WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,188
COMMITMENTS
92,927 123,471 77,178 231,002 184,137 401,107 384,786 37,081 53,402
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -8,569)
1,097 -18,556 3,953 -13,613 3,815 -8,563 -10,788 -6 2,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 28.2 17.6 52.7 42.0 91.5 87.8 8.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
110 136 140 75 102 279 300
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,289,545
COMMITMENTS
374,758 91,866 221,243 567,409 736,496 1163410 1049605 126,135 239,940
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 7,926)
12,354 -21,434 13,460 -10,839 20,900 14,975 12,926 -7,049 -5,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 7.1 17.2 44.0 57.1 90.2 81.4 9.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684)
204 123 188 186 304 466 550
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,860
COMMITMENTS
1,799 1,585 145 6,682 7,046 8,626 8,776 2,234 2,084
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -176)
-203 41 57 -252 -805 -398 -707 222 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 14.6 1.3 61.5 64.9 79.4 80.8 20.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 8 3 16 10 27 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 568,715
COMMITMENTS
203,586 43,077 80,451 232,821 359,718 516,858 483,246 51,857 85,469
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 28,405)
28,241 -5,711 -2,571 1,621 33,676 27,291 25,394 1,114 3,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 7.6 14.1 40.9 63.3 90.9 85.0 9.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 511)
192 106 162 113 175 377 391
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,066
COMMITMENTS
12,629 210 605 151 2,473 13,385 3,288 2,681 12,778
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.6 1.3 3.8 0.9 15.4 83.3 20.5 16.7 79.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
14 1 7 1 6 15 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,490
COMMITMENTS
75,905 61,234 33,686 168,901 192,484 278,492 287,404 34,998 26,086
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 6,232)
-4,395 9,352 -7,753 20,266 4,765 8,118 6,364 -1,886 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 19.5 10.7 53.9 61.4 88.8 91.7 11.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
85 66 67 64 68 189 172
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,174
COMMITMENTS
78,778 87,842 3,270 381,806 366,526 463,854 457,638 141,320 147,536
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -38,350)
9,212 671 -1,520 -20,035 -26,215 -12,343 -27,064 -26,007 -11,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 14.5 0.5 63.1 60.6 76.6 75.6 23.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
28 37 11 79 69 113 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 355,708
COMMITMENTS
39,960 27,211 687 257,686 275,116 298,333 303,014 57,375 52,694
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -49,550)
-3,987 -6,472 -5,577 -35,024 -42,317 -44,588 -54,366 -4,962 4,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 7.6 0.2 72.4 77.3 83.9 85.2 16.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 7 3 39 36 46 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,215
COMMITMENTS
1,431 524 1,498 7,447 8,493 10,376 10,515 839 700
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -168)
-53 318 -150 -89 -390 -292 -222 124 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 4.7 13.4 66.4 75.7 92.5 93.8 7.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 5 7 20 25 35 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,515
COMMITMENTS
69,297 16,410 21,847 77,124 146,858 168,268 185,115 38,247 21,400
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 16,712)
17,185 -4,243 -5,414 4,152 29,568 15,923 19,911 789 -3,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 7.9 10.6 37.3 71.1 81.5 89.6 18.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
65 36 43 59 68 149 131
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,698
COMMITMENTS
3,760 6,177 756 7,254 5,609 11,770 12,542 2,928 2,156
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -952)
491 284 -1,226 -220 -38 -955 -980 3 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 42.0 5.1 49.4 38.2 80.1 85.3 19.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 25 11 20 18 51 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 851,489
COMMITMENTS
202,543 138,964 18,301 522,650 585,754 743,494 743,019 107,995 108,470
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -77,009)
9,477 -28,915 -1,165 -65,881 -36,357 -57,569 -66,437 -19,440 -10,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 16.3 2.1 61.4 68.8 87.3 87.3 12.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
42 37 18 94 94 143 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,858,467
COMMITMENTS
248,244 271,585 25,386 1304858 1214064 1578488 1511035 279,979 347,432
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -42,682)
37,740 38,585 -21,644 -26,271 -54,297 -10,175 -37,356 -32,507 -5,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 14.6 1.4 70.2 65.3 84.9 81.3 15.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
38 66 24 112 133 163 210
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,653
COMMITMENTS
370,722 155,039 6,566 787,064 981,031 1164352 1142636 213,301 235,017
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -59,853)
25,844 14,918 -24,276 -37,600 -47,800 -36,032 -57,158 -23,821 -2,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 11.3 0.5 57.1 71.2 84.5 82.9 15.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 35 14 76 92 115 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 512,829
COMMITMENTS
70,347 73,620 69,241 340,529 328,968 480,117 471,829 32,712 41,000
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -53,352)
-14,995 308 -4,186 -35,358 -50,643 -54,539 -54,521 1,187 1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 14.4 13.5 66.4 64.1 93.6 92.0 6.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 15 23 44 48 69 79
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,004
COMMITMENTS
19,077 7,468 392 27,696 40,341 47,165 48,200 6,839 5,804
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,945)
-2,176 1,679 -18 207 -4,237 -1,988 -2,576 43 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 13.8 0.7 51.3 74.7 87.3 89.3 12.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 21 9 33 28 67 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,007
COMMITMENTS
38,153 14,935 784 55,392 80,681 94,329 96,400 13,678 11,607
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,890)
-4,352 3,358 -36 413 -8,473 -3,975 -5,151 85 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 13.8 0.7 51.3 74.7 87.3 89.3 12.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 21 9 33 28 67 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,174
COMMITMENTS
14,176 7,406 1,068 1,361 8,578 16,605 17,052 569 122
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 206)
-300 349 -10 0 -252 -310 87 516 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.5 43.1 6.2 7.9 49.9 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 10 2 1 3 15 13
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,674
COMMITMENTS
2,130 468 315 6,954 8,805 9,399 9,588 275 86
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -976)
-757 263 205 -415 -1,428 -967 -960 -9 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 4.8 3.3 71.9 91.0 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 4 2 7 11 17 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,456
COMMITMENTS
3,165 1,169 814 7,238 9,049 11,217 11,032 239 424
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -561)
120 605 802 -1,470 -2,296 -548 -889 -13 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 10.2 7.1 63.2 79.0 97.9 96.3 2.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 10 2 4 12 11 23
Updated March 9, 2012