WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,552
COMMITMENTS
73,363 117,138 70,519 251,157 186,528 395,039 374,185 31,513 52,367
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,190)
-1,199 5,050 3,062 2,269 -2,590 4,132 5,522 58 -1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 27.5 16.5 58.9 43.7 92.6 87.7 7.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
99 152 125 68 95 256 310
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,123,971
COMMITMENTS
259,405 172,137 141,941 602,109 559,968 1003455 874,046 120,516 249,925
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 5,285)
170 23,163 -3,853 8,791 -11,067 5,108 8,243 177 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 15.3 12.6 53.6 49.8 89.3 77.8 10.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
160 147 182 178 260 445 527
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,149
COMMITMENTS
3,294 3,771 218 9,412 10,386 12,924 14,375 3,225 1,774
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,103)
396 361 84 884 686 1,364 1,131 -261 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 23.4 1.3 58.3 64.3 80.0 89.0 20.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 16 3 17 12 31 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 436,247
COMMITMENTS
87,400 90,833 64,764 241,909 185,112 394,073 340,709 42,174 95,538
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 2,435)
91 5,810 -2,022 -661 -4,866 -2,592 -1,078 5,027 3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 20.8 14.8 55.5 42.4 90.3 78.1 9.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
102 151 128 95 141 289 353
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,776
COMMITMENTS
11,823 1,135 450 78 1,846 12,351 3,431 2,425 11,345
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 890)
988 482 81 0 51 1,069 614 -179 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.0 7.7 3.0 0.5 12.5 83.6 23.2 16.4 76.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 5 12 2 6 19 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 285,183
COMMITMENTS
54,774 33,883 52,767 149,844 177,917 257,385 264,567 27,798 20,616
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 807)
-3,170 -2,675 7,464 -51 -3,309 4,243 1,480 -3,436 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 11.9 18.5 52.5 62.4 90.3 92.8 9.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
68 60 77 60 55 185 161
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 643,281
COMMITMENTS
40,871 150,956 12,472 470,671 347,476 524,014 510,904 119,267 132,377
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 5,033)
-830 2,621 -2,968 -1,534 11,824 -5,332 11,477 10,365 -6,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 23.5 1.9 73.2 54.0 81.5 79.4 18.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
18 37 8 61 71 84 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 82,790
COMMITMENTS
3,842 15,064 977 48,412 44,649 53,231 60,690 29,559 22,100
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 3,956)
3,842 1,139 -23 2,062 -1,959 5,881 -843 -1,925 4,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 18.2 1.2 58.5 53.9 64.3 73.3 35.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 1 11 10 13 14
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,332
COMMITMENTS
288 392 130 7,557 7,562 7,975 8,084 357 248
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 314)
188 -88 15 74 391 277 318 37 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 4.7 1.6 90.7 90.8 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 2 19 16 24 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 207,243
COMMITMENTS
50,174 44,552 34,053 92,345 98,695 176,572 177,300 30,671 29,943
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,215)
2,367 2,811 4,968 -3,005 -4,592 4,330 3,187 -115 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 21.5 16.4 44.6 47.6 85.2 85.6 14.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
46 52 64 60 46 150 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,867
COMMITMENTS
3,730 2,887 628 7,586 8,799 11,944 12,314 2,923 2,553
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 805)
-120 822 190 666 36 736 1,048 69 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 19.4 4.2 51.0 59.2 80.3 82.8 19.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 16 10 26 17 50 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 885,033
COMMITMENTS
239,258 155,880 25,501 526,738 580,106 791,497 761,487 93,536 123,546
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 9,252)
-14,483 23,342 1,282 22,967 -15,836 9,766 8,788 -514 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 17.6 2.9 59.5 65.5 89.4 86.0 10.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
34 55 17 78 117 121 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,433,862
COMMITMENTS
180,089 269,686 68,567 882,959 819,743 1131615 1157996 302,247 275,866
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 80,101)
21,455 4,656 -5,853 33,684 71,183 49,286 69,986 30,815 10,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 18.8 4.8 61.6 57.2 78.9 80.8 21.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
39 60 31 103 116 161 188
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 935,355
COMMITMENTS
149,428 121,005 25,025 567,093 552,823 741,546 698,853 193,809 236,502
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -48,753)
-14,903 -13,354 2,100 -9,979 -49,457 -22,782 -60,711 -25,971 11,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 12.9 2.7 60.6 59.1 79.3 74.7 20.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
26 27 15 61 80 93 116
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 676,200
COMMITMENTS
90,830 78,991 89,284 455,694 455,237 635,808 623,512 40,392 52,688
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 40,864)
16,676 -4,354 1,748 19,336 39,699 37,760 37,093 3,104 3,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 11.7 13.2 67.4 67.3 94.0 92.2 6.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
22 28 32 57 66 96 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,553
COMMITMENTS
3,575 1,889 331 8,748 9,827 12,654 12,047 2,899 3,506
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,598)
97 124 328 740 840 1,165 1,292 433 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 12.1 2.1 56.2 63.2 81.4 77.5 18.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 3 7 11 14 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,702
COMMITMENTS
34,263 11,500 2,472 52,704 74,820 89,439 88,792 15,263 15,910
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 19,394)
-4,080 743 1,922 19,326 13,527 17,168 16,192 2,226 3,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 11.0 2.4 50.3 71.5 85.4 84.8 14.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 16 10 25 37 62 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 24,413
COMMITMENTS
8,569 12,738 172 11,724 7,958 20,465 20,868 3,948 3,545
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 11,647)
9 92 172 7,917 7,841 8,098 8,105 3,549 3,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 52.2 0.7 48.0 32.6 83.8 85.5 16.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 5 1 5 1 16 7
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,942
COMMITMENTS
2,540 1,009 0 11,167 12,676 13,707 13,685 235 257
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -2,152)
-62 -73 -986 -1,121 -1,141 -2,169 -2,200 17 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 7.2 0.0 80.1 90.9 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 10 0 10 16 15 26
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,166
COMMITMENTS
6,107 2,127 0 15,786 19,856 21,893 21,983 273 183
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -3,445)
-1,444 400 -474 -1,541 -3,390 -3,459 -3,464 14 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 9.6 0.0 71.2 89.6 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 4 0 7 13 17 17
Updated March 19, 2010