WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 451,749
COMMITMENTS
72,329 112,550 72,401 274,392 214,244 419,122 399,195 32,627 52,554
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -2,136)
-2,739 -6,924 -2,297 2,272 7,022 -2,764 -2,199 628 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 24.9 16.0 60.7 47.4 92.8 88.4 7.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
98 149 143 74 100 283 319
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,151,983
COMMITMENTS
256,819 218,499 142,066 631,243 545,168 1030128 905,733 121,855 246,250
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -25,734)
-4,392 4,656 -28,327 11,953 6,865 -20,766 -16,806 -4,968 -8,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 19.0 12.3 54.8 47.3 89.4 78.6 10.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 671)
171 146 180 197 272 463 544
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,271
COMMITMENTS
2,486 3,945 812 10,646 10,565 13,944 15,322 3,327 1,949
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -447)
65 -18 -51 -314 -553 -300 -622 -147 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 22.8 4.7 61.6 61.2 80.7 88.7 19.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 15 4 16 12 33 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 487,498
COMMITMENTS
126,391 58,292 65,712 244,849 262,065 436,952 386,069 50,546 101,429
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -1,366)
6,444 -5,363 -5,738 -1,284 9,063 -578 -2,038 -788 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 12.0 13.5 50.2 53.8 89.6 79.2 10.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490)
134 137 150 97 164 342 382
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,541
COMMITMENTS
15,534 570 438 47 3,158 16,019 4,166 2,522 14,375
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 484)
708 390 -46 -14 225 648 569 -164 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.8 3.1 2.4 0.3 17.0 86.4 22.5 13.6 77.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
17 3 11 3 8 21 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 276,695
COMMITMENTS
48,918 27,740 49,010 148,889 178,097 246,817 254,847 29,878 21,848
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -19,219)
-3,281 -4,617 -8,658 -8,134 -1,859 -20,073 -15,134 854 -4,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 10.0 17.7 53.8 64.4 89.2 92.1 10.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
63 60 93 65 66 201 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 685,417
COMMITMENTS
76,066 161,957 3,194 478,534 391,580 557,794 556,731 127,623 128,686
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 29,880)
18,282 -1,220 1,186 -5,648 36,615 13,820 36,581 16,060 -6,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 23.6 0.5 69.8 57.1 81.4 81.2 18.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
25 34 17 70 74 103 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 118,116
COMMITMENTS
1,742 26,972 1,485 74,824 69,135 78,051 97,592 40,065 20,524
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -251)
-2,783 -651 -79 2,578 3,496 -284 2,766 33 -3,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 22.8 1.3 63.3 58.5 66.1 82.6 33.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 1 11 13 13 18
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,681
COMMITMENTS
1,304 338 168 6,805 7,934 8,277 8,440 404 241
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 21)
-116 60 27 81 -107 -8 -20 29 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 3.9 1.9 78.4 91.4 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 4 2 16 18 26 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 196,807
COMMITMENTS
61,052 25,023 23,574 78,469 123,114 163,095 171,711 33,712 25,096
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -12,695)
5,662 -9,940 -8,972 -9,328 6,441 -12,638 -12,471 -57 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 12.7 12.0 39.9 62.6 82.9 87.2 17.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
59 45 52 65 68 164 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,820
COMMITMENTS
3,543 4,048 1,606 8,544 8,362 13,693 14,016 3,127 2,804
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -384)
-841 494 -372 291 -1,163 -922 -1,041 538 657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 24.1 9.5 50.8 49.7 81.4 83.3 18.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 23 17 26 21 58 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,022,883
COMMITMENTS
285,043 208,566 19,374 610,654 651,142 915,071 879,082 107,812 143,801
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -19,891)
-48,929 -10,997 666 17,565 -18,721 -30,698 -29,052 10,807 9,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 20.4 1.9 59.7 63.7 89.5 85.9 10.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
36 50 16 82 111 126 169
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,699,931
COMMITMENTS
129,472 347,721 38,616 1232617 995,200 1400705 1381537 299,226 318,394
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 28,297)
5,237 -22,225 6,417 -19,546 28,507 -7,892 12,699 36,189 15,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 20.5 2.3 72.5 58.5 82.4 81.3 17.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
34 58 34 106 137 167 203
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 979,903
COMMITMENTS
166,976 135,783 16,723 590,275 587,857 773,974 740,363 205,929 239,540
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 35,523)
23,323 -8,165 1,775 -1,524 22,426 23,574 16,036 11,949 19,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 13.9 1.7 60.2 60.0 79.0 75.6 21.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
26 26 18 61 82 96 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 688,191
COMMITMENTS
130,987 51,616 61,118 454,213 520,483 646,318 633,217 41,873 54,974
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 7,503)
-17,733 -2,597 -29,629 52,624 37,377 5,262 5,151 2,241 2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 7.5 8.9 66.0 75.6 93.9 92.0 6.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
25 22 30 58 63 97 104
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,904
COMMITMENTS
31,324 12,967 607 40,950 58,661 72,881 72,235 14,023 14,669
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,131)
1,331 3,197 459 -100 -4,869 1,690 -1,213 -559 2,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 14.9 0.7 47.1 67.5 83.9 83.1 16.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
33 13 4 26 32 60 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,353
COMMITMENTS
4,481 777 6 11,576 15,289 16,063 16,072 290 281
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 852)
1,124 -403 0 -378 1,281 746 878 106 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 4.8 0.0 70.8 93.5 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 1 8 19 12 30
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,825
COMMITMENTS
3,526 1,110 154 24,137 26,701 27,817 27,965 1,008 860
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,294)
171 -201 82 447 762 700 643 594 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 3.9 0.5 83.7 92.6 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 9 11 18 17
Updated April 30, 2010