WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 513,529
COMMITMENTS
93,657 125,153 124,651 255,447 206,581 473,756 456,385 39,773 57,144
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 433)
1,709 -18,159 8,270 -9,540 7,767 439 -2,122 -5 2,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 24.4 24.3 49.7 40.2 92.3 88.9 7.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
115 146 164 86 110 307 327
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,684,032
COMMITMENTS
367,984 94,900 479,628 681,038 827,154 1528650 1401682 155,382 282,350
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 36,104)
6,612 -22,279 36,785 -1,157 24,642 42,241 39,148 -6,137 -3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 5.6 28.5 40.4 49.1 90.8 83.2 9.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
203 149 237 235 327 540 618
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,604
COMMITMENTS
1,513 1,588 520 7,212 7,237 9,245 9,345 2,359 2,259
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -131)
-245 48 83 -199 -822 -361 -691 230 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 13.7 4.5 62.2 62.4 79.7 80.5 20.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 9 4 17 10 28 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,533
COMMITMENTS
205,041 33,561 240,770 285,508 419,524 731,319 693,855 58,214 95,678
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 52,507)
30,705 -4,973 13,459 5,940 38,753 50,103 47,239 2,404 5,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 4.3 30.5 36.2 53.1 92.6 87.9 7.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
199 126 214 134 184 431 439
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,066
COMMITMENTS
12,629 210 605 151 2,473 13,385 3,288 2,681 12,778
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.6 1.3 3.8 0.9 15.4 83.3 20.5 16.7 79.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
14 1 7 1 6 15 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 356,431
COMMITMENTS
74,245 57,709 62,130 184,177 209,773 320,552 329,612 35,879 26,819
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 6,078)
-7,045 9,721 -7,488 22,562 4,024 8,030 6,258 -1,952 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 16.2 17.4 51.7 58.9 89.9 92.5 10.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
78 79 79 70 75 201 191
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 718,611
COMMITMENTS
78,264 85,012 49,087 436,903 420,988 564,254 555,087 154,357 163,524
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -21,247)
9,558 266 5,577 -10,364 -16,500 4,771 -10,658 -26,018 -10,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.8 6.8 60.8 58.6 78.5 77.2 21.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
32 36 39 87 82 142 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 356,772
COMMITMENTS
39,960 27,211 687 257,749 275,362 298,396 303,260 58,376 53,511
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -49,468)
-3,987 -6,472 -5,577 -34,964 -42,080 -44,528 -54,129 -4,940 4,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.6 0.2 72.2 77.2 83.6 85.0 16.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 7 3 39 36 46 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,215
COMMITMENTS
1,431 524 1,498 7,447 8,493 10,376 10,515 839 700
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -168)
-53 318 -150 -89 -390 -292 -222 124 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.7 13.4 66.4 75.7 92.5 93.8 7.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 5 7 20 25 35 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 234,454
COMMITMENTS
68,445 15,934 41,641 83,642 153,081 193,728 210,656 40,726 23,798
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 22,972)
16,096 -5,704 402 5,253 30,689 21,752 25,387 1,221 -2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 6.8 17.8 35.7 65.3 82.6 89.8 17.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
63 40 47 62 74 156 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,095
COMMITMENTS
3,560 6,177 1,033 7,519 5,694 12,111 12,904 2,984 2,192
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -875)
403 285 -1,127 -140 -37 -864 -879 -11 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 40.9 6.8 49.8 37.7 80.2 85.5 19.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 27 13 22 18 53 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 900,328
COMMITMENTS
197,035 135,454 51,479 541,554 600,849 790,068 787,782 110,260 112,546
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -64,111)
8,984 -29,798 4,988 -59,333 -30,091 -45,361 -54,901 -18,750 -9,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 15.0 5.7 60.2 66.7 87.8 87.5 12.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
45 35 28 100 97 154 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,177,209
COMMITMENTS
243,251 261,127 170,769 1460513 1368365 1874534 1800261 302,675 376,947
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 22,457)
40,993 26,088 9,132 671 -15,438 50,796 19,781 -28,339 2,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.0 7.8 67.1 62.8 86.1 82.7 13.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
48 60 60 143 153 220 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,464,208
COMMITMENTS
372,211 145,431 52,666 817,807 1021360 1242685 1219457 221,523 244,751
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -39,249)
23,929 9,666 -10,182 -30,319 -35,774 -16,572 -36,290 -22,677 -2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 9.9 3.6 55.9 69.8 84.9 83.3 15.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
33 37 30 82 103 133 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 575,643
COMMITMENTS
71,537 71,928 118,598 351,398 342,176 541,532 532,702 34,110 42,941
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -85,153)
-15,156 3,167 -33,626 -37,330 -55,659 -86,112 -86,118 959 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 12.5 20.6 61.0 59.4 94.1 92.5 5.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 15 26 45 50 74 83
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,802
COMMITMENTS
19,045 6,895 1,329 28,506 41,706 48,880 49,930 6,922 5,873
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,192)
-2,197 1,738 -119 91 -4,428 -2,225 -2,809 33 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 12.4 2.4 51.1 74.7 87.6 89.5 12.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 21 14 34 29 72 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,605
COMMITMENTS
38,091 13,790 2,657 57,013 83,412 97,761 99,859 13,844 11,745
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -4,384)
-4,393 3,477 -239 182 -8,855 -4,450 -5,617 66 1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 12.4 2.4 51.1 74.7 87.6 89.5 12.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 21 14 34 29 72 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,174
COMMITMENTS
14,176 7,406 1,068 1,361 8,578 16,605 17,052 569 122
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 206)
-300 349 -10 0 -252 -310 87 516 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.5 43.1 6.2 7.9 49.9 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 10 2 1 3 15 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,674
COMMITMENTS
2,130 468 315 6,954 8,805 9,399 9,588 275 86
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -976)
-757 263 205 -415 -1,428 -967 -960 -9 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 4.8 3.3 71.9 91.0 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 4 2 7 11 17 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,456
COMMITMENTS
3,165 1,169 814 7,238 9,049 11,217 11,032 239 424
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -561)
120 605 802 -1,470 -2,296 -548 -889 -13 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 10.2 7.1 63.2 79.0 97.9 96.3 2.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 10 2 4 12 11 23
Updated March 9, 2012