WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 581,365
COMMITMENTS
95,325 143,862 148,540 302,382 232,768 546,247 525,170 35,118 56,195
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,070)
-1,175 7,205 -13 3,243 -8,003 2,055 -811 -985 1,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 24.7 25.6 52.0 40.0 94.0 90.3 6.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
121 152 167 93 115 309 351
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,837,252
COMMITMENTS
353,677 126,481 560,447 755,124 836,221 1669248 1523148 168,004 314,103
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -19,054)
-4,592 3,950 -4,971 -8,682 -24,814 -18,245 -25,834 -809 6,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 6.9 30.5 41.1 45.5 90.9 82.9 9.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
217 164 278 257 333 606 664
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,348
COMMITMENTS
3,752 1,523 3,930 1,032 3,443 8,715 8,896 633 451
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -1,621)
-1,362 -700 -52 -169 -733 -1,582 -1,484 -39 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 16.3 42.0 11.0 36.8 93.2 95.2 6.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 9 5 7 16 17
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,100
COMMITMENTS
2,539 508 678 6,197 9,044 9,414 10,230 2,686 1,870
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 534)
62 64 97 122 282 281 443 253 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.2 5.6 51.2 74.7 77.8 84.5 22.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 7 5 17 14 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,095,714
COMMITMENTS
284,383 41,542 359,314 382,466 584,291 1026163 985,147 69,551 110,567
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 47,399)
7,894 9,861 26,572 10,024 9,197 44,491 45,630 2,909 1,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 3.8 32.8 34.9 53.3 93.7 89.9 6.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
246 135 251 169 210 532 503
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,217
COMMITMENTS
15,472 1,370 492 48 2,748 16,012 4,610 3,205 14,607
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -115)
23 735 124 -10 -654 137 205 -252 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 7.1 2.6 0.2 14.3 83.3 24.0 16.7 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 4 10 2 6 18 19
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,903
COMMITMENTS
966 1,040 4,907 2,733 2,820 8,605 8,767 298 136
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,707)
161 34 1,072 457 701 1,690 1,807 17 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.7 55.1 30.7 31.7 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 9 7 11 17 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 451,506
COMMITMENTS
112,316 57,268 92,155 203,190 275,638 407,661 425,061 43,846 26,445
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 36,252)
12,614 71 16,822 6,035 18,490 35,471 35,384 781 868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 12.7 20.4 45.0 61.0 90.3 94.1 9.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
101 73 102 74 82 239 216
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 729,886
COMMITMENTS
65,774 78,696 64,146 443,963 432,859 573,884 575,701 156,003 154,185
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 27,967)
10,258 2,423 2,103 8,078 24,813 20,439 29,339 7,527 -1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 10.8 8.8 60.8 59.3 78.6 78.9 21.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
28 38 44 92 88 149 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 357,290
COMMITMENTS
39,629 30,547 299 260,950 274,267 300,878 305,113 56,412 52,177
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 12,074)
1,518 4,281 3 9,423 2,562 10,944 6,846 1,130 5,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 8.5 0.1 73.0 76.8 84.2 85.4 15.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 6 2 36 43 42 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,875
COMMITMENTS
2,494 503 1,608 7,274 9,247 11,376 11,358 499 517
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -374)
-137 -218 191 -395 -398 -341 -425 -33 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.2 13.5 61.3 77.9 95.8 95.6 4.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 5 5 20 22 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 298,011
COMMITMENTS
106,113 13,184 53,522 93,587 206,953 253,222 273,659 44,789 24,352
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 7,659)
2,897 1,147 3,284 -86 -331 6,095 4,100 1,563 3,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 4.4 18.0 31.4 69.4 85.0 91.8 15.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
94 33 57 74 79 202 146
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,176
COMMITMENTS
3,855 5,562 2,326 7,235 6,633 13,416 14,520 3,760 2,656
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 205)
10 187 -80 -122 -295 -192 -189 396 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 32.4 13.5 42.1 38.6 78.1 84.5 21.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 25 15 22 18 54 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 857,742
COMMITMENTS
183,536 190,118 55,548 522,138 504,432 761,221 750,098 96,520 107,644
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 3,390)
25,735 3,538 -6,276 -19,999 11,399 -539 8,661 3,930 -5,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 22.2 6.5 60.9 58.8 88.7 87.5 11.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
43 49 31 99 99 154 167
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,260,659
COMMITMENTS
161,397 322,125 258,820 1552146 1317273 1972362 1898218 288,297 362,441
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 30,067)
13,193 -16,745 -1,039 8,646 76,203 20,799 58,419 9,267 -28,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 14.2 11.4 68.7 58.3 87.2 84.0 12.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
27 81 67 149 167 227 264
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,525,987
COMMITMENTS
288,005 144,080 122,051 916,915 1014720 1326972 1280851 199,015 245,136
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 63,414)
32,931 13,050 11,007 -372 48,867 43,566 72,924 19,848 -9,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 9.4 8.0 60.1 66.5 87.0 83.9 13.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
33 36 35 94 113 143 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 601,974
COMMITMENTS
71,369 74,194 135,190 369,840 344,128 576,400 553,511 25,574 48,463
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 3,080)
-4,843 -7,848 6,945 2,036 1,500 4,138 597 -1,057 2,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 12.3 22.5 61.4 57.2 95.8 91.9 4.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 19 29 46 52 76 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,151
COMMITMENTS
18,077 8,197 656 24,242 37,606 42,975 46,458 8,176 4,693
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -2,630)
-1,667 1,282 -126 -1,401 -3,179 -3,194 -2,023 564 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 16.0 1.3 47.4 73.5 84.0 90.8 16.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
32 12 8 28 27 64 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,302
COMMITMENTS
36,155 16,394 1,311 48,485 75,211 85,951 92,916 16,352 9,386
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -5,260)
-3,333 2,564 -251 -2,803 -6,359 -6,387 -4,046 1,127 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 16.0 1.3 47.4 73.5 84.0 90.8 16.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
32 12 8 28 27 64 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,348
COMMITMENTS
5,046 5,777 880 1,361 638 7,287 7,295 61 53
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 3)
-1 13 2 0 -5 1 10 2 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 78.6 12.0 18.5 8.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 2 1 2 13 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,101
COMMITMENTS
4,285 431 21 5,644 9,508 9,950 9,960 151 141
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -520)
-707 -76 -3 173 -440 -537 -519 17 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 4.3 0.2 55.9 94.1 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 4 1 6 11 14 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,922
COMMITMENTS
1,516 1,061 0 6,207 6,764 7,723 7,825 199 97
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -222)
691 -18 0 -959 -218 -268 -236 46 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 13.4 0.0 78.4 85.4 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 0 5 13 13 21
Updated April 13, 2012