WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 633,461
COMMITMENTS
95,384 68,520 171,991 319,713 329,375 587,088 569,887 46,373 63,575
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -8,672)
-1,000 -4,208 -10,935 2,807 6,427 -9,128 -8,716 456 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 10.8 27.2 50.5 52.0 92.7 90.0 7.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
153 141 201 112 138 377 392
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,487,515
COMMITMENTS
476,347 91,986 851,098 938,508 1235668 2265952 2178752 221,563 308,763
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 32,348)
25,273 -9,056 32,540 -22,357 9,732 35,456 33,216 -3,107 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 3.7 34.2 37.7 49.7 91.1 87.6 8.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 956)
297 159 345 304 434 754 826
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,598
COMMITMENTS
3,010 122 1,250 8,145 12,905 12,405 14,278 3,192 1,320
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -199)
377 -236 -288 -74 517 15 -7 -214 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.8 8.0 52.2 82.7 79.5 91.5 20.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 5 8 21 15 42 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 919,879
COMMITMENTS
150,952 45,525 333,138 367,874 442,589 851,964 821,252 67,914 98,626
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 21,046)
-14,852 8,069 28,058 10,912 -19,408 24,118 16,718 -3,073 4,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.9 36.2 40.0 48.1 92.6 89.3 7.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
209 130 251 147 210 484 497
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,402
COMMITMENTS
22,030 1,982 411 17 5,801 22,458 8,194 2,944 17,208
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -684)
-680 -652 -182 0 216 -862 -618 178 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.7 7.8 1.6 0.1 22.8 88.4 32.3 11.6 67.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 5 10 1 16 22 29
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,099
COMMITMENTS
912 9,894 1,501 9,057 392 11,470 11,787 629 312
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 110)
-76 305 -81 255 -126 98 98 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 81.8 12.4 74.9 3.2 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 6 7 13 7 26 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 460,522
COMMITMENTS
97,120 37,129 110,465 208,272 281,702 415,857 429,297 44,665 31,225
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -10,321)
-7,503 -810 -4,338 -5,128 -11,153 -16,970 -16,301 6,649 5,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 8.1 24.0 45.2 61.2 90.3 93.2 9.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
101 63 105 74 78 238 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 630,234
COMMITMENTS
34,369 109,886 40,372 395,180 303,734 469,921 453,992 160,312 176,242
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -23,682)
-37,609 -10,116 6,937 -13,959 -21,816 -44,631 -24,995 20,948 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 17.4 6.4 62.7 48.2 74.6 72.0 25.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
19 40 36 74 64 117 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 327,301
COMMITMENTS
44,460 57,116 1,274 214,027 228,154 259,760 286,544 67,540 40,757
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -1,749)
1,933 -2,359 -36 -4,783 1,241 -2,886 -1,154 1,137 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 17.5 0.4 65.4 69.7 79.4 87.5 20.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 10 3 33 32 40 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,590
COMMITMENTS
578 275 959 5,673 5,999 7,210 7,233 380 357
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 174)
-22 -94 184 156 99 318 189 -144 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.6 12.6 74.7 79.0 95.0 95.3 5.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 4 8 20 21 32 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 259,923
COMMITMENTS
46,518 33,547 49,723 120,998 148,035 217,239 231,305 42,685 28,619
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 3,313)
-2,953 5,661 284 7,328 -5,906 4,659 38 -1,346 3,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 12.9 19.1 46.6 57.0 83.6 89.0 16.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
57 43 67 73 62 171 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,356
COMMITMENTS
7,397 3,825 2,501 9,264 18,123 19,162 24,449 7,194 1,907
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -178)
-237 481 -121 139 -819 -219 -459 42 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 14.5 9.5 35.2 68.8 72.7 92.8 27.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
54 20 21 29 22 94 58
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,103,354
COMMITMENTS
254,312 173,007 60,134 701,926 704,979 1016371 938,121 86,982 165,233
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 46,205)
70,046 1,002 -10,599 -2,490 54,359 56,957 44,762 -10,751 1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 15.7 5.5 63.6 63.9 92.1 85.0 7.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
35 59 37 105 133 160 209
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,022,882
COMMITMENTS
198,413 278,653 211,261 1319649 1111422 1729323 1601335 293,559 421,547
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 29,424)
-5,466 7,209 -19,012 45,885 34,396 21,406 22,592 8,018 6,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 13.8 10.4 65.2 54.9 85.5 79.2 14.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
40 75 72 134 153 222 252
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,454,378
COMMITMENTS
285,057 122,228 99,836 868,967 931,191 1253860 1153255 200,519 301,123
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 22,354)
35,177 -1,068 14,881 -30,060 23,244 19,998 37,057 2,356 -14,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 8.4 6.9 59.7 64.0 86.2 79.3 13.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
30 43 37 103 113 152 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 983,838
COMMITMENTS
95,901 58,794 334,978 496,810 519,660 927,689 913,432 56,149 70,406
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 26,755)
-7,488 -9,345 12,003 18,648 18,231 23,162 20,889 3,592 5,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.0 34.0 50.5 52.8 94.3 92.8 5.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
28 29 42 60 64 110 119
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,811
COMMITMENTS
25,856 4,369 975 26,958 47,831 53,788 53,174 7,022 7,637
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 478)
-592 -632 102 807 1,673 317 1,144 161 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 7.2 1.6 44.3 78.7 88.5 87.4 11.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
37 7 6 29 31 67 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,621
COMMITMENTS
51,711 8,737 1,949 53,916 95,662 107,577 106,348 14,045 15,273
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 956)
-1,184 -1,264 204 1,614 3,347 635 2,287 321 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 7.2 1.6 44.3 78.7 88.5 87.4 11.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
37 7 6 29 31 67 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,424
COMMITMENTS
4,556 1,669 37 1,704 5,798 6,297 7,504 2,127 920
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -462)
-1,038 0 0 30 118 -1,008 118 546 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 19.8 0.4 20.2 68.8 74.8 89.1 25.2 10.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,229
COMMITMENTS
482 1,323 26 10,609 9,599 11,117 10,948 112 281
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 4)
-168 -30 19 169 -7 20 -18 -16 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.8 0.2 94.5 85.5 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 10 1 6 13 8 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,609
COMMITMENTS
1,317 1,871 0 27,171 26,147 28,488 28,018 121 591
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 144)
112 335 0 196 -550 308 -215 -164 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.5 0.0 95.0 91.4 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 6 0 8 14 10 20
Updated April 15, 2011