WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 532,156
COMMITMENTS
75,711 125,481 134,170 285,336 216,304 495,218 475,955 36,938 56,201
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 11,547)
328 9,072 1,473 9,069 1,160 10,870 11,705 677 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 23.6 25.2 53.6 40.6 93.1 89.4 6.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
114 163 168 84 102 312 345
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,520,751
COMMITMENTS
229,438 197,405 405,655 728,883 606,089 1363977 1209150 156,775 311,602
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 37,582)
-18,512 9,389 26,634 18,680 -18,725 26,802 17,298 10,780 20,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 13.0 26.7 47.9 39.9 89.7 79.5 10.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
174 161 256 230 277 543 611
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 18,950
COMMITMENTS
1,324 3,837 2,807 11,468 10,668 15,599 17,312 3,351 1,638
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 496)
-29 26 421 9 38 401 485 95 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 20.2 14.8 60.5 56.3 82.3 91.4 17.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 20 9 17 13 32 36
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 574,632
COMMITMENTS
97,712 61,867 158,403 270,159 245,265 526,273 465,534 48,359 109,098
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 21,107)
1,386 -3,748 8,324 10,556 14,894 20,267 19,470 840 1,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 10.8 27.6 47.0 42.7 91.6 81.0 8.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
135 147 193 112 157 370 395
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 325,054
COMMITMENTS
43,556 31,929 74,436 176,245 193,290 294,236 299,654 30,818 25,399
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,699)
-7,080 2,958 -1,138 14,364 -3,328 6,146 -1,509 -3,447 4,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 9.8 22.9 54.2 59.5 90.5 92.2 9.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
75 60 86 67 67 195 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 701,114
COMMITMENTS
38,818 159,602 29,157 510,055 363,555 578,030 552,314 123,085 148,801
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -20,982)
-13,696 6,945 -13,289 14,643 -19,002 -12,342 -25,346 -8,640 4,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 22.8 4.2 72.7 51.9 82.4 78.8 17.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
20 35 34 72 79 112 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 228,728
COMMITMENTS
49,311 27,411 50,098 94,910 123,540 194,319 201,049 34,409 27,678
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,771)
1,729 -5,558 3,395 -2,913 6,958 2,210 4,795 561 -2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 12.0 21.9 41.5 54.0 85.0 87.9 15.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
62 41 63 63 60 163 140
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 18,221
COMMITMENTS
3,348 3,395 2,270 9,646 9,873 15,264 15,538 2,956 2,683
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,418)
-93 163 556 838 527 1,301 1,247 117 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 18.6 12.5 52.9 54.2 83.8 85.3 16.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 21 15 30 21 61 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 965,876
COMMITMENTS
246,348 164,836 52,433 572,368 598,583 871,149 815,852 94,727 150,025
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 31,068)
39,195 14,189 -7,920 4,569 3,981 35,843 10,249 -4,775 20,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 17.1 5.4 59.3 62.0 90.2 84.5 9.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
35 58 31 88 118 142 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,871,528
COMMITMENTS
97,447 352,654 183,617 1327372 1032760 1608436 1569031 263,092 302,497
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 22,541)
-79,808 39,882 -29,223 151,408 -6,332 42,378 4,327 -19,836 18,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 18.8 9.8 70.9 55.2 85.9 83.8 14.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
33 65 66 131 143 207 231
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 936,256
COMMITMENTS
81,445 140,643 36,175 635,276 517,597 752,895 694,415 183,361 241,841
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -2,304)
-47,131 22,119 776 54,146 -27,625 7,791 -4,730 -10,095 2,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 15.0 3.9 67.9 55.3 80.4 74.2 19.6 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
19 26 23 68 82 98 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 994,769
COMMITMENTS
134,797 71,228 306,520 511,242 560,599 952,559 938,347 42,210 56,423
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 43,576)
16,116 -17,140 32,768 -5,148 28,772 43,736 44,400 -159 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.2 30.8 51.4 56.4 95.8 94.3 4.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
30 32 44 66 75 117 132
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 83,183
COMMITMENTS
30,632 10,433 2,147 37,453 57,536 70,233 70,116 12,950 13,067
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,527)
-362 592 1,363 1,272 3,521 2,274 5,476 253 -2,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 12.5 2.6 45.0 69.2 84.4 84.3 15.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 19 7 26 32 59 55
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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