WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,752
COMMITMENTS
100,754 154,525 68,174 256,911 180,622 425,839 403,321 30,913 53,431
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -11,677)
5,142 -261 -11,972 -3,461 -790 -10,291 -13,023 -1,386 1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 33.8 14.9 56.2 39.5 93.2 88.3 6.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
99 154 127 80 97 262 310
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,309,733
COMMITMENTS
313,627 166,553 223,918 637,005 659,288 1174550 1049759 135,183 259,974
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -45,289)
-32,027 31,330 -13,881 1,598 -59,738 -44,310 -42,289 -979 -3,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 12.7 17.1 48.6 50.3 89.7 80.2 10.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
177 162 217 220 303 516 587
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,908
COMMITMENTS
2,647 530 88 5,993 8,732 8,728 9,350 2,180 1,558
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -138)
90 -44 -8 -82 76 0 24 -138 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 4.9 0.8 54.9 80.1 80.0 85.7 20.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 5 3 16 13 29 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 815,826
COMMITMENTS
297,462 48,120 138,332 312,360 527,619 748,154 714,071 67,672 101,755
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 3,994)
11,293 -4,644 -7,529 -633 16,402 3,131 4,229 863 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 5.9 17.0 38.3 64.7 91.7 87.5 8.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
240 100 203 154 209 489 455
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 15,628
COMMITMENTS
12,240 310 238 25 3,051 12,503 3,599 3,125 12,029
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -3,589)
-3,232 -1,060 -254 -23 303 -3,509 -1,011 -80 -2,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.3 2.0 1.5 0.2 19.5 80.0 23.0 20.0 77.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 2 6 2 7 13 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 377,931
COMMITMENTS
111,373 56,971 53,785 170,421 241,775 335,579 352,531 42,352 25,400
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -10,629)
-6,791 715 -1,228 -2,937 -10,998 -10,956 -11,511 327 882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 15.1 14.2 45.1 64.0 88.8 93.3 11.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
111 60 87 67 71 228 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 578,534
COMMITMENTS
70,318 75,605 2,234 360,517 356,082 433,069 433,921 145,465 144,613
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 12,971)
4,863 6,479 -1,512 6,432 -3,492 9,783 1,475 3,188 11,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 13.1 0.4 62.3 61.5 74.9 75.0 25.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
26 37 13 73 77 107 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 364,099
COMMITMENTS
46,371 26,526 173 262,412 286,762 308,956 313,461 55,143 50,638
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,346)
2,575 -816 -76 -6,307 -1,208 -3,808 -2,100 1,462 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 7.3 0.0 72.1 78.8 84.9 86.1 15.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 7 2 40 44 47 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,379
COMMITMENTS
1,702 189 1,189 7,646 9,311 10,537 10,689 842 690
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -252)
-77 -150 -442 -71 169 -590 -423 338 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 1.7 10.4 67.2 81.8 92.6 93.9 7.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 5 20 23 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 268,419
COMMITMENTS
116,521 9,269 23,763 83,968 212,454 224,252 245,486 44,167 22,933
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,294)
5,678 -1,778 -1,875 -2,099 5,677 1,704 2,024 590 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 3.5 8.9 31.3 79.2 83.5 91.5 16.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
114 21 53 68 75 209 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,360
COMMITMENTS
4,086 4,064 1,122 6,574 8,617 11,782 13,803 3,578 1,557
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 12)
-83 -523 -87 -127 855 -297 245 309 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 26.5 7.3 42.8 56.1 76.7 89.9 23.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 19 11 22 17 55 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 917,755
COMMITMENTS
281,955 182,042 9,149 512,098 622,986 803,202 814,177 114,553 103,578
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 88,316)
73,289 79 1,952 12,031 82,186 87,272 84,217 1,044 4,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 19.8 1.0 55.8 67.9 87.5 88.7 12.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
41 48 16 95 97 143 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,819,927
COMMITMENTS
202,564 359,654 22,737 1319299 1089187 1544600 1471578 275,327 348,349
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 6,447)
1,749 -17,443 -3,019 2,572 9,890 1,302 -10,572 5,145 17,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.8 1.2 72.5 59.8 84.9 80.9 15.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
34 72 31 111 148 162 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,321,289
COMMITMENTS
390,818 172,437 18,303 657,915 880,575 1067036 1071315 254,253 249,974
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 13,357)
51,798 -6,400 -2,647 -63,004 15,004 -13,853 5,957 27,210 7,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 13.1 1.4 49.8 66.6 80.8 81.1 19.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
35 34 18 73 99 119 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 523,564
COMMITMENTS
49,103 76,238 71,873 373,282 325,104 494,258 473,215 29,306 50,349
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 5,482)
-2,016 -7,472 2,205 2,787 10,003 2,976 4,736 2,506 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 14.6 13.7 71.3 62.1 94.4 90.4 5.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
13 18 25 45 49 71 80
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,342
COMMITMENTS
19,659 6,055 30 23,115 39,770 42,803 45,855 7,539 4,487
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,394)
-429 -1,028 -58 -1,767 159 -2,253 -927 859 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 12.0 0.1 45.9 79.0 85.0 91.1 15.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 13 4 26 30 63 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,683
COMMITMENTS
39,317 12,110 59 46,230 79,540 85,606 91,709 15,077 8,974
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,788)
-857 -2,056 -116 -3,533 318 -4,506 -1,854 1,718 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 12.0 0.1 45.9 79.0 85.0 91.1 15.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 13 4 26 30 63 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,433
COMMITMENTS
5,104 5,951 885 1,361 577 7,350 7,413 83 20
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 21)
0 42 5 0 -21 5 26 16 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 80.1 11.9 18.3 7.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 2 1 2 14 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,931
COMMITMENTS
2,181 502 14 5,544 7,287 7,739 7,803 192 128
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,825)
-1,796 91 -7 -49 -1,906 -1,852 -1,822 27 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 6.3 0.2 69.9 91.9 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 6 11 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,662
COMMITMENTS
1,656 1,468 0 6,747 7,124 8,403 8,592 259 70
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 62)
-606 -45 0 611 89 5 44 57 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 16.9 0.0 77.9 82.2 97.0 99.2 3.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 8 0 5 13 12 21
Updated April 27, 2012