WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,654
COMMITMENTS
78,102 84,442 76,947 217,324 183,818 372,373 345,207 29,281 56,447
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -156)
2,041 14,408 1,275 -3,987 -18,070 -671 -2,387 515 2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 21.0 19.2 54.1 45.8 92.7 85.9 7.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
84 128 112 67 102 238 279
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,418,803
COMMITMENTS
403,083 81,180 201,538 638,781 883,701 1243402 1166419 175,401 252,384
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -9,600)
-6,093 -5,988 63 -5,215 -5,425 -11,245 -11,350 1,645 1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 5.7 14.2 45.0 62.3 87.6 82.2 12.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 792)
226 119 191 250 346 571 593
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,143
COMMITMENTS
6,250 26 564 8,197 16,690 15,011 17,280 4,132 1,863
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 890)
763 -545 75 -311 1,243 527 773 363 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 0.1 2.9 42.8 87.2 78.4 90.3 21.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
33 2 7 17 15 53 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 474,073
COMMITMENTS
133,426 32,495 70,773 200,525 281,212 404,724 384,480 69,349 89,593
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 11,569)
4,860 -5 4,302 2,298 5,469 11,460 9,766 109 1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 6.9 14.9 42.3 59.3 85.4 81.1 14.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
142 80 104 104 150 308 291
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,156
COMMITMENTS
11,329 2,654 581 182 682 12,092 3,917 3,064 11,239
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 606)
346 349 -143 0 -12 203 194 403 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 17.5 3.8 1.2 4.5 79.8 25.8 20.2 74.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 9 8 2 3 16 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,090
COMMITMENTS
79,435 9,631 48,241 128,398 209,843 256,074 267,715 28,016 16,375
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 11,474)
5,095 1,067 2,759 3,718 7,308 11,572 11,134 -98 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 3.4 17.0 45.2 73.9 90.1 94.2 9.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
89 24 50 57 54 176 113
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 839,429
COMMITMENTS
121,999 221,298 5,911 573,551 465,532 701,461 692,741 137,968 146,688
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -17,180)
-6,582 -2,233 -3,618 6,987 1,938 -3,213 -3,913 -13,967 -13,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 26.4 0.7 68.3 55.5 83.6 82.5 16.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
29 46 20 70 79 110 134
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 212,165
COMMITMENTS
56,821 17,307 26,437 83,446 143,565 166,704 187,309 45,461 24,856
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -602)
-1,251 1,526 1,583 -1,832 -4,811 -1,500 -1,702 898 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 8.2 12.5 39.3 67.7 78.6 88.3 21.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
63 23 46 54 52 147 110
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,137
COMMITMENTS
4,492 553 849 7,318 13,647 12,659 15,049 3,478 1,088
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,336)
-1,204 -66 -447 284 -835 -1,367 -1,348 31 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 3.4 5.3 45.3 84.6 78.4 93.3 21.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
24 3 9 26 22 53 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 904,322
COMMITMENTS
117,492 241,742 13,550 641,817 544,870 772,859 800,162 131,463 104,160
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 64,612)
5,967 21,731 -7,399 29,159 24,739 27,727 39,071 36,885 25,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 26.7 1.5 71.0 60.3 85.5 88.5 14.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
37 35 13 81 81 124 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,307,271
COMMITMENTS
695,088 252,131 49,745 1244682 1658787 1989515 1960663 317,756 346,608
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 62,472)
64,386 -11,013 -124 12,326 99,146 76,588 88,009 -14,116 -25,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 10.9 2.2 53.9 71.9 86.2 85.0 13.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
67 67 35 113 123 197 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,473,163
COMMITMENTS
184,868 350,100 28,199 1010004 861,249 1223071 1239548 250,092 233,615
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 23,322)
-3,329 49,480 1,862 44,310 -11,899 42,843 39,443 -19,521 -16,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 23.8 1.9 68.6 58.5 83.0 84.1 17.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
39 40 14 81 75 128 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 663,583
COMMITMENTS
177,536 177,401 88,572 359,225 366,637 625,333 632,610 38,250 30,973
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 75,417)
-40,210 9,412 31,682 78,220 32,549 69,692 73,643 5,725 1,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 26.7 13.3 54.1 55.3 94.2 95.3 5.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 29 37 56 49 113 99
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 39,649
COMMITMENTS
11,430 6,432 1,321 8,512 24,606 21,263 32,359 18,386 7,290
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 295)
716 -2,272 -370 -887 1,942 -541 -700 836 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 16.2 3.3 21.5 62.1 53.6 81.6 46.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 13 6 9 12 34 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,457
COMMITMENTS
16,207 4,871 35 16,027 28,327 32,269 33,233 6,188 5,224
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -40,144)
-14,638 -1,398 -4,262 -4,689 -32,085 -23,589 -37,745 -16,555 -2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 12.7 0.1 41.7 73.7 83.9 86.4 16.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 10 3 16 14 38 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,133
COMMITMENTS
34,053 27,395 376 26,473 28,487 60,902 56,258 10,231 14,875
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -94,735)
-9,174 -37,007 -5,869 -74,563 -20,944 -89,606 -63,820 -5,129 -30,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 38.5 0.5 37.2 40.0 85.6 79.1 14.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
28 38 3 20 23 50 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 45,021
COMMITMENTS
4,087 16,046 333 40,340 26,735 44,760 43,114 261 1,907
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -12,930)
1,488 -6,021 -2,632 -10,354 -2,862 -11,498 -11,515 -1,432 -1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 35.6 0.7 89.6 59.4 99.4 95.8 0.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 11 2 13 10 23 23
Updated March 23, 2007