WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 441,469
COMMITMENTS
93,656 134,821 77,461 230,974 176,193 402,091 388,475 39,378 52,994
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 3,281)
729 11,350 283 -28 -7,944 984 3,689 2,297 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 30.5 17.5 52.3 39.9 91.1 88.0 8.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
113 145 140 77 99 279 306
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,322,339
COMMITMENTS
382,012 94,585 230,576 575,543 751,089 1188131 1076250 134,208 246,089
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 32,794)
7,254 2,719 9,333 8,134 14,593 24,721 26,645 8,073 6,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 7.2 17.4 43.5 56.8 89.9 81.4 10.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 700)
202 129 196 187 315 481 562
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,401
COMMITMENTS
1,952 2,754 142 7,016 6,392 9,110 9,288 2,291 2,113
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 541)
153 1,169 -3 334 -654 484 512 57 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 24.2 1.2 61.5 56.1 79.9 81.5 20.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 13 4 18 11 31 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,318
COMMITMENTS
216,471 43,715 89,559 242,256 383,904 548,286 517,178 55,032 86,140
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 34,603)
12,885 638 9,108 9,435 24,186 31,428 33,932 3,175 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 7.2 14.8 40.2 63.6 90.9 85.7 9.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
202 102 162 119 183 395 394
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 339,672
COMMITMENTS
91,956 66,154 38,280 171,446 209,037 301,682 313,471 37,990 26,201
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 26,182)
16,051 4,920 4,594 2,545 16,553 23,190 26,067 2,992 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 19.5 11.3 50.5 61.5 88.8 92.3 11.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
102 60 77 61 66 207 171
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 593,501
COMMITMENTS
63,817 92,896 4,049 388,981 344,910 456,847 441,855 136,654 151,646
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -11,673)
-14,961 5,054 779 7,175 -21,616 -7,007 -15,783 -4,666 4,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 15.7 0.7 65.5 58.1 77.0 74.4 23.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
31 35 9 80 69 119 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,049
COMMITMENTS
39,914 28,945 889 246,955 265,137 287,758 294,971 63,291 56,078
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -4,659)
-46 1,734 202 -10,731 -9,979 -10,575 -8,043 5,916 3,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 8.2 0.3 70.3 75.5 82.0 84.0 18.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 8 4 35 37 43 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,095
COMMITMENTS
1,580 450 1,495 7,529 8,772 10,604 10,717 491 378
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -120)
149 -74 -3 82 279 228 202 -348 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 4.1 13.5 67.9 79.1 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 5 7 20 25 35 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 222,437
COMMITMENTS
81,686 17,074 22,235 77,360 164,562 181,281 203,871 41,156 18,566
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 15,922)
12,389 664 388 236 17,704 13,013 18,756 2,909 -2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 7.7 10.0 34.8 74.0 81.5 91.7 18.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
78 35 42 58 70 161 130
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,801
COMMITMENTS
3,970 6,329 722 7,237 5,587 11,929 12,638 2,872 2,163
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 103)
210 152 -34 -17 -22 159 96 -56 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 42.8 4.9 48.9 37.7 80.6 85.4 19.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 25 10 20 17 50 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 827,665
COMMITMENTS
180,492 166,033 22,475 528,526 528,027 731,493 716,535 96,172 111,130
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -23,824)
-22,051 27,069 4,174 5,876 -57,727 -12,001 -26,484 -11,823 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 20.1 2.7 63.9 63.8 88.4 86.6 11.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
35 37 17 101 93 142 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,795,780
COMMITMENTS
217,768 295,057 27,429 1274520 1130138 1519717 1452624 276,063 343,156
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -62,687)
-30,476 23,472 2,043 -30,338 -83,926 -58,771 -58,411 -3,916 -4,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 16.4 1.5 71.0 62.9 84.6 80.9 15.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
42 68 24 112 134 168 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,380,796
COMMITMENTS
313,071 170,487 9,529 864,499 951,767 1187099 1131783 193,697 249,013
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 3,143)
-57,651 15,448 2,963 77,435 -29,264 22,747 -10,853 -19,604 13,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 12.3 0.7 62.6 68.9 86.0 82.0 14.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
33 34 10 78 94 115 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 530,754
COMMITMENTS
78,299 78,945 64,053 360,527 345,372 502,879 488,370 27,875 42,384
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 17,925)
7,952 5,325 -5,188 19,998 16,404 22,762 16,541 -4,837 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 14.9 12.1 67.9 65.1 94.7 92.0 5.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 18 24 45 50 72 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 95,629
COMMITMENTS
23,586 5,643 6,851 54,970 75,708 85,407 88,202 10,222 7,427
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 41,625)
4,510 -1,825 6,459 27,274 35,368 38,242 40,002 3,383 1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 5.9 7.2 57.5 79.2 89.3 92.2 10.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 13 9 37 39 77 60
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 20,058
COMMITMENTS
2,850 2,219 1,904 13,328 14,455 18,082 18,578 1,976 1,480
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 11.1 9.5 66.4 72.1 90.1 92.6 9.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 4 8 12 12 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 151,141
COMMITMENTS
47,165 12,541 4,200 83,284 122,506 134,649 139,247 16,492 11,894
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 43,134)
9,012 -2,394 3,416 27,892 41,825 40,320 42,847 2,814 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 8.3 2.8 55.1 81.1 89.1 92.1 10.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
35 16 9 35 37 75 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,370
COMMITMENTS
14,519 7,773 1,439 1,361 8,118 17,319 17,330 51 40
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 196)
343 367 371 0 -460 714 278 -518 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.6 44.7 8.3 7.8 46.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 10 3 1 3 14 14
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,315
COMMITMENTS
1,949 290 45 7,092 8,875 9,086 9,210 229 105
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -359)
-181 -178 -270 138 70 -313 -378 -46 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 3.1 0.5 76.1 95.3 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 2 5 10 15 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,535
COMMITMENTS
2,537 482 0 5,710 7,961 8,247 8,443 288 92
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -2,921)
-628 -687 -814 -1,528 -1,088 -2,970 -2,589 49 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 5.6 0.0 66.9 93.3 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 0 5 13 12 20
Updated March 16, 2012