WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,306
COMMITMENTS
72,346 76,350 128,406 242,921 214,377 443,673 419,133 36,634 61,173
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -15,248)
1,836 -6,213 -10,647 -8,258 1,066 -17,069 -15,794 1,821 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 15.9 26.7 50.6 44.6 92.4 87.3 7.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
91 139 140 81 111 273 305
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,064,809
COMMITMENTS
265,503 65,620 698,831 851,367 983,304 1815700 1747755 249,109 317,054
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -9,026)
6,176 -2,647 6,085 -26,329 -9,386 -14,068 -5,947 5,041 -3,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 3.2 33.8 41.2 47.6 87.9 84.6 12.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 841)
222 156 283 352 381 716 704
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 21,497
COMMITMENTS
6,294 47 1,604 8,032 17,348 15,930 18,999 5,567 2,498
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 154)
114 9 217 -95 233 236 458 -83 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 0.2 7.5 37.4 80.7 74.1 88.4 25.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
28 5 11 18 18 54 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 637,031
COMMITMENTS
103,646 31,344 176,446 277,057 325,488 557,150 533,279 79,881 103,752
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -11,401)
-11,399 4,402 -494 5,750 -16,315 -6,143 -12,407 -5,258 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.9 27.7 43.5 51.1 87.5 83.7 12.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
157 108 173 140 153 393 360
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,565
COMMITMENTS
13,915 4,384 472 33 895 14,420 5,751 3,145 11,814
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 303)
268 207 27 -1 -13 294 221 9 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.2 25.0 2.7 0.2 5.1 82.1 32.7 17.9 67.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
19 11 7 2 4 22 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 360,431
COMMITMENTS
97,470 11,379 67,070 161,679 261,489 326,220 339,939 34,212 20,493
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 7,624)
5,460 1,658 -419 924 4,632 5,965 5,871 1,659 1,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.2 18.6 44.9 72.5 90.5 94.3 9.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
96 36 62 68 67 204 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,047,586
COMMITMENTS
143,188 192,823 92,335 687,412 564,013 922,935 849,171 124,651 198,415
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 53,171)
44,240 13,999 7,539 13,218 16,169 64,997 37,707 -11,826 15,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 18.4 8.8 65.6 53.8 88.1 81.1 11.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
33 43 47 83 90 137 159
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 246,790
COMMITMENTS
44,774 22,089 42,797 112,611 151,674 200,182 216,560 46,608 30,230
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 9,017)
-2,782 2,445 467 11,749 3,687 9,434 6,599 -418 2,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 9.0 17.3 45.6 61.5 81.1 87.8 18.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
51 39 61 66 62 159 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,090
COMMITMENTS
4,173 1,371 2,105 7,539 12,182 13,817 15,658 3,273 1,432
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -182)
73 -6 -31 -74 -15 -32 -52 -150 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 8.0 12.3 44.1 71.3 80.9 91.6 19.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 11 10 27 20 54 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,007,144
COMMITMENTS
154,369 317,369 15,968 686,727 579,327 857,064 912,664 150,080 94,479
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 49,226)
-3,709 19,444 4,074 47,064 17,182 47,428 40,700 1,797 8,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 31.5 1.6 68.2 57.5 85.1 90.6 14.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
46 39 20 92 82 148 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,006,861
COMMITMENTS
753,233 341,455 254,006 1718590 1979497 2725829 2574958 281,032 431,903
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 34,563)
-7,087 35,883 17,831 46,460 -51,192 57,203 2,523 -22,641 32,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 11.4 8.4 57.2 65.8 90.7 85.6 9.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
62 77 74 140 143 237 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,730,667
COMMITMENTS
183,835 330,934 112,005 1187345 1006234 1483185 1449173 247,482 281,494
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 45,586)
-38,173 -39,904 1,512 88,628 53,084 51,967 14,692 -6,382 30,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 19.1 6.5 68.6 58.1 85.7 83.7 14.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
35 44 42 97 97 158 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 894,940
COMMITMENTS
179,623 205,427 257,119 419,808 400,801 856,551 863,348 38,389 31,592
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 4,219)
-3,446 6,757 7,857 3,686 -1,629 8,097 12,985 -3,877 -8,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 23.0 28.7 46.9 44.8 95.7 96.5 4.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
42 38 52 64 60 136 120
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,233
COMMITMENTS
12,343 1,815 1,060 2,493 23,069 15,896 25,944 17,337 7,289
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 868)
472 1,129 512 -301 -364 683 1,277 185 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 5.5 3.2 7.5 69.4 47.8 78.1 52.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
23 7 7 7 14 33 25
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,578
COMMITMENTS
17,539 7,212 878 17,537 28,136 35,953 36,226 6,625 6,352
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 406)
208 346 -122 29 17 115 241 291 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 16.9 2.1 41.2 66.1 84.4 85.1 15.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 13 11 18 14 47 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,341
COMMITMENTS
39,520 28,011 1,079 25,386 32,876 65,985 61,965 11,356 15,376
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -2,318)
-3,435 -2,303 336 806 -718 -2,293 -2,685 -25 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 36.2 1.4 32.8 42.5 85.3 80.1 14.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
30 43 13 24 24 65 69
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 46,617
COMMITMENTS
2,572 16,081 333 43,554 28,226 46,459 44,640 158 1,977
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,053)
-634 166 0 2,730 1,892 2,096 2,058 -43 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 34.5 0.7 93.4 60.5 99.7 95.8 0.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 13 2 12 10 21 25
Updated April 13, 2007