WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,007
COMMITMENTS
72,142 128,858 72,604 265,340 189,755 410,086 391,217 32,921 51,790
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 11,862)
445 9,037 1,510 8,968 1,152 10,923 11,699 939 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 29.1 16.4 59.9 42.8 92.6 88.3 7.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
102 156 136 72 97 273 317
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,136,859
COMMITMENTS
240,092 203,935 150,068 620,148 527,785 1010308 881,788 126,551 255,071
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 836)
-18,632 12,245 5,047 10,302 -22,007 -3,283 -4,715 4,119 5,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 17.9 13.2 54.5 46.4 88.9 77.6 11.1 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
151 158 201 187 257 465 551
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,650
COMMITMENTS
3,268 3,804 641 9,445 10,600 13,354 15,045 3,296 1,605
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 385)
25 25 343 -70 11 298 379 87 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 22.8 3.8 56.7 63.7 80.2 90.4 19.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 15 6 17 11 31 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,222
COMMITMENTS
98,376 67,733 64,786 240,383 216,596 403,545 349,115 41,677 96,107
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 12,820)
1,478 -1,689 2,504 8,689 12,166 12,671 12,981 149 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 15.2 14.6 54.0 48.6 90.6 78.4 9.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
120 134 142 92 153 311 355
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,693
COMMITMENTS
14,785 2,508 511 73 2,163 15,369 5,182 2,324 12,511
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 518)
734 716 15 0 138 749 869 -231 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.6 14.2 2.9 0.4 12.2 86.9 29.3 13.1 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
15 8 12 2 6 21 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,840
COMMITMENTS
45,258 34,777 51,569 159,270 173,982 256,097 260,328 28,743 24,512
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,642)
-5,188 1,165 -1,561 12,228 -2,051 5,479 -2,447 -3,837 4,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 12.2 18.1 55.9 61.1 89.9 91.4 10.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
63 64 77 63 56 180 168
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 640,167
COMMITMENTS
38,363 156,221 2,978 488,572 344,436 529,913 503,635 110,254 136,532
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -9,141)
-15,699 4,681 -3,883 18,570 -18,265 -1,012 -17,467 -8,129 8,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 24.4 0.5 76.3 53.8 82.8 78.7 17.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
21 32 7 59 73 85 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 96,670
COMMITMENTS
3,953 21,074 0 61,613 56,008 65,566 77,082 31,104 19,588
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 7,161)
-810 3,633 -540 9,946 5,272 8,596 8,365 -1,435 -1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 21.8 0.0 63.7 57.9 67.8 79.7 32.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 0 11 12 12 17
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,895
COMMITMENTS
529 268 155 6,973 7,301 7,657 7,724 238 171
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -372)
231 -32 -18 -518 -272 -305 -322 -67 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 3.4 2.0 88.3 92.5 97.0 97.8 3.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 5 3 17 15 26 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 195,862
COMMITMENTS
50,144 34,691 28,434 85,311 106,932 163,889 170,057 31,973 25,805
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -2,445)
3,028 -1,352 -2,443 -3,612 3,611 -3,027 -184 582 -2,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 17.7 14.5 43.6 54.6 83.7 86.8 16.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
48 47 55 59 55 150 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,725
COMMITMENTS
3,895 3,394 1,279 8,648 9,564 13,822 14,237 2,903 2,488
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,344)
-100 168 546 773 476 1,219 1,190 125 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 20.3 7.6 51.7 57.2 82.6 85.1 17.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
25 20 15 28 19 58 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 906,656
COMMITMENTS
246,403 165,811 13,362 555,353 584,733 815,118 763,906 91,538 142,750
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 16,768)
41,062 15,145 -20,378 2,096 4,075 22,780 -1,158 -6,012 17,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 18.3 1.5 61.3 64.5 89.9 84.3 10.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
32 55 16 83 111 125 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,503,302
COMMITMENTS
98,428 348,345 40,654 1117297 833,318 1256379 1222317 246,923 280,985
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 13,118)
-71,221 21,150 -30,934 137,087 6,915 34,932 -2,869 -21,814 15,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 23.2 2.7 74.3 55.4 83.6 81.3 16.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
28 68 37 106 117 162 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 896,513
COMMITMENTS
82,566 144,755 15,861 622,162 503,392 720,589 664,008 175,924 232,505
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -5,016)
-45,709 24,970 -2,405 52,825 -31,768 4,711 -9,203 -9,727 4,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 16.1 1.8 69.4 56.1 80.4 74.1 19.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
17 26 13 62 77 85 110
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 694,137
COMMITMENTS
110,674 62,392 94,823 450,170 485,360 655,667 642,575 38,470 51,562
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 7,675)
16,637 -17,496 846 -9,544 25,079 7,939 8,429 -264 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 9.0 13.7 64.9 69.9 94.5 92.6 5.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
20 26 34 60 69 101 116
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,871
COMMITMENTS
30,596 10,298 1,917 35,544 55,812 68,057 68,027 12,814 12,844
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,450)
-371 600 1,359 1,226 3,463 2,214 5,422 236 -2,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 12.7 2.4 44.0 69.0 84.2 84.1 15.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 18 4 23 32 55 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 13,945
COMMITMENTS
2,096 1,078 2 11,590 12,444 13,688 13,524 257 421
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -422)
-651 39 0 237 -623 -414 -584 -8 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 7.7 0.0 83.1 89.2 98.2 97.0 1.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 1 10 16 15 28
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 23,612
COMMITMENTS
4,552 1,466 50 18,723 21,874 23,325 23,390 287 222
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 524)
-1,344 313 0 1,888 172 544 485 -20 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 6.2 0.2 79.3 92.6 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 7 13 16 19
Updated April 2, 2010