WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 468,429
COMMITMENTS
95,612 154,786 80,146 260,372 181,412 436,130 416,344 32,299 52,085
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -3,229)
1,140 8,889 -3,593 -1,269 -7,918 -3,722 -2,622 493 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 33.0 17.1 55.6 38.7 93.1 88.9 6.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
102 153 139 83 100 272 320
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,355,022
COMMITMENTS
345,654 135,223 237,799 635,407 719,026 1218860 1092048 136,162 262,974
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 5,429)
-6,652 22,186 -12,999 21,976 -5,735 2,325 3,452 3,104 1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 10.0 17.5 46.9 53.1 90.0 80.6 10.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
183 159 228 222 317 532 607
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,046
COMMITMENTS
2,557 574 96 6,075 8,656 8,728 9,326 2,318 1,720
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -62)
-126 -58 -73 340 90 141 -41 -203 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 5.2 0.9 55.0 78.4 79.0 84.4 21.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 5 4 17 12 31 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,832
COMMITMENTS
286,169 52,764 145,861 312,993 511,217 745,023 709,842 66,809 101,990
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 24,856)
3,338 1,114 12,927 5,576 7,591 21,841 21,632 3,015 3,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 6.5 18.0 38.6 63.0 91.8 87.4 8.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
243 116 209 165 207 514 461
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 388,560
COMMITMENTS
118,164 56,256 55,013 173,358 252,773 346,535 364,042 42,025 24,518
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -760)
463 -2,245 3,360 -4,379 -1,338 -556 -223 -204 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 14.5 14.2 44.6 65.1 89.2 93.7 10.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
112 57 90 61 73 221 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 565,563
COMMITMENTS
65,455 69,126 3,746 354,085 359,574 423,286 432,446 142,277 133,117
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -31,240)
312 -13,457 -998 -30,967 -18,825 -31,653 -33,280 413 2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 12.2 0.7 62.6 63.6 74.8 76.5 25.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
28 35 12 75 72 112 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 366,445
COMMITMENTS
43,796 27,342 249 268,719 287,970 312,764 315,561 53,681 50,884
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 10,011)
4,167 -3,205 -50 7,769 13,703 11,886 10,448 -1,875 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 7.5 0.1 73.3 78.6 85.4 86.1 14.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 7 2 38 44 44 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,631
COMMITMENTS
1,779 339 1,631 7,717 9,142 11,127 11,112 504 519
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -244)
-715 -164 23 443 -105 -249 -246 5 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 2.9 14.0 66.3 78.6 95.7 95.5 4.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 5 6 21 22 33 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 266,125
COMMITMENTS
110,843 11,047 25,638 86,067 206,777 222,548 243,462 43,577 22,663
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 5,543)
4,774 -2,942 -1,649 548 9,396 3,673 4,805 1,870 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 4.2 9.6 32.3 77.7 83.6 91.5 16.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
105 24 55 66 69 199 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,348
COMMITMENTS
4,169 4,587 1,209 6,701 7,762 12,079 13,558 3,269 1,790
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -1,201)
163 -962 -738 -189 1,356 -764 -344 -437 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 29.9 7.9 43.7 50.6 78.7 88.3 21.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 22 13 20 17 54 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 829,439
COMMITMENTS
208,666 181,963 7,197 500,067 540,800 715,930 729,960 113,509 99,479
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 39,175)
21,233 -16,715 -1,123 736 63,698 20,846 45,860 18,329 -6,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 21.9 0.9 60.3 65.2 86.3 88.0 13.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
36 48 19 93 96 138 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,813,480
COMMITMENTS
200,815 377,097 25,756 1316727 1079297 1543298 1482150 270,182 331,330
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 39,625)
35,257 4,950 -4,167 4,054 44,662 35,144 45,445 4,481 -5,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 20.8 1.4 72.6 59.5 85.1 81.7 14.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
34 76 34 117 146 172 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,307,932
COMMITMENTS
339,020 178,837 20,950 720,919 865,571 1080889 1065358 227,043 242,574
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 93)
43,654 28,529 6,500 -84,614 -38,669 -34,460 -3,640 34,553 3,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 13.7 1.6 55.1 66.2 82.6 81.5 17.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
35 36 18 72 107 116 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 518,082
COMMITMENTS
51,119 83,710 69,668 370,495 315,101 491,282 468,479 26,800 49,603
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -2,239)
-22,935 10,778 -2,109 20,295 -13,504 -4,749 -4,835 2,510 2,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 16.2 13.4 71.5 60.8 94.8 90.4 5.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 17 26 45 48 72 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,736
COMMITMENTS
20,087 7,083 88 24,882 39,611 45,056 46,782 6,680 4,954
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,869)
1,946 -1,360 61 1,171 2,844 3,177 1,545 -1,308 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 13.7 0.2 48.1 76.6 87.1 90.4 12.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 14 3 28 32 68 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,471
COMMITMENTS
40,174 14,166 175 49,763 79,222 90,112 93,563 13,359 9,908
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 3,738)
3,891 -2,719 121 2,341 5,688 6,353 3,090 -2,615 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 13.7 0.2 48.1 76.6 87.1 90.4 12.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 14 3 28 32 68 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,412
COMMITMENTS
5,104 5,909 880 1,361 598 7,345 7,387 67 25
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 64)
58 132 0 0 -40 58 92 6 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 79.7 11.9 18.4 8.1 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 2 1 2 14 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,756
COMMITMENTS
3,977 411 21 5,593 9,193 9,591 9,625 165 131
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -345)
-308 -20 0 -51 -315 -359 -335 14 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 4.2 0.2 57.3 94.2 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 4 1 5 12 13 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,600
COMMITMENTS
2,262 1,513 0 6,136 7,035 8,398 8,548 202 52
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 678)
746 452 0 -71 271 675 723 3 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 17.6 0.0 71.3 81.8 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 10 0 5 13 13 23
Updated April 20, 2012