WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 580,296
COMMITMENTS
96,500 136,657 148,552 299,139 240,771 544,192 525,981 36,104 54,315
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 34,995)
3,608 6,315 4,730 29,612 24,722 37,950 35,767 -2,955 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 23.5 25.6 51.5 41.5 93.8 90.6 6.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
121 154 173 89 116 314 352
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,856,305
COMMITMENTS
358,269 122,530 565,418 763,806 861,034 1687493 1548982 168,813 307,323
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 112,033)
-4,136 15,197 56,983 53,970 27,587 106,816 99,767 5,216 12,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 6.6 30.5 41.1 46.4 90.9 83.4 9.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756)
220 160 276 253 333 601 656
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,969
COMMITMENTS
5,114 2,223 3,982 1,202 4,176 10,297 10,380 672 589
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,136)
1,205 772 676 189 575 2,069 2,023 67 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 20.3 36.3 11.0 38.1 93.9 94.6 6.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 9 5 7 16 17
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,566
COMMITMENTS
2,477 444 581 6,075 8,762 9,133 9,787 2,433 1,779
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -56)
61 -369 -125 -196 279 -259 -215 203 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 3.8 5.0 52.5 75.8 79.0 84.6 21.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 6 4 15 14 29 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,048,315
COMMITMENTS
276,488 31,681 332,742 372,442 575,094 981,672 939,517 66,643 108,798
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 109,102)
24,775 3,594 41,649 41,673 57,379 108,097 102,623 1,005 6,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 3.0 31.7 35.5 54.9 93.6 89.6 6.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
244 126 241 170 208 518 491
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,332
COMMITMENTS
15,449 635 368 58 3,402 15,875 4,405 3,457 14,927
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,454)
1,485 220 6 -26 234 1,465 460 -11 994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.9 3.3 1.9 0.3 17.6 82.1 22.8 17.9 77.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 3 7 1 7 16 17
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,196
COMMITMENTS
805 1,006 3,835 2,275 2,119 6,915 6,960 281 236
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -604)
-91 -148 49 -536 -510 -578 -608 -26 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 14.0 53.3 31.6 29.4 96.1 96.7 3.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 9 7 11 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 415,254
COMMITMENTS
99,703 57,197 75,332 197,155 257,148 372,190 389,677 43,064 25,577
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 775)
4,725 -3,155 -764 -6,391 5,526 -2,429 1,608 3,204 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 13.8 18.1 47.5 61.9 89.6 93.8 10.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
95 79 94 72 76 231 199
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 701,920
COMMITMENTS
55,517 76,272 62,043 435,885 408,046 553,445 546,362 148,475 155,558
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 15,923)
10,431 -5,966 11,123 -12,923 18,514 8,631 23,670 7,292 -7,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 10.9 8.8 62.1 58.1 78.8 77.8 21.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
24 42 44 84 80 140 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 345,215
COMMITMENTS
38,111 26,266 296 251,527 271,705 289,934 298,267 55,281 46,948
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,522)
-3,105 164 -652 308 -6,165 -3,449 -6,653 -3,073 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 7.6 0.1 72.9 78.7 84.0 86.4 16.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 7 2 37 45 42 54
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,249
COMMITMENTS
2,631 721 1,417 7,669 9,645 11,717 11,783 532 466
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 816)
271 253 19 609 545 899 817 -83 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 5.9 11.6 62.6 78.7 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 5 5 21 22 35 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 290,352
COMMITMENTS
103,216 12,037 50,238 93,673 207,284 247,127 269,558 43,225 20,794
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 18,565)
10,047 -2,700 2,829 6,425 19,374 19,301 19,504 -736 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 4.1 17.3 32.3 71.4 85.1 92.8 14.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
103 29 57 71 78 202 146
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,971
COMMITMENTS
3,844 5,375 2,406 7,358 6,928 13,608 14,709 3,364 2,262
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 621)
-252 -268 902 -26 -166 623 468 -2 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 31.7 14.2 43.4 40.8 80.2 86.7 19.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 21 13 23 19 53 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 854,351
COMMITMENTS
157,800 186,580 61,823 542,137 493,033 761,761 741,437 92,591 112,915
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -27,257)
19,797 -18,227 5,263 -61,575 -12,486 -36,515 -25,450 9,258 -1,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 21.8 7.2 63.5 57.7 89.2 86.8 10.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
38 47 30 100 92 153 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,230,592
COMMITMENTS
148,204 338,870 259,859 1543500 1241070 1951563 1839799 279,029 390,793
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 82,045)
-13,682 -17,780 48,926 37,988 39,888 73,232 71,034 8,813 11,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 15.2 11.6 69.2 55.6 87.5 82.5 12.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
38 71 65 155 165 233 261
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,462,573
COMMITMENTS
255,074 131,030 111,044 917,287 965,853 1283406 1207927 179,167 254,645
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -91,640)
-5,478 -38,636 9,627 -110,044 -61,050 -105,895 -90,059 14,254 -1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 9.0 7.6 62.7 66.0 87.7 82.6 12.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
25 40 34 95 108 140 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 598,894
COMMITMENTS
76,212 82,041 128,245 367,805 342,628 572,262 552,914 26,631 45,979
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -62,733)
-3,788 3,344 -13,465 -46,015 -52,814 -63,268 -62,934 535 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 13.7 21.4 61.4 57.2 95.6 92.3 4.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 20 30 43 47 74 81
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,781
COMMITMENTS
19,744 6,915 781 25,644 40,785 46,169 48,481 7,612 5,300
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -879)
-1,256 805 -108 190 -2,321 -1,174 -1,624 296 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 12.9 1.5 47.7 75.8 85.8 90.1 14.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
37 11 10 33 28 76 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,562
COMMITMENTS
39,488 13,830 1,562 51,288 81,570 92,338 96,963 15,224 10,600
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,757)
-2,512 1,610 -216 379 -4,641 -2,348 -3,248 591 1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 12.9 1.5 47.7 75.8 85.8 90.1 14.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
37 11 10 33 28 76 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,345
COMMITMENTS
5,047 5,764 878 1,361 643 7,286 7,285 59 60
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -190)
167 7 -330 -32 113 -195 -210 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 78.5 12.0 18.5 8.8 99.2 99.2 0.8 0.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,621
COMMITMENTS
4,992 507 24 5,471 9,948 10,487 10,479 134 142
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 461)
988 155 0 -516 302 472 457 -11 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 4.8 0.2 51.5 93.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 6 11 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,144
COMMITMENTS
825 1,079 0 7,166 6,982 7,991 8,061 153 83
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 585)
-1,021 253 0 1,576 346 555 599 30 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.2 0.0 88.0 85.7 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 9 0 5 13 9 22
Updated April 6, 2012