WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 466,165
COMMITMENTS
95,897 137,698 80,544 256,780 198,068 433,221 416,310 32,944 49,855
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 17,500)
3,012 6,699 -2,508 20,028 14,472 20,532 18,663 -3,032 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 29.5 17.3 55.1 42.5 92.9 89.3 7.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
110 148 142 76 105 279 316
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,342,159
COMMITMENTS
354,311 108,445 242,003 614,542 739,801 1210856 1090249 131,303 251,910
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 33,157)
-10,590 12,677 7,480 35,170 6,927 32,060 27,084 1,097 6,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 8.1 18.0 45.8 55.1 90.2 81.2 9.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
207 139 215 198 305 513 573
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,573
COMMITMENTS
2,615 573 72 5,621 8,269 8,308 8,914 2,265 1,659
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -75)
53 -394 -136 -213 303 -296 -227 221 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 5.4 0.7 53.2 78.2 78.6 84.3 21.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 4 14 14 28 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 753,669
COMMITMENTS
275,924 40,067 117,421 299,352 498,507 692,697 655,995 60,972 97,674
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 69,088)
25,307 1,877 10,706 31,626 49,041 67,639 61,624 1,449 7,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 5.3 15.6 39.7 66.1 91.9 87.0 8.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
233 104 182 153 198 471 425
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,332
COMMITMENTS
15,449 635 368 58 3,402 15,875 4,405 3,457 14,927
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,454)
1,485 220 6 -26 234 1,465 460 -11 994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.9 3.3 1.9 0.3 17.6 82.1 22.8 17.9 77.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 3 7 1 7 16 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 362,335
COMMITMENTS
103,485 58,977 40,695 176,506 238,219 320,686 337,891 41,649 24,444
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,460)
3,755 -4,567 -2,878 -7,120 5,207 -6,243 -2,238 2,783 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 16.3 11.2 48.7 65.7 88.5 93.3 11.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
113 58 86 66 68 220 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 573,636
COMMITMENTS
57,315 79,067 4,447 379,859 351,698 441,621 435,212 132,015 138,424
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,296)
11,745 -6,129 2,455 -16,551 13,305 -2,351 9,631 4,647 -7,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 13.8 0.8 66.2 61.3 77.0 75.9 23.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
24 36 12 72 65 104 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 344,322
COMMITMENTS
38,111 26,266 296 251,527 271,705 289,934 298,267 54,388 46,055
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -6,855)
-3,105 164 -652 308 -6,165 -3,449 -6,653 -3,406 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 7.6 0.1 73.0 78.9 84.2 86.6 15.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 7 2 37 45 42 54
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,249
COMMITMENTS
2,631 721 1,417 7,669 9,645 11,717 11,783 532 466
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 816)
271 253 19 609 545 899 817 -83 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 5.9 11.6 62.6 78.7 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 5 5 21 22 35 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 256,098
COMMITMENTS
103,394 13,269 25,353 87,121 199,082 215,868 237,704 40,230 18,394
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 14,885)
9,837 -2,364 282 6,154 18,056 16,273 15,974 -1,388 -1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 5.2 9.9 34.0 77.7 84.3 92.8 15.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
103 27 54 66 71 195 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,337
COMMITMENTS
3,995 5,367 2,056 6,998 6,702 13,049 14,125 3,288 2,212
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 498)
-286 -285 862 -73 -234 503 343 -5 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 32.9 12.6 42.8 41.0 79.9 86.5 20.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 18 13 22 19 52 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 785,415
COMMITMENTS
170,780 197,680 10,377 513,136 465,838 694,293 673,895 91,122 111,520
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -31,309)
21,172 -14,617 -1,652 -60,303 -13,829 -40,783 -30,098 9,474 -1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 25.2 1.3 65.3 59.3 88.4 85.8 11.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
39 44 17 93 85 140 139
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,735,420
COMMITMENTS
144,987 357,114 31,300 1313054 1000164 1489341 1388578 246,079 346,842
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -22,125)
-22,158 -5,748 6,146 -8,713 -18,955 -24,725 -18,557 2,600 -3,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 20.6 1.8 75.7 57.6 85.8 80.0 14.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
29 72 29 113 147 160 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,274,872
COMMITMENTS
258,560 131,180 15,394 830,122 883,127 1104076 1029701 170,796 245,171
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -105,813)
-5,789 -38,335 -2,053 -111,484 -63,306 -119,326 -103,694 13,513 -2,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 10.3 1.2 65.1 69.3 86.6 80.8 13.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
31 31 12 77 97 115 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 519,960
COMMITMENTS
77,289 80,919 68,577 348,745 326,079 494,611 475,575 25,349 44,385
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -51,479)
-6,432 1,926 -2,864 -42,783 -50,596 -52,079 -51,534 600 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 15.6 13.2 67.1 62.7 95.1 91.5 4.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 19 25 42 45 69 76
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,465
COMMITMENTS
19,811 7,193 158 24,994 39,876 44,963 47,227 7,503 5,238
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -904)
-1,254 816 -124 188 -2,344 -1,191 -1,652 287 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 13.7 0.3 47.6 76.0 85.7 90.0 14.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
37 11 4 31 28 69 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,930
COMMITMENTS
39,622 14,386 316 49,987 79,752 89,925 94,454 15,005 10,476
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -1,807)
-2,508 1,631 -248 375 -4,687 -2,381 -3,304 574 1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 13.7 0.3 47.6 76.0 85.7 90.0 14.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
37 11 4 31 28 69 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,345
COMMITMENTS
5,047 5,764 878 1,361 643 7,286 7,285 59 60
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -190)
167 7 -330 -32 113 -195 -210 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 78.5 12.0 18.5 8.8 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 2 1 2 13 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,621
COMMITMENTS
4,992 507 24 5,471 9,948 10,487 10,479 134 142
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 461)
988 155 0 -516 302 472 457 -11 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 4.8 0.2 51.5 93.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 5 1 6 11 14 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,144
COMMITMENTS
825 1,079 0 7,166 6,982 7,991 8,061 153 83
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 585)
-1,021 253 0 1,576 346 555 599 30 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 13.2 0.0 88.0 85.7 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 9 0 5 13 9 22
Updated April 6, 2012