WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 525,871
COMMITMENTS
92,095 135,613 132,132 259,333 201,259 483,560 469,004 42,311 56,867
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 12,342)
-1,563 10,460 7,481 3,886 -5,322 9,804 12,619 2,538 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 25.8 25.1 49.3 38.3 92.0 89.2 8.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
123 149 165 87 107 305 335
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,764,358
COMMITMENTS
375,595 101,373 517,539 706,501 853,713 1599635 1472625 164,722 291,732
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 80,326)
7,611 6,473 37,911 25,463 26,559 70,985 70,943 9,341 9,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.7 29.3 40.0 48.4 90.7 83.5 9.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
202 154 251 239 336 558 634
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,181
COMMITMENTS
1,696 2,742 542 7,522 6,632 9,760 9,916 2,421 2,265
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 577)
183 1,154 22 310 -604 515 572 62 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 22.5 4.5 61.8 54.4 80.1 81.4 19.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 11 6 18 11 31 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 846,793
COMMITMENTS
221,019 32,766 266,259 298,734 451,365 786,012 750,389 60,781 96,404
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 57,261)
15,978 -795 25,489 13,226 31,840 54,693 56,534 2,567 727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 3.9 31.4 35.3 53.3 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
207 129 223 144 194 457 455
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 387,146
COMMITMENTS
89,814 63,144 70,063 188,363 226,922 348,240 360,129 38,906 27,017
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 30,715)
15,569 5,435 7,933 4,185 17,149 27,688 30,517 3,028 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 16.3 18.1 48.7 58.6 90.0 93.0 10.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
95 73 87 67 73 217 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 732,277
COMMITMENTS
60,638 91,826 62,459 457,312 412,595 580,409 566,880 151,868 165,397
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 13,665)
-17,626 6,814 13,371 20,409 -8,393 16,155 11,793 -2,489 1,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.5 8.5 62.5 56.3 79.3 77.4 20.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
38 31 42 89 85 146 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 352,500
COMMITMENTS
39,914 28,945 889 247,107 265,702 287,910 295,536 64,591 56,964
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -4,271)
-46 1,734 202 -10,642 -9,660 -10,486 -7,724 6,215 3,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 8.2 0.3 70.1 75.4 81.7 83.8 18.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 8 4 35 37 43 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,095
COMMITMENTS
1,580 450 1,495 7,529 8,772 10,604 10,717 491 378
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -120)
149 -74 -3 82 279 228 202 -348 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.1 13.5 67.9 79.1 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 5 7 20 25 35 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 252,030
COMMITMENTS
81,051 16,550 43,279 84,166 171,450 208,496 231,279 43,534 20,751
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 17,576)
12,606 616 1,638 524 18,369 14,768 20,624 2,808 -3,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 6.6 17.2 33.4 68.0 82.7 91.8 17.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
77 38 47 64 77 172 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,201
COMMITMENTS
3,766 6,340 1,017 7,489 5,663 12,272 13,020 2,929 2,181
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 106)
207 163 -16 -30 -31 161 116 -55 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 41.7 6.7 49.3 37.3 80.7 85.7 19.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 26 11 21 17 51 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 874,011
COMMITMENTS
171,180 159,266 56,618 548,010 544,192 775,808 760,076 98,202 113,935
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -26,317)
-25,855 23,812 5,139 6,456 -56,657 -14,260 -27,706 -12,057 1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 18.2 6.5 62.7 62.3 88.8 87.0 11.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
39 34 28 106 97 152 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,176,397
COMMITMENTS
217,690 289,480 201,103 1454057 1304493 1872851 1795077 303,546 381,320
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -812)
-25,561 28,353 30,334 -6,456 -63,872 -1,684 -5,185 872 4,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 13.3 9.2 66.8 59.9 86.1 82.5 13.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
38 75 66 147 158 230 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,498,138
COMMITMENTS
314,681 163,784 67,540 912,381 1005659 1294602 1236983 203,537 261,155
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 33,930)
-57,530 18,353 14,873 94,574 -15,701 51,917 17,526 -17,987 16,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 10.9 4.5 60.9 67.1 86.4 82.6 13.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
33 36 30 89 107 138 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 617,826
COMMITMENTS
79,272 75,795 131,152 378,269 365,961 588,692 572,908 29,134 44,918
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 42,184)
7,735 3,867 12,554 26,871 23,785 47,160 40,206 -4,976 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.3 21.2 61.2 59.2 95.3 92.7 4.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
21 18 29 47 52 80 88
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 97,989
COMMITMENTS
23,589 4,847 8,100 56,004 77,496 87,693 90,443 10,296 7,547
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 42,187)
4,544 -2,048 6,771 27,497 35,790 38,813 40,513 3,374 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.9 8.3 57.2 79.1 89.5 92.3 10.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 13 12 40 40 82 62
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 20,082
COMMITMENTS
2,851 2,224 1,913 13,328 14,455 18,092 18,592 1,990 1,490
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 11.1 9.5 66.4 72.0 90.1 92.6 9.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 5 8 12 13 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 155,815
COMMITMENTS
47,175 10,944 6,676 85,351 126,082 139,202 143,702 16,613 12,113
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 44,210)
9,084 -2,847 4,019 28,339 42,670 41,441 43,842 2,769 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 7.0 4.3 54.8 80.9 89.3 92.2 10.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
35 16 12 38 38 80 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,370
COMMITMENTS
14,519 7,773 1,439 1,361 8,118 17,319 17,330 51 40
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 196)
343 367 371 0 -460 714 278 -518 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.6 44.7 8.3 7.8 46.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 10 3 1 3 14 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,315
COMMITMENTS
1,949 290 45 7,092 8,875 9,086 9,210 229 105
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -359)
-181 -178 -270 138 70 -313 -378 -46 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 3.1 0.5 76.1 95.3 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 2 5 10 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,535
COMMITMENTS
2,537 482 0 5,710 7,961 8,247 8,443 288 92
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -2,921)
-628 -687 -814 -1,528 -1,088 -2,970 -2,589 49 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 5.6 0.0 66.9 93.3 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 0 5 13 12 20
Updated March 16, 2012