WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,668
COMMITMENTS
86,471 70,707 81,313 226,945 217,994 394,729 370,014 32,939 57,654
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -5,557)
9,759 -4,167 -6,515 -7,086 6,783 -3,842 -3,899 -1,715 -1,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 16.5 19.0 53.1 51.0 92.3 86.5 7.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
96 111 131 66 102 270 277
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,486,994
COMMITMENTS
464,223 69,142 200,845 629,188 939,675 1294256 1209662 192,738 277,332
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -36,932)
-2,127 -9,828 -9,412 -27,540 -20,062 -39,079 -39,302 2,147 2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 4.6 13.5 42.3 63.2 87.0 81.3 13.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 853)
250 104 235 253 358 637 639
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,233
COMMITMENTS
5,465 899 521 8,341 15,140 14,327 16,560 3,906 1,673
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -109)
282 79 -380 -72 547 -170 246 61 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 4.9 2.9 45.7 83.0 78.6 90.8 21.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 3 9 16 15 46 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,437
COMMITMENTS
148,520 37,137 82,960 193,322 282,787 424,802 402,884 63,635 85,553
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -8,327)
-92 -6,918 -140 -5,345 3,952 -5,577 -3,106 -2,750 -5,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 7.6 17.0 39.6 57.9 87.0 82.5 13.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
138 97 146 106 162 354 347
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,817
COMMITMENTS
9,284 1,595 1,033 27 670 10,344 3,298 3,473 10,519
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -3,574)
-1,298 -1,863 -80 -292 -429 -1,670 -2,372 -1,904 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 11.5 7.5 0.2 4.8 74.9 23.9 25.1 76.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
13 4 8 1 3 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,444
COMMITMENTS
83,812 14,302 46,123 122,914 207,467 252,849 267,892 31,595 16,552
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -1,592)
4,133 950 -1,634 1,606 1,476 4,105 792 -5,697 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 5.0 16.2 43.2 72.9 88.9 94.2 11.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
91 21 54 52 52 183 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 955,433
COMMITMENTS
112,018 199,517 51,086 623,683 506,374 786,787 756,977 168,646 198,456
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 72,280)
-12,851 15,045 24,704 23,389 -2,272 35,242 37,477 37,038 34,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 20.9 5.3 65.3 53.0 82.3 79.2 17.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
30 42 25 70 94 114 148
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 230,463
COMMITMENTS
73,840 23,421 29,612 84,305 154,508 187,757 207,541 42,706 22,922
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -5,138)
-4,076 10,082 -265 -879 -15,274 -5,220 -5,457 82 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 10.2 12.8 36.6 67.0 81.5 90.1 18.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
77 27 47 55 54 163 116
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,265
COMMITMENTS
5,093 670 1,867 7,271 13,543 14,231 16,080 3,034 1,185
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 71)
594 -13 477 -536 67 535 531 -464 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 3.9 10.8 42.1 78.4 82.4 93.1 17.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 4 6 27 19 55 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 870,038
COMMITMENTS
116,808 232,109 49,294 564,673 469,339 730,775 750,742 139,263 119,296
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 34,893)
-3,355 -936 33,083 -21,201 -15,928 8,527 16,219 26,366 18,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 26.7 5.7 64.9 53.9 84.0 86.3 16.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
35 36 21 81 81 124 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,320,566
COMMITMENTS
613,800 317,648 98,995 1250170 1455859 1962965 1872502 357,601 448,064
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -12,502)
57,369 -31,494 -10,093 -138,746 -59,207 -91,470 -100,794 78,968 88,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 13.7 4.3 53.9 62.7 84.6 80.7 15.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
60 64 45 114 127 190 220
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,552,491
COMMITMENTS
230,242 262,170 55,890 1001766 931,937 1287898 1249997 264,593 302,494
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 83,533)
41,254 7,057 11,251 -7,973 37,509 44,532 55,817 39,001 27,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 16.9 3.6 64.5 60.0 83.0 80.5 17.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
34 36 21 74 73 118 120
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 542,258
COMMITMENTS
186,448 131,812 104,871 221,483 276,938 512,802 513,621 29,456 28,637
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 86,265)
41,339 36,680 4,553 34,248 38,582 80,140 79,815 6,125 6,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 24.3 19.3 40.8 51.1 94.6 94.7 5.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
38 30 42 50 52 111 102
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 12,102
COMMITMENTS
3,868 307 742 2,284 7,795 6,894 8,844 5,208 3,258
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,255)
993 78 455 257 839 1,705 1,372 -450 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 2.5 6.1 18.9 64.4 57.0 73.1 43.0 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 1 4 3 12 14 17
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 45,832
COMMITMENTS
15,227 4,059 2,203 7,203 29,618 24,633 35,880 21,199 9,952
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 5,430)
3,651 -1,910 689 -1,270 4,987 3,070 3,766 2,360 1,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 8.9 4.8 15.7 64.6 53.7 78.3 46.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
24 14 6 8 14 37 29
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,274
COMMITMENTS
31,622 6,930 281 19,327 60,060 51,230 67,271 23,044 7,003
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -717)
-1,399 -749 223 -436 463 -1,612 -63 895 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 9.3 0.4 26.0 80.9 69.0 90.6 31.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 19 6 18 13 49 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 143,245
COMMITMENTS
52,341 61,056 6,291 67,615 31,457 126,247 98,804 16,998 44,441
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,108)
-3,928 -802 5,359 -3,250 306 -1,819 4,863 4,927 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 42.6 4.4 47.2 22.0 88.1 69.0 11.9 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
47 37 8 28 20 78 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 51,962
COMMITMENTS
2,419 17,311 2,654 45,717 30,862 50,790 50,827 1,172 1,135
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 5,424)
-939 762 2,176 3,151 1,486 4,388 4,424 1,036 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 33.3 5.1 88.0 59.4 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 3 11 12 20 24
Updated March 2, 2007