WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 489,557
COMMITMENTS
101,739 80,168 76,322 271,211 274,895 449,272 431,385 40,285 58,172
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,291)
-2,471 -2,880 -6,098 5,898 6,271 -2,671 -2,707 380 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 16.4 15.6 55.4 56.2 91.8 88.1 8.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
135 138 163 93 133 332 357
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,659,868
COMMITMENTS
557,213 107,640 237,482 701,124 1060658 1495819 1405780 164,049 254,088
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 41,359)
33,609 2,650 19,486 -15,490 13,970 37,605 36,106 3,754 5,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 6.5 14.3 42.2 63.9 90.1 84.7 9.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 921)
293 133 254 238 404 652 720
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,652
COMMITMENTS
3,176 64 177 7,343 12,211 10,696 12,452 2,956 1,200
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -80)
276 -293 -142 -59 547 75 112 -155 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 0.5 1.3 53.8 89.4 78.3 91.2 21.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 2 5 21 13 41 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 636,593
COMMITMENTS
203,436 51,957 100,769 274,861 394,509 579,066 547,235 57,527 89,358
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,407)
-12,561 2,693 18,646 -233 -23,364 5,852 -2,025 -3,445 4,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 8.2 15.8 43.2 62.0 91.0 86.0 9.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
198 108 180 128 191 429 419
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 25,402
COMMITMENTS
22,030 1,982 411 17 5,801 22,458 8,194 2,944 17,208
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -684)
-680 -652 -182 0 216 -862 -618 178 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.7 7.8 1.6 0.1 22.8 88.4 32.3 11.6 67.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 5 10 1 16 22 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 369,060
COMMITMENTS
113,209 41,203 48,771 163,858 248,496 325,838 338,470 43,222 30,590
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -8,288)
-3,319 -754 -4,291 -7,494 -9,451 -15,104 -14,496 6,816 6,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 11.2 13.2 44.4 67.3 88.3 91.7 11.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
98 59 83 69 68 222 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 562,684
COMMITMENTS
37,809 111,720 9,301 367,511 278,708 414,621 399,729 148,063 162,955
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -30,477)
-36,866 -9,618 2,792 -15,560 -24,139 -49,634 -30,965 19,157 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 19.9 1.7 65.3 49.5 73.7 71.0 26.3 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
23 31 14 68 59 94 101
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 324,524
COMMITMENTS
44,460 57,697 590 213,200 226,273 258,250 284,560 66,274 39,964
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -1,458)
1,933 -2,456 57 -4,747 1,590 -2,757 -809 1,299 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 17.8 0.2 65.7 69.7 79.6 87.7 20.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 10 2 32 31 38 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,590
COMMITMENTS
578 275 959 5,673 5,999 7,210 7,233 380 357
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 174)
-22 -94 184 156 99 318 189 -144 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 3.6 12.6 74.7 79.0 95.0 95.3 5.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 4 8 20 21 32 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 225,272
COMMITMENTS
58,750 31,350 25,287 102,178 141,548 186,215 198,185 39,057 27,087
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 3,776)
-1,281 5,053 -522 6,888 -4,015 5,085 516 -1,309 3,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 13.9 11.2 45.4 62.8 82.7 88.0 17.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
62 33 53 68 52 161 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,512
COMMITMENTS
7,870 3,668 1,273 8,419 17,750 17,562 22,691 6,950 1,821
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2)
-114 389 -30 22 -642 -122 -283 120 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 15.0 5.2 34.3 72.4 71.6 92.6 28.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
52 16 15 22 21 80 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,035,323
COMMITMENTS
255,109 180,859 9,608 685,757 683,331 950,474 873,798 84,849 161,525
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 63,667)
71,087 2,147 2,697 410 56,499 74,194 61,343 -10,527 2,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 17.5 0.9 66.2 66.0 91.8 84.4 8.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
28 62 18 97 124 134 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,654,200
COMMITMENTS
211,171 293,085 27,811 1142665 937,338 1381647 1258234 272,553 395,966
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 48,827)
488 1,737 2,948 36,762 33,421 40,198 38,106 8,629 10,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 17.7 1.7 69.1 56.7 83.5 76.1 16.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
46 61 31 101 129 159 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,325,636
COMMITMENTS
297,392 139,555 14,885 826,713 884,053 1138990 1038493 186,646 287,143
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 23,256)
41,831 3,390 2,046 -22,864 31,890 21,013 37,326 2,243 -14,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 10.5 1.1 62.4 66.7 85.9 78.3 14.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
25 45 14 85 100 113 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 652,385
COMMITMENTS
109,145 58,071 73,759 430,562 467,233 613,466 599,063 38,919 53,322
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 13,698)
-7,667 -11,603 3,804 14,142 15,392 10,279 7,593 3,419 6,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 8.9 11.3 66.0 71.6 94.0 91.8 6.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
24 26 32 55 62 97 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,261
COMMITMENTS
26,079 4,368 154 26,172 47,223 52,404 51,744 6,857 7,517
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 454)
-609 -577 113 825 1,581 329 1,117 125 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 7.4 0.3 44.2 79.7 88.4 87.3 11.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
38 6 2 26 30 64 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,521
COMMITMENTS
52,157 8,735 307 52,344 94,445 104,808 103,487 13,713 15,034
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 908)
-1,217 -1,154 226 1,649 3,162 658 2,234 250 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 7.4 0.3 44.2 79.7 88.4 87.3 11.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
38 6 2 26 30 64 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,424
COMMITMENTS
4,556 1,669 37 1,704 5,798 6,297 7,504 2,127 920
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -462)
-1,038 0 0 30 118 -1,008 118 546 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.1 19.8 0.4 20.2 68.8 74.8 89.1 25.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 4 1 1 4 13 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,229
COMMITMENTS
482 1,323 26 10,609 9,599 11,117 10,948 112 281
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 4)
-168 -30 19 169 -7 20 -18 -16 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 11.8 0.2 94.5 85.5 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 10 1 6 13 8 24
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,609
COMMITMENTS
1,317 1,871 0 27,171 26,147 28,488 28,018 121 591
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 144)
112 335 0 196 -550 308 -215 -164 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 6.5 0.0 95.0 91.4 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 6 0 8 14 10 20
Updated April 15, 2011