WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 563,215
COMMITMENTS
101,486 68,378 177,197 244,368 252,868 523,052 498,443 40,163 64,772
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -43,011)
-743 -5,226 -33,000 -8,553 -4,697 -42,296 -42,922 -715 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 12.1 31.5 43.4 44.9 92.9 88.5 7.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
125 118 160 98 131 321 332
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,063,360
COMMITMENTS
388,968 74,970 564,347 883,516 1123694 1836831 1763011 226,529 300,349
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -94,370)
-3,042 625 -102,351 7,881 18,625 -97,512 -83,100 3,143 -11,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 3.6 27.4 42.8 54.5 89.0 85.4 11.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 838)
268 110 276 300 377 683 693
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,991
COMMITMENTS
4,387 2,019 651 6,471 11,565 11,509 14,234 4,483 1,757
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 297)
317 -121 -311 137 517 142 85 154 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 12.6 4.1 40.5 72.3 72.0 89.0 28.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
24 5 6 15 12 42 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 819,428
COMMITMENTS
163,549 29,402 239,873 311,902 415,921 715,324 685,195 104,104 134,232
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -58,950)
-8,888 -3,617 -36,184 -7,442 -11,074 -52,514 -50,875 -6,436 -8,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.6 29.3 38.1 50.8 87.3 83.6 12.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
206 108 224 152 213 471 481
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,654
COMMITMENTS
19,599 2,837 1,025 252 3,121 20,876 6,983 3,778 17,671
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -489)
-1,361 -1,000 617 252 344 -492 -39 3 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.5 11.5 4.2 1.0 12.7 84.7 28.3 15.3 71.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 8 12 2 8 20 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 347,138
COMMITMENTS
58,062 19,798 78,147 170,954 228,989 307,163 326,934 39,975 20,204
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -6,344)
2,619 -3,181 -8,797 -2,470 3,297 -8,648 -8,681 2,303 2,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.7 22.5 49.2 66.0 88.5 94.2 11.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
73 41 64 65 64 182 143
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,161,294
COMMITMENTS
176,208 173,415 84,475 739,278 704,154 999,960 962,043 161,334 199,251
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -160,707)
-38,562 -25,239 -67,191 -47,825 -54,753 -153,578 -147,184 -7,129 -13,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 14.9 7.3 63.7 60.6 86.1 82.8 13.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
29 44 48 83 94 144 154
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 272,634
COMMITMENTS
61,169 9,248 47,235 119,149 195,992 227,553 252,475 45,081 20,159
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,868)
3,420 -3,241 1,401 -3,631 4,458 1,190 2,617 1,678 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 3.4 17.3 43.7 71.9 83.5 92.6 16.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
71 27 60 71 65 183 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,961
COMMITMENTS
8,057 278 1,451 8,198 19,324 17,707 21,054 4,254 907
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -44)
-212 -35 -585 816 725 19 105 -63 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 1.3 6.6 37.3 88.0 80.6 95.9 19.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
39 4 14 30 21 72 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,382,990
COMMITMENTS
355,284 345,737 45,975 840,082 856,090 1241341 1247801 141,649 135,189
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 21,510)
-8,286 -19,338 7,485 22,679 11,542 21,878 -310 -369 21,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 25.0 3.3 60.7 61.9 89.8 90.2 10.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
68 44 42 97 90 183 161
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,035,748
COMMITMENTS
497,026 340,914 362,869 1859036 1880777 2718931 2584560 316,817 451,188
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -575,643)
-53,352 -6,964 -255,411 -251,609 -333,438 -560,371 -595,812 -15,271 20,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 11.2 12.0 61.2 62.0 89.6 85.1 10.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
47 69 75 134 148 223 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,354,955
COMMITMENTS
537,032 424,098 135,396 1379081 1499899 2051510 2059393 303,446 295,562
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -206,566)
22,704 -93,349 -105,204 -168,446 -38,044 -250,947 -236,597 44,381 30,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 18.0 5.7 58.6 63.7 87.1 87.4 12.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
42 49 46 99 98 164 171
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 515,817
COMMITMENTS
71,769 45,946 168,220 246,673 270,434 486,662 484,600 29,155 31,217
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 10,668)
14,049 13,385 3,647 -4,574 -3,037 13,122 13,995 -2,454 -3,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 8.9 32.6 47.8 52.4 94.3 93.9 5.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
29 46 48 63 65 119 135
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,589
COMMITMENTS
3,073 3,386 1,381 1,915 6,291 6,369 11,058 9,220 4,532
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 891)
433 1,457 -79 282 -296 636 1,082 255 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 21.7 8.9 12.3 40.4 40.9 70.9 59.1 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 7 3 4 6 13 15
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,201
COMMITMENTS
17,046 13,792 1,629 12,398 11,841 31,073 27,262 4,128 7,939
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,219)
1,893 1,315 -478 -529 48 885 885 333 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 39.2 4.6 35.2 33.6 88.3 77.4 11.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 16 11 14 10 43 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,755
COMMITMENTS
47,744 37,060 1,858 35,793 45,829 85,395 84,747 16,360 17,009
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 5,108)
4,542 1,018 -309 85 1,962 4,318 2,672 790 2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 36.4 1.8 35.2 45.0 83.9 83.3 16.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
43 46 13 18 24 67 77
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,377
COMMITMENTS
10,132 10,231 1,135 42,829 42,896 54,096 54,262 281 115
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 492)
75 -332 225 264 522 564 415 -72 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 18.8 2.1 78.8 78.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 19 4 18 11 28 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,816
COMMITMENTS
1,586 2,573 111 14,974 14,063 16,671 16,747 145 69
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 805)
48 695 -223 1,007 333 832 805 -27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.3 0.7 89.0 83.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 1 9 8 16 15
Updated February 29, 2008