WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,551
COMMITMENTS
72,978 75,405 135,445 243,548 213,729 451,971 424,579 32,580 59,972
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 6,352)
-1,480 11,161 7,237 563 -14,068 6,319 4,329 33 2,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 15.6 28.0 50.3 44.1 93.3 87.6 6.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
102 129 139 82 108 276 305
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,069,720
COMMITMENTS
333,816 60,086 638,497 848,951 1056676 1821264 1755259 248,455 314,461
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 29,201)
-5,866 -4,749 23,548 8,168 10,403 25,850 29,202 3,351 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.9 30.8 41.0 51.1 88.0 84.8 12.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 840)
252 133 278 328 388 697 702
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,204
COMMITMENTS
5,665 41 1,340 8,913 16,865 15,917 18,246 4,287 1,959
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 859)
836 -538 14 -400 1,274 449 750 409 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 0.2 6.6 44.1 83.5 78.8 90.3 21.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
30 5 9 18 16 54 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 629,459
COMMITMENTS
110,375 29,546 170,137 257,353 321,755 537,866 521,438 91,594 108,021
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 19,139)
5,208 1,288 7,635 5,582 9,317 18,425 18,239 715 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 4.7 27.0 40.9 51.1 85.4 82.8 14.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
164 93 155 134 158 376 343
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,156
COMMITMENTS
11,329 2,654 581 182 682 12,092 3,917 3,064 11,239
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 606)
346 349 -143 0 -12 203 194 403 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 17.5 3.8 1.2 4.5 79.8 25.8 20.2 74.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 9 8 2 3 16 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 315,477
COMMITMENTS
78,058 10,229 63,316 144,589 224,294 285,963 297,839 29,514 17,638
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 13,525)
4,498 987 3,651 5,479 8,725 13,628 13,362 -103 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.2 20.1 45.8 71.1 90.6 94.4 9.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
84 31 55 62 61 181 125
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,047,141
COMMITMENTS
121,511 185,429 110,273 666,038 585,103 897,822 880,804 149,318 166,336
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -30,486)
-10,486 669 -9,418 2,821 -4,781 -17,083 -13,530 -13,404 -16,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 17.7 10.5 63.6 55.9 85.7 84.1 14.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
40 40 47 85 93 147 158
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 237,675
COMMITMENTS
52,084 16,795 42,159 95,123 152,048 189,366 211,002 48,308 26,672
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 728)
-2,422 731 3,342 -1,295 -4,494 -374 -420 1,102 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 7.1 17.7 40.0 64.0 79.7 88.8 20.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
57 34 54 57 58 153 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,821
COMMITMENTS
4,666 689 1,634 7,821 14,337 14,121 16,660 3,700 1,161
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,365)
-1,544 -9 -321 499 -1,022 -1,366 -1,352 0 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 3.9 9.2 43.9 80.5 79.2 93.5 20.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 5 9 27 23 54 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 920,008
COMMITMENTS
117,644 244,486 17,991 649,652 549,945 785,286 812,421 134,722 107,587
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 65,447)
4,948 21,544 -6,006 29,484 23,726 28,427 39,264 37,020 26,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 26.6 2.0 70.6 59.8 85.4 88.3 14.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
39 34 17 83 82 131 124
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,902,163
COMMITMENTS
700,574 228,226 285,575 1577628 2015808 2563777 2529608 338,386 372,555
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 25,160)
62,679 -17,040 -13,897 -11,612 79,714 37,170 48,776 -12,010 -23,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 7.9 9.8 54.4 69.5 88.3 87.2 11.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
69 72 74 138 151 245 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,656,052
COMMITMENTS
174,120 314,734 140,964 1082428 956,474 1397511 1412171 258,540 243,880
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 35,381)
-8,854 41,049 13,914 50,237 -3,850 55,297 51,113 -19,917 -15,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 19.0 8.5 65.4 57.8 84.4 85.3 15.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
41 39 42 91 92 158 147
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 945,758
COMMITMENTS
181,870 180,599 278,858 441,553 452,151 902,281 911,609 43,477 34,149
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 69,277)
-31,347 18,957 19,893 74,725 28,326 63,271 67,177 6,006 2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 19.1 29.5 46.7 47.8 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
51 30 54 61 60 135 122
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 42,299
COMMITMENTS
11,643 6,128 2,481 8,832 25,595 22,956 34,204 19,343 8,095
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 520)
805 -2,433 -263 -822 2,159 -280 -537 800 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 14.5 5.9 20.9 60.5 54.3 80.9 45.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 13 12 10 14 39 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,219
COMMITMENTS
16,538 5,311 879 16,413 28,471 33,830 34,661 6,388 5,558
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -40,073)
-14,163 -947 -4,410 -4,547 -32,156 -23,119 -37,513 -16,954 -2,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 13.2 2.2 40.8 70.8 84.1 86.2 15.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
24 10 8 17 14 44 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,227
COMMITMENTS
34,310 27,572 1,085 27,357 29,320 62,751 57,977 10,475 15,250
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -97,734)
-9,334 -36,263 -6,913 -75,617 -23,653 -91,864 -66,829 -5,870 -30,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 37.7 1.5 37.4 40.0 85.7 79.2 14.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
32 39 14 22 26 63 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 45,021
COMMITMENTS
4,087 16,046 333 40,340 26,735 44,760 43,114 261 1,907
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -12,930)
1,488 -6,021 -2,632 -10,354 -2,862 -11,498 -11,515 -1,432 -1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 35.6 0.7 89.6 59.4 99.4 95.8 0.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 11 2 13 10 23 23
Updated March 23, 2007