WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 544,611
COMMITMENTS
76,639 113,137 136,725 295,508 237,274 508,872 487,136 35,739 57,476
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -11,944)
2,078 -6,303 -8,705 -1,808 5,663 -8,435 -9,345 -3,509 -2,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 20.8 25.1 54.3 43.6 93.4 89.4 6.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
115 159 177 94 112 335 353
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,576,092
COMMITMENTS
241,303 205,546 431,631 753,885 642,019 1426819 1279196 149,274 296,896
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 10,921)
7,627 -17,161 -3,576 5,088 32,080 9,140 11,343 1,781 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.0 27.4 47.8 40.7 90.5 81.2 9.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 700)
186 160 251 234 286 551 606
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,777
COMMITMENTS
1,708 3,985 1,741 11,802 11,252 15,251 16,978 3,526 1,799
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: -2,214)
138 -159 -1,008 -1,507 -1,405 -2,377 -2,572 164 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 21.2 9.3 62.9 59.9 81.2 90.4 18.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 16 8 21 15 38 37
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 625,129
COMMITMENTS
118,768 54,021 171,870 276,854 285,923 567,492 511,814 57,637 113,314
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 30,060)
12,209 -13,103 13,048 -4,088 30,575 21,169 30,519 8,891 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 8.6 27.5 44.3 45.7 90.8 81.9 9.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
169 133 199 118 171 403 418
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,057
COMMITMENTS
14,826 180 484 61 2,933 15,371 3,597 2,686 14,460
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 243)
33 -1,787 11 -10 258 34 -1,518 209 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.1 1.0 2.7 0.3 16.2 85.1 19.9 14.9 80.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
17 1 12 3 8 21 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 335,659
COMMITMENTS
50,207 28,341 81,177 173,701 199,563 305,086 309,081 30,573 26,578
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 4,122)
-11,983 180 10,346 10,442 -7,430 8,805 3,096 -4,683 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 8.4 24.2 51.7 59.5 90.9 92.1 9.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
80 52 103 64 68 211 192
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,290
COMMITMENTS
55,685 162,970 25,859 510,717 375,598 592,261 564,427 124,029 151,863
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,897)
7,428 -1,780 -4,273 2,857 11,337 6,012 5,284 -4,115 -3,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 22.8 3.6 71.3 52.4 82.7 78.8 17.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
20 37 33 80 77 122 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 118,367
COMMITMENTS
4,525 27,623 1,564 72,246 65,639 78,335 94,826 40,032 23,541
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 550)
797 -1,292 1,564 -5,039 1,208 -2,678 1,480 3,228 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 23.3 1.3 61.0 55.5 66.2 80.1 33.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 5 1 9 12 12 17
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,660
COMMITMENTS
1,420 278 141 6,724 8,041 8,285 8,460 375 200
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 436)
125 -22 -2 213 475 336 451 100 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 3.2 1.6 77.6 92.9 95.7 97.7 4.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 4 2 18 17 28 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 241,328
COMMITMENTS
54,771 30,043 53,738 96,433 130,435 204,941 214,216 36,387 27,112
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 17,196)
6,590 -3,175 3,054 4,898 16,167 14,541 16,046 2,655 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 12.4 22.3 40.0 54.0 84.9 88.8 15.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
64 50 67 64 69 174 155
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,063
COMMITMENTS
3,651 3,573 3,190 9,520 9,948 16,360 16,711 2,704 2,352
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 323)
-230 141 265 456 -225 491 181 -167 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 18.7 16.7 49.9 52.2 85.8 87.7 14.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 24 21 30 23 68 61
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,108,652
COMMITMENTS
333,824 221,929 58,710 614,920 687,603 1007454 968,241 101,199 140,411
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 54,767)
53,022 11,206 861 -2,443 31,637 51,440 43,704 3,327 11,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 20.0 5.3 55.5 62.0 90.9 87.3 9.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
39 58 30 94 128 152 197
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,047,164
COMMITMENTS
120,067 348,592 177,332 1472059 1194751 1769457 1720675 277,706 326,488
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 19,640)
37,229 -4,125 9,814 28,181 110,875 75,224 116,564 -55,584 -96,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 17.0 8.7 71.9 58.4 86.4 84.1 13.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
40 62 67 140 157 222 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,000,109
COMMITMENTS
142,800 142,166 37,377 614,487 588,754 794,664 768,296 205,444 231,813
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 19,266)
25,112 2,756 -3,753 -24,034 33,646 -2,675 32,650 21,941 -13,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 14.2 3.7 61.4 58.9 79.5 76.8 20.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
28 28 28 72 89 112 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,077,216
COMMITMENTS
180,429 67,879 395,272 458,663 556,640 1034364 1019790 42,852 57,426
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 62,598)
9,734 3,048 46,081 6,744 14,451 62,559 63,580 39 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 6.3 36.7 42.6 51.7 96.0 94.7 4.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 32 54 58 65 119 129
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,383
COMMITMENTS
29,973 9,921 513 43,143 65,341 73,629 75,775 14,754 12,608
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,485)
-2,068 1,842 -123 2,442 -1,197 251 522 1,234 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 11.2 0.6 48.8 73.9 83.3 85.7 16.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 14 6 25 37 61 54
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 15,501
COMMITMENTS
3,357 1,180 6 11,954 14,008 15,317 15,194 184 307
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,870)
652 168 4 1,184 1,683 1,840 1,855 30 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 7.6 0.0 77.1 90.4 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 11 1 8 17 12 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,531
COMMITMENTS
3,355 1,311 72 23,690 25,939 27,117 27,322 414 209
CHANGES FROM 04/13/10 (CHANGE IN OPEN INTEREST: 1,627)
1,654 -468 72 -140 2,030 1,586 1,634 41 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.8 0.3 86.0 94.2 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 9 11 18 17
Updated April 28, 2010