WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 543,520
COMMITMENTS
88,579 56,314 178,235 242,080 251,393 508,895 485,943 34,625 57,577
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -19,785)
-1,601 -4,152 -10,803 -6,631 -5,548 -19,035 -20,503 -751 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 10.4 32.8 44.5 46.3 93.6 89.4 6.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
97 126 155 90 129 292 318
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,069,835
COMMITMENTS
292,132 81,336 640,579 951,576 1085495 1884286 1807410 185,550 262,426
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -46,296)
-41,352 -2,787 10,000 -4,757 -41,737 -36,108 -34,524 -10,188 -11,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.9 30.9 46.0 52.4 91.0 87.3 9.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805)
236 130 258 304 381 648 683
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 15,480
COMMITMENTS
1,911 1,980 1,824 8,467 10,699 12,202 14,502 3,278 978
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -247)
-590 86 331 -150 -1,024 -409 -607 162 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 12.8 11.8 54.7 69.1 78.8 93.7 21.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 7 9 15 13 36 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 789,241
COMMITMENTS
136,167 36,752 282,120 327,983 393,808 746,270 712,681 42,971 76,560
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -17,425)
-3,447 -810 7,111 -16,135 -21,600 -12,471 -15,298 -4,954 -2,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 4.7 35.7 41.6 49.9 94.6 90.3 5.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 531)
169 117 184 135 213 392 446
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 355,200
COMMITMENTS
31,331 24,082 104,653 194,631 215,364 330,615 344,099 24,586 11,101
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 836)
-4,627 1,583 2,541 5,571 -2,478 3,485 1,646 -2,648 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.8 29.5 54.8 60.6 93.1 96.9 6.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
54 38 56 66 66 152 137
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,109,702
COMMITMENTS
194,834 160,073 94,236 687,589 662,277 976,659 916,587 133,043 193,115
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -60,130)
12,008 -23,912 -19,639 -35,400 -14,333 -43,030 -57,883 -17,099 -2,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 14.4 8.5 62.0 59.7 88.0 82.6 12.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
32 51 57 86 89 155 160
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 253,447
COMMITMENTS
37,995 15,362 44,617 142,949 181,167 225,562 241,146 27,886 12,301
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,670)
-2,949 1,069 -2,611 7,189 1,695 1,629 154 -3,299 -1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 6.1 17.6 56.4 71.5 89.0 95.1 11.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
49 30 47 71 67 145 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 21,370
COMMITMENTS
7,484 447 1,550 8,313 18,187 17,346 20,184 4,024 1,187
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 358)
309 82 171 92 -150 572 102 -213 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 2.1 7.3 38.9 85.1 81.2 94.4 18.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
35 7 16 30 22 68 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,163,447
COMMITMENTS
299,136 231,717 18,745 723,998 794,242 1041880 1044705 121,568 118,743
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 15,707)
31,697 28,984 -8,588 6,418 -12,140 29,528 8,256 -13,820 7,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 19.9 1.6 62.2 68.3 89.6 89.8 10.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
40 41 26 102 91 154 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,871,923
COMMITMENTS
266,958 316,270 441,380 1850553 1722824 2558890 2480474 313,033 391,449
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -273,902)
-36,977 43,645 -113,054 -87,923 -141,889 -237,954 -211,299 -35,948 -62,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.0 15.4 64.4 60.0 89.1 86.4 10.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
49 69 70 119 141 206 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,068,640
COMMITMENTS
564,966 253,020 133,654 1127315 1427645 1825935 1814320 242,706 254,321
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -129,701)
-15,640 -30,656 -31,723 -49,901 -54,818 -97,264 -117,197 -32,437 -12,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 12.2 6.5 54.5 69.0 88.3 87.7 11.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
46 48 39 90 84 154 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 429,306
COMMITMENTS
65,384 23,319 105,220 228,868 265,692 399,472 394,231 29,834 35,075
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -21,178)
-36,104 -11,051 -4,077 19,622 -6,923 -20,559 -22,050 -619 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.4 24.5 53.3 61.9 93.1 91.8 6.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
23 22 33 51 59 91 99
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 25,105
COMMITMENTS
14,108 8,120 407 6,693 11,985 21,208 20,512 3,897 4,593
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -22,026)
-4,909 -6,411 -5,359 -8,061 -3,278 -18,329 -15,048 -3,697 -6,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 32.3 1.6 26.7 47.7 84.5 81.7 15.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 11 5 10 10 23 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 72,053
COMMITMENTS
25,048 17,747 1,828 33,776 39,089 60,652 58,664 11,401 13,389
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -50,208)
-29,226 -20,983 -5,190 -9,031 -19,648 -43,447 -45,821 -6,762 -4,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 24.6 2.5 46.9 54.3 84.2 81.4 15.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 32 11 20 22 54 58
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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