WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 491,848
COMMITMENTS
104,210 83,048 82,420 265,313 268,624 451,943 434,092 39,905 57,756
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 10,753)
7,543 -2,754 2,302 1,051 11,216 10,896 10,764 -143 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 16.9 16.8 53.9 54.6 91.9 88.3 8.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
137 138 167 95 134 339 356
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,618,509
COMMITMENTS
523,604 104,990 217,996 716,614 1046688 1458214 1369674 160,295 248,835
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 85,403)
36,901 6,618 18,244 24,664 49,815 79,809 74,677 5,594 10,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 6.5 13.5 44.3 64.7 90.1 84.6 9.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 880)
276 128 223 237 395 605 684
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,732
COMMITMENTS
2,900 357 319 7,402 11,664 10,621 12,340 3,111 1,392
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 88)
53 -172 -397 556 806 212 237 -124 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 2.6 2.3 53.9 84.9 77.3 89.9 22.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 3 4 21 13 40 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 634,186
COMMITMENTS
215,997 49,264 82,123 275,094 417,873 573,214 549,260 60,972 84,926
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 15,724)
5,396 4,225 2,065 2,539 9,591 10,000 15,881 5,724 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 7.8 12.9 43.4 65.9 90.4 86.6 9.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
205 92 161 122 195 412 396
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 26,086
COMMITMENTS
22,710 2,634 593 17 5,585 23,320 8,812 2,766 17,274
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,121)
750 606 222 -4 -218 968 610 153 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.1 10.1 2.3 0.1 21.4 89.4 33.8 10.6 66.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 6 6 1 15 23 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 377,348
COMMITMENTS
116,528 41,957 53,062 171,352 257,947 340,942 352,966 36,406 24,382
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 27,334)
13,389 5,002 9,129 2,518 12,953 25,036 27,084 2,298 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 11.1 14.1 45.4 68.4 90.4 93.5 9.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
103 56 84 68 68 220 182
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 593,161
COMMITMENTS
74,675 121,338 6,509 383,071 302,847 464,255 430,694 128,906 162,467
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,251)
-1,853 25,626 2,556 7,018 -29,238 7,721 -1,056 -5,470 3,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 20.5 1.1 64.6 51.1 78.3 72.6 21.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
27 32 9 68 63 97 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 325,982
COMMITMENTS
42,527 60,153 533 217,947 224,683 261,007 285,369 64,975 40,613
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 6,827)
-1,435 3,011 1 6,709 6,704 5,275 9,716 1,552 -2,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 18.5 0.2 66.9 68.9 80.1 87.5 19.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 11 2 31 31 36 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,416
COMMITMENTS
600 369 775 5,517 5,900 6,892 7,044 524 372
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -178)
34 92 114 -398 -405 -250 -199 72 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 5.0 10.5 74.4 79.6 92.9 95.0 7.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 4 6 19 21 29 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 221,496
COMMITMENTS
60,031 26,297 25,809 95,290 145,563 181,130 197,669 40,366 23,827
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 7,001)
-3,057 2,554 806 5,710 537 3,459 3,897 3,542 3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 11.9 11.7 43.0 65.7 81.8 89.2 18.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
66 28 44 65 61 157 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,514
COMMITMENTS
7,984 3,279 1,303 8,397 18,392 17,684 22,974 6,830 1,540
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 134)
245 98 -142 -7 323 96 279 38 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 13.4 5.3 34.3 75.0 72.1 93.7 27.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
53 15 16 24 22 84 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 971,656
COMMITMENTS
184,022 178,712 6,911 685,347 626,832 876,280 812,455 95,376 159,201
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 77,860)
-53,481 42,353 1,099 137,178 19,179 84,796 62,631 -6,936 15,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 18.4 0.7 70.5 64.5 90.2 83.6 9.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
28 58 19 96 111 134 178
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,605,373
COMMITMENTS
210,683 291,348 24,863 1105903 903,917 1341449 1220128 263,924 385,245
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 36,831)
2,137 66,663 -4,749 38,741 -47,488 36,129 14,426 702 22,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 18.1 1.5 68.9 56.3 83.6 76.0 16.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
41 64 30 100 124 158 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,302,380
COMMITMENTS
255,561 136,165 12,839 849,577 852,163 1117977 1001167 184,403 301,213
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 46,271)
-21,233 -5,867 -3,543 86,423 22,363 61,647 12,953 -15,376 33,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 10.5 1.0 65.2 65.4 85.8 76.9 14.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
24 39 10 85 98 112 144
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 638,687
COMMITMENTS
116,812 69,674 69,955 416,420 451,841 603,187 591,470 35,500 47,217
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -34,105)
-7,090 12,104 -3,427 -27,062 -47,004 -37,579 -38,327 3,474 4,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 10.9 11.0 65.2 70.7 94.4 92.6 5.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
25 27 33 57 65 101 115
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,807
COMMITMENTS
26,687 4,945 41 25,348 45,642 52,075 50,627 6,732 8,180
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 21)
2,438 609 -227 203 -2,813 2,414 -2,431 -2,393 2,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 8.4 0.1 43.1 77.6 88.6 86.1 11.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 10 3 26 32 58 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,613
COMMITMENTS
53,374 9,889 81 50,695 91,283 104,150 101,253 13,463 16,360
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 41)
4,875 1,218 -454 406 -5,625 4,827 -4,861 -4,786 4,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 8.4 0.1 43.1 77.6 88.6 86.1 11.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 10 3 26 32 58 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,886
COMMITMENTS
5,594 1,669 37 1,674 5,680 7,305 7,386 1,581 1,500
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -793)
-725 -1,411 0 -74 642 -799 -769 6 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 18.8 0.4 18.8 63.9 82.2 83.1 17.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 4 1 1 4 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,225
COMMITMENTS
650 1,353 7 10,440 9,606 11,097 10,966 128 259
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -697)
377 88 -4 -1,116 -780 -743 -696 46 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 12.1 0.1 93.0 85.6 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 9 1 6 14 8 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,465
COMMITMENTS
1,205 1,536 0 26,975 26,697 28,180 28,233 285 232
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -15)
46 -217 0 -186 109 -140 -108 125 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.4 0.0 94.8 93.8 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 5 0 7 15 10 20
Updated April 8, 2011