WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 558,425
COMMITMENTS
92,445 62,341 180,034 246,617 254,084 519,096 496,459 39,329 61,966
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 25,520)
-105 -3,887 13,511 12,088 12,650 25,494 22,274 26 3,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.2 32.2 44.2 45.5 93.0 88.9 7.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
106 125 152 92 129 299 314
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,116,928
COMMITMENTS
371,069 79,372 592,358 925,284 1142964 1888710 1814694 228,217 302,234
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 28,687)
-15,507 -596 19,219 25,720 6,218 29,432 24,841 -746 3,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 3.7 28.0 43.7 54.0 89.2 85.7 10.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 832)
260 119 256 296 385 657 684
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,637
COMMITMENTS
3,495 1,979 1,254 7,570 11,250 12,319 14,484 3,319 1,154
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -620)
-890 -35 212 834 -632 156 -455 -776 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 12.7 8.0 48.4 71.9 78.8 92.6 21.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 4 8 16 12 43 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 791,692
COMMITMENTS
138,333 34,223 230,096 321,285 395,686 689,714 660,005 101,978 131,687
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -20,338)
-11,183 2,637 -9,241 4,256 -9,336 -16,168 -15,940 -4,170 -4,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 4.3 29.1 40.6 50.0 87.1 83.4 12.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
189 112 184 137 219 397 463
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,256
COMMITMENTS
19,757 2,895 1,141 3 3,576 20,901 7,612 3,355 16,644
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -763)
-428 23 -217 3 258 -642 64 -121 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.5 11.9 4.7 0.0 14.7 86.2 31.4 13.8 68.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 11 12 1 10 21 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 355,624
COMMITMENTS
45,469 20,100 95,501 179,920 222,638 320,890 338,239 34,734 17,385
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 4,124)
-8,381 -2,363 9,482 10,797 -724 11,898 6,394 -7,773 -2,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.7 26.9 50.6 62.6 90.2 95.1 9.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
65 37 59 63 63 166 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,161,708
COMMITMENTS
199,725 187,038 101,087 722,307 687,935 1023119 976,060 138,590 185,648
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -78,634)
-1,001 -18,862 -11,381 -54,330 -24,847 -66,712 -55,091 -11,922 -23,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 16.1 8.7 62.2 59.2 88.1 84.0 11.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
36 57 59 91 94 165 172
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 257,290
COMMITMENTS
44,903 9,169 48,657 123,657 179,281 217,217 237,107 40,073 20,182
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -12,196)
-16,085 -467 -1,164 11,590 -9,333 -5,659 -10,964 -6,537 -1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 3.6 18.9 48.1 69.7 84.4 92.2 15.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
52 29 46 70 65 154 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,513
COMMITMENTS
7,570 201 1,155 7,781 18,174 16,506 19,529 4,008 984
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -54)
-230 40 155 644 -150 569 45 -623 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 1.0 5.6 37.9 88.6 80.5 95.2 19.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
33 6 13 28 21 64 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,191,372
COMMITMENTS
312,871 237,534 30,697 724,142 789,673 1067709 1057904 123,663 133,468
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -140,735)
-16,017 -89,958 -8,387 -108,809 -59,545 -133,213 -157,891 -7,522 17,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 19.9 2.6 60.8 66.3 89.6 88.8 10.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
59 41 35 106 103 180 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,981,772
COMMITMENTS
429,928 298,015 465,520 1732670 1788351 2628117 2551885 353,655 429,886
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -115,848)
-150,104 -34,386 37,086 -10,971 -144,942 -123,988 -142,242 8,140 26,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.0 15.6 58.1 60.0 88.1 85.6 11.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
56 68 76 128 150 218 260
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,181,774
COMMITMENTS
519,449 394,528 155,490 1214131 1363548 1889070 1913566 292,703 268,207
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -100,765)
11,355 -90,638 -7,052 -137,201 -6,773 -132,898 -104,463 32,134 3,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 18.1 7.1 55.6 62.5 86.6 87.7 13.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
48 43 41 92 91 158 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 372,734
COMMITMENTS
86,846 44,678 78,064 173,397 212,111 338,308 334,853 34,427 37,881
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 46,813)
11,011 14,588 6,959 23,567 19,950 41,537 41,498 5,275 5,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 12.0 20.9 46.5 56.9 90.8 89.8 9.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
24 28 34 44 42 87 86
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,092
COMMITMENTS
3,910 3,262 871 2,276 7,589 7,058 11,722 9,034 4,370
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 230)
521 -85 277 126 567 924 759 -694 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 20.3 5.4 14.1 47.2 43.9 72.8 56.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 8 5 4 6 16 17
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,317
COMMITMENTS
17,849 14,823 3,006 13,537 13,058 34,391 30,887 3,926 7,430
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,065)
546 238 549 349 633 1,444 1,420 -379 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 38.7 7.8 35.3 34.1 89.8 80.6 10.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 17 18 15 10 49 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 104,472
COMMITMENTS
55,912 39,718 2,400 30,712 49,720 89,024 91,839 15,448 12,633
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -8,045)
6,743 -3,647 727 -4,978 4,303 2,493 1,384 -10,537 -9,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 38.0 2.3 29.4 47.6 85.2 87.9 14.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
48 41 24 20 28 79 82
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,584
COMMITMENTS
6,756 3,726 2,009 47,698 50,910 56,463 56,645 1,121 939
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 6,609)
469 -76 164 5,093 5,773 5,726 5,861 883 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 6.5 3.5 82.8 88.4 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 17 5 20 12 32 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,394
COMMITMENTS
2,939 5,064 160 24,158 22,037 27,257 27,261 137 133
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 4,764)
914 1,814 -210 3,991 3,154 4,695 4,758 69 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 18.5 0.6 88.2 80.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 2 12 8 20 16
Updated March 14, 2008