WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 552,871
COMMITMENTS
75,795 125,106 145,046 293,403 222,714 514,245 492,867 38,626 60,004
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 20,715)
84 -375 10,876 8,067 6,410 19,026 16,911 1,688 3,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 22.6 26.2 53.1 40.3 93.0 89.1 7.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
118 164 175 88 101 329 346
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,522,807
COMMITMENTS
233,402 224,670 409,188 731,819 589,545 1374409 1223404 148,398 299,403
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 2,055)
3,964 27,265 3,533 2,935 -16,544 10,433 14,254 -8,377 -12,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 14.8 26.9 48.1 38.7 90.3 80.3 9.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
198 157 255 233 274 557 608
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,347
COMMITMENTS
1,421 4,049 2,515 11,970 11,069 15,905 17,632 3,442 1,715
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 397)
97 212 -293 502 400 307 320 90 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 20.9 13.0 61.9 57.2 82.2 91.1 17.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 20 7 18 14 32 37
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 578,148
COMMITMENTS
92,068 81,581 148,949 288,175 235,328 529,192 465,857 48,957 112,291
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 3,516)
-5,644 19,714 -9,454 18,016 -9,937 2,918 323 598 3,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 14.1 25.8 49.8 40.7 91.5 80.6 8.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
144 148 200 112 154 372 405
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,418
COMMITMENTS
14,494 2,288 500 73 2,207 15,067 4,995 2,351 12,423
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -275)
-291 -220 -11 0 44 -302 -187 27 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.2 13.1 2.9 0.4 12.7 86.5 28.7 13.5 71.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 7 12 2 6 22 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 338,795
COMMITMENTS
53,396 31,144 79,586 173,913 203,781 306,895 314,511 31,900 24,284
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 13,741)
9,840 -785 5,150 -2,332 10,491 12,659 14,856 1,083 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 9.2 23.5 51.3 60.1 90.6 92.8 9.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
84 56 93 65 68 207 183
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 728,760
COMMITMENTS
48,205 163,799 32,517 513,158 361,491 593,880 557,807 134,880 170,954
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 27,646)
9,387 4,197 3,360 3,103 -2,065 15,850 5,493 11,796 22,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 22.5 4.5 70.4 49.6 81.5 76.5 18.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
23 37 36 78 78 121 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 116,239
COMMITMENTS
3,953 29,802 0 77,564 65,315 81,517 95,117 34,722 21,122
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 19,569)
0 8,728 0 15,951 9,307 15,951 18,035 3,618 1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 25.6 0.0 66.7 56.2 70.1 81.8 29.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 0 11 14 12 19
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,454
COMMITMENTS
1,243 302 216 6,656 7,801 8,115 8,319 339 135
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 559)
714 34 61 -317 500 458 595 101 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.6 2.6 78.7 92.3 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 5 3 17 17 28 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 220,517
COMMITMENTS
47,319 32,674 48,156 92,542 112,934 188,016 193,763 32,500 26,754
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -8,211)
-1,992 5,262 -1,942 -2,368 -10,606 -6,302 -7,286 -1,909 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 14.8 21.8 42.0 51.2 85.3 87.9 14.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
55 50 63 64 61 159 144
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,162
COMMITMENTS
3,686 3,551 2,712 9,830 10,441 16,228 16,703 2,935 2,459
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 941)
338 156 441 184 568 963 1,166 -22 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 18.5 14.2 51.3 54.5 84.7 87.2 15.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 22 18 30 25 64 61
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,052,205
COMMITMENTS
279,402 193,799 65,631 608,017 654,793 953,050 914,223 99,155 137,981
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 86,328)
33,053 28,964 13,198 35,649 56,210 81,901 98,371 4,427 -12,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 18.4 6.2 57.8 62.2 90.6 86.9 9.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
37 58 29 88 122 145 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,993,277
COMMITMENTS
89,069 345,766 222,988 1407082 1062289 1719140 1631043 274,137 362,234
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 121,749)
-8,377 -6,888 39,371 79,710 29,528 110,704 62,012 11,045 59,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 17.3 11.2 70.6 53.3 86.2 81.8 13.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
44 53 69 135 144 213 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 970,848
COMMITMENTS
103,510 130,192 40,427 647,960 543,722 791,896 714,340 178,952 256,508
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 34,592)
22,065 -10,451 4,251 12,685 26,125 39,001 19,925 -4,409 14,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 13.4 4.2 66.7 56.0 81.6 73.6 18.4 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
23 26 27 71 81 107 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 975,799
COMMITMENTS
154,240 64,202 330,080 442,823 514,681 927,142 908,963 48,657 66,836
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -18,970)
19,443 -7,026 23,559 -68,419 -45,918 -25,417 -29,384 6,447 10,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 6.6 33.8 45.4 52.7 95.0 93.2 5.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
33 28 44 55 65 107 122
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,753
COMMITMENTS
33,432 7,670 585 35,737 64,397 69,754 72,651 14,999 12,102
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 1,571)
2,800 -2,764 -1,562 -1,717 6,861 -479 2,535 2,049 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 9.0 0.7 42.2 76.0 82.3 85.7 17.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 13 5 26 32 57 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,177
COMMITMENTS
1,697 1,031 2 11,371 11,876 13,070 12,909 107 268
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -768)
-399 -47 0 -219 -568 -618 -615 -150 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.8 0.0 86.3 90.1 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 10 1 9 16 12 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 24,064
COMMITMENTS
3,278 1,926 72 20,411 21,873 23,761 23,871 303 193
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 452)
-1,274 460 22 1,688 -1 436 481 16 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 8.0 0.3 84.8 90.9 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 1 8 13 15 19
Updated April 9, 2010