WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,145
COMMITMENTS
71,697 119,821 71,094 256,372 188,603 399,163 379,518 31,982 51,627
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,593)
-1,666 2,683 575 5,215 2,075 4,124 5,333 469 -740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 27.8 16.5 59.5 43.7 92.6 88.0 7.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
106 154 127 71 97 266 314
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,136,023
COMMITMENTS
258,724 191,690 145,021 609,846 549,792 1013591 886,503 122,432 249,520
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 12,052)
-681 19,553 3,080 7,737 -10,176 10,136 12,457 1,916 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 16.9 12.8 53.7 48.4 89.2 78.0 10.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684)
168 159 198 179 259 464 555
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,265
COMMITMENTS
3,243 3,779 298 9,515 10,589 13,056 14,666 3,209 1,599
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 116)
-51 8 80 103 203 132 291 -16 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 23.2 1.8 58.5 65.1 80.3 90.2 19.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 15 5 18 13 32 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 432,402
COMMITMENTS
96,898 69,422 62,282 231,694 204,430 390,874 336,134 41,528 96,268
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -3,845)
9,498 -21,411 -2,482 -10,215 19,318 -3,199 -4,575 -646 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 16.1 14.4 53.6 47.3 90.4 77.7 9.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
118 138 134 98 153 307 352
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,175
COMMITMENTS
14,051 1,792 496 73 2,025 14,620 4,313 2,555 12,862
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,399)
2,228 657 46 -5 179 2,269 882 130 1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.8 10.4 2.9 0.4 11.8 85.1 25.1 14.9 74.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 6 12 2 6 21 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 283,198
COMMITMENTS
50,446 33,612 53,130 147,042 176,033 250,618 262,775 32,580 20,423
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,985)
-4,328 -271 363 -2,802 -1,884 -6,767 -1,792 4,782 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 11.9 18.8 51.9 62.2 88.5 92.8 11.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
71 55 75 61 57 182 163
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 649,308
COMMITMENTS
54,062 151,540 6,861 470,002 362,701 530,925 521,102 118,383 128,206
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 6,027)
13,191 584 -5,611 -669 15,225 6,911 10,198 -884 -4,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 23.3 1.1 72.4 55.9 81.8 80.3 18.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
23 33 6 61 70 88 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 89,509
COMMITMENTS
4,763 17,441 540 51,667 50,736 56,970 68,717 32,539 20,792
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 6,719)
921 2,377 -437 3,255 6,087 3,739 8,027 2,980 -1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 19.5 0.6 57.7 56.7 63.6 76.8 36.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 5 1 13 11 15 16
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,267
COMMITMENTS
298 300 173 7,491 7,573 7,962 8,046 305 221
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -65)
10 -92 43 -66 11 -13 -38 -52 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 3.6 2.1 90.6 91.6 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 6 3 17 14 23 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 198,307
COMMITMENTS
47,116 36,043 30,877 88,923 103,321 166,916 170,241 31,391 28,066
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -8,936)
-3,058 -8,509 -3,176 -3,422 4,626 -9,656 -7,059 720 -1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 18.2 15.6 44.8 52.1 84.2 85.8 15.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 51 61 58 46 144 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,381
COMMITMENTS
3,995 3,226 733 7,875 9,088 12,603 13,047 2,778 2,334
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 514)
265 339 105 289 289 659 733 -145 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 21.0 4.8 51.2 59.1 81.9 84.8 18.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 19 13 30 18 58 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 889,888
COMMITMENTS
205,341 150,666 33,740 553,257 580,658 792,338 765,064 97,550 124,824
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,855)
-33,917 -5,214 8,239 26,519 552 841 3,577 4,014 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 16.9 3.8 62.2 65.3 89.0 86.0 11.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
33 59 17 82 115 127 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,490,184
COMMITMENTS
169,649 327,195 71,588 980,210 826,403 1221447 1225186 268,737 264,998
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 56,322)
-10,440 57,509 3,021 97,251 6,660 89,832 67,190 -33,510 -10,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 22.0 4.8 65.8 55.5 82.0 82.2 18.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
35 65 36 103 121 165 196
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 901,529
COMMITMENTS
128,275 119,785 18,266 569,337 535,160 715,878 673,211 185,651 228,318
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -33,826)
-21,153 -1,220 -6,759 2,244 -17,663 -25,668 -25,642 -8,158 -8,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 13.3 2.0 63.2 59.4 79.4 74.7 20.6 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
24 28 13 61 81 90 117
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 686,462
COMMITMENTS
94,037 79,888 93,977 459,714 460,281 647,728 634,146 38,734 52,316
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 10,262)
3,207 897 4,693 4,020 5,044 11,920 10,634 -1,658 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 11.6 13.7 67.0 67.1 94.4 92.4 5.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
20 29 34 57 68 98 116
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,421
COMMITMENTS
30,967 9,698 558 34,318 52,349 65,843 62,605 12,578 15,816
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -26,281)
-3,296 -1,802 -1,914 -18,386 -22,471 -23,596 -26,187 -2,685 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 12.4 0.7 43.8 66.8 84.0 79.8 16.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 15 2 20 31 52 47
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 14,367
COMMITMENTS
2,747 1,039 2 11,353 13,067 14,102 14,108 265 259
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 425)
207 30 2 186 391 395 423 30 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 7.2 0.0 79.0 91.0 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 1 9 17 14 29
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,088
COMMITMENTS
5,896 1,153 50 16,835 21,702 22,781 22,905 307 183
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 922)
-211 -974 50 1,049 1,846 888 922 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 5.0 0.2 72.9 94.0 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 2 1 6 14 17 17
Updated March 26, 2010