WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,608
COMMITMENTS
107,090 84,919 65,880 259,384 267,124 432,354 417,923 38,254 52,685
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -14,743)
2,751 546 -8,270 -9,804 -6,623 -15,323 -14,347 580 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 18.0 14.0 55.1 56.8 91.9 88.8 8.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
128 131 154 93 137 325 347
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,592,733
COMMITMENTS
570,525 97,458 214,364 627,856 1041771 1412745 1353593 179,988 239,140
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -57,658)
1,476 -12,863 -22,745 -43,320 -15,749 -64,589 -51,357 6,931 -6,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 6.1 13.5 39.4 65.4 88.7 85.0 11.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 925)
300 119 242 260 409 668 710
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,532
COMMITMENTS
4,140 142 187 6,397 12,395 10,724 12,724 2,808 808
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -19)
781 2 57 -532 245 306 304 -325 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 1.0 1.4 47.3 91.6 79.2 94.0 20.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 2 4 21 13 42 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,568
COMMITMENTS
177,725 45,001 93,651 267,792 372,301 539,168 510,953 54,400 82,615
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -42,472)
-15,879 -10,805 -16,012 -9,522 -12,163 -41,413 -38,980 -1,059 -3,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 7.6 15.8 45.1 62.7 90.8 86.1 9.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
182 102 180 133 192 424 412
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,974
COMMITMENTS
22,208 2,519 147 5 6,079 22,360 8,745 2,614 16,229
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 524)
1,203 521 -62 -3 413 1,138 872 -614 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 10.1 0.6 0.0 24.3 89.5 35.0 10.5 65.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 7 8 2 18 20 32
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,125
COMMITMENTS
107,675 39,724 40,824 153,429 234,788 301,928 315,336 38,197 24,789
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -12,880)
-9,014 210 147 -1,750 -11,541 -10,617 -11,184 -2,263 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 11.7 12.0 45.1 69.0 88.8 92.7 11.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
91 62 84 64 67 213 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 575,695
COMMITMENTS
67,844 104,390 6,735 360,387 321,881 434,966 433,006 140,729 142,689
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 14,014)
9,657 1,658 -1,343 -5,683 23,873 2,631 24,188 11,383 -10,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 18.1 1.2 62.6 55.9 75.6 75.2 24.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
31 23 19 63 67 99 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 317,060
COMMITMENTS
43,359 57,753 640 204,784 213,680 248,783 272,073 68,277 44,987
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -4,165)
956 -1,727 9 -14,397 -7,639 -13,432 -9,357 9,267 5,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 18.2 0.2 64.6 67.4 78.5 85.8 21.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 10 2 30 32 35 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,334
COMMITMENTS
971 286 771 5,206 5,920 6,948 6,977 386 357
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -193)
48 -48 85 -380 -290 -247 -253 54 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 3.9 10.5 71.0 80.7 94.7 95.1 5.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 4 8 18 20 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 226,777
COMMITMENTS
56,633 26,216 28,681 102,361 146,939 187,675 201,836 39,102 24,941
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -7,372)
-886 -8,097 590 -7,587 4,076 -7,883 -3,431 511 -3,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 11.6 12.6 45.1 64.8 82.8 89.0 17.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
65 28 55 68 63 168 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,452
COMMITMENTS
7,582 3,556 1,056 8,784 18,299 17,422 22,911 7,030 1,541
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 106)
38 180 -340 311 411 9 251 97 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 14.5 4.3 35.9 74.8 71.2 93.7 28.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
50 15 17 23 21 81 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,057,084
COMMITMENTS
338,554 159,934 16,925 593,210 726,965 948,689 903,824 108,395 153,260
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,290)
31,769 -11,375 3,003 -43,022 18,335 -8,250 9,963 10,540 -7,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 15.1 1.6 56.1 68.8 89.7 85.5 10.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
48 57 19 96 123 155 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,660,137
COMMITMENTS
211,100 245,514 24,608 1150294 1001448 1386002 1271570 274,135 388,567
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 34,021)
8,889 -9,589 -7,820 -167 17,307 902 -102 33,119 34,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 14.8 1.5 69.3 60.3 83.5 76.6 16.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
38 56 28 106 126 156 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,423,930
COMMITMENTS
371,791 127,976 14,068 837,397 999,175 1223256 1141219 200,674 282,711
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 68,976)
56,643 -13,024 -1,633 -963 73,811 54,047 59,154 14,929 9,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 9.0 1.0 58.8 70.2 85.9 80.1 14.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
28 40 13 90 101 122 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 695,570
COMMITMENTS
110,910 64,077 87,594 461,246 493,375 659,750 645,046 35,820 50,524
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 12,788)
-1,446 2,735 4,916 9,965 6,932 13,435 14,583 -647 -1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 9.2 12.6 66.3 70.9 94.9 92.7 5.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
29 32 36 59 68 105 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,431
COMMITMENTS
21,083 4,819 120 28,950 43,534 50,152 48,472 7,279 8,960
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 4,374)
646 281 107 3,545 2,932 4,297 3,319 78 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 8.4 0.2 50.4 75.8 87.3 84.4 12.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
39 8 3 31 31 70 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,862
COMMITMENTS
42,165 9,637 239 57,900 87,067 100,304 96,943 14,558 17,919
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 8,748)
1,291 561 213 7,089 5,864 8,593 6,638 155 2,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 8.4 0.2 50.4 75.8 87.3 84.4 12.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
39 8 3 31 31 70 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,819
COMMITMENTS
4,979 2,267 37 1,674 5,595 6,690 7,899 2,129 920
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 276)
286 261 0 -10 15 276 276 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.5 25.7 0.4 19.0 63.4 75.9 89.6 24.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 6 1 1 4 14 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,249
COMMITMENTS
1,262 1,221 10 9,838 9,836 11,110 11,067 139 182
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 182)
610 0 -37 -423 281 150 244 32 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 10.9 0.1 87.5 87.4 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 8 1 6 14 10 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,679
COMMITMENTS
2,148 1,096 0 25,254 26,196 27,402 27,292 277 387
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -1,452)
621 276 -554 -1,610 -73 -1,543 -351 91 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 4.0 0.0 91.2 94.6 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 5 0 7 14 12 19
Updated April 29, 2011