WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,102
COMMITMENTS
92,536 130,924 79,083 236,280 185,343 407,899 395,350 39,203 51,752
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 5,633)
-1,120 -3,897 1,622 5,306 9,150 5,808 6,875 -175 -1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 29.3 17.7 52.8 41.5 91.2 88.4 8.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
109 138 139 80 103 280 305
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,324,553
COMMITMENTS
391,254 79,542 228,627 569,311 770,797 1189192 1078966 135,361 245,587
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 2,214)
9,242 -15,043 -1,949 -6,232 19,708 1,061 2,716 1,153 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 6.0 17.3 43.0 58.2 89.8 81.5 10.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 708)
212 124 191 181 322 471 569
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,477
COMMITMENTS
1,829 988 136 6,530 7,675 8,495 8,799 1,982 1,678
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -924)
-123 -1,766 -6 -486 1,283 -615 -489 -309 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 9.4 1.3 62.3 73.3 81.1 84.0 18.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 11 4 16 12 28 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 640,011
COMMITMENTS
241,330 41,319 92,035 248,051 415,053 581,416 548,407 58,595 91,604
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 36,693)
24,859 -2,396 2,476 5,795 31,149 33,130 31,229 3,563 5,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 6.5 14.4 38.8 64.9 90.8 85.7 9.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537)
221 93 171 138 184 430 399
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 17,330
COMMITMENTS
13,746 424 420 105 3,026 14,271 3,870 3,059 13,460
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,264)
1,117 214 -185 -46 553 886 582 378 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.3 2.4 2.4 0.6 17.5 82.3 22.3 17.7 77.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 2 8 1 7 14 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 346,344
COMMITMENTS
96,109 62,420 39,461 172,378 218,610 307,948 320,491 38,396 25,853
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 6,672)
4,153 -3,734 1,181 932 9,573 6,266 7,020 406 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 18.0 11.4 49.8 63.1 88.9 92.5 11.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
103 57 72 62 65 203 171
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 573,955
COMMITMENTS
47,889 102,113 3,490 397,185 331,114 448,564 436,717 125,391 137,238
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -19,546)
-15,928 9,217 -559 8,204 -13,796 -8,283 -5,138 -11,263 -14,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 17.8 0.6 69.2 57.7 78.2 76.1 21.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
27 37 12 75 77 111 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,745
COMMITMENTS
41,024 24,769 910 254,500 277,639 296,434 303,318 60,311 53,427
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 5,696)
1,110 -4,176 21 7,545 12,502 8,676 8,347 -2,980 -2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 6.9 0.3 71.3 77.8 83.1 85.0 16.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 7 4 37 40 45 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,103
COMMITMENTS
1,969 269 1,422 7,124 8,945 10,515 10,636 588 467
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 8)
389 -181 -73 -405 173 -89 -81 97 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 2.4 12.8 64.2 80.6 94.7 95.8 5.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 5 5 20 23 34 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 237,159
COMMITMENTS
89,420 14,718 25,932 81,737 178,085 197,089 218,735 40,070 18,424
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 14,722)
7,734 -2,356 3,697 4,377 13,523 15,808 14,864 -1,086 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 6.2 10.9 34.5 75.1 83.1 92.2 16.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
81 30 49 61 70 171 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,603
COMMITMENTS
4,164 6,299 614 6,963 5,705 11,741 12,618 2,862 1,985
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -198)
194 -30 -108 -274 118 -188 -20 -10 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 43.1 4.2 47.7 39.1 80.4 86.4 19.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 25 9 21 19 49 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 843,092
COMMITMENTS
162,179 195,327 20,227 564,912 508,552 747,318 724,106 95,774 118,986
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 15,427)
-18,313 29,294 -2,248 36,386 -19,475 15,825 7,571 -398 7,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 23.2 2.4 67.0 60.3 88.6 85.9 11.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
31 41 17 97 92 135 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,786,732
COMMITMENTS
205,115 385,287 26,602 1317802 1042167 1549519 1454056 237,213 332,676
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -9,048)
-12,653 90,230 -827 43,282 -87,971 29,802 1,432 -38,850 -10,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 21.6 1.5 73.8 58.3 86.7 81.4 13.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
42 69 32 122 132 181 216
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,415,106
COMMITMENTS
278,363 198,861 10,612 953,000 940,955 1241975 1150428 173,131 264,678
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 34,310)
-34,708 28,374 1,083 88,501 -10,812 54,876 18,645 -20,566 15,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 14.1 0.7 67.3 66.5 87.8 81.3 12.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
31 35 13 80 96 115 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 553,560
COMMITMENTS
83,977 78,049 71,252 374,001 362,842 529,230 512,143 24,330 41,417
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 22,806)
5,678 -896 7,199 13,474 17,470 26,351 23,773 -3,545 -967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 14.1 12.9 67.6 65.5 95.6 92.5 4.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 16 25 45 50 73 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,205
COMMITMENTS
21,690 6,752 3 24,827 41,705 46,520 48,460 6,686 4,745
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -42,424)
-1,897 1,109 -6,848 -30,143 -34,003 -38,887 -39,742 -3,537 -2,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 12.7 0.0 46.7 78.4 87.4 91.1 12.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 15 2 28 30 61 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,410
COMMITMENTS
43,379 13,504 6 49,654 83,410 93,039 96,920 13,371 9,490
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -44,731)
-3,786 963 -4,194 -33,630 -39,096 -41,610 -42,327 -3,121 -2,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 12.7 0.0 46.7 78.4 87.4 91.1 12.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 15 2 28 30 61 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,831
COMMITMENTS
14,303 7,592 3,077 1,398 8,119 18,778 18,788 53 43
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,461)
-216 -181 1,638 37 1 1,459 1,458 2 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.0 40.3 16.3 7.4 43.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 9 5 3 3 16 15
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,643
COMMITMENTS
2,608 332 41 5,834 8,119 8,483 8,492 160 151
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -672)
659 42 -4 -1,258 -756 -603 -718 -69 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 3.8 0.5 67.5 93.9 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 1 5 12 12 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,047
COMMITMENTS
2,030 353 0 4,846 6,594 6,876 6,947 171 100
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -1,488)
-507 -129 0 -864 -1,367 -1,371 -1,496 -117 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 5.0 0.0 68.8 93.6 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 0 4 12 9 17
Updated March 23, 2012