WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 475,794
COMMITMENTS
96,187 85,781 75,698 263,422 257,588 435,307 419,067 40,487 56,727
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -9,959)
-4,842 6,019 -757 -3,562 -14,519 -9,161 -9,257 -798 -702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 18.0 15.9 55.4 54.1 91.5 88.1 8.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
122 143 158 87 132 313 354
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,570,517
COMMITMENTS
495,574 105,974 213,400 712,776 1014042 1421750 1333416 148,767 237,101
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -43,277)
-33,362 -3,659 -3,184 6,526 -23,714 -30,020 -30,557 -13,257 -12,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 6.7 13.6 45.4 64.6 90.5 84.9 9.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 840)
244 132 208 232 387 576 654
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,667
COMMITMENTS
3,101 427 96 6,371 10,724 9,568 11,247 3,099 1,420
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -497)
-721 2 4 259 -565 -458 -559 -39 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 3.4 0.8 50.3 84.7 75.5 88.8 24.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 4 5 18 13 36 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,044
COMMITMENTS
214,740 44,387 75,311 269,949 408,147 560,000 527,845 56,044 88,199
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -5,634)
364 -5,055 -2,236 -1,939 8,177 -3,811 886 -1,823 -6,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 7.2 12.2 43.8 66.3 90.9 85.7 9.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521)
191 94 147 124 189 383 385
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,668
COMMITMENTS
21,745 2,089 342 21 5,706 22,108 8,137 2,560 16,531
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 805)
908 272 172 -1 266 1,079 710 -274 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.2 8.5 1.4 0.1 23.1 89.6 33.0 10.4 67.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 6 6 1 15 21 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 343,686
COMMITMENTS
97,199 36,712 41,716 171,404 240,178 310,319 318,606 33,367 25,080
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -29,712)
-7,783 -2,541 -2,955 -6,009 -9,015 -16,747 -14,511 -12,965 -15,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 10.7 12.1 49.9 69.9 90.3 92.7 9.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
88 49 73 68 68 202 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 597,795
COMMITMENTS
80,514 97,837 3,611 380,748 349,021 464,873 450,469 132,922 147,326
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,260)
12,523 -3,242 409 -11,346 2,451 1,586 -382 -326 1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 16.4 0.6 63.7 58.4 77.8 75.4 22.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
28 26 7 69 66 100 96
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 312,888
COMMITMENTS
43,479 58,633 465 204,270 212,390 248,214 271,488 64,674 41,400
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -7,458)
-121 -4,947 -3,171 -1,127 1,498 -4,419 -6,620 -3,039 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 18.7 0.1 65.3 67.9 79.3 86.8 20.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 10 2 30 31 36 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,847
COMMITMENTS
686 250 840 5,756 6,297 7,282 7,387 565 460
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -197)
-399 -72 163 -187 -360 -423 -269 226 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 3.2 10.7 73.4 80.2 92.8 94.1 7.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 5 18 20 27 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 214,100
COMMITMENTS
61,095 20,832 24,796 92,503 147,837 178,394 193,465 35,706 20,635
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,324)
3,749 -4,020 469 -6,379 6,363 -2,161 2,812 837 -4,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 9.7 11.6 43.2 69.1 83.3 90.4 16.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
67 27 44 68 60 164 118
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,656
COMMITMENTS
7,619 3,259 1,766 8,233 18,006 17,618 23,031 7,038 1,625
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 311)
-37 233 92 177 316 232 641 79 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 13.2 7.2 33.4 73.0 71.5 93.4 28.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
49 15 13 23 21 78 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 902,429
COMMITMENTS
259,593 158,616 10,125 525,044 599,717 794,762 768,458 107,667 133,971
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 19,752)
37,136 -6,492 669 -20,361 23,104 17,444 17,281 2,308 2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 17.6 1.1 58.2 66.5 88.1 85.2 11.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
43 50 16 82 116 134 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,594,395
COMMITMENTS
219,555 277,985 23,372 1086761 963,834 1329688 1265191 264,707 329,204
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -4,303)
45,019 -14,295 -4,851 -18,090 31,527 22,078 12,381 -26,381 -16,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 17.4 1.5 68.2 60.5 83.4 79.4 16.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
45 67 26 113 129 170 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,222,237
COMMITMENTS
307,747 139,157 10,852 699,148 807,764 1017747 957,773 204,490 264,464
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 55,999)
53,185 22,360 -3,605 -110 31,817 49,470 50,572 6,529 5,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 11.4 0.9 57.2 66.1 83.3 78.4 16.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
30 41 10 80 93 115 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 659,202
COMMITMENTS
122,187 59,850 77,942 427,169 478,409 627,298 616,201 31,904 43,001
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 35,416)
23,078 2,087 -1,152 9,930 34,005 31,856 34,940 3,560 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 9.1 11.8 64.8 72.6 95.2 93.5 4.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
35 23 36 60 59 108 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,989
COMMITMENTS
15,576 4,108 219 24,042 34,253 39,836 38,579 5,154 6,410
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -18,804)
3,634 1,221 -4,547 -13,345 -10,640 -14,259 -13,966 -4,545 -4,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 9.1 0.5 53.4 76.1 88.5 85.8 11.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 11 4 23 30 47 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,978
COMMITMENTS
31,151 8,216 437 48,083 68,505 79,671 77,158 10,307 12,820
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -7,819)
9,284 -971 -4,615 -9,382 -395 -4,713 -5,981 -3,106 -1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 9.1 0.5 53.4 76.1 88.5 85.8 11.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 11 4 23 30 47 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,822
COMMITMENTS
6,498 4,562 37 2,223 4,199 8,758 8,798 64 24
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,490)
2,000 1,985 -454 -490 -542 1,056 989 -2,546 -2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.7 51.7 0.4 25.2 47.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 5 1 3 2 16 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,963
COMMITMENTS
398 1,799 10 11,463 9,883 11,871 11,692 92 271
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,242)
-479 749 3 1,675 580 1,199 1,332 43 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 15.0 0.1 95.8 82.6 99.2 97.7 0.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 8 1 7 14 9 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,898
COMMITMENTS
2,974 1,387 0 25,342 27,482 28,316 28,869 582 29
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -335)
575 -108 0 -1,264 -120 -689 -228 354 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 4.8 0.0 87.7 95.1 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 0 7 15 11 20
Updated March 25, 2011