WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 532,905
COMMITMENTS
92,549 66,228 166,523 234,529 241,434 493,602 474,185 39,303 58,720
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -30,310)
-8,937 -2,150 -10,674 -9,839 -11,434 -29,450 -24,258 -860 -6,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 12.4 31.2 44.0 45.3 92.6 89.0 7.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
107 133 153 89 127 302 318
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,088,241
COMMITMENTS
386,576 79,968 573,139 899,563 1136746 1859278 1789853 228,963 298,388
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 24,881)
-2,391 4,998 8,792 16,047 13,053 22,447 26,842 2,434 -1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 3.8 27.4 43.1 54.4 89.0 85.7 11.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 832)
267 110 261 293 385 660 687
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,257
COMMITMENTS
4,385 2,015 1,041 6,736 11,883 12,162 14,939 4,095 1,318
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 266)
-2 -4 391 265 318 654 705 -388 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 12.4 6.4 41.4 73.1 74.8 91.9 25.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
25 6 7 15 12 44 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 812,030
COMMITMENTS
149,516 31,586 239,337 317,029 405,022 705,882 675,945 106,148 136,085
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -7,397)
-14,033 2,184 -536 5,127 -10,899 -9,442 -9,250 2,045 1,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 3.9 29.5 39.0 49.9 86.9 83.2 13.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
189 129 196 132 218 411 467
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 25,019
COMMITMENTS
20,185 2,872 1,358 0 3,318 21,543 7,548 3,476 17,471
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 365)
586 35 333 -252 197 667 565 -302 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.7 11.5 5.4 0.0 13.3 86.1 30.2 13.9 69.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 11 14 0 9 21 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 351,499
COMMITMENTS
53,850 22,463 86,019 169,123 223,363 308,992 331,845 42,507 19,655
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 4,362)
-4,212 2,665 7,872 -1,831 -5,626 1,830 4,911 2,532 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 6.4 24.5 48.1 63.5 87.9 94.4 12.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
71 44 65 67 66 182 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,240,342
COMMITMENTS
200,726 205,900 112,468 776,636 712,782 1089831 1031151 150,512 209,191
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 79,048)
24,518 32,486 27,994 37,359 8,629 89,870 69,108 -10,822 9,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.6 9.1 62.6 57.5 87.9 83.1 12.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
31 59 60 91 95 163 174
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 269,485
COMMITMENTS
60,988 9,636 49,821 112,067 188,614 222,876 248,071 46,610 21,414
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,149)
-181 388 2,586 -7,082 -7,378 -4,677 -4,403 1,529 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.6 18.5 41.6 70.0 82.7 92.1 17.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
63 42 60 70 65 175 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,568
COMMITMENTS
7,800 161 1,000 7,137 18,324 15,937 19,485 4,631 1,083
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -1,393)
-257 -117 -452 -1,061 -1,000 -1,770 -1,569 377 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 0.8 4.9 34.7 89.1 77.5 94.7 22.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 6 10 27 20 64 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,332,107
COMMITMENTS
328,887 327,492 39,084 832,951 849,218 1200922 1215795 131,185 116,312
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -50,883)
-26,397 -18,244 -6,890 -7,132 -6,872 -40,419 -32,006 -10,464 -18,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 24.6 2.9 62.5 63.7 90.2 91.3 9.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
66 41 41 112 99 191 169
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,097,620
COMMITMENTS
580,031 332,401 428,434 1743641 1933294 2752106 2694128 345,515 403,492
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 61,872)
83,005 -8,513 65,564 -115,395 52,517 33,175 109,568 28,697 -47,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 10.7 13.8 56.3 62.4 88.8 87.0 11.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
52 74 73 134 149 223 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,282,538
COMMITMENTS
508,094 485,166 162,542 1351333 1370322 2021969 2018029 260,569 264,509
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -72,417)
-28,938 61,068 27,145 -27,748 -129,577 -29,541 -41,364 -42,876 -31,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 21.3 7.1 59.2 60.0 88.6 88.4 11.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
48 42 43 97 99 162 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 325,922
COMMITMENTS
75,835 30,090 71,105 149,831 192,161 296,770 293,355 29,152 32,567
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -189,895)
4,066 -15,856 -97,115 -96,843 -78,274 -189,892 -191,245 -3 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 9.2 21.8 46.0 59.0 91.1 90.0 8.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
22 23 32 40 38 79 79
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,862
COMMITMENTS
3,389 3,346 595 2,150 7,022 6,134 10,963 9,728 4,899
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 272)
316 -39 -786 235 731 -236 -95 508 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 21.1 3.7 13.6 44.3 38.7 69.1 61.3 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 9 3 3 6 13 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,253
COMMITMENTS
17,302 14,585 2,457 13,188 12,425 32,948 29,467 4,305 7,785
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 2,052)
256 792 829 790 584 1,875 2,205 177 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 39.2 6.6 35.4 33.4 88.4 79.1 11.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 17 15 14 10 45 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,517
COMMITMENTS
49,169 43,366 1,673 35,690 45,417 86,531 90,455 25,986 22,062
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 10,761)
1,424 6,306 -185 -103 -412 1,136 5,709 9,625 5,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 38.5 1.5 31.7 40.4 76.9 80.4 23.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
45 48 18 19 22 72 80
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,975
COMMITMENTS
6,287 3,802 1,845 42,605 45,137 50,737 50,784 238 191
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,402)
-3,845 -6,429 710 -224 2,241 -3,359 -3,478 -43 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.5 3.6 83.6 88.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 17 4 18 12 29 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,630
COMMITMENTS
2,025 3,250 370 20,167 18,883 22,562 22,503 68 127
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 5,814)
439 677 259 5,193 4,820 5,891 5,756 -77 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 14.4 1.6 89.1 83.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 7 3 9 8 19 16
Updated March 7, 2008