WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 609,322
COMMITMENTS
95,355 76,421 154,857 307,126 313,412 557,338 544,691 51,984 64,631
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -17,573)
-12,245 -11,080 11,306 -11,781 -15,400 -12,720 -15,174 -4,853 -2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 12.5 25.4 50.4 51.4 91.5 89.4 8.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
144 149 186 95 138 350 379
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,334,568
COMMITMENTS
507,864 94,926 700,362 898,086 1237506 2106313 2032794 228,256 301,774
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -8,145)
-5,916 -10,343 31,681 -14,447 -8,451 11,317 12,887 -19,462 -21,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 4.1 30.0 38.5 53.0 90.2 87.1 9.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 933)
283 153 315 289 425 712 791
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 14,719
COMMITMENTS
3,596 63 1,326 6,329 12,228 11,251 13,617 3,468 1,102
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -874)
-1,416 -47 208 711 -823 -497 -662 -376 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 0.4 9.0 43.0 83.1 76.4 92.5 23.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 3 7 16 15 40 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 851,201
COMMITMENTS
167,694 36,466 276,218 337,808 440,086 781,719 752,769 69,482 98,432
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -12,714)
-4,591 -2,915 2,512 -7,587 -6,242 -9,666 -6,645 -3,049 -6,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.3 32.5 39.7 51.7 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
203 101 231 142 215 446 482
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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 CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED 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: 10,774
COMMITMENTS
415 7,638 2,084 7,769 866 10,267 10,588 507 186
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -38)
-69 -212 210 -227 -28 -86 -30 48 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 70.9 19.3 72.1 8.0 95.3 98.3 4.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 7 9 6 19 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 439,456
COMMITMENTS
99,509 34,316 84,906 215,333 290,827 399,748 410,050 39,709 29,407
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 266)
12,559 -3,176 2,739 -12,177 3,970 3,121 3,533 -2,855 -3,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 7.8 19.3 49.0 66.2 91.0 93.3 9.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
99 66 92 69 77 215 197
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 726,435
COMMITMENTS
94,814 125,258 28,173 452,963 402,915 575,950 556,346 150,485 170,089
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 15,775)
27,906 11,018 2,860 16,609 21,928 47,375 35,806 -31,600 -20,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 17.2 3.9 62.4 55.5 79.3 76.6 20.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
23 37 30 82 73 122 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 364,858
COMMITMENTS
44,907 62,918 12,664 240,158 232,558 297,729 308,141 67,129 56,717
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 32,254)
1,287 -697 7,688 29,096 25,438 38,071 32,429 -5,817 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 17.2 3.5 65.8 63.7 81.6 84.5 18.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 12 7 40 29 51 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 245,781
COMMITMENTS
48,164 25,231 50,786 109,352 146,637 208,301 222,654 37,480 23,127
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 4,122)
-2,315 1,536 7,515 329 -4,777 5,529 4,274 -1,407 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 10.3 20.7 44.5 59.7 84.8 90.6 15.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
61 31 65 73 64 174 141
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 27,175
COMMITMENTS
8,222 2,489 3,307 8,019 19,927 19,548 25,723 7,628 1,452
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 353)
-950 -60 920 517 -795 487 65 -134 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 9.2 12.2 29.5 73.3 71.9 94.7 28.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
59 17 25 29 22 105 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 909,747
COMMITMENTS
167,152 190,053 36,248 613,609 547,050 817,009 773,350 92,737 136,396
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -104,380)
-30,740 -41,150 -6,921 -55,706 -40,310 -93,367 -88,380 -11,013 -16,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 20.9 4.0 67.4 60.1 89.8 85.0 10.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
30 48 28 93 118 139 178
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,781,510
COMMITMENTS
168,365 209,307 179,919 1142388 1036287 1490672 1425513 290,838 355,997
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -39,171)
-4,614 -89,360 44,005 -69,284 33,344 -29,893 -12,011 -9,278 -27,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 11.7 10.1 64.1 58.2 83.7 80.0 16.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
46 49 64 131 140 207 223
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,347,763
COMMITMENTS
277,292 126,599 83,059 814,024 855,758 1174375 1065416 173,388 282,347
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -63,930)
-41,194 2,269 -1,713 -865 -34,294 -43,772 -33,738 -20,158 -30,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 9.4 6.2 60.4 63.5 87.1 79.1 12.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
30 37 34 98 96 143 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 772,618
COMMITMENTS
103,744 46,281 241,249 387,510 427,676 732,503 715,207 40,115 57,411
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -64,344)
-127 -1,411 -24,173 -35,327 -39,646 -59,627 -65,229 -4,717 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.0 31.2 50.2 55.4 94.8 92.6 5.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
36 26 39 56 54 107 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 60,982
COMMITMENTS
13,818 4,272 5,008 33,413 45,407 52,239 54,687 8,743 6,295
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,122)
-2,543 -1,348 1,455 2,281 2,928 1,193 3,035 -71 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 7.0 8.2 54.8 74.5 85.7 89.7 14.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 15 14 38 33 78 57
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 12,807
COMMITMENTS
4,122 811 0 6,698 9,783 10,820 10,594 1,987 2,213
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 953)
796 58 0 116 944 912 1,002 41 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 6.3 0.0 52.3 76.4 84.5 82.7 15.5 17.3
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
OPTION AND FUTURES COMBINED 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: 96,351
COMMITMENTS
26,286 13,816 3,122 53,431 71,247 82,839 88,186 13,512 8,165
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 339)
-4,853 -986 1,084 4,330 3,968 562 4,066 -223 -3,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 14.3 3.2 55.5 73.9 86.0 91.5 14.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 16 9 36 32 71 53
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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