WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 520,609
COMMITMENTS
75,384 116,409 132,698 276,267 215,144 484,348 464,250 36,261 56,359
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 9,599)
259 1,926 3,843 4,831 4,801 8,933 10,570 666 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 22.4 25.5 53.1 41.3 93.0 89.2 7.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
118 161 155 83 102 301 341
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,483,169
COMMITMENTS
247,950 188,016 379,021 710,203 624,814 1337175 1191852 145,995 291,318
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 37,636)
-3,501 20,451 23,917 15,800 -6,426 36,216 37,943 1,420 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 12.7 25.6 47.9 42.1 90.2 80.4 9.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 710)
179 177 256 220 279 541 616
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,454
COMMITMENTS
1,352 3,810 2,387 11,459 10,630 15,198 16,827 3,256 1,627
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 247)
-183 -4 328 153 216 298 540 -51 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 20.6 12.9 62.1 57.6 82.4 91.2 17.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 19 8 18 14 33 36
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 553,525
COMMITMENTS
96,325 65,615 150,079 259,602 230,371 506,007 446,065 47,518 107,460
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 497)
8,152 -23,986 1,572 -8,867 21,530 856 -883 -359 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.9 27.1 46.9 41.6 91.4 80.6 8.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
149 139 195 115 158 374 397
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,175
COMMITMENTS
14,051 1,792 496 73 2,025 14,620 4,313 2,555 12,862
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,399)
2,228 657 46 -5 179 2,269 882 130 1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.8 10.4 2.9 0.4 11.8 85.1 25.1 14.9 74.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 6 12 2 6 21 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 322,355
COMMITMENTS
50,635 28,971 75,574 161,881 196,618 288,090 301,163 34,264 21,192
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,617)
-4,410 -1,301 608 -2,657 -747 -6,459 -1,440 4,842 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 9.0 23.4 50.2 61.0 89.4 93.4 10.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
83 50 84 64 66 197 174
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 722,096
COMMITMENTS
52,514 152,657 42,446 495,412 382,557 590,371 577,660 131,725 144,436
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 10,181)
12,304 2,179 -3,662 1,293 16,323 9,935 14,840 246 -4,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 21.1 5.9 68.6 53.0 81.8 80.0 18.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
25 36 40 72 77 120 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 89,509
COMMITMENTS
4,763 17,441 540 51,667 50,736 56,970 68,717 32,539 20,792
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 6,719)
921 2,377 -437 3,255 6,087 3,739 8,027 2,980 -1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 19.5 0.6 57.7 56.7 63.6 76.8 36.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 5 1 13 11 15 16
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,267
COMMITMENTS
298 300 173 7,491 7,573 7,962 8,046 305 221
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -65)
10 -92 43 -66 11 -13 -38 -52 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.6 2.1 90.6 91.6 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 6 3 17 14 23 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 225,957
COMMITMENTS
47,583 32,970 46,703 97,823 116,582 192,109 196,255 33,848 29,702
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -7,825)
-2,287 -9,529 -2,667 -3,499 6,280 -8,453 -5,916 628 -1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 14.6 20.7 43.3 51.6 85.0 86.9 15.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
41 55 67 62 53 153 143
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,803
COMMITMENTS
3,441 3,231 1,714 8,808 9,346 13,963 14,291 2,839 2,512
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 708)
297 342 219 319 380 835 941 -127 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.2 10.2 52.4 55.6 83.1 85.1 16.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 21 13 31 22 60 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 934,809
COMMITMENTS
207,154 150,647 60,353 567,799 594,603 835,306 805,603 99,503 129,206
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 9,628)
-36,145 -5,888 10,364 31,593 3,838 5,812 8,314 3,816 1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 16.1 6.5 60.7 63.6 89.4 86.2 10.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
33 60 32 89 122 143 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,848,987
COMMITMENTS
177,254 312,772 212,840 1175964 1039092 1566058 1564704 282,928 284,283
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 60,784)
-9,387 59,933 3,551 102,060 9,823 96,224 73,307 -35,440 -12,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 16.9 11.5 63.6 56.2 84.7 84.6 15.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
44 61 70 131 147 217 236
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 938,560
COMMITMENTS
128,576 118,524 35,399 581,129 545,222 745,104 699,145 193,456 239,415
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -32,354)
-21,510 -2,767 -4,497 2,543 -16,945 -23,464 -24,209 -8,890 -8,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 12.6 3.8 61.9 58.1 79.4 74.5 20.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
25 28 27 69 83 107 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 951,193
COMMITMENTS
118,681 88,368 273,752 516,390 531,827 908,823 893,947 42,370 57,246
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 24,251)
8,901 4,822 12,719 4,822 7,809 26,442 25,349 -2,191 -1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.3 28.8 54.3 55.9 95.5 94.0 4.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
28 32 43 63 73 113 129
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,656
COMMITMENTS
30,994 9,842 784 36,181 54,015 67,959 64,640 12,697 16,015
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -26,922)
-3,260 -1,658 -2,144 -18,696 -22,732 -24,101 -26,535 -2,821 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 12.2 1.0 44.9 67.0 84.3 80.1 15.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 15 5 23 31 56 49
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,367
COMMITMENTS
2,747 1,039 2 11,353 13,067 14,102 14,108 265 259
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 425)
207 30 2 186 391 395 423 30 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.2 0.0 79.0 91.0 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 1 9 17 14 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,088
COMMITMENTS
5,896 1,153 50 16,835 21,702 22,781 22,905 307 183
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 922)
-211 -974 50 1,049 1,846 888 922 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 5.0 0.2 72.9 94.0 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 2 1 6 14 17 17
Updated March 26, 2010