WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 625,863
COMMITMENTS
91,606 77,404 174,618 313,445 310,850 579,669 562,871 46,194 62,992
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -129)
560 -598 -32 469 -636 997 -1,266 -1,127 1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 12.4 27.9 50.1 49.7 92.6 89.9 7.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
139 143 195 105 136 356 384
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,248,933
COMMITMENTS
403,389 93,421 709,186 923,150 1159244 2035726 1961851 213,207 287,082
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -79,894)
4,175 -1,439 -55,740 -32,482 -22,773 -84,047 -79,952 4,153 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.2 31.5 41.0 51.5 90.5 87.2 9.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 878)
261 142 294 294 422 672 763
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,743
COMMITMENTS
2,041 529 2,168 8,095 11,376 12,303 14,073 3,440 1,671
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,025)
-116 100 580 343 213 807 893 219 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 3.4 13.8 51.4 72.3 78.1 89.4 21.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 5 9 18 15 37 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 882,782
COMMITMENTS
158,660 33,607 302,830 355,678 451,233 817,169 787,670 65,613 95,112
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -13,269)
-5,779 -1,546 -7,993 1,252 -836 -12,520 -10,375 -748 -2,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.8 34.3 40.3 51.1 92.6 89.2 7.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
200 104 214 142 208 433 457
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,965
COMMITMENTS
21,960 2,028 371 21 5,803 22,352 8,202 2,613 16,763
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 297)
215 -61 29 0 97 244 65 53 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.0 8.1 1.5 0.1 23.2 89.5 32.9 10.5 67.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
20 5 5 1 15 21 25
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,649
COMMITMENTS
605 10,291 1,470 9,842 641 11,917 12,402 733 248
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 239)
177 931 -466 542 -200 253 265 -14 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 81.4 11.6 77.8 5.1 94.2 98.0 5.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 7 13 7 24 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 445,532
COMMITMENTS
88,965 34,055 106,361 214,336 279,710 409,662 420,125 35,870 25,406
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 12,988)
4,966 -990 6,476 519 8,513 11,961 13,998 1,027 -1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 7.6 23.9 48.1 62.8 91.9 94.3 8.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
98 59 100 76 79 231 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 650,741
COMMITMENTS
74,718 94,157 32,071 399,147 353,141 505,935 479,368 144,806 171,373
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -35,497)
-6,775 -1,161 -8,795 -20,905 -32,923 -36,475 -42,879 979 7,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.5 4.9 61.3 54.3 77.7 73.7 22.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
20 32 33 75 68 115 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 321,700
COMMITMENTS
43,962 56,653 1,130 211,238 219,406 256,330 277,188 65,370 44,512
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 3,927)
483 -1,702 -293 5,372 4,073 5,561 2,078 -1,634 1,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 17.6 0.4 65.7 68.2 79.7 86.2 20.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 10 3 32 31 39 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,594
COMMITMENTS
566 277 661 5,915 6,305 7,142 7,243 452 351
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -253)
-120 27 -179 159 8 -140 -144 -113 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.6 8.7 77.9 83.0 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 4 18 20 25 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 251,646
COMMITMENTS
51,595 24,890 50,709 108,783 153,927 211,087 229,527 40,559 22,119
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -1,403)
-1,566 901 2,025 -2,642 -4,075 -2,183 -1,148 779 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 9.9 20.2 43.2 61.2 83.9 91.2 16.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
63 33 56 73 68 167 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,423
COMMITMENTS
7,283 3,250 2,821 9,204 18,569 19,308 24,639 7,115 1,784
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -206)
4 -94 -194 257 42 67 -245 -274 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 12.3 10.7 34.8 70.3 73.1 93.3 26.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
56 18 22 30 22 97 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 975,217
COMMITMENTS
236,677 128,143 68,493 565,688 629,522 870,857 826,158 104,360 149,060
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 10,899)
-20,176 -26,225 14,060 22,167 11,906 16,052 -259 -5,152 11,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 13.1 7.0 58.0 64.6 89.3 84.7 10.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
45 49 34 88 119 153 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,952,550
COMMITMENTS
201,946 215,959 230,061 1237467 1116989 1669474 1563008 283,077 389,542
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -118,682)
562 17,437 -78,319 -33,185 -81,032 -110,942 -141,914 -7,740 23,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.1 11.8 63.4 57.2 85.5 80.0 14.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
54 59 69 128 147 217 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,379,590
COMMITMENTS
270,062 132,157 84,292 813,731 883,060 1168086 1099509 211,504 280,080
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -3,370)
-22,164 6,517 -32,981 54,460 18,979 -684 -7,485 -2,686 4,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 9.6 6.1 59.0 64.0 84.7 79.7 15.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
28 38 34 96 104 143 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 963,401
COMMITMENTS
117,701 60,147 320,247 490,829 536,815 928,776 917,209 34,624 46,192
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 45,561)
-2,712 -3,151 19,225 28,037 28,524 44,550 44,599 1,011 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 6.2 33.2 50.9 55.7 96.4 95.2 3.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
33 30 44 61 65 116 122
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,239
COMMITMENTS
24,111 4,452 967 25,917 48,951 50,995 54,370 9,244 5,868
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 13,917)
8,695 318 47 1,209 14,184 9,950 14,549 3,967 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 7.4 1.6 43.0 81.3 84.7 90.3 15.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 12 9 26 32 54 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,477
COMMITMENTS
48,222 8,903 1,935 51,833 97,903 101,990 108,740 18,487 11,737
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 27,834)
17,389 636 94 2,418 28,368 19,901 29,097 7,934 -1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 7.4 1.6 43.0 81.3 84.7 90.3 15.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 12 9 26 32 54 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,679
COMMITMENTS
6,319 3,080 37 1,748 5,038 8,104 8,155 1,575 1,524
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 857)
-179 -1,482 0 -475 839 -654 -643 1,511 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 31.8 0.4 18.1 52.1 83.7 84.3 16.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 4 1 2 3 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,922
COMMITMENTS
273 1,265 11 11,556 10,386 11,840 11,662 82 260
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -41)
-125 -534 1 93 503 -31 -30 -10 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.6 0.1 96.9 87.1 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 1 6 14 8 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,480
COMMITMENTS
1,159 1,753 0 27,161 26,588 28,320 28,341 160 139
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -418)
-1,815 366 0 1,819 -894 4 -528 -422 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.2 0.0 95.4 93.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 0 7 15 11 21
Updated April 1, 2011