WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 614,599
COMMITMENTS
91,930 72,798 157,541 315,657 323,016 565,128 553,355 49,471 61,243
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 5,277)
-3,425 -3,623 2,684 8,531 9,604 7,790 8,665 -2,513 -3,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 11.8 25.6 51.4 52.6 92.0 90.0 8.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
142 148 195 96 141 358 384
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,322,358
COMMITMENTS
476,095 88,635 716,364 904,438 1216851 2096898 2021849 225,460 300,508
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -12,211)
-31,769 -6,291 16,002 6,352 -20,656 -9,415 -10,945 -2,795 -1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.8 30.8 38.9 52.4 90.3 87.1 9.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 894)
273 145 305 291 415 694 762
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,668
COMMITMENTS
3,413 71 979 6,622 12,154 11,014 13,204 3,654 1,465
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -51)
-183 8 -347 293 -74 -237 -413 186 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 0.5 6.7 45.1 82.9 75.1 90.0 24.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 3 6 18 15 41 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 867,118
COMMITMENTS
173,052 28,777 285,392 337,443 451,610 795,887 765,780 71,231 101,339
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 15,917)
5,359 -7,689 9,175 -365 11,524 14,168 13,010 1,749 2,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.3 32.9 38.9 52.1 91.8 88.3 8.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
218 97 217 145 215 448 464
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 23,438
COMMITMENTS
20,623 1,515 171 23 5,370 20,817 7,056 2,621 16,382
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 520)
260 78 -128 -1 134 131 84 389 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.0 6.5 0.7 0.1 22.9 88.8 30.1 11.2 69.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 4 6 2 14 19 24
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,074
COMMITMENTS
497 8,280 2,628 8,450 950 11,575 11,857 499 216
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,300)
83 641 544 681 84 1,308 1,269 -8 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 68.6 21.8 70.0 7.9 95.9 98.2 4.1 1.8
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 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 447,828
COMMITMENTS
103,505 32,010 93,266 214,289 299,022 411,060 424,299 36,768 23,529
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 8,372)
3,996 -2,306 8,360 -1,044 8,195 11,312 14,249 -2,941 -5,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 7.1 20.8 47.9 66.8 91.8 94.7 8.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
106 54 89 69 77 220 192
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,474
COMMITMENTS
86,405 106,053 31,385 426,020 381,594 543,811 519,032 148,663 173,443
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -33,961)
-8,409 -19,205 3,212 -26,943 -21,322 -32,139 -37,314 -1,822 3,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 15.3 4.5 61.5 55.1 78.5 75.0 21.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
23 35 33 81 73 122 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 332,911
COMMITMENTS
45,772 62,286 8,234 218,528 214,752 272,534 285,272 60,378 47,640
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -31,947)
865 -633 -4,430 -21,630 -17,807 -25,195 -22,869 -6,752 -9,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 18.7 2.5 65.6 64.5 81.9 85.7 18.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 12 6 41 32 52 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,862
COMMITMENTS
1,059 598 445 5,993 6,417 7,497 7,460 365 402
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -320)
299 128 -211 -466 -296 -378 -379 58 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.6 5.7 76.2 81.6 95.4 94.9 4.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 5 20 25 27 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 250,287
COMMITMENTS
44,565 23,463 51,922 112,189 149,290 208,676 224,674 41,610 25,612
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 4,506)
-3,598 -1,768 1,136 2,837 2,652 375 2,020 4,131 2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 9.4 20.7 44.8 59.6 83.4 89.8 16.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
51 37 59 76 65 167 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,277
COMMITMENTS
8,651 3,049 2,886 8,405 19,763 19,942 25,697 7,335 1,580
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 102)
429 560 -421 386 -164 394 -26 -292 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 11.2 10.6 30.8 72.5 73.1 94.2 26.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
63 17 24 29 22 106 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 900,971
COMMITMENTS
199,770 144,452 32,784 574,164 581,644 806,718 758,880 94,253 142,091
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -8,776)
32,618 -45,601 -3,464 -39,445 34,594 -10,291 -14,470 1,515 5,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 16.0 3.6 63.7 64.6 89.5 84.2 10.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
32 49 31 90 121 142 181
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,903,165
COMMITMENTS
180,230 205,363 210,951 1246982 1117985 1638163 1534300 265,002 368,865
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 121,655)
11,865 -3,944 31,032 104,594 81,698 147,491 108,787 -25,836 12,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 10.8 11.1 65.5 58.7 86.1 80.6 13.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
48 51 66 131 145 209 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,319,788
COMMITMENTS
260,146 122,540 93,461 783,138 838,431 1136745 1054432 183,043 265,356
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -27,974)
-17,146 -4,059 10,402 -30,886 -17,327 -37,629 -10,983 9,655 -16,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 9.3 7.1 59.3 63.5 86.1 79.9 13.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
25 39 31 101 101 143 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 826,451
COMMITMENTS
98,983 51,751 277,710 417,153 446,777 793,846 776,238 32,605 50,213
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 53,833)
-4,760 5,469 36,461 29,643 19,101 61,343 61,031 -7,510 -7,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.3 33.6 50.5 54.1 96.1 93.9 3.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
30 33 43 58 60 111 116
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,515
COMMITMENTS
15,354 3,816 4,560 33,073 45,586 52,986 53,961 8,529 7,554
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 533)
1,536 -456 -449 -341 179 747 -726 -213 1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 6.2 7.4 53.8 74.1 86.1 87.7 13.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
33 13 16 36 35 77 61
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,864
COMMITMENTS
4,258 763 54 7,536 10,621 11,848 11,438 2,016 2,426
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,057)
136 -48 54 838 838 1,028 844 29 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 5.5 0.4 54.4 76.6 85.5 82.5 14.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 3 2 6 9 14 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,302
COMMITMENTS
29,226 13,141 1,977 51,073 69,929 82,276 85,047 13,026 10,256
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,048)
2,940 -676 -1,145 -2,357 -1,318 -563 -3,139 -486 2,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 13.8 2.1 53.6 73.4 86.3 89.2 13.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
33 15 12 34 34 70 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,421
COMMITMENTS
4,557 2,535 37 1,737 3,849 6,331 6,421 90 0
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 787)
753 351 0 16 465 769 816 18 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.0 39.5 0.6 27.1 59.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 3 1 1 4 13 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,679
COMMITMENTS
799 1,337 843 12,981 12,237 14,623 14,417 56 262
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 247)
40 -20 453 -239 -199 254 234 -7 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.1 5.7 88.4 83.4 99.6 98.2 0.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 8 2 10 14 13 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 47,152
COMMITMENTS
1,016 1,559 874 45,126 44,517 47,016 46,950 136 202
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -183)
289 629 654 -1,184 -1,480 -241 -197 58 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.3 1.9 95.7 94.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 5 1 8 14 12 20
Updated March 11, 2011