WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 471,658
COMMITMENTS
94,472 145,897 83,739 261,641 189,330 439,852 418,966 31,806 52,692
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 5,493)
-1,425 8,199 3,195 4,861 -8,738 6,631 2,656 -1,138 2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 30.9 17.8 55.5 40.1 93.3 88.8 6.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
101 151 138 84 104 276 317
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,349,593
COMMITMENTS
352,306 113,037 250,798 613,431 724,761 1216535 1088596 133,058 260,997
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 7,434)
-2,005 4,592 8,795 -1,111 -15,040 5,679 -1,653 1,755 9,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 8.4 18.6 45.5 53.7 90.1 80.7 9.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
193 153 222 207 307 523 591
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,108
COMMITMENTS
2,683 632 169 5,735 8,566 8,587 9,367 2,521 1,741
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 535)
68 59 97 114 297 279 453 256 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 5.7 1.5 51.6 77.1 77.3 84.3 22.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 5 17 14 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 786,976
COMMITMENTS
282,831 51,650 132,934 307,417 503,626 723,182 688,210 63,794 98,766
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 33,307)
6,907 11,583 15,513 8,065 5,119 30,485 32,215 2,822 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 6.6 16.9 39.1 64.0 91.9 87.4 8.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594)
232 112 195 155 202 481 447
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,217
COMMITMENTS
15,472 1,370 492 48 2,748 16,012 4,610 3,205 14,607
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -115)
23 735 124 -10 -654 137 205 -252 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 7.1 2.6 0.2 14.3 83.3 24.0 16.7 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 4 10 2 6 18 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 389,320
COMMITMENTS
117,701 58,501 51,653 177,737 254,111 347,091 364,265 42,229 25,055
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 26,985)
14,216 -476 10,958 1,231 15,892 26,405 26,374 580 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 15.0 13.3 45.7 65.3 89.2 93.6 10.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
114 57 95 68 74 230 201
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,803
COMMITMENTS
65,143 82,583 4,744 385,052 378,399 454,939 465,726 141,864 131,077
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 23,167)
7,828 3,516 297 5,193 26,701 13,318 30,514 9,849 -7,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 13.8 0.8 64.5 63.4 76.2 78.0 23.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
24 38 12 78 69 110 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,434
COMMITMENTS
39,629 30,547 299 260,950 274,267 300,878 305,113 55,556 51,321
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 12,112)
1,518 4,281 3 9,423 2,562 10,944 6,846 1,168 5,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 8.6 0.1 73.2 76.9 84.4 85.6 15.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 6 2 36 43 42 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,875
COMMITMENTS
2,494 503 1,608 7,274 9,247 11,376 11,358 499 517
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -374)
-137 -218 191 -395 -398 -341 -425 -33 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 4.2 13.5 61.3 77.9 95.8 95.6 4.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 5 5 20 22 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 260,582
COMMITMENTS
106,069 13,989 27,287 85,519 197,381 218,875 238,657 41,707 21,925
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 4,484)
2,675 720 1,934 -1,602 -1,701 3,007 953 1,477 3,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 5.4 10.5 32.8 75.7 84.0 91.6 16.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
94 30 54 69 69 194 134
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,549
COMMITMENTS
4,006 5,549 1,947 6,890 6,406 12,843 13,902 3,706 2,647
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 212)
11 182 -109 -108 -296 -206 -223 418 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 33.5 11.8 41.6 38.7 77.6 84.0 22.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 21 14 21 18 53 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 790,264
COMMITMENTS
187,433 198,678 8,320 499,331 477,102 695,084 684,100 95,180 106,164
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 4,849)
16,653 998 -2,057 -13,805 11,264 791 10,205 4,058 -5,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 25.1 1.1 63.2 60.4 88.0 86.6 12.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
38 53 18 93 90 139 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,773,855
COMMITMENTS
165,558 372,147 29,923 1312673 1034635 1508154 1436705 265,701 337,150
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 38,435)
20,571 15,033 -1,377 -381 34,471 18,813 48,127 19,622 -9,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 21.0 1.7 74.0 58.3 85.0 81.0 15.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
28 71 28 112 146 158 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,307,839
COMMITMENTS
295,366 150,308 14,450 805,533 904,240 1115349 1068998 192,490 238,841
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 32,967)
36,806 19,128 -944 -24,589 21,113 11,273 39,297 21,694 -6,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 11.5 1.1 61.6 69.1 85.3 81.7 14.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
32 33 12 73 100 112 138
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 520,321
COMMITMENTS
74,054 72,932 71,777 350,200 328,605 496,031 473,314 24,290 47,007
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 361)
-3,235 -7,987 3,200 1,455 2,526 1,420 -2,261 -1,059 2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 14.0 13.8 67.3 63.2 95.3 91.0 4.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 16 25 45 50 72 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,867
COMMITMENTS
18,142 8,443 27 23,711 36,767 41,880 45,237 7,987 4,630
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -2,599)
-1,670 1,250 -131 -1,283 -3,109 -3,083 -1,991 485 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 16.9 0.1 47.5 73.7 84.0 90.7 16.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 13 2 26 27 57 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,733
COMMITMENTS
36,283 16,885 54 47,422 73,534 83,759 90,473 15,974 9,260
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -5,197)
-3,339 2,499 -262 -2,565 -6,218 -6,166 -3,981 969 -1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 16.9 0.1 47.5 73.7 84.0 90.7 16.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 13 2 26 27 57 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,348
COMMITMENTS
5,046 5,777 880 1,361 638 7,287 7,295 61 53
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 3)
-1 13 2 0 -5 1 10 2 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 78.6 12.0 18.5 8.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 2 1 2 13 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,101
COMMITMENTS
4,285 431 21 5,644 9,508 9,950 9,960 151 141
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -520)
-707 -76 -3 173 -440 -537 -519 17 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 4.3 0.2 55.9 94.1 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 4 1 6 11 14 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,922
COMMITMENTS
1,516 1,061 0 6,207 6,764 7,723 7,825 199 97
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -222)
691 -18 0 -959 -218 -268 -236 46 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 13.4 0.0 78.4 85.4 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 8 0 5 13 13 21
Updated April 13, 2012