WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,240
COMMITMENTS
81,399 88,448 78,852 218,683 184,283 378,934 351,583 30,306 57,657
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 7,586)
3,297 4,006 1,905 1,359 465 6,561 6,376 1,025 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 21.6 19.3 53.4 45.0 92.6 85.9 7.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
90 123 117 69 104 244 282
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,406,463
COMMITMENTS
386,886 87,171 201,158 648,370 868,682 1236414 1157011 170,049 249,452
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -12,340)
-16,197 5,991 -380 9,589 -15,019 -6,988 -9,408 -5,352 -2,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 6.2 14.3 46.1 61.8 87.9 82.3 12.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 766)
211 115 177 241 342 539 576
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,983
COMMITMENTS
7,065 124 688 8,077 17,923 15,830 18,735 5,153 2,248
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,840)
815 98 124 -120 1,233 819 1,455 1,021 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 0.6 3.3 38.5 85.4 75.4 89.3 24.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
34 3 8 17 16 56 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,346
COMMITMENTS
137,387 33,276 69,259 207,041 290,287 413,687 392,822 66,659 87,524
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 6,273)
3,961 781 -1,514 6,516 9,075 8,963 8,342 -2,690 -2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 6.9 14.4 43.1 60.4 86.1 81.8 13.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
144 79 108 105 146 316 293
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,442
COMMITMENTS
11,376 2,049 455 182 707 12,013 3,211 2,429 11,231
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -714)
47 -605 -126 0 25 -79 -706 -635 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.8 14.2 3.2 1.3 4.9 83.2 22.2 16.8 77.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 9 8 2 3 17 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,470
COMMITMENTS
91,606 11,171 54,472 134,044 229,386 280,122 295,029 30,348 15,441
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 26,380)
12,171 1,540 6,231 5,646 19,543 24,048 27,314 2,332 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 3.6 17.5 43.2 73.9 90.2 95.0 9.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
95 29 54 60 56 188 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 818,615
COMMITMENTS
91,326 198,424 8,768 591,881 444,842 691,975 652,034 126,640 166,581
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -20,814)
-30,673 -22,874 2,857 18,330 -20,690 -9,486 -40,707 -11,328 19,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 24.2 1.1 72.3 54.3 84.5 79.7 15.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
27 45 24 66 76 105 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 206,556
COMMITMENTS
54,541 18,197 25,697 83,629 138,402 163,867 182,296 42,689 24,260
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -5,609)
-2,280 890 -740 183 -5,163 -2,837 -5,013 -2,772 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 8.8 12.4 40.5 67.0 79.3 88.3 20.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
59 25 43 55 51 142 109
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,427
COMMITMENTS
4,052 1,174 805 7,297 12,306 12,154 14,285 3,273 1,142
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -710)
-440 621 -44 -21 -1,341 -505 -764 -205 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 7.6 5.2 47.3 79.8 78.8 92.6 21.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 8 9 27 21 53 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 951,656
COMMITMENTS
134,625 267,333 9,142 674,172 575,068 817,939 851,543 133,717 100,113
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 47,334)
17,133 25,591 -4,408 32,355 30,198 45,080 51,381 2,254 -4,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 28.1 1.0 70.8 60.4 85.9 89.5 14.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
42 33 12 88 78 136 117
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,407,018
COMMITMENTS
738,077 299,228 42,526 1341736 1711996 2122339 2053750 284,679 353,268
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 99,747)
42,989 47,097 -7,219 97,054 53,209 132,824 93,087 -33,077 6,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 12.4 1.8 55.7 71.1 88.2 85.3 11.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
61 71 37 110 117 190 206
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,539,206
COMMITMENTS
205,690 397,131 30,403 1042776 876,720 1278869 1304254 260,337 234,952
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 66,043)
20,822 47,031 2,204 32,772 15,471 55,798 64,706 10,245 1,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 25.8 2.0 67.7 57.0 83.1 84.7 16.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
39 37 14 84 78 131 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 699,560
COMMITMENTS
192,133 202,340 89,201 378,569 373,340 659,903 664,881 39,657 34,679
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 35,977)
14,597 24,939 629 19,344 6,703 34,570 32,271 1,407 3,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 28.9 12.8 54.1 53.4 94.3 95.0 5.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 32 38 60 47 119 97
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 35,262
COMMITMENTS
11,789 4,355 1,454 5,338 23,652 18,581 29,461 16,681 5,801
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -4,387)
359 -2,077 133 -3,174 -954 -2,682 -2,898 -1,705 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 12.4 4.1 15.1 67.1 52.7 83.5 47.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 11 9 10 15 39 28
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,818
COMMITMENTS
16,329 4,941 61 16,353 28,178 32,743 33,180 6,075 5,638
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 361)
122 70 26 326 -149 474 -53 -113 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 12.7 0.2 42.1 72.6 84.4 85.5 15.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 9 3 16 13 40 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,554
COMMITMENTS
32,339 28,308 373 24,655 27,368 57,367 56,049 11,187 12,505
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -2,579)
-1,714 913 -3 -1,818 -1,119 -3,535 -209 956 -2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 41.3 0.5 36.0 39.9 83.7 81.8 16.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 43 2 20 19 46 62
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 44,937
COMMITMENTS
3,447 16,072 334 40,853 26,450 44,634 42,856 303 2,081
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -84)
-640 26 1 513 -285 -126 -258 42 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 35.8 0.7 90.9 58.9 99.3 95.4 0.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 11 3 11 10 21 24
Updated March 30, 2007