WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 489,379
COMMITMENTS
76,588 78,825 134,628 244,703 215,195 455,920 428,648 33,460 60,731
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 4,828)
3,611 3,420 -817 1,155 1,466 3,949 4,069 879 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 16.1 27.5 50.0 44.0 93.2 87.6 6.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
107 128 143 84 112 283 313
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,047,064
COMMITMENTS
323,960 61,132 632,649 849,823 1035686 1806432 1729467 240,632 317,597
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -22,656)
-9,855 1,046 -5,848 872 -20,989 -14,832 -25,792 -7,824 3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 3.0 30.9 41.5 50.6 88.2 84.5 11.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 816)
235 128 266 325 383 672 686
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 21,990
COMMITMENTS
6,527 95 1,438 8,726 18,099 16,692 19,632 5,298 2,357
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,785)
862 54 98 -186 1,234 774 1,387 1,011 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 0.4 6.5 39.7 82.3 75.9 89.3 24.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
31 6 10 18 17 57 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 628,757
COMMITMENTS
111,560 28,414 165,553 263,933 329,293 541,045 523,260 87,712 105,497
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -703)
1,185 -1,132 -4,585 6,579 7,538 3,179 1,822 -3,882 -2,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.5 26.3 42.0 52.4 86.0 83.2 14.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
167 92 162 134 153 385 344
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,442
COMMITMENTS
11,376 2,049 455 182 707 12,013 3,211 2,429 11,231
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -714)
47 -605 -126 0 25 -79 -706 -635 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.8 14.2 3.2 1.3 4.9 83.2 22.2 16.8 77.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 9 8 2 3 17 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 342,741
COMMITMENTS
89,898 11,697 69,913 150,960 244,550 310,770 326,160 31,971 16,581
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 27,264)
11,840 1,468 6,597 6,371 20,256 24,808 28,321 2,456 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 3.4 20.4 44.0 71.4 90.7 95.2 9.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
90 36 60 64 65 192 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 973,124
COMMITMENTS
90,240 182,244 83,475 661,879 525,573 835,593 791,291 137,531 181,833
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -74,016)
-31,271 -3,185 -26,799 -4,159 -59,530 -62,229 -89,513 -11,787 15,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.7 8.6 68.0 54.0 85.9 81.3 14.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
37 39 44 81 85 135 151
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 231,854
COMMITMENTS
49,944 18,601 40,756 95,801 146,491 186,501 205,848 45,354 26,007
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -5,820)
-2,141 1,806 -1,403 678 -5,557 -2,866 -5,155 -2,954 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 8.0 17.6 41.3 63.2 80.4 88.8 19.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
57 32 53 59 57 149 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,288
COMMITMENTS
3,828 1,355 1,782 8,213 12,911 13,823 16,049 3,465 1,239
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -532)
-838 667 148 392 -1,426 -297 -611 -235 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 7.8 10.3 47.5 74.7 80.0 92.8 20.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 10 10 30 23 57 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 965,139
COMMITMENTS
134,646 270,276 14,215 679,592 578,967 828,453 863,459 136,686 101,680
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 45,131)
17,002 25,791 -3,776 29,941 29,023 43,166 51,038 1,964 -5,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 28.0 1.5 70.4 60.0 85.8 89.5 14.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
43 32 17 91 80 144 119
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,857,785
COMMITMENTS
746,923 284,264 215,683 1590715 1980367 2553321 2480313 304,464 377,472
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -44,378)
46,349 56,038 -69,892 13,087 -35,441 -10,456 -49,295 -33,922 4,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 9.9 7.5 55.7 69.3 89.3 86.8 10.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
59 77 70 128 139 228 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,687,559
COMMITMENTS
195,818 373,481 113,401 1108608 954,890 1417827 1441773 269,732 245,786
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 31,507)
21,698 58,748 -27,563 26,181 -1,583 20,316 29,601 11,192 1,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 22.1 6.7 65.7 56.6 84.0 85.4 16.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
38 39 37 93 90 155 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 996,840
COMMITMENTS
190,410 199,459 293,293 467,714 465,868 951,417 958,620 45,423 38,220
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 51,082)
8,540 18,859 14,435 26,161 13,717 49,136 47,011 1,946 4,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 20.0 29.4 46.9 46.7 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 35 54 64 59 140 121
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,987
COMMITMENTS
12,007 4,412 1,975 5,339 23,739 19,321 30,126 16,666 5,861
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -6,311)
364 -1,716 -505 -3,492 -1,856 -3,634 -4,078 -2,677 -2,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 12.3 5.5 14.8 66.0 53.7 83.7 46.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
22 12 12 11 15 41 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,799
COMMITMENTS
16,730 5,480 982 16,802 28,307 34,514 34,769 6,285 6,030
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 580)
192 170 103 389 -164 683 108 -104 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 13.4 2.4 41.2 69.4 84.6 85.2 15.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 11 11 17 13 48 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,152
COMMITMENTS
32,818 28,739 1,056 25,840 28,347 59,715 58,142 11,437 13,010
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -2,075)
-1,492 1,166 -29 -1,516 -973 -3,037 165 962 -2,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 40.4 1.5 36.3 39.8 83.9 81.7 16.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
28 44 14 22 22 61 69
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 44,937
COMMITMENTS
3,447 16,072 334 40,853 26,450 44,634 42,856 303 2,081
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -84)
-640 26 1 513 -285 -126 -258 42 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 35.8 0.7 90.9 58.9 99.3 95.4 0.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 11 3 11 10 21 24
Updated March 30, 2007