WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,811
COMMITMENTS
100,281 79,663 76,096 262,046 269,666 438,423 425,425 46,388 59,386
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -33,608)
-9,415 -10,613 -2,195 -15,647 -18,035 -27,257 -30,843 -6,351 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 16.4 15.7 54.1 55.6 90.4 87.8 9.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
146 126 147 84 132 320 334
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,647,635
COMMITMENTS
584,572 105,875 213,438 672,666 1077676 1470676 1396989 176,959 250,646
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -65,306)
-9,962 -5,879 -2,786 -28,901 -27,648 -41,649 -36,313 -23,657 -28,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 6.4 13.0 40.8 65.4 89.3 84.8 10.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 904)
281 131 240 223 390 616 696
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,122
COMMITMENTS
3,900 62 406 5,529 11,718 9,835 12,186 3,287 936
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,635)
-1,382 -41 -169 397 -1,152 -1,154 -1,362 -481 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 0.5 3.1 42.1 89.3 75.0 92.9 25.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 1 4 16 13 38 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 612,668
COMMITMENTS
208,902 44,062 77,266 265,318 401,443 551,486 522,771 61,182 89,897
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -25,035)
-11,061 41 -9,172 -1,242 -8,780 -21,475 -17,911 -3,560 -7,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 7.2 12.6 43.3 65.5 90.0 85.3 10.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
184 93 161 128 199 399 411
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,918
COMMITMENTS
20,363 1,437 299 24 5,236 20,686 6,972 2,232 15,946
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -766)
-380 -271 -184 0 5 -564 -450 -202 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 6.3 1.3 0.1 22.8 90.3 30.4 9.7 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 4 8 2 14 22 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 367,578
COMMITMENTS
104,311 34,041 40,181 184,957 265,133 329,449 339,355 38,129 28,223
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -6,176)
11,195 -2,380 -2,354 -12,298 1,197 -3,457 -3,537 -2,719 -2,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 9.3 10.9 50.3 72.1 89.6 92.3 10.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
94 62 74 63 66 199 171
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 664,755
COMMITMENTS
93,507 125,745 3,905 428,754 378,717 526,166 508,367 138,589 156,388
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -962)
27,158 11,468 -6,151 7,470 12,623 28,477 17,940 -29,439 -18,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 18.9 0.6 64.5 57.0 79.2 76.5 20.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
21 36 7 74 66 99 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 362,157
COMMITMENTS
44,907 63,032 12,172 238,887 230,869 295,966 306,073 66,191 56,084
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 31,211)
1,287 -540 7,534 28,637 24,809 37,458 31,803 -6,247 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 17.4 3.4 66.0 63.7 81.7 84.5 18.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 12 5 38 28 47 42
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,182
COMMITMENTS
760 470 656 6,459 6,713 7,875 7,839 307 343
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 380)
41 -85 221 37 177 299 313 81 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 5.7 8.0 78.9 82.0 96.2 95.8 3.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 7 21 26 30 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 208,932
COMMITMENTS
59,670 23,379 25,288 89,680 138,684 174,638 187,351 34,294 21,581
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 3,017)
-2,260 3,412 6,325 650 -6,405 4,715 3,332 -1,698 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 11.2 12.1 42.9 66.4 83.6 89.7 16.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
60 28 51 69 56 164 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,687
COMMITMENTS
8,358 2,404 2,423 7,597 19,514 18,378 24,341 7,309 1,346
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 192)
-872 -143 853 404 -794 385 -84 -193 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 9.4 9.4 29.6 76.0 71.5 94.8 28.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
55 14 21 23 20 91 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 885,521
COMMITMENTS
168,728 193,804 17,700 607,203 539,532 793,631 751,036 91,890 134,485
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -101,893)
-29,298 -39,615 -7,084 -54,977 -38,928 -91,359 -85,627 -10,534 -16,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 21.9 2.0 68.6 60.9 89.6 84.8 10.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
27 50 16 89 112 124 170
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,477,383
COMMITMENTS
167,110 241,068 31,319 1012167 876,537 1210596 1148924 266,787 328,459
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -113,320)
-4,249 -78,520 5,561 -99,997 -6,016 -98,685 -78,975 -14,635 -34,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 16.3 2.1 68.5 59.3 81.9 77.8 18.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
35 54 31 106 120 155 191
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,249,413
COMMITMENTS
285,531 130,487 13,815 783,767 830,224 1083113 974,526 166,300 274,887
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -77,217)
-41,236 -904 -11,072 -2,866 -36,018 -55,174 -47,994 -22,043 -29,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 10.4 1.1 62.7 66.4 86.7 78.0 13.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
26 41 16 90 91 122 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 558,224
COMMITMENTS
105,952 40,541 60,451 353,805 402,717 520,208 503,709 38,016 54,515
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -53,772)
-4,254 -2,962 -10,465 -34,782 -41,097 -49,501 -54,524 -4,271 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 7.3 10.8 63.4 72.1 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 22 31 55 53 97 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,911
COMMITMENTS
13,825 4,242 4,220 32,244 44,315 50,288 52,777 8,623 6,135
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,149)
-2,609 -1,353 1,488 2,345 2,959 1,224 3,094 -75 -1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 7.2 7.2 54.7 75.2 85.4 89.6 14.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 16 10 35 32 72 54
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,782
COMMITMENTS
4,122 811 0 6,698 9,783 10,820 10,594 1,962 2,188
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 949)
796 58 0 116 944 912 1,002 37 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 6.3 0.0 52.4 76.5 84.7 82.9 15.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 0 6 9 12 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,258
COMMITMENTS
26,299 13,756 1,545 51,092 69,064 78,936 84,365 13,322 7,893
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 400)
-4,983 -996 1,149 4,457 4,030 623 4,183 -223 -3,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 14.9 1.7 55.4 74.9 85.6 91.4 14.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 17 5 33 31 65 50
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,432
COMMITMENTS
759 1,357 390 13,220 12,436 14,369 14,183 63 249
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -203)
229 -144 135 -568 -193 -204 -202 1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 9.4 2.7 91.6 86.2 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 8 2 9 15 12 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 47,335
COMMITMENTS
727 930 220 46,310 45,997 47,257 47,147 78 188
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 210)
-589 -18 220 949 -67 580 135 -370 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 2.0 0.5 97.8 97.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 1 8 15 12 21
Updated March 4, 2011