WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 542,006
COMMITMENTS
91,136 132,278 139,870 268,617 214,060 499,623 486,207 42,383 55,799
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 16,135)
-959 -3,335 7,737 9,284 12,801 16,063 17,203 72 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 24.4 25.8 49.6 39.5 92.2 89.7 7.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
124 140 165 90 111 308 334
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,781,170
COMMITMENTS
380,621 87,172 531,291 701,672 870,058 1613584 1488521 167,586 292,649
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 16,812)
5,026 -14,201 13,751 -4,829 16,345 13,949 15,895 2,863 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.9 29.8 39.4 48.8 90.6 83.6 9.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740)
214 150 254 236 342 561 641
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED 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: 9,456
COMMITMENTS
4,018 1,470 3,811 1,010 3,735 8,840 9,017 616 439
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 15.5 40.3 10.7 39.5 93.5 95.4 6.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 2 9 6 8 16 18
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,388
COMMITMENTS
1,715 898 574 6,950 8,120 9,239 9,591 2,150 1,797
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -793)
19 -1,844 32 -572 1,488 -522 -325 -271 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.9 5.0 61.0 71.3 81.1 84.2 18.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 12 5 16 12 28 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 904,276
COMMITMENTS
245,864 34,436 280,035 313,841 488,032 839,740 802,503 64,536 101,773
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 57,483)
24,844 1,671 13,776 15,107 36,667 53,727 52,114 3,755 5,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 3.8 31.0 34.7 54.0 92.9 88.7 7.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
219 124 235 156 197 480 471
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 396,345
COMMITMENTS
92,150 60,660 72,104 192,964 236,949 357,219 369,713 39,126 26,632
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 9,199)
2,336 -2,484 2,041 4,602 10,027 8,979 9,583 220 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 15.3 18.2 48.7 59.8 90.1 93.3 9.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
98 69 85 69 74 216 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 776,031
COMMITMENTS
39,717 98,004 95,223 492,578 425,802 627,518 619,029 148,513 157,002
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 43,754)
-20,922 6,177 32,764 35,266 13,207 47,109 52,149 -3,355 -8,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 12.6 12.3 63.5 54.9 80.9 79.8 19.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
26 41 45 95 92 150 149
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 359,145
COMMITMENTS
41,024 24,769 910 255,153 278,446 297,087 304,125 62,058 55,020
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 6,644)
1,110 -4,176 21 8,046 12,743 9,177 8,588 -2,533 -1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.9 0.3 71.0 77.5 82.7 84.7 17.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 7 4 37 40 45 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 267,293
COMMITMENTS
87,854 13,673 48,187 89,049 185,010 225,090 246,871 42,203 20,423
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 15,263)
6,803 -2,877 4,908 4,882 13,560 16,594 15,591 -1,331 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 5.1 18.0 33.3 69.2 84.2 92.4 15.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
80 31 57 65 77 179 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 15,083
COMMITMENTS
3,888 6,297 967 7,304 5,787 12,159 13,051 2,924 2,032
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -119)
121 -43 -50 -185 124 -113 31 -5 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 41.8 6.4 48.4 38.4 80.6 86.5 19.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 26 10 22 19 50 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 920,875
COMMITMENTS
144,256 186,734 74,768 604,401 537,358 823,425 798,859 97,450 122,016
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 46,865)
-26,924 27,468 18,150 56,391 -6,834 47,617 38,784 -752 8,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 20.3 8.1 65.6 58.4 89.4 86.7 10.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
33 39 30 106 99 150 157
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,459,446
COMMITMENTS
190,155 374,196 374,855 1618945 1331265 2183955 2080316 275,491 379,130
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 283,049)
-27,535 84,716 173,751 164,888 26,772 311,104 285,240 -28,055 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 15.2 15.2 65.8 54.1 88.8 84.6 11.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
49 70 74 158 164 244 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,636,384
COMMITMENTS
281,029 195,767 118,754 1052504 1044974 1452287 1359494 184,096 276,889
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 138,245)
-33,652 31,982 51,214 140,124 39,315 157,686 122,511 -19,440 15,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 12.0 7.3 64.3 63.9 88.7 83.1 11.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
31 37 32 93 114 138 169
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 647,628
COMMITMENTS
82,463 76,628 142,512 396,915 385,151 621,890 604,291 25,738 43,337
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 29,802)
3,191 832 11,360 18,647 19,191 33,198 31,383 -3,396 -1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 11.8 22.0 61.3 59.5 96.0 93.3 4.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 16 30 46 53 79 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 54,497
COMMITMENTS
21,639 6,504 586 25,485 42,594 47,710 49,684 6,787 4,813
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -43,492)
-1,950 1,657 -7,514 -30,519 -34,902 -39,983 -40,759 -3,509 -2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 11.9 1.1 46.8 78.2 87.5 91.2 12.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 15 9 30 30 69 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 108,994
COMMITMENTS
43,278 13,008 1,171 50,970 85,188 95,419 99,368 13,574 9,626
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -46,821)
-3,897 2,065 -5,505 -34,381 -40,894 -43,783 -44,334 -3,039 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 11.9 1.1 46.8 78.2 87.5 91.2 12.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 15 9 30 30 69 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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