WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 592,679
COMMITMENTS
102,399 72,744 148,208 298,817 314,090 549,424 535,042 43,255 57,637
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -36,140)
3,672 44 -23,212 -16,402 -12,179 -35,942 -35,348 -198 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 12.3 25.0 50.4 53.0 92.7 90.3 7.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464)
144 139 193 110 143 371 385
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,297,491
COMMITMENTS
496,337 93,563 728,482 839,755 1179934 2064574 2001980 232,917 295,511
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -183,828)
1,794 353 -123,752 -64,599 -54,927 -186,558 -178,327 2,729 -5,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 4.1 31.7 36.6 51.4 89.9 87.1 10.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 958)
296 152 333 316 437 761 813
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,105
COMMITMENTS
3,898 184 1,096 7,144 12,916 12,138 14,197 2,967 908
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -339)
671 40 -76 -539 39 56 3 -395 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 1.2 7.3 47.3 85.5 80.4 94.0 19.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 3 8 22 15 43 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 818,174
COMMITMENTS
152,353 41,686 271,105 332,202 414,195 755,659 726,986 62,515 91,188
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -93,828)
8,167 -9,371 -64,295 -35,019 -16,427 -91,148 -90,093 -2,680 -3,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 5.1 33.1 40.6 50.6 92.4 88.9 7.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
206 116 234 147 205 469 474
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 24,974
COMMITMENTS
22,208 2,519 147 5 6,079 22,360 8,745 2,614 16,229
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 524)
1,203 521 -62 -3 413 1,138 872 -614 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.9 10.1 0.6 0.0 24.3 89.5 35.0 10.5 65.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 7 8 2 18 20 32
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,150
COMMITMENTS
966 8,906 2,452 7,931 495 11,349 11,853 800 296
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 132)
-95 -277 314 -107 112 111 149 21 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 73.3 20.2 65.3 4.1 93.4 97.6 6.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 6 8 13 7 27 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 409,262
COMMITMENTS
96,311 35,358 89,691 183,969 258,807 369,972 383,857 39,290 25,405
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -33,186)
-4,786 -344 -10,835 -14,879 -20,107 -30,501 -31,286 -2,685 -1,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 8.6 21.9 45.0 63.2 90.4 93.8 9.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
100 55 101 70 76 229 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,517
COMMITMENTS
65,323 105,264 27,838 386,355 342,183 479,516 475,285 155,001 159,231
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,539)
10,538 2,620 -11,956 -11,406 19,211 -12,825 9,875 14,363 -8,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 16.6 4.4 60.9 53.9 75.6 74.9 24.4 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
19 37 27 69 69 108 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 321,384
COMMITMENTS
43,359 56,835 1,737 205,740 216,876 250,836 275,448 70,548 45,937
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -3,978)
956 -1,810 108 -14,355 -7,430 -13,291 -9,132 9,313 5,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 17.7 0.5 64.0 67.5 78.0 85.7 22.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 10 3 33 32 39 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,334
COMMITMENTS
971 286 771 5,206 5,920 6,948 6,977 386 357
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -193)
48 -48 85 -380 -290 -247 -253 54 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 3.9 10.5 71.0 80.7 94.7 95.1 5.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 4 8 18 20 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 260,056
COMMITMENTS
48,224 27,532 51,817 117,523 154,159 217,564 233,509 42,491 26,547
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -10,744)
3,522 -8,280 -2,784 -11,732 4,235 -10,994 -6,829 251 -3,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 10.6 19.9 45.2 59.3 83.7 89.8 16.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
61 37 70 73 70 176 157
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,056
COMMITMENTS
7,573 3,606 1,891 9,251 18,907 18,715 24,403 7,341 1,653
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 79)
330 143 -560 123 620 -108 203 187 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 13.8 7.3 35.5 72.6 71.8 93.7 28.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
51 18 19 28 22 90 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,100,756
COMMITMENTS
338,658 151,497 46,863 604,435 746,131 989,956 944,491 110,800 156,265
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -642)
32,100 -9,880 -1,135 -42,743 18,066 -11,778 7,052 11,135 -7,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 13.8 4.3 54.9 67.8 89.9 85.8 10.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
51 59 33 105 133 176 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,941,127
COMMITMENTS
208,390 207,453 165,128 1274398 1155733 1647916 1528313 293,210 412,813
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -58,799)
20,279 -6,602 -64,950 -45,384 -18,630 -90,055 -90,183 31,256 31,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.7 8.5 65.7 59.5 84.9 78.7 15.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
45 59 61 134 148 214 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,523,010
COMMITMENTS
359,682 111,289 85,629 868,062 1032491 1313373 1229409 209,636 293,601
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 37,385)
56,103 -2,512 -20,154 -11,170 54,344 24,778 31,677 12,606 5,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 7.3 5.6 57.0 67.8 86.2 80.7 13.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
37 31 34 104 110 150 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,010,102
COMMITMENTS
101,737 66,001 344,090 525,022 545,778 970,849 955,869 39,253 54,233
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 11,410)
-672 2,903 3,579 9,344 7,138 12,251 13,620 -841 -2,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.5 34.1 52.0 54.0 96.1 94.6 3.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
31 37 47 65 70 120 135
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,102
COMMITMENTS
20,827 4,824 1,020 29,893 44,139 51,740 49,983 7,362 9,119
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 4,600)
592 286 239 3,688 2,970 4,519 3,495 82 1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 8.2 1.7 50.6 74.7 87.5 84.6 12.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
38 9 7 35 32 74 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,204
COMMITMENTS
41,653 9,648 2,040 59,787 88,278 103,480 99,966 14,724 18,238
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 9,201)
1,183 572 479 7,375 5,940 9,037 6,990 163 2,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 8.2 1.7 50.6 74.7 87.5 84.6 12.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
38 9 7 35 32 74 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,819
COMMITMENTS
4,979 2,267 37 1,674 5,595 6,690 7,899 2,129 920
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 276)
286 261 0 -10 15 276 276 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 25.7 0.4 19.0 63.4 75.9 89.6 24.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 6 1 1 4 14 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,249
COMMITMENTS
1,262 1,221 10 9,838 9,836 11,110 11,067 139 182
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 182)
610 0 -37 -423 281 150 244 32 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 10.9 0.1 87.5 87.4 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 8 1 6 14 10 23
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,679
COMMITMENTS
2,148 1,096 0 25,254 26,196 27,402 27,292 277 387
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -1,452)
621 276 -554 -1,610 -73 -1,543 -351 91 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.0 0.0 91.2 94.6 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 5 0 7 14 12 19
Updated April 29, 2011