WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 556,555
COMMITMENTS
74,561 119,440 145,430 297,316 231,610 517,307 496,480 39,248 60,075
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 3,684)
-1,234 -5,666 384 3,913 8,896 3,063 3,614 621 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 21.5 26.1 53.4 41.6 92.9 89.2 7.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
114 162 185 88 102 336 352
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,565,172
COMMITMENTS
233,676 222,707 435,207 748,797 609,939 1417679 1267853 147,493 297,319
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 42,365)
273 -1,963 26,019 16,978 20,394 43,270 44,449 -905 -2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 14.2 27.8 47.8 39.0 90.6 81.0 9.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
192 172 272 231 275 566 624
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,991
COMMITMENTS
1,570 4,144 2,749 13,309 12,657 17,628 19,550 3,362 1,440
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,643)
149 95 235 1,339 1,588 1,723 1,918 -79 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 19.7 13.1 63.4 60.3 84.0 93.1 16.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 17 8 21 17 38 41
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 595,069
COMMITMENTS
106,559 67,124 158,822 280,942 255,348 546,323 481,295 48,746 113,774
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 16,920)
14,492 -14,457 9,873 -7,233 20,021 17,132 15,438 -211 1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 11.3 26.7 47.2 42.9 91.8 80.9 8.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488)
163 136 201 112 157 389 403
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,814
COMMITMENTS
14,793 1,967 473 71 2,675 15,337 5,115 2,477 12,699
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 396)
299 -321 -27 -2 468 270 120 126 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.0 11.0 2.7 0.4 15.0 86.1 28.7 13.9 71.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 7 10 3 8 21 22
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,504
COMMITMENTS
2,864 2,153 2,107 1,257 1,850 6,227 6,110 277 394
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 33.1 32.4 19.3 28.5 95.7 93.9 4.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 10 13 2 3 17 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 331,537
COMMITMENTS
62,191 28,160 70,832 163,259 206,993 296,281 305,985 35,256 25,552
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -7,258)
8,795 -2,984 -8,754 -10,654 3,212 -10,613 -8,526 3,355 1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 8.5 21.4 49.2 62.4 89.4 92.3 10.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
87 44 98 64 69 210 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 714,393
COMMITMENTS
48,257 164,750 30,132 507,859 364,261 586,249 559,143 128,144 155,250
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -14,367)
52 951 -2,384 -5,298 2,770 -7,630 1,337 -6,736 -15,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 23.1 4.2 71.1 51.0 82.1 78.3 17.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
22 38 36 79 75 124 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 117,817
COMMITMENTS
3,728 28,915 0 77,285 64,431 81,013 93,346 36,804 24,471
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,578)
-225 -887 0 -279 -884 -504 -1,771 2,082 3,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 24.5 0.0 65.6 54.7 68.8 79.2 31.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 0 11 12 12 17
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,224
COMMITMENTS
1,295 300 143 6,511 7,566 7,949 8,009 275 215
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -230)
52 -2 -73 -145 -235 -166 -310 -64 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 3.6 1.7 79.2 92.0 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 4 2 16 16 26 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 224,132
COMMITMENTS
48,181 33,218 50,684 91,535 114,268 190,400 198,170 33,732 25,962
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 3,616)
862 544 2,529 -1,007 1,334 2,384 4,407 1,232 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 14.8 22.6 40.8 51.0 84.9 88.4 15.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
60 50 63 62 61 162 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,740
COMMITMENTS
3,881 3,432 2,925 9,064 10,174 15,869 16,530 2,871 2,210
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: -422)
195 -119 213 -767 -267 -359 -173 -63 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 18.3 15.6 48.4 54.3 84.7 88.2 15.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 22 20 31 25 68 61
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,053,886
COMMITMENTS
280,802 210,722 57,849 617,363 655,966 956,014 924,538 97,872 129,348
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,681)
1,401 16,923 -7,782 9,346 1,174 2,964 10,314 -1,283 -8,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 20.0 5.5 58.6 62.2 90.7 87.7 9.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
34 57 27 90 124 142 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,027,524
COMMITMENTS
82,838 352,717 167,518 1443878 1083876 1694233 1604111 333,290 423,413
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 34,247)
-6,232 6,951 -55,471 36,796 21,588 -24,907 -26,932 59,153 61,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 17.4 8.3 71.2 53.5 83.6 79.1 16.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
38 61 69 134 152 213 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 980,843
COMMITMENTS
117,688 139,410 41,130 638,522 555,107 797,340 735,647 183,503 245,196
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 9,995)
14,179 9,218 703 -9,439 11,385 5,443 21,307 4,551 -11,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 14.2 4.2 65.1 56.6 81.3 75.0 18.7 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
27 28 28 71 87 110 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,014,618
COMMITMENTS
170,695 64,830 349,191 451,919 542,189 971,806 956,210 42,813 58,408
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 38,819)
16,455 628 19,112 9,097 27,508 44,663 47,247 -5,844 -8,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.4 34.4 44.5 53.4 95.8 94.2 4.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
33 28 47 55 64 108 123
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,898
COMMITMENTS
32,041 8,079 636 40,701 66,538 73,378 75,253 13,520 11,645
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 2,144)
-1,391 410 51 4,964 2,141 3,624 2,602 -1,479 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 9.3 0.7 46.8 76.6 84.4 86.6 15.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 13 7 26 34 60 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,631
COMMITMENTS
2,705 1,012 2 10,770 12,325 13,477 13,339 154 292
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 454)
1,008 -19 0 -601 449 407 430 47 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 7.4 0.0 79.0 90.4 98.9 97.9 1.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 10 1 8 17 11 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 25,904
COMMITMENTS
1,701 1,779 0 23,830 23,909 25,531 25,688 373 216
CHANGES FROM 04/06/10 (CHANGE IN OPEN INTEREST: 1,840)
-1,577 -147 -72 3,419 2,036 1,770 1,817 70 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.9 0.0 92.0 92.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 4 0 10 11 18 15
Updated April 16, 2010