WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,665
COMMITMENTS
92,885 130,999 83,052 236,752 183,596 412,689 397,647 35,976 51,018
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,563)
349 75 3,969 472 -1,747 4,790 2,297 -3,227 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 29.2 18.5 52.8 40.9 92.0 88.6 8.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
105 145 151 75 100 286 310
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,309,002
COMMITMENTS
364,901 95,768 234,523 579,372 732,874 1178796 1063165 130,206 245,837
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -15,551)
-26,353 16,226 5,896 10,061 -37,923 -10,396 -15,801 -5,155 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 7.3 17.9 44.3 56.0 90.1 81.2 9.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 694)
188 129 192 190 319 463 570
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,648
COMMITMENTS
2,562 967 208 5,834 7,966 8,604 9,141 2,044 1,507
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 171)
733 -21 72 -696 291 109 342 62 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.1 2.0 54.8 74.8 80.8 85.8 19.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 10 5 15 12 29 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,581
COMMITMENTS
250,617 38,190 106,715 267,726 449,466 625,058 594,371 59,523 90,210
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 44,570)
9,287 -3,129 14,680 19,675 34,413 43,642 45,964 928 -1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 5.6 15.6 39.1 65.7 91.3 86.8 8.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
219 101 189 146 190 451 423
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 17,878
COMMITMENTS
13,964 415 362 84 3,168 14,410 3,945 3,468 13,933
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 548)
218 -9 -58 -21 142 139 75 409 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.1 2.3 2.0 0.5 17.7 80.6 22.1 19.4 77.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 2 7 1 7 14 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 365,795
COMMITMENTS
99,730 63,544 43,573 183,626 233,012 326,929 340,129 38,866 25,666
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 19,451)
3,621 1,124 4,112 11,248 14,402 18,981 19,638 470 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 17.4 11.9 50.2 63.7 89.4 93.0 10.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
107 63 80 65 67 214 180
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,340
COMMITMENTS
45,570 85,196 1,992 396,410 338,393 443,972 425,581 127,368 145,759
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -2,615)
-2,319 -16,917 -1,498 -775 7,279 -4,592 -11,136 1,977 8,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 14.9 0.3 69.4 59.2 77.7 74.5 22.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
19 37 8 71 66 97 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,177
COMMITMENTS
41,216 26,102 948 251,219 277,870 293,383 304,920 57,794 46,257
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -5,568)
192 1,333 38 -3,281 231 -3,051 1,602 -2,517 -7,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 7.4 0.3 71.5 79.1 83.5 86.8 16.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 7 4 37 44 45 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,433
COMMITMENTS
2,360 468 1,398 7,060 9,100 10,818 10,966 615 467
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 330)
391 199 -24 -64 155 303 330 27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 4.1 12.2 61.8 79.6 94.6 95.9 5.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 4 5 18 23 31 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 241,213
COMMITMENTS
93,557 15,633 25,071 80,967 181,026 199,595 221,730 41,618 19,483
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 4,054)
4,137 915 -861 -770 2,941 2,506 2,995 1,548 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 6.5 10.4 33.6 75.0 82.7 91.9 17.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
85 32 49 61 67 175 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,839
COMMITMENTS
4,281 5,652 1,194 7,071 6,936 12,546 13,782 3,293 2,057
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,236)
117 -647 580 108 1,231 805 1,164 431 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 35.7 7.5 44.6 43.8 79.2 87.0 20.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 21 14 22 20 57 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 816,724
COMMITMENTS
149,608 212,297 12,029 573,439 479,667 735,076 703,993 81,648 112,731
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -26,368)
-12,571 16,970 -8,198 8,527 -28,885 -12,242 -20,113 -14,126 -6,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 26.0 1.5 70.2 58.7 90.0 86.2 10.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
29 42 14 97 91 132 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,757,545
COMMITMENTS
167,145 362,862 25,154 1321767 1019119 1514066 1407135 243,479 350,410
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -29,187)
-37,970 -22,425 -1,448 3,965 -23,048 -35,453 -46,921 6,266 17,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 20.6 1.4 75.2 58.0 86.1 80.1 13.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
31 70 24 120 140 166 219
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,380,685
COMMITMENTS
264,349 169,515 17,447 941,606 946,433 1223402 1133395 157,283 247,290
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -34,421)
-14,014 -29,346 6,835 -11,394 5,478 -18,573 -17,033 -15,848 -17,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 12.3 1.3 68.2 68.5 88.6 82.1 11.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
28 37 13 78 98 113 141
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 571,439
COMMITMENTS
83,721 78,993 71,441 391,528 376,675 546,690 527,109 24,749 44,330
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 17,879)
-256 944 189 17,527 13,833 17,460 14,966 419 2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 13.8 12.5 68.5 65.9 95.7 92.2 4.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 19 25 47 50 75 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,369
COMMITMENTS
21,065 6,378 282 24,806 42,220 46,153 48,879 7,216 4,490
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 164)
-625 -375 279 -21 515 -367 419 530 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 11.9 0.5 46.5 79.1 86.5 91.6 13.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 14 3 30 30 65 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,737
COMMITMENTS
42,130 12,755 564 49,612 84,439 92,306 97,758 14,431 8,979
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 327)
-1,249 -749 558 -42 1,029 -733 838 1,060 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 11.9 0.5 46.5 79.1 86.5 91.6 13.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 14 3 30 30 65 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,535
COMMITMENTS
4,880 5,757 1,208 1,393 530 7,481 7,495 54 40
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -11,296)
-9,423 -1,835 -1,869 -5 -7,589 -11,297 -11,293 1 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.8 76.4 16.0 18.5 7.0 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 9 3 2 2 14 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,160
COMMITMENTS
4,004 352 24 5,987 9,646 10,015 10,022 145 138
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,517)
1,396 20 -17 153 1,527 1,532 1,530 -15 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 3.5 0.2 58.9 94.9 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 1 6 12 13 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,559
COMMITMENTS
1,846 826 0 5,590 6,636 7,436 7,462 123 97
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 512)
-184 473 0 744 42 560 515 -48 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 10.9 0.0 74.0 87.8 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 7 0 5 13 10 20
Updated March 30, 2012