WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 625,992
COMMITMENTS
91,046 78,001 174,650 312,976 311,486 578,672 564,138 47,321 61,855
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -10,221)
-6,208 6,006 674 -3,371 -15,814 -8,905 -9,134 -1,317 -1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.5 27.9 50.0 49.8 92.4 90.1 7.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
130 158 198 102 138 357 392
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,328,827
COMMITMENTS
399,214 94,860 764,926 955,632 1182017 2119773 2041804 209,054 287,023
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 2,322)
-33,768 -5,406 30,660 13,751 -17,370 10,642 7,884 -8,320 -5,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.1 32.8 41.0 50.8 91.0 87.7 9.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 882)
250 153 302 299 422 685 765
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,718
COMMITMENTS
2,157 429 1,588 7,752 11,163 11,497 13,180 3,221 1,538
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -639)
-498 -46 -102 -30 -524 -630 -673 -9 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 2.9 10.8 52.7 75.8 78.1 89.5 21.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 5 9 18 15 37 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 896,050
COMMITMENTS
164,440 35,153 310,823 354,426 452,069 829,689 798,045 66,362 98,005
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,809)
10,651 -7,753 1,498 -13,198 9,904 -1,050 3,649 -1,759 -6,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 3.9 34.7 39.6 50.5 92.6 89.1 7.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
213 103 225 145 210 446 469
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,668
COMMITMENTS
21,745 2,089 342 21 5,706 22,108 8,137 2,560 16,531
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 805)
908 272 172 -1 266 1,079 710 -274 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.2 8.5 1.4 0.1 23.1 89.6 33.0 10.4 67.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 6 6 1 15 21 27
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,410
COMMITMENTS
427 9,359 1,936 9,300 841 11,664 12,137 747 274
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 144)
-43 743 -544 621 -112 34 87 110 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 75.4 15.6 74.9 6.8 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 6 10 7 19 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,544
COMMITMENTS
83,999 35,045 99,885 213,817 271,197 397,701 406,127 34,843 26,417
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -32,628)
-397 -3,875 -6,105 -13,748 -8,150 -20,250 -18,130 -12,377 -14,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 8.1 23.1 49.4 62.7 91.9 93.9 8.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
91 56 103 74 81 220 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 686,238
COMMITMENTS
81,493 95,318 40,866 420,052 386,063 542,411 522,247 143,828 163,991
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 5,790)
12,337 -2,330 2,586 -6,967 4,578 7,957 4,834 -2,167 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 13.9 6.0 61.2 56.3 79.0 76.1 21.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
28 30 37 82 77 129 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 317,773
COMMITMENTS
43,479 58,354 1,423 205,866 215,333 250,768 275,110 67,004 42,663
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -6,722)
-121 -4,858 -3,056 -958 2,158 -4,135 -5,756 -2,587 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 18.4 0.4 64.8 67.8 78.9 86.6 21.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 10 4 31 32 39 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,847
COMMITMENTS
686 250 840 5,756 6,297 7,282 7,387 565 460
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -197)
-399 -72 163 -187 -360 -423 -269 226 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.2 10.7 73.4 80.2 92.8 94.1 7.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 5 18 20 27 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 253,049
COMMITMENTS
53,161 23,989 48,684 111,425 158,002 213,269 230,675 39,780 22,374
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,023)
8,124 -4,033 -2,155 -8,046 9,175 -2,077 2,987 1,054 -4,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 9.5 19.2 44.0 62.4 84.3 91.2 15.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
71 28 58 74 69 175 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,629
COMMITMENTS
7,280 3,344 3,014 8,947 18,527 19,241 24,885 7,388 1,744
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 702)
40 205 265 255 544 560 1,014 143 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 12.6 11.3 33.6 69.6 72.3 93.4 27.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
54 17 19 29 23 92 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 964,318
COMMITMENTS
256,853 154,368 54,432 543,520 617,617 854,806 826,417 109,512 137,901
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 44,029)
37,316 -4,568 15,145 -10,883 29,983 41,577 40,560 2,452 3,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 16.0 5.6 56.4 64.0 88.6 85.7 11.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
50 45 32 89 122 156 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,071,232
COMMITMENTS
201,384 198,522 308,379 1270652 1198021 1780416 1704922 290,817 366,311
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 20,363)
29,887 -27,950 31,215 -8,186 40,614 52,916 43,879 -32,553 -23,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 9.6 14.9 61.3 57.8 86.0 82.3 14.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
61 59 77 143 161 236 265
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,382,960
COMMITMENTS
292,226 125,640 117,273 759,271 864,081 1168770 1106995 214,189 275,965
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 76,171)
53,439 16,767 108 16,287 52,296 69,834 69,171 6,337 7,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 9.1 8.5 54.9 62.5 84.5 80.0 15.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
34 39 38 98 102 149 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 917,839
COMMITMENTS
120,413 63,298 301,022 462,792 508,290 884,226 872,610 33,613 45,230
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 48,640)
21,690 -1,022 14,536 8,918 35,121 45,144 48,635 3,496 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 6.9 32.8 50.4 55.4 96.3 95.1 3.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
39 30 44 62 62 118 121
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,321
COMMITMENTS
15,416 4,134 921 24,708 34,767 41,045 39,822 5,277 6,500
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -19,771)
3,539 1,265 -4,774 -13,898 -11,352 -15,133 -14,861 -4,638 -4,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 8.9 2.0 53.3 75.1 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 12 8 26 31 51 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,643
COMMITMENTS
30,832 8,267 1,841 49,416 69,534 82,089 79,643 10,554 13,000
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -9,690)
9,094 -884 -5,069 -10,487 -1,820 -6,462 -7,772 -3,228 -1,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 8.9 2.0 53.3 75.1 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 12 8 26 31 51 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,822
COMMITMENTS
6,498 4,562 37 2,223 4,199 8,758 8,798 64 24
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,490)
2,000 1,985 -454 -490 -542 1,056 989 -2,546 -2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 51.7 0.4 25.2 47.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 5 1 3 2 16 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,963
COMMITMENTS
398 1,799 10 11,463 9,883 11,871 11,692 92 271
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,242)
-479 749 3 1,675 580 1,199 1,332 43 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 15.0 0.1 95.8 82.6 99.2 97.7 0.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 8 1 7 14 9 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,898
COMMITMENTS
2,974 1,387 0 25,342 27,482 28,316 28,869 582 29
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -335)
575 -108 0 -1,264 -120 -689 -228 354 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.8 0.0 87.7 95.1 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 0 7 15 11 20
Updated March 25, 2011