122
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 926,942
COMMITMENTS
109,780 83,546 261,033 511,568 524,018 882,381 868,597 44,560 58,344
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 73,748)
25,937 36 16,153 27,803 53,298 69,892 69,486 3,856 4,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 9.0 28.2 55.2 56.5 95.2 93.7 4.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
29 31 41 62 71 110 125
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,620
COMMITMENTS
3,575 1,889 331 8,751 9,829 12,657 12,049 2,963 3,571
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,595)
97 124 328 740 839 1,165 1,291 430 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 12.1 2.1 56.0 62.9 81.0 77.1 19.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 3 7 12 14 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,577
COMMITMENTS
34,254 11,500 2,928 54,877 76,747 92,059 91,175 15,518 16,402
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 19,671)
-4,097 719 1,986 19,487 13,619 17,376 16,324 2,295 3,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 10.7 2.7 51.0 71.3 85.6 84.8 14.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 16 13 28 38 65 62
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 24,413
COMMITMENTS
8,569 12,738 172 11,724 7,958 20,465 20,868 3,948 3,545
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 11,647)
9 92 172 7,917 7,841 8,098 8,105 3,549 3,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 52.2 0.7 48.0 32.6 83.8 85.5 16.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 5 1 5 1 16 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,942
COMMITMENTS
2,540 1,009 0 11,167 12,676 13,707 13,685 235 257
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -2,152)
-62 -73 -986 -1,121 -1,141 -2,169 -2,200 17 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.2 0.0 80.1 90.9 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 10 0 10 16 15 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,166
COMMITMENTS
6,107 2,127 0 15,786 19,856 21,893 21,983 273 183
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -3,445)
-1,444 400 -474 -1,541 -3,390 -3,459 -3,464 14 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 9.6 0.0 71.2 89.6 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 4 0 7 13 17 17
Updated March 19, 2010