WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 481,095
COMMITMENTS
96,667 85,802 80,118 264,262 257,408 441,047 423,328 40,048 57,767
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 5,301)
480 21 4,420 840 -180 5,740 4,261 -439 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 17.8 16.7 54.9 53.5 91.7 88.0 8.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
126 134 158 87 129 310 346
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,533,106
COMMITMENTS
486,703 98,372 199,752 691,950 996,873 1378405 1294997 154,701 238,109
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -37,411)
-8,871 -7,602 -13,648 -20,826 -17,169 -43,345 -38,419 5,934 1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 6.4 13.0 45.1 65.0 89.9 84.5 10.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 833)
243 125 205 232 385 573 648
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,644
COMMITMENTS
2,847 529 716 6,846 10,858 10,409 12,103 3,235 1,541
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 977)
-254 102 620 475 134 841 856 136 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 3.9 5.2 50.2 79.6 76.3 88.7 23.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 5 6 18 13 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 618,462
COMMITMENTS
210,601 45,039 80,058 272,555 408,282 563,214 533,379 55,248 85,083
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,418)
-4,139 652 4,747 2,606 135 3,214 5,534 -796 -3,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 7.3 12.9 44.1 66.0 91.1 86.2 8.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
177 97 149 125 191 380 387
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,965
COMMITMENTS
21,960 2,028 371 21 5,803 22,352 8,202 2,613 16,763
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 297)
215 -61 29 0 97 244 65 53 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.0 8.1 1.5 0.1 23.2 89.5 32.9 10.5 67.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
20 5 5 1 15 21 25
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 350,014
COMMITMENTS
103,139 36,955 43,933 168,834 244,994 315,906 325,882 34,108 24,132
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 6,328)
5,940 243 2,217 -2,570 4,816 5,587 7,276 741 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 10.6 12.6 48.2 70.0 90.3 93.1 9.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
99 49 73 71 68 215 167
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 590,910
COMMITMENTS
76,528 95,712 3,953 376,053 332,085 456,534 431,750 134,376 159,160
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -6,885)
-3,986 -2,125 342 -4,695 -16,936 -8,339 -18,719 1,454 11,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 16.2 0.7 63.6 56.2 77.3 73.1 22.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
27 21 8 66 60 96 86
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 319,155
COMMITMENTS
43,962 57,142 532 211,238 217,979 255,732 275,653 63,423 43,502
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 6,267)
483 -1,491 67 6,968 5,589 7,518 4,165 -1,251 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 17.9 0.2 66.2 68.3 80.1 86.4 19.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 10 2 32 30 38 42
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,594
COMMITMENTS
566 277 661 5,915 6,305 7,142 7,243 452 351
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -253)
-120 27 -179 159 8 -140 -144 -113 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 3.6 8.7 77.9 83.0 94.0 95.4 6.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 4 18 20 25 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 214,495
COMMITMENTS
63,088 23,743 25,003 89,580 145,026 177,671 193,772 36,824 20,723
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 395)
1,993 2,911 207 -2,923 -2,811 -723 307 1,118 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 11.1 11.7 41.8 67.6 82.8 90.3 17.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
66 25 43 66 60 157 119
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,380
COMMITMENTS
7,739 3,181 1,445 8,404 18,069 17,588 22,695 6,792 1,685
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -276)
120 -78 -321 171 63 -30 -336 -246 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 13.0 5.9 34.5 74.1 72.1 93.1 27.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
54 14 16 23 21 83 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 893,796
COMMITMENTS
237,503 136,359 5,812 548,169 607,653 791,484 749,824 102,312 143,972
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -8,633)
-22,090 -22,257 -4,313 23,125 7,936 -3,278 -18,634 -5,355 10,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 15.3 0.7 61.3 68.0 88.6 83.9 11.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
39 51 16 81 113 128 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,568,542
COMMITMENTS
208,546 224,685 29,612 1067162 951,405 1305320 1205702 263,222 362,840
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -25,853)
-11,009 -53,300 6,240 -19,599 -12,429 -24,368 -59,489 -1,485 33,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 14.3 1.9 68.0 60.7 83.2 76.9 16.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
46 58 27 102 122 160 195
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,256,109
COMMITMENTS
276,794 142,032 16,382 763,154 829,800 1056330 988,214 199,779 267,895
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 33,872)
-30,953 2,875 5,530 64,006 22,036 38,583 30,441 -4,711 3,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 11.3 1.3 60.8 66.1 84.1 78.7 15.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
28 35 12 82 99 114 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 672,792
COMMITMENTS
123,902 57,570 73,382 443,482 498,845 640,766 629,797 32,026 42,995
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 13,590)
1,715 -2,280 -4,560 16,313 20,436 13,468 13,596 122 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 8.6 10.9 65.9 74.1 95.2 93.6 4.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
29 25 33 59 61 105 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,786
COMMITMENTS
24,250 4,336 268 25,145 48,454 49,662 53,057 9,125 5,729
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 13,797)
8,674 228 49 1,103 14,202 9,826 14,478 3,971 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 7.4 0.5 42.8 82.4 84.5 90.3 15.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 9 5 23 31 50 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,572
COMMITMENTS
48,499 8,671 535 50,289 96,908 99,323 106,114 18,249 11,458
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 27,594)
17,348 455 98 2,206 28,403 19,652 28,956 7,942 -1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 7.4 0.5 42.8 82.4 84.5 90.3 15.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 9 5 23 31 50 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,679
COMMITMENTS
6,319 3,080 37 1,748 5,038 8,104 8,155 1,575 1,524
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 857)
-179 -1,482 0 -475 839 -654 -643 1,511 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 31.8 0.4 18.1 52.1 83.7 84.3 16.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 4 1 2 3 15 8
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,922
COMMITMENTS
273 1,265 11 11,556 10,386 11,840 11,662 82 260
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -41)
-125 -534 1 93 503 -31 -30 -10 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 10.6 0.1 96.9 87.1 99.3 97.8 0.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 1 6 14 8 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,480
COMMITMENTS
1,159 1,753 0 27,161 26,588 28,320 28,341 160 139
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -418)
-1,815 366 0 1,819 -894 4 -528 -422 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 6.2 0.0 95.4 93.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 0 7 15 11 21
Updated April 1, 2011