WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 584,831
COMMITMENTS
95,208 150,758 151,281 302,840 227,265 549,329 529,304 35,502 55,527
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 3,466)
-117 6,896 2,741 458 -5,503 3,082 4,134 384 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 25.8 25.9 51.8 38.9 93.9 90.5 6.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
110 167 172 92 112 308 356
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,865,114
COMMITMENTS
338,075 145,204 570,204 786,231 831,543 1694511 1546951 170,604 318,163
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 27,862)
-15,603 18,723 9,758 31,108 -4,678 25,263 23,803 2,600 4,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 7.8 30.6 42.2 44.6 90.9 82.9 9.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
206 173 282 266 340 605 679
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,985
COMMITMENTS
2,291 500 621 6,621 9,000 9,533 10,121 2,452 1,864
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -114)
-248 -9 -57 424 -43 119 -109 -234 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.2 5.2 55.2 75.1 79.5 84.4 20.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 7 5 17 12 31 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 1,137,348
COMMITMENTS
287,175 43,017 382,051 393,873 596,930 1063099 1021998 74,249 115,350
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 41,634)
2,793 1,475 22,737 11,407 12,639 36,936 36,851 4,697 4,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 3.8 33.6 34.6 52.5 93.5 89.9 6.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
253 141 261 177 217 559 514
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED 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: 10,959
COMMITMENTS
1,904 2,056 5,508 3,119 3,234 10,532 10,799 427 160
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,056)
938 1,016 602 387 414 1,927 2,032 129 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 18.8 50.3 28.5 29.5 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 6 11 7 9 19 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 446,749
COMMITMENTS
109,321 54,838 95,266 198,893 271,391 403,480 421,494 43,268 25,254
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -4,758)
-2,995 -2,430 3,111 -4,297 -4,247 -4,180 -3,567 -577 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 12.3 21.3 44.5 60.7 90.3 94.3 9.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
104 71 104 67 80 234 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 699,905
COMMITMENTS
61,452 67,032 62,186 418,023 414,633 541,661 543,852 158,244 156,053
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -29,982)
-4,323 -11,663 -1,960 -25,941 -18,226 -32,223 -31,849 2,241 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.6 8.9 59.7 59.2 77.4 77.7 22.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
24 42 45 92 85 150 138
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 367,536
COMMITMENTS
43,796 27,342 249 268,728 287,970 312,773 315,561 54,762 51,975
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 10,246)
4,167 -3,205 -50 7,778 13,703 11,895 10,448 -1,650 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.4 0.1 73.1 78.4 85.1 85.9 14.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 7 2 38 44 44 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 305,408
COMMITMENTS
110,741 10,910 52,275 95,999 217,699 259,015 280,883 46,393 24,525
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 7,397)
4,629 -2,274 -1,247 2,412 10,746 5,793 7,225 1,604 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 3.6 17.1 31.4 71.3 84.8 92.0 15.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
105 28 61 71 78 208 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 16,166
COMMITMENTS
4,270 4,475 1,623 6,931 8,274 12,824 14,371 3,343 1,795
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -1,010)
416 -1,087 -703 -305 1,641 -593 -149 -417 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 27.7 10.0 42.9 51.2 79.3 88.9 20.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
30 17 14 22 17 57 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 897,925
COMMITMENTS
206,367 173,571 53,970 522,019 569,315 782,355 796,855 115,570 101,070
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 40,183)
22,831 -16,547 -1,578 -119 64,882 21,134 46,758 19,049 -6,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 19.3 6.0 58.1 63.4 87.1 88.7 12.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
43 42 29 99 102 152 163
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,330,452
COMMITMENTS
186,717 316,762 279,025 1573178 1375922 2038920 1971709 291,531 358,743
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 69,793)
25,320 -5,364 20,206 21,032 58,649 66,558 73,491 3,235 -3,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.6 12.0 67.5 59.0 87.5 84.6 12.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
37 80 74 158 172 244 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,555,721
COMMITMENTS
327,677 157,551 149,173 845,165 1000054 1322014 1306778 233,707 248,943
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 29,735)
39,671 13,472 27,122 -71,751 -14,666 -4,958 25,927 34,693 3,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 10.1 9.6 54.3 64.3 85.0 84.0 15.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
35 39 37 94 116 149 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 611,490
COMMITMENTS
43,719 78,409 148,963 389,699 332,856 582,381 560,228 29,109 51,262
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 9,516)
-27,651 4,215 13,773 19,858 -11,272 5,981 6,717 3,536 2,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 12.8 24.4 63.7 54.4 95.2 91.6 4.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 21 30 46 51 77 85
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 53,134
COMMITMENTS
20,021 6,736 775 25,566 40,576 46,362 48,087 6,772 5,047
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,983)
1,944 -1,461 119 1,324 2,970 3,386 1,629 -1,403 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 12.7 1.5 48.1 76.4 87.3 90.5 12.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 14 9 32 32 77 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 106,268
COMMITMENTS
40,042 13,473 1,549 51,132 81,152 92,723 96,174 13,545 10,094
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 3,966)
3,888 -2,921 238 2,647 5,941 6,773 3,258 -2,807 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 12.7 1.5 48.1 76.4 87.3 90.5 12.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 14 9 32 32 77 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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