WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 485,753
COMMITMENTS
101,029 79,762 76,455 266,984 272,107 444,468 428,324 41,285 57,429
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -205)
3,972 2,255 -940 -1,774 -2,994 1,258 -1,679 -1,463 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 16.4 15.7 55.0 56.0 91.5 88.2 8.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
128 137 148 82 131 309 340
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,613,794
COMMITMENTS
528,936 109,633 216,584 706,250 1037756 1451770 1363973 162,024 249,821
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -13,981)
-29,989 8,597 -6,109 32,819 -15,875 -3,279 -13,387 -10,702 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 6.8 13.4 43.8 64.3 90.0 84.5 10.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 861)
253 142 223 230 384 593 668
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,164
COMMITMENTS
3,822 425 92 6,112 11,289 10,026 11,806 3,138 1,358
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 106)
-10 363 71 392 -395 453 39 -347 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 3.2 0.7 46.4 85.8 76.2 89.7 23.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 4 5 19 13 40 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 621,678
COMMITMENTS
214,376 49,442 77,547 271,888 399,970 563,811 526,959 57,867 94,719
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,363)
1,849 15,448 -2,726 9,542 -11,247 8,665 1,475 -4,302 2,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 8.0 12.5 43.7 64.3 90.7 84.8 9.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
180 106 146 123 190 370 399
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,863
COMMITMENTS
20,837 1,817 170 22 5,440 21,029 7,427 2,834 16,436
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 425)
214 302 -1 -1 70 212 371 213 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.3 7.6 0.7 0.1 22.8 88.1 31.1 11.9 68.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 5 4 2 14 19 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 373,398
COMMITMENTS
104,982 39,253 44,671 177,413 249,193 327,066 333,117 46,332 40,281
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,265)
-4,857 5,041 1,164 -5,175 -22,038 -8,868 -15,833 11,133 18,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 10.5 12.0 47.5 66.7 87.6 89.2 12.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
96 55 69 69 67 206 173
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,535
COMMITMENTS
67,991 101,079 3,202 392,094 346,570 463,287 450,851 133,248 145,684
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -25,802)
-16,967 -7,325 977 -7,395 -5,667 -23,385 -12,015 -2,417 -13,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 16.9 0.5 65.7 58.1 77.7 75.6 22.3 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
23 32 7 71 63 98 98
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 320,346
COMMITMENTS
43,600 63,580 3,636 205,397 210,892 252,633 278,108 67,713 42,238
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -10,389)
-2,172 1,191 -4,189 -12,291 -2,684 -18,652 -5,682 8,263 -4,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 19.8 1.1 64.1 65.8 78.9 86.8 21.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 12 3 32 30 39 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,044
COMMITMENTS
1,085 322 677 5,943 6,657 7,705 7,656 339 388
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 182)
26 -276 232 -50 240 208 196 -26 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 4.0 8.4 73.9 82.8 95.8 95.2 4.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 3 6 19 22 29 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 215,424
COMMITMENTS
57,346 24,852 24,327 98,882 141,474 180,555 190,653 34,869 24,771
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,942)
770 3,270 -1,336 7,282 435 6,716 2,369 -3,774 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 11.5 11.3 45.9 65.7 83.8 88.5 16.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
56 30 45 69 57 157 115
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,345
COMMITMENTS
7,656 3,026 1,674 8,056 17,690 17,386 22,390 6,959 1,955
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,423)
-1,287 6 -201 132 -1,705 -1,356 -1,900 -67 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 12.4 6.9 33.1 72.7 71.4 92.0 28.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
47 12 12 23 21 76 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 882,677
COMMITMENTS
222,457 165,108 9,456 545,405 576,613 777,318 751,177 105,359 131,500
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 13,724)
20,529 14,960 -39 -18,616 6,940 1,874 21,861 11,850 -8,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 18.7 1.1 61.8 65.3 88.1 85.1 11.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
32 54 15 85 116 127 175
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,598,698
COMMITMENTS
174,536 292,280 28,223 1104851 932,307 1307610 1252810 291,088 345,888
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 51,320)
-9,752 51,275 925 10,921 -7,280 2,094 44,920 49,226 6,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 18.3 1.8 69.1 58.3 81.8 78.4 18.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
33 62 27 108 124 154 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,166,238
COMMITMENTS
254,562 116,797 14,457 699,258 775,947 968,277 907,201 197,961 259,037
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -46,414)
-15,656 -13,507 -2,042 -51,460 -32,350 -69,158 -47,899 22,744 1,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 10.0 1.2 60.0 66.5 83.0 77.8 17.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
31 39 13 79 89 115 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 623,786
COMMITMENTS
99,109 57,763 79,094 417,239 444,404 595,442 581,261 28,344 42,525
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 39,010)
-835 12,543 4,894 37,159 26,677 41,218 44,114 -2,208 -5,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 9.3 12.7 66.9 71.2 95.5 93.2 4.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
27 26 35 60 62 104 111
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,793
COMMITMENTS
11,942 2,887 4,766 37,387 44,892 54,094 52,545 9,699 11,248
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,477)
-3,472 -955 1,081 5,571 483 3,181 609 1,296 3,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 4.5 7.5 58.6 70.4 84.8 82.4 15.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
31 12 19 40 39 80 64
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,894
COMMITMENTS
2,965 250 283 8,654 10,442 11,902 10,975 2,992 3,919
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,053)
-1,293 -513 229 1,118 -179 54 -463 999 1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 1.7 1.9 58.1 70.1 79.9 73.7 20.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 1 7 10 13 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,797
COMMITMENTS
21,867 9,187 5,052 57,465 68,900 84,384 83,139 13,413 14,658
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 6,847)
-7,478 -4,004 4,825 8,906 1,323 6,253 2,144 594 4,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 9.4 5.2 58.8 70.5 86.3 85.0 13.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 15 15 38 37 74 61
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,312
COMMITMENTS
4,498 2,577 491 2,713 4,741 7,702 7,809 2,610 2,503
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,891)
-59 42 454 976 892 1,371 1,388 2,520 2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 25.0 4.8 26.3 46.0 74.7 75.7 25.3 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 4 2 3 4 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,721
COMMITMENTS
877 1,050 7 9,788 9,303 10,672 10,360 49 361
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -3,958)
78 -287 -836 -3,193 -2,934 -3,951 -4,057 -7 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.8 0.1 91.3 86.8 99.5 96.6 0.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 6 1 7 13 10 20
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,233
COMMITMENTS
2,399 1,495 0 26,606 27,602 29,005 29,097 228 136
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -17,919)
1,383 -64 -874 -18,520 -16,915 -18,011 -17,853 92 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 5.1 0.0 91.0 94.4 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 6 0 7 14 10 20
Updated March 18, 2011