WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 513,096
COMMITMENTS
91,949 143,312 116,381 264,987 198,814 473,317 458,507 39,778 54,589
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -36,749)
993 -7,224 -19,611 -16,480 -6,132 -35,098 -32,967 -1,651 -3,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 27.9 22.7 51.6 38.7 92.2 89.4 7.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
114 142 162 92 110 307 329
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,647,928
COMMITMENTS
361,372 117,180 442,842 682,195 802,512 1486410 1362534 161,519 285,394
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -122,246)
19,516 -16,328 -86,376 -55,559 -19,081 -122,418 -121,785 172 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 7.1 26.9 41.4 48.7 90.2 82.7 9.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705)
187 146 241 241 317 548 608
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,735
COMMITMENTS
1,758 1,540 437 7,411 8,059 9,606 10,036 2,129 1,699
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -1,147)
-202 183 -647 -517 -704 -1,367 -1,169 219 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 13.1 3.7 63.1 68.7 81.9 85.5 18.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 9 4 15 10 26 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 737,025
COMMITMENTS
174,336 38,534 227,311 279,568 380,771 681,216 646,616 55,810 90,409
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -26,886)
16,446 -3,911 -26,728 -16,835 6,402 -27,117 -24,238 230 -2,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 5.2 30.8 37.9 51.7 92.4 87.7 7.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
186 123 223 125 178 433 436
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 350,352
COMMITMENTS
81,289 47,988 69,617 161,615 205,749 312,522 323,355 37,831 26,998
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -26,628)
5,711 -2,136 -9,939 -23,987 -10,864 -28,214 -22,939 1,586 -3,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 13.7 19.9 46.1 58.7 89.2 92.3 10.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
85 63 97 68 75 217 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 739,859
COMMITMENTS
68,706 84,746 43,511 447,267 437,488 559,483 565,745 180,375 174,113
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 7,137)
-3,514 -1,075 -15,999 1,258 18,759 -18,254 1,686 25,391 5,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.5 5.9 60.5 59.1 75.6 76.5 24.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
33 30 35 81 78 132 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 406,239
COMMITMENTS
43,947 33,683 6,264 292,713 317,442 342,924 357,389 63,316 48,850
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 28,838)
-3,158 1,968 812 26,851 29,077 24,505 31,857 4,333 -3,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.3 1.5 72.1 78.1 84.4 88.0 15.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 9 5 41 35 51 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,383
COMMITMENTS
1,484 206 1,648 7,536 8,883 10,668 10,737 715 646
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 115)
151 0 -6 22 137 167 131 -52 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 1.8 14.5 66.2 78.0 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 2 6 21 25 36 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,482
COMMITMENTS
52,349 21,638 41,239 78,389 122,392 171,976 185,268 39,505 26,213
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 224)
10,099 -6,510 -895 -13,621 6,543 -4,417 -862 4,641 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 10.2 19.5 37.1 57.9 81.3 87.6 18.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
57 36 50 62 72 153 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,970
COMMITMENTS
3,157 5,892 2,160 7,659 5,731 12,975 13,783 2,995 2,187
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -136)
372 89 156 -942 -469 -413 -224 277 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 36.9 13.5 48.0 35.9 81.2 86.3 18.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 25 19 23 18 58 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 964,438
COMMITMENTS
188,051 165,251 46,491 600,887 630,941 835,428 842,682 129,010 121,756
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 58,598)
5,644 5,489 903 39,180 39,750 45,727 46,142 12,871 12,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 17.1 4.8 62.3 65.4 86.6 87.4 13.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
42 34 31 101 99 155 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,154,752
COMMITMENTS
202,258 235,039 161,638 1459842 1383804 1823738 1780480 331,014 374,271
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -93,145)
2,564 -27,982 -43,840 -81,985 -43,145 -123,261 -114,967 30,117 21,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 10.9 7.5 67.7 64.2 84.6 82.6 15.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
43 56 57 139 146 211 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,503,458
COMMITMENTS
348,283 135,765 62,848 848,126 1057134 1259257 1255747 244,200 247,710
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -51,510)
-5,566 -11,443 -33,978 -27,005 1,154 -66,550 -44,267 15,040 -7,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 9.0 4.2 56.4 70.3 83.8 83.5 16.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
35 28 33 85 100 135 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 660,796
COMMITMENTS
86,693 68,762 152,224 388,728 397,835 627,645 618,820 33,151 41,976
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 26,114)
5,575 2,269 5,291 14,302 16,982 25,168 24,541 946 1,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.4 23.0 58.8 60.2 95.0 93.6 5.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 22 33 49 55 83 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,994
COMMITMENTS
21,242 5,157 1,448 28,415 46,134 51,105 52,738 6,889 5,256
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,865)
1,946 664 377 494 1,737 2,818 2,778 47 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 8.9 2.5 49.0 79.5 88.1 90.9 11.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 15 10 36 30 70 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,989
COMMITMENTS
42,484 10,313 2,896 56,830 92,267 102,210 105,477 13,778 10,512
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 5,729)
3,893 1,327 754 989 3,475 5,636 5,556 93 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 8.9 2.5 49.0 79.5 88.1 90.9 11.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 15 10 36 30 70 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,968
COMMITMENTS
14,476 7,057 1,078 1,361 8,830 16,915 16,965 53 3
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 449)
443 339 13 0 220 456 572 -7 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.3 41.6 6.4 8.0 52.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 10 3 1 3 15 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,650
COMMITMENTS
2,887 205 110 7,369 10,233 10,366 10,548 284 102
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 96)
208 -89 100 -219 88 89 99 7 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 1.9 1.0 69.2 96.1 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 3 2 6 11 16 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,017
COMMITMENTS
3,045 564 12 8,708 11,345 11,765 11,921 252 96
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -918)
330 -347 12 -1,246 -633 -904 -968 -14 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 4.7 0.1 72.5 94.4 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 1 4 13 11 21
Updated March 2, 2012