WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 469,860
COMMITMENTS
74,905 60,801 129,589 228,019 217,341 432,512 407,731 37,348 62,129
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -10,446)
2,559 -15,549 1,183 -14,902 2,964 -11,160 -11,402 714 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 12.9 27.6 48.5 46.3 92.1 86.8 7.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
95 133 137 79 107 271 296
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,026,793
COMMITMENTS
247,636 72,038 676,933 864,792 963,883 1789361 1712854 237,432 313,939
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -38,016)
-17,866 6,417 -21,898 13,425 -19,421 -26,339 -34,901 -11,677 -3,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.6 33.4 42.7 47.6 88.3 84.5 11.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 840)
234 144 280 346 381 703 708
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| 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
6,044 81 1,650 7,274 15,872 14,968 17,603 5,236 2,601
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -1,293)
-250 34 47 -759 -1,476 -962 -1,395 -331 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 0.4 8.2 36.0 78.6 74.1 87.1 25.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 7 13 18 18 57 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 641,764
COMMITMENTS
94,009 32,215 189,162 287,205 320,438 570,376 541,815 71,388 99,950
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 4,734)
-9,637 871 12,716 10,148 -5,050 13,226 8,536 -8,493 -3,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 5.0 29.5 44.8 49.9 88.9 84.4 11.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499)
166 102 197 149 165 425 399
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,576
COMMITMENTS
11,833 1,731 1,051 0 655 12,884 3,437 2,692 12,139
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -1,989)
-2,082 -2,653 579 -33 -240 -1,536 -2,314 -453 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 11.1 6.7 0.0 4.2 82.7 22.1 17.3 77.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 7 9 0 3 17 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 351,314
COMMITMENTS
90,374 13,025 60,973 164,647 254,586 315,994 328,583 35,320 22,731
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -9,117)
-7,096 1,645 -6,097 2,968 -6,904 -10,226 -11,355 1,109 2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 3.7 17.4 46.9 72.5 89.9 93.5 10.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
92 25 62 71 68 195 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,050,699
COMMITMENTS
117,286 216,286 88,259 717,848 546,623 923,394 851,168 127,305 199,530
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,112)
-25,901 23,463 -4,076 30,436 -17,389 458 1,997 2,654 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 20.6 8.4 68.3 52.0 87.9 81.0 12.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
27 50 50 81 94 139 163
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 247,257
COMMITMENTS
39,758 22,937 44,995 119,243 151,931 203,996 219,864 43,261 27,393
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 467)
-5,016 849 2,198 6,632 257 3,814 3,304 -3,346 -2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 9.3 18.2 48.2 61.4 82.5 88.9 17.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
50 38 59 68 65 158 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,692
COMMITMENTS
4,111 1,385 2,554 7,512 11,968 14,177 15,906 3,516 1,786
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 602)
-62 13 449 -28 -214 359 248 243 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 7.8 14.4 42.5 67.6 80.1 89.9 19.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 11 11 25 18 52 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,008,332
COMMITMENTS
153,080 298,101 18,302 694,647 605,848 866,029 922,251 142,303 86,081
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 1,188)
-1,289 -19,268 2,334 7,920 26,521 8,965 9,586 -7,777 -8,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 29.6 1.8 68.9 60.1 85.9 91.5 14.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
41 41 21 89 79 141 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,056,124
COMMITMENTS
730,993 331,019 273,105 1756939 1988971 2761037 2593095 295,087 463,029
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 49,263)
-22,239 -10,436 19,099 38,349 9,474 35,208 18,137 14,055 31,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.8 8.9 57.5 65.1 90.3 84.8 9.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
62 77 75 147 154 244 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,753,695
COMMITMENTS
202,387 337,741 121,688 1165382 1018380 1489456 1477809 264,239 275,886
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 23,028)
18,552 6,808 9,682 -21,963 12,147 6,271 28,636 16,757 -5,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 19.3 6.9 66.5 58.1 84.9 84.3 15.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
41 40 38 98 94 161 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 899,004
COMMITMENTS
180,771 217,829 262,032 419,913 392,447 862,716 872,308 36,287 26,695
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 4,064)
1,148 12,401 4,913 105 -8,353 6,165 8,961 -2,102 -4,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 24.2 29.1 46.7 43.7 96.0 97.0 4.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
42 38 53 66 61 139 121
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,817
COMMITMENTS
2,101 1,779 356 1,423 5,506 3,880 7,641 6,937 3,176
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 16.4 3.3 13.2 50.9 35.9 70.6 64.1 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 1 3 7 11 12
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,607
COMMITMENTS
12,158 2,299 1,306 2,088 22,758 15,552 26,364 18,055 7,243
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 374)
-185 484 246 -405 -310 -344 420 718 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 6.8 3.9 6.2 67.7 46.3 78.4 53.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 8 8 6 15 34 28
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,412
COMMITMENTS
17,200 7,638 615 17,607 28,040 35,422 36,294 7,990 7,118
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 834)
-339 426 -263 70 -96 -531 68 1,366 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 17.6 1.4 40.6 64.6 81.6 83.6 18.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 13 11 17 14 46 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 90,156
COMMITMENTS
43,714 34,053 1,320 31,022 31,952 76,056 67,325 14,100 22,831
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 12,815)
4,194 6,043 241 5,636 -924 10,072 5,360 2,743 7,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 37.8 1.5 34.4 35.4 84.4 74.7 15.6 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
30 52 15 25 26 67 81
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 46,253
COMMITMENTS
2,260 16,331 333 43,383 27,567 45,976 44,231 277 2,022
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -364)
-312 250 0 -171 -659 -483 -409 119 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 35.3 0.7 93.8 59.6 99.4 95.6 0.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 13 2 14 9 22 24
Updated April 20, 2007