WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,930
COMMITMENTS
91,859 60,860 68,423 202,268 214,056 362,550 343,339 31,380 50,591
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -12,773)
-1,280 -3,620 -3,495 -7,716 -6,893 -12,491 -14,008 -282 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 15.4 17.4 51.3 54.3 92.0 87.2 8.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
93 102 111 80 118 249 270
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,389,904
COMMITMENTS
391,033 96,055 177,083 687,718 899,835 1255834 1172973 134,070 216,931
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -36,910)
-35,430 -3,981 16,507 -6,076 -38,248 -24,999 -25,722 -11,911 -11,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 6.9 12.7 49.5 64.7 90.4 84.4 9.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
223 116 177 246 341 551 580
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,010
COMMITMENTS
2,872 1,958 660 7,380 10,611 10,912 13,229 3,098 781
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -629)
-369 65 63 -452 -1,016 -758 -888 129 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 14.0 4.7 52.7 75.7 77.9 94.4 22.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 3 7 15 13 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 527,444
COMMITMENTS
165,236 50,477 65,266 261,149 341,015 491,651 456,758 35,793 70,686
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -12,154)
-1,218 -184 4,982 -10,973 -18,342 -7,209 -13,544 -4,945 1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 9.6 12.4 49.5 64.7 93.2 86.6 6.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
170 83 109 103 190 322 355
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,317
COMMITMENTS
18,756 2,378 1,303 3 4,305 20,062 7,986 3,255 15,331
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -601)
-481 -105 168 0 442 -313 505 -288 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.4 10.2 5.6 0.0 18.5 86.0 34.2 14.0 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 9 12 1 12 18 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 282,519
COMMITMENTS
42,840 23,420 53,608 164,298 196,904 260,746 273,932 21,773 8,587
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,703)
-3,971 91 2,076 3,477 -2,696 1,582 -529 -3,285 -1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 8.3 19.0 58.2 69.7 92.3 97.0 7.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
51 34 48 62 52 139 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 941,923
COMMITMENTS
186,880 159,600 4,847 624,025 597,497 815,752 761,944 126,171 179,979
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -22,463)
16,984 -30,571 1,064 -24,331 3,800 -6,283 -25,707 -16,180 3,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 16.9 0.5 66.3 63.4 86.6 80.9 13.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 36 22 69 76 118 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 219,796
COMMITMENTS
49,153 16,167 19,194 126,961 173,249 195,308 208,610 24,488 11,186
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 50)
-5,815 -528 702 8,309 607 3,196 781 -3,146 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 7.4 8.7 57.8 78.8 88.9 94.9 11.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
54 24 39 70 57 142 108
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,444
COMMITMENTS
7,636 461 867 8,030 18,025 16,533 19,353 3,911 1,091
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 327)
298 150 114 145 -177 557 87 -230 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 2.3 4.2 39.3 88.2 80.9 94.7 19.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 5 12 30 22 66 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,147,533
COMMITMENTS
301,230 232,309 8,638 716,995 789,570 1026863 1030517 120,670 117,016
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 30,201)
31,445 25,929 -1,508 12,999 -4,300 42,936 20,121 -12,735 10,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 20.2 0.8 62.5 68.8 89.5 89.8 10.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
38 39 14 96 88 139 136
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,093,120
COMMITMENTS
273,315 354,872 48,555 1477605 1319451 1799475 1722878 293,645 370,242
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -97,483)
-37,377 31,776 -12,215 -15,567 -57,750 -65,159 -38,189 -32,324 -59,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 17.0 2.3 70.6 63.0 86.0 82.3 14.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
42 69 32 90 124 151 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,855,947
COMMITMENTS
580,048 258,952 28,389 1012280 1320702 1620717 1608043 235,230 247,904
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -65,162)
-15,920 -27,639 -10,681 -11,963 -20,316 -38,564 -58,636 -26,598 -6,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 14.0 1.5 54.5 71.2 87.3 86.6 12.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 42 17 80 77 136 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 330,207
COMMITMENTS
64,304 23,808 34,407 203,123 238,278 301,834 296,493 28,373 33,714
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -18,040)
-38,291 -12,320 -314 20,486 -5,914 -18,119 -18,548 79 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 7.2 10.4 61.5 72.2 91.4 89.8 8.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 15 21 48 52 83 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 24,094
COMMITMENTS
14,058 8,189 16 6,427 11,610 20,501 19,815 3,593 4,279
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -20,973)
-5,131 -6,617 -4,331 -7,735 -3,013 -17,197 -13,961 -3,776 -7,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.3 34.0 0.1 26.7 48.2 85.1 82.2 14.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 2 9 8 20 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,179
COMMITMENTS
24,953 18,408 557 31,412 36,174 56,922 55,139 11,257 13,040
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -47,856)
-28,740 -20,222 -4,852 -7,669 -18,628 -41,261 -43,702 -6,595 -4,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 27.0 0.8 46.1 53.1 83.5 80.9 16.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 30 5 18 20 48 52
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,413
COMMITMENTS
5,677 4,594 1,269 43,210 44,467 50,156 50,330 257 83
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,087)
-3 -298 0 -1,010 -797 -1,013 -1,095 -74 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 9.1 2.5 85.7 88.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 15 3 17 10 28 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,177
COMMITMENTS
1,944 3,415 558 15,587 14,140 18,089 18,113 88 64
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -57)
-163 -554 260 -158 247 -61 -47 4 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 18.8 3.1 85.8 77.8 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 10 3 10 8 19 19
Updated March 28, 2008