WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 545,301
COMMITMENTS
92,892 130,342 143,822 269,528 216,049 506,242 490,214 39,059 55,087
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,295)
1,756 -1,936 3,953 910 1,989 6,619 4,006 -3,325 -712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 23.9 26.4 49.4 39.6 92.8 89.9 7.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
112 155 174 86 111 311 343
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,744,273
COMMITMENTS
362,405 107,333 508,435 709,836 833,448 1580676 1449216 163,597 295,057
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -36,897)
-18,216 20,162 -22,856 8,164 -36,611 -32,908 -39,305 -3,989 2,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.2 29.1 40.7 47.8 90.6 83.1 9.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
201 144 246 241 339 545 635
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED 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: 8,833
COMMITMENTS
3,909 1,451 3,306 1,013 3,600 8,228 8,357 605 476
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -623)
-109 -19 -506 2 -135 -612 -660 -11 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 16.4 37.4 11.5 40.8 93.2 94.6 6.8 5.4
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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,622
COMMITMENTS
2,415 814 706 6,271 8,482 9,392 10,002 2,230 1,620
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 234)
700 -84 132 -679 362 153 410 80 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 7.0 6.1 54.0 73.0 80.8 86.1 19.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 10 5 15 12 29 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 939,213
COMMITMENTS
251,713 28,086 291,093 330,769 517,715 873,575 836,894 65,638 102,319
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 34,937)
5,850 -6,350 11,057 16,928 29,683 33,836 34,390 1,101 547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 3.0 31.0 35.2 55.1 93.0 89.1 7.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
223 129 246 165 200 504 481
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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 CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED 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: 7,800
COMMITMENTS
896 1,154 3,785 2,811 2,629 7,493 7,568 307 232
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.8 48.5 36.0 33.7 96.1 97.0 3.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 8 6 10 16 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 414,479
COMMITMENTS
94,978 60,351 76,096 203,546 251,621 374,619 388,069 39,860 26,411
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 18,134)
2,827 -309 3,992 10,581 14,673 17,401 18,356 734 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 14.6 18.4 49.1 60.7 90.4 93.6 9.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
96 80 90 71 74 226 197
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 685,997
COMMITMENTS
45,086 82,239 50,920 448,808 389,533 544,814 522,691 141,183 163,306
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -90,034)
5,370 -15,765 -44,303 -43,771 -36,270 -82,704 -96,338 -7,330 6,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 12.0 7.4 65.4 56.8 79.4 76.2 20.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
24 36 36 85 81 132 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 351,737
COMMITMENTS
41,216 26,102 948 251,219 277,870 293,383 304,920 58,354 46,817
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -7,408)
192 1,333 38 -3,934 -576 -3,704 795 -3,704 -8,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 7.4 0.3 71.4 79.0 83.4 86.7 16.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 7 4 37 44 45 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 271,787
COMMITMENTS
93,169 14,736 47,409 87,248 187,909 227,826 250,054 43,962 21,733
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 4,494)
5,315 1,063 -779 -1,801 2,899 2,735 3,184 1,758 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 5.4 17.4 32.1 69.1 83.8 92.0 16.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
82 37 56 65 74 183 143
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 16,350
COMMITMENTS
4,097 5,643 1,504 7,384 7,094 12,984 14,241 3,366 2,109
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,268)
209 -654 537 79 1,307 826 1,190 442 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 34.5 9.2 45.2 43.4 79.4 87.1 20.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 24 15 23 20 58 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 881,608
COMMITMENTS
138,004 204,807 56,560 603,711 505,520 798,275 766,887 83,333 114,722
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -39,267)
-6,252 18,073 -18,208 -689 -31,838 -25,150 -31,972 -14,117 -7,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 23.2 6.4 68.5 57.3 90.5 87.0 9.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
30 42 26 102 98 142 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,148,547
COMMITMENTS
161,885 356,650 210,934 1505511 1201181 1878330 1768765 270,216 379,782
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -310,899)
-28,270 -17,546 -163,921 -113,433 -130,084 -305,624 -311,551 -5,275 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 16.6 9.8 70.1 55.9 87.4 82.3 12.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
33 73 61 150 163 224 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,554,213
COMMITMENTS
260,552 169,666 101,417 1027331 1026903 1389300 1297986 164,913 256,227
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -82,171)
-20,477 -26,101 -17,337 -25,173 -18,071 -62,987 -61,508 -19,184 -20,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 10.9 6.5 66.1 66.1 89.4 83.5 10.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
24 43 31 96 110 137 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 661,626
COMMITMENTS
80,001 78,697 141,710 413,820 395,441 635,531 615,849 26,096 45,778
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 13,998)
-2,462 2,069 -802 16,904 10,290 13,641 11,558 358 2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 11.9 21.4 62.5 59.8 96.1 93.1 3.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
18 20 30 48 53 81 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 54,660
COMMITMENTS
21,000 6,110 889 25,454 43,106 47,343 50,105 7,316 4,554
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 163)
-639 -394 304 -31 512 -366 422 529 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 11.2 1.6 46.6 78.9 86.6 91.7 13.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 14 9 33 30 73 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 109,319
COMMITMENTS
41,999 12,221 1,779 50,908 86,211 94,686 100,211 14,633 9,109
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 326)
-1,279 -788 608 -62 1,023 -733 843 1,059 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 11.2 1.6 46.6 78.9 86.6 91.7 13.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 14 9 33 30 73 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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