WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 460,651
COMMITMENTS
76,443 131,870 76,685 273,185 196,712 426,313 405,267 34,338 55,384
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 17,644)
4,301 3,012 4,081 7,845 6,957 16,227 14,050 1,417 3,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 28.6 16.6 59.3 42.7 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
108 156 145 75 96 289 322
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,150,288
COMMITMENTS
246,001 227,866 157,118 621,103 512,211 1024222 897,195 126,066 253,093
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 13,429)
5,909 23,931 7,050 955 -15,574 13,914 15,407 -485 -1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 19.8 13.7 54.0 44.5 89.0 78.0 11.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
171 159 198 191 256 476 552
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 16,940
COMMITMENTS
3,465 3,999 257 9,825 10,999 13,547 15,255 3,393 1,685
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 290)
197 195 -384 380 399 193 210 97 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 23.6 1.5 58.0 64.9 80.0 90.1 20.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 16 4 17 12 30 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 454,081
COMMITMENTS
94,857 86,636 59,874 256,693 207,599 411,424 354,109 42,657 99,972
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 8,859)
-3,519 18,903 -4,912 16,310 -8,997 7,879 4,994 980 3,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 19.1 13.2 56.5 45.7 90.6 78.0 9.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
115 146 150 94 147 313 363
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 295,535
COMMITMENTS
53,520 32,546 55,653 156,652 184,086 265,825 272,285 29,710 23,250
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 10,695)
8,262 -2,231 4,084 -2,618 10,104 9,728 11,957 967 -1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 11.0 18.8 53.0 62.3 89.9 92.1 10.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
72 60 82 62 58 191 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 661,193
COMMITMENTS
50,905 164,922 1,675 488,285 336,349 540,865 502,946 120,328 158,247
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 21,026)
12,542 8,701 -1,303 -287 -8,087 10,952 -689 10,074 21,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 24.9 0.3 73.8 50.9 81.8 76.1 18.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
20 38 9 66 70 92 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 188,093
COMMITMENTS
48,992 39,461 25,764 83,611 97,681 158,367 162,906 29,726 25,187
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -7,769)
-1,152 4,770 -2,670 -1,700 -9,251 -5,522 -7,151 -2,247 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 21.0 13.7 44.5 51.9 84.2 86.6 15.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
49 48 54 61 55 149 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 17,614
COMMITMENTS
4,151 3,549 1,691 8,904 10,095 14,746 15,335 2,868 2,279
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 889)
256 155 412 256 531 924 1,098 -35 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 20.1 9.6 50.6 57.3 83.7 87.1 16.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 20 17 29 24 62 58
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 975,192
COMMITMENTS
272,352 189,057 22,063 586,501 633,838 880,916 844,958 94,276 130,234
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 68,536)
25,949 23,246 8,701 31,148 49,105 65,798 81,052 2,738 -12,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 19.4 2.3 60.1 65.0 90.3 86.6 9.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
36 53 18 80 111 126 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 1,559,691
COMMITMENTS
92,636 337,369 48,586 1167238 845,397 1308460 1231352 251,231 328,339
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 56,389)
-5,792 -10,976 7,932 49,941 12,079 52,081 9,035 4,308 47,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 21.6 3.1 74.8 54.2 83.9 78.9 16.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
32 63 36 105 119 161 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 919,972
COMMITMENTS
103,553 132,461 15,700 634,422 529,184 753,675 677,345 166,297 242,627
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 23,459)
20,987 -12,294 -161 12,260 25,792 33,086 13,337 -9,627 10,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 14.4 1.7 69.0 57.5 81.9 73.6 18.1 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
22 26 14 65 76 92 111
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 649,491
COMMITMENTS
128,764 53,494 86,328 392,952 453,090 608,044 592,912 41,447 56,579
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: -44,646)
18,090 -8,898 -8,495 -57,218 -32,270 -47,623 -49,663 2,977 5,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 8.2 13.3 60.5 69.8 93.6 91.3 6.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
25 20 32 49 61 91 106
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 82,373
COMMITMENTS
33,370 7,491 360 33,792 62,662 67,522 70,513 14,851 11,860
CHANGES FROM 03/30/10 (CHANGE IN OPEN INTEREST: 1,502)
2,774 -2,807 -1,557 -1,752 6,850 -535 2,486 2,037 -984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 9.1 0.4 41.0 76.1 82.0 85.6 18.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
29 12 2 23 32 53 45
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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