WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 628,819
COMMITMENTS
98,727 72,700 171,420 315,219 326,270 585,366 570,390 43,453 58,429
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -4,642)
3,343 4,180 -572 -4,494 -3,106 -1,722 503 -2,920 -5,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.6 27.3 50.1 51.9 93.1 90.7 6.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
160 134 206 109 141 376 396
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,481,319
COMMITMENTS
494,544 93,210 852,234 904,354 1234862 2251132 2180306 230,187 301,013
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -6,196)
18,197 1,224 1,136 -34,154 -807 -14,821 1,554 8,625 -7,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 3.8 34.3 36.4 49.8 90.7 87.9 9.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 964)
304 150 344 311 442 765 826
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,444
COMMITMENTS
3,227 144 1,172 7,683 12,878 12,082 14,194 3,362 1,251
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -154)
217 22 -78 -462 -28 -323 -84 170 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 0.9 7.6 49.7 83.4 78.2 91.9 21.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 4 6 21 14 41 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 912,002
COMMITMENTS
144,186 51,056 335,400 367,221 430,622 846,807 817,078 65,195 94,923
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -7,877)
-6,766 5,531 2,262 -653 -11,967 -5,157 -4,174 -2,719 -3,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.6 36.8 40.3 47.2 92.9 89.6 7.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
205 141 265 154 210 500 514
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,450
COMMITMENTS
21,005 1,998 209 8 5,666 21,222 7,873 3,228 16,577
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -952)
-1,025 16 -202 -9 -135 -1,236 -321 284 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.9 8.2 0.9 0.0 23.2 86.8 32.2 13.2 67.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 5 7 2 16 17 27
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,017
COMMITMENTS
1,061 9,183 2,139 8,038 383 11,238 11,705 779 313
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -82)
149 -711 637 -1,019 -9 -232 -83 150 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 76.4 17.8 66.9 3.2 93.5 97.4 6.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 6 8 13 7 28 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 442,448
COMMITMENTS
101,097 35,702 100,527 198,849 278,914 400,472 415,143 41,975 27,305
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -18,074)
3,977 -1,428 -9,939 -9,424 -2,788 -15,385 -14,154 -2,689 -3,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 8.1 22.7 44.9 63.0 90.5 93.8 9.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
105 68 109 70 75 240 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,978
COMMITMENTS
54,785 102,644 39,794 397,761 322,972 492,341 465,410 140,638 167,568
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 2,745)
20,416 -7,241 -578 2,581 19,238 22,419 11,418 -19,675 -8,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 16.2 6.3 62.8 51.0 77.8 73.5 22.2 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
27 38 39 71 70 121 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 325,362
COMMITMENTS
42,403 58,645 1,629 220,095 224,306 264,127 284,580 61,235 40,783
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,938)
-2,057 1,529 355 6,068 -3,848 4,366 -1,964 -6,305 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 18.0 0.5 67.6 68.9 81.2 87.5 18.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 10 3 35 32 41 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,527
COMMITMENTS
923 334 686 5,586 6,210 7,195 7,230 332 297
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -63)
345 59 -273 -87 211 -15 -3 -48 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.4 9.1 74.2 82.5 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 3 8 21 22 33 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 270,799
COMMITMENTS
44,702 35,812 54,601 129,255 149,924 228,559 240,338 42,240 30,461
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 10,876)
-1,815 2,265 4,878 8,257 1,889 11,320 9,033 -445 1,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 13.2 20.2 47.7 55.4 84.4 88.8 15.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
59 44 76 77 71 181 167
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,977
COMMITMENTS
7,243 3,463 2,451 9,129 18,287 18,822 24,200 7,154 1,776
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -379)
-154 -362 -50 -136 164 -340 -248 -39 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 13.3 9.4 35.1 70.4 72.5 93.2 27.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
53 18 21 29 22 93 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,101,399
COMMITMENTS
306,558 161,376 47,998 647,178 728,065 1001734 937,439 99,665 163,960
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,955)
52,247 -11,631 -12,136 -54,748 23,086 -14,637 -681 12,682 -1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 14.7 4.4 58.8 66.1 91.0 85.1 9.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
50 57 36 103 133 172 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,999,926
COMMITMENTS
188,111 214,055 230,078 1319783 1174363 1737972 1618496 261,954 381,430
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -22,956)
-10,302 -64,598 18,817 134 62,941 8,649 17,161 -31,605 -40,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 10.7 11.5 66.0 58.7 86.9 80.9 13.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
40 72 77 144 159 233 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,485,625
COMMITMENTS
303,580 113,801 105,783 879,232 978,147 1288595 1197732 197,030 287,893
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 31,246)
18,523 -8,427 5,947 10,266 46,956 34,735 44,477 -3,489 -13,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 7.7 7.1 59.2 65.8 86.7 80.6 13.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
39 33 34 107 115 156 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 998,691
COMMITMENTS
102,410 63,098 340,510 515,678 538,640 958,598 942,249 40,094 56,443
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 14,853)
6,509 4,304 5,532 18,868 18,980 30,909 28,816 -16,056 -13,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.3 34.1 51.6 53.9 96.0 94.3 4.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
33 30 46 65 70 119 130
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,502
COMMITMENTS
20,235 4,538 781 26,206 41,169 47,221 46,488 7,280 8,014
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -6,309)
-5,621 169 -194 -752 -6,662 -6,567 -6,686 258 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 8.3 1.4 48.1 75.5 86.6 85.3 13.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 10 7 32 31 71 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 109,004
COMMITMENTS
40,470 9,076 1,561 52,412 82,338 94,443 92,975 14,561 16,028
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -12,618)
-11,241 339 -388 -1,505 -13,323 -13,134 -13,373 516 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 8.3 1.4 48.1 75.5 86.6 85.3 13.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 10 7 32 31 71 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,543
COMMITMENTS
4,693 2,006 37 1,684 5,580 6,414 7,623 2,129 920
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 119)
137 337 0 -20 -218 117 119 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 23.5 0.4 19.7 65.3 75.1 89.2 24.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 5 1 1 4 13 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,067
COMMITMENTS
652 1,221 47 10,261 9,555 10,960 10,823 107 244
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -162)
170 -102 21 -348 -44 -157 -125 -5 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.0 0.4 92.7 86.3 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 8 1 6 14 10 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,131
COMMITMENTS
1,527 820 554 26,864 26,269 28,945 27,643 186 1,488
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 522)
210 -1,051 554 -307 122 457 -375 65 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.8 1.9 92.2 90.2 99.4 94.9 0.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 1 8 14 13 20
Updated April 22, 2011