WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,757
COMMITMENTS
91,830 142,027 73,225 244,615 180,322 409,670 395,574 37,087 51,183
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -17,057)
-1,607 -8,082 -4,837 -9,441 -1,191 -15,885 -14,110 -1,172 -2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 31.8 16.4 54.8 40.4 91.7 88.5 8.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
111 135 140 82 105 283 307
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,281,619
COMMITMENTS
362,404 113,300 207,783 578,248 715,596 1148435 1036679 133,184 244,940
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -30,894)
12,620 -22,839 -14,321 -30,994 8,889 -32,695 -28,271 1,801 -2,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 8.8 16.2 45.1 55.8 89.6 80.9 10.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 679)
194 117 191 189 296 474 542
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,036
COMMITMENTS
2,002 1,544 88 6,934 7,851 9,024 9,483 2,012 1,553
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -360)
-590 134 14 -20 -473 -596 -325 236 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 14.0 0.8 62.8 71.1 81.8 85.9 18.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 2 15 10 26 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 540,310
COMMITMENTS
175,345 48,788 83,022 231,200 326,042 489,567 457,852 50,743 82,458
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -3,833)
15,261 -4,267 -5,202 -15,195 7,870 -5,136 -1,599 1,303 -2,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 9.0 15.4 42.8 60.3 90.6 84.7 9.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
188 97 176 108 170 389 387
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 307,258
COMMITMENTS
80,300 51,882 41,439 148,635 187,719 270,374 281,040 36,884 26,218
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -6,506)
5,011 -4,092 797 -14,465 409 -8,657 -2,886 2,151 -3,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 16.9 13.5 48.4 61.1 88.0 91.5 12.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
88 55 87 63 67 206 186
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 643,524
COMMITMENTS
69,566 87,171 4,790 401,841 392,741 476,197 484,702 167,327 158,822
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 45,351)
-4,929 -5,229 -1,890 21,413 44,368 14,594 37,249 30,757 8,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 13.5 0.7 62.4 61.0 74.0 75.3 26.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
27 33 13 75 67 111 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 405,258
COMMITMENTS
43,947 33,683 6,264 292,710 317,433 342,921 357,380 62,337 47,878
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 29,520)
-3,158 1,934 884 26,857 29,084 24,583 31,902 4,937 -2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 8.3 1.5 72.2 78.3 84.6 88.2 15.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 9 5 41 35 51 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,383
COMMITMENTS
1,484 206 1,648 7,536 8,883 10,668 10,737 715 646
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 115)
151 0 -6 22 137 167 131 -52 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 1.8 14.5 66.2 78.0 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 2 6 21 25 36 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 189,803
COMMITMENTS
52,112 20,653 27,261 72,972 117,290 152,345 165,204 37,458 24,599
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 6,189)
9,626 -8,026 3,460 -11,012 10,036 2,074 5,470 4,115 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 10.9 14.4 38.4 61.8 80.3 87.0 19.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
58 33 47 58 66 147 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,650
COMMITMENTS
3,269 5,893 1,982 7,474 5,647 12,725 13,522 2,925 2,128
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 480)
-225 161 748 -274 -527 249 382 231 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 37.7 12.7 47.8 36.1 81.3 86.4 18.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 26 17 21 17 56 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 928,498
COMMITMENTS
193,066 167,879 19,466 588,531 622,111 801,063 809,456 127,435 119,042
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 67,695)
3,871 5,415 5,577 44,731 43,662 54,179 54,654 13,516 13,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 18.1 2.1 63.4 67.0 86.3 87.2 13.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
40 35 20 97 95 144 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,901,149
COMMITMENTS
210,504 233,000 47,030 1331129 1268361 1588663 1548391 312,486 352,758
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 18,549)
-7,382 -50,171 24,554 -36,361 11,105 -19,189 -14,512 37,738 33,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 12.3 2.5 70.0 66.7 83.6 81.4 16.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
41 55 35 114 136 172 209
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,437,506
COMMITMENTS
344,878 140,121 30,842 824,664 1028831 1200384 1199794 237,122 237,712
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 32,962)
-25,744 -10,396 19,402 18,554 28,706 12,212 37,712 20,750 -4,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 9.7 2.1 57.4 71.6 83.5 83.5 16.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
34 27 20 80 94 124 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 566,181
COMMITMENTS
85,342 73,312 73,427 375,887 379,611 534,656 526,350 31,525 39,831
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 19,661)
3,353 1,658 3,498 12,067 13,155 18,918 18,311 743 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 12.9 13.0 66.4 67.0 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 19 23 45 50 74 84
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,949
COMMITMENTS
21,253 5,789 410 27,490 44,577 49,152 50,776 6,797 5,173
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,792)
1,943 706 336 475 1,662 2,754 2,703 39 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 10.3 0.7 49.1 79.7 87.9 90.8 12.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 16 7 32 29 64 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,897
COMMITMENTS
42,505 11,577 820 54,979 89,154 98,304 101,551 13,593 10,346
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 5,584)
3,886 1,411 671 950 3,323 5,507 5,405 77 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 10.3 0.7 49.1 79.7 87.9 90.8 12.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 16 7 32 29 64 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,968
COMMITMENTS
14,476 7,057 1,078 1,361 8,830 16,915 16,965 53 3
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 449)
443 339 13 0 220 456 572 -7 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.3 41.6 6.4 8.0 52.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 10 3 1 3 15 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,650
COMMITMENTS
2,887 205 110 7,369 10,233 10,366 10,548 284 102
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 96)
208 -89 100 -219 88 89 99 7 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 1.9 1.0 69.2 96.1 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 3 2 6 11 16 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,017
COMMITMENTS
3,045 564 12 8,708 11,345 11,765 11,921 252 96
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -918)
330 -347 12 -1,246 -633 -904 -968 -14 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 4.7 0.1 72.5 94.4 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 1 4 13 11 21
Updated March 2, 2012