WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 535,557
COMMITMENTS
87,091 60,080 170,063 243,134 248,498 500,289 478,642 35,268 56,915
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 1,503)
739 3,522 -87 2,414 -781 3,066 2,654 -1,563 -1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.2 31.8 45.4 46.4 93.4 89.4 6.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
94 139 153 93 130 298 323
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,280,549
COMMITMENTS
341,564 77,940 763,691 950,906 1129886 2056162 1971518 224,387 309,031
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 80,400)
19,409 -880 49,885 6,225 18,050 75,520 67,055 4,880 13,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.4 33.5 41.7 49.5 90.2 86.4 9.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 881)
267 125 302 327 406 720 753
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,574
COMMITMENTS
3,056 414 1,432 8,398 13,530 12,886 15,376 3,688 1,199
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 241)
597 -33 -252 -67 675 278 390 -38 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 2.5 8.6 50.7 81.6 77.7 92.8 22.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 2 7 17 14 39 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 778,709
COMMITMENTS
130,606 26,999 290,067 290,105 357,831 710,778 674,896 67,931 103,812
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 22,111)
4,280 -3,861 12,998 4,735 11,087 22,013 20,224 98 1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.5 37.2 37.3 46.0 91.3 86.7 8.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
187 99 217 140 214 421 472
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,043
COMMITMENTS
18,457 2,533 1,071 345 4,081 19,873 7,685 3,170 15,358
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -163)
-427 -30 -80 344 337 -163 227 0 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 11.0 4.6 1.5 17.7 86.2 33.4 13.8 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 8 10 1 11 14 28
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 350,329
COMMITMENTS
36,112 22,275 103,416 180,316 211,423 319,844 337,114 30,485 13,215
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -7,943)
9,279 -218 -8,315 -10,516 3,799 -9,553 -4,735 1,610 -3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.4 29.5 51.5 60.4 91.3 96.2 8.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
51 43 70 66 62 165 142
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,068,286
COMMITMENTS
142,504 162,803 87,431 698,997 617,398 928,932 867,632 139,354 200,655
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 40,697)
-9,798 17,278 4,660 43,682 3,553 38,543 25,490 2,154 15,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 15.2 8.2 65.4 57.8 87.0 81.2 13.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
39 60 60 79 90 154 174
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 251,581
COMMITMENTS
45,076 9,272 51,404 116,601 174,765 213,081 235,440 38,501 16,141
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -4,927)
2,629 -860 4,396 -12,143 -3,820 -5,118 -284 191 -4,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.7 20.4 46.3 69.5 84.7 93.6 15.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
59 32 62 73 70 168 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,595
COMMITMENTS
7,364 368 1,556 10,098 20,140 19,017 22,064 4,577 1,531
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 334)
102 30 32 300 205 435 268 -101 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 1.6 6.6 42.8 85.4 80.6 93.5 19.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
40 6 17 32 23 74 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,104,490
COMMITMENTS
191,932 209,481 29,135 754,377 753,492 975,445 992,108 129,045 112,381
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -39,432)
-47,181 -10,923 7,021 3,531 -30,007 -36,628 -33,909 -2,804 -5,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 19.0 2.6 68.3 68.2 88.3 89.8 11.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
50 36 26 102 88 160 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,850,707
COMMITMENTS
263,505 326,614 420,281 1857110 1680509 2540895 2427404 309,812 423,303
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 62,318)
8,206 19,868 11,621 39,779 12,333 59,606 43,822 2,713 18,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.5 14.7 65.1 59.0 89.1 85.2 10.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
49 85 84 124 142 222 262
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,998,569
COMMITMENTS
535,900 240,885 143,916 1082918 1364048 1762734 1748849 235,835 249,720
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -52,858)
-17,389 18,225 5,210 -45,565 -82,545 -57,745 -59,111 4,887 6,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 12.1 7.2 54.2 68.3 88.2 87.5 11.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
46 45 43 81 85 145 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 548,577
COMMITMENTS
111,997 47,792 140,476 263,091 326,892 515,564 515,161 33,013 33,416
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 55,720)
21,320 2,231 16,512 20,368 38,593 58,200 57,335 -2,479 -1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 8.7 25.6 48.0 59.6 94.0 93.9 6.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
27 22 40 61 55 108 102
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,215
COMMITMENTS
15,209 10,327 630 9,221 14,448 25,059 25,405 5,156 4,810
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -2,884)
-447 422 -33 351 -204 -129 184 -2,755 -3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 34.2 2.1 30.5 47.8 82.9 84.1 17.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 19 7 10 9 30 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,669
COMMITMENTS
34,090 32,617 2,263 47,453 47,242 83,807 82,123 11,863 13,547
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 11,156)
4,278 9,534 -416 6,771 2,433 10,633 11,550 523 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 34.1 2.4 49.6 49.4 87.6 85.8 12.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
38 44 13 19 24 63 75
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,183
COMMITMENTS
5,278 4,658 1,269 46,311 47,170 52,858 53,097 325 86
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 2,356)
-54 964 -44 2,345 1,407 2,247 2,327 109 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.8 2.4 87.1 88.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 13 3 16 11 27 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,185
COMMITMENTS
2,396 546 333 15,371 17,216 18,100 18,095 85 90
CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -103)
272 -846 -87 -238 843 -53 -90 -50 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 3.0 1.8 84.5 94.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 3 9 10 19 18
Updated April 18, 2008