WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 399,702
COMMITMENTS
72,913 94,325 74,550 222,211 174,127 369,674 343,002 30,028 56,700
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -9,538)
-8,486 5,877 -4,302 3,528 -10,156 -9,260 -8,581 -278 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 23.6 18.7 55.6 43.6 92.5 85.8 7.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
69 140 117 69 102 232 289
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,428,352
COMMITMENTS
350,584 82,338 248,816 653,927 847,061 1253327 1178215 175,025 250,137
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 21,889)
-36,302 -4,833 47,658 5,557 -21,621 16,913 21,204 4,976 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 5.8 17.4 45.8 59.3 87.7 82.5 12.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 786)
209 117 207 264 345 578 600
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,317
COMMITMENTS
6,740 61 610 7,448 16,982 14,798 17,653 5,519 2,664
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -666)
-325 -63 -78 -629 -941 -1,032 -1,082 366 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 0.3 3.0 36.7 83.6 72.8 86.9 27.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
32 2 8 17 16 54 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 489,702
COMMITMENTS
139,928 33,549 72,870 213,527 298,710 426,325 405,129 63,377 84,573
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 9,356)
2,541 273 3,611 6,486 8,423 12,638 12,307 -3,282 -2,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 6.9 14.9 43.6 61.0 87.1 82.7 12.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
153 80 115 104 136 327 288
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,262
COMMITMENTS
13,647 4,177 445 34 908 14,126 5,530 3,136 11,732
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 2,820)
2,271 2,128 -10 -148 201 2,113 2,319 707 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.1 24.2 2.6 0.2 5.3 81.8 32.0 18.2 68.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 11 6 2 4 16 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 316,037
COMMITMENTS
95,499 9,847 49,309 140,535 239,700 285,343 298,856 30,694 17,181
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 5,567)
3,893 -1,324 -5,163 6,491 10,314 5,221 3,827 346 1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 3.1 15.6 44.5 75.8 90.3 94.6 9.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
94 26 55 61 58 188 124
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 835,051
COMMITMENTS
103,770 192,420 8,090 599,120 466,133 710,980 666,643 124,071 168,408
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 16,436)
12,444 -6,004 -678 7,239 21,291 19,005 14,609 -2,569 1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 23.0 1.0 71.7 55.8 85.1 79.8 14.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
30 45 26 65 78 107 137
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 211,355
COMMITMENTS
51,732 18,776 26,852 88,455 139,618 167,039 185,246 44,316 26,109
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 4,799)
-2,809 579 1,155 4,826 1,216 3,172 2,950 1,627 1,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 8.9 12.7 41.9 66.1 79.0 87.6 21.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
64 27 52 56 52 153 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,435
COMMITMENTS
4,220 1,242 1,180 6,888 11,609 12,288 14,031 3,147 1,404
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 8)
168 68 375 -409 -697 134 -254 -126 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 8.0 7.6 44.6 75.2 79.6 90.9 20.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 8 9 23 18 49 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 944,919
COMMITMENTS
158,078 294,857 7,645 635,059 558,832 800,782 861,334 144,137 83,585
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -6,737)
23,453 27,524 -1,497 -39,113 -16,236 -17,157 9,791 10,420 -16,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 31.2 0.8 67.2 59.1 84.7 91.2 15.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
44 33 15 83 79 134 120
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,525,436
COMMITMENTS
760,700 317,796 55,406 1426623 1781205 2242729 2154407 282,707 371,029
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 118,418)
22,623 18,568 12,880 84,887 69,209 120,390 100,657 -1,972 17,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 12.6 2.2 56.5 70.5 88.8 85.3 11.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
63 68 38 110 119 192 206
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,528,837
COMMITMENTS
227,937 388,943 25,992 1030555 872,637 1284484 1287572 244,353 241,265
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -10,369)
22,247 -8,188 -4,411 -12,221 -4,083 5,615 -16,682 -15,984 6,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 25.4 1.7 67.4 57.1 84.0 84.2 16.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
38 40 18 82 83 130 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 613,465
COMMITMENTS
169,355 195,476 69,989 335,499 311,477 574,843 576,942 38,622 36,523
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -86,095)
-22,778 -6,864 -19,212 -43,070 -61,863 -85,060 -87,939 -1,035 1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 31.9 11.4 54.7 50.8 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
35 29 32 60 48 113 92
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,397
COMMITMENTS
11,844 689 321 2,780 23,324 14,945 24,334 16,452 7,063
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -3,865)
55 -3,666 -1,133 -2,558 -328 -3,636 -5,127 -229 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 2.2 1.0 8.9 74.3 47.6 77.5 52.4 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 3 1 4 13 25 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,143
COMMITMENTS
16,767 6,196 253 17,014 28,018 34,034 34,467 6,109 5,676
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,325)
438 1,255 192 661 -160 1,291 1,287 34 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 15.4 0.6 42.4 69.8 84.8 85.9 15.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 10 4 17 14 42 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,675
COMMITMENTS
42,499 29,562 146 22,867 32,646 65,512 62,354 11,163 14,321
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 8,121)
10,160 1,254 -227 -1,788 5,278 8,145 6,305 -24 1,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.4 38.6 0.2 29.8 42.6 85.4 81.3 14.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 39 2 20 23 52 63
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 44,564
COMMITMENTS
3,206 15,915 333 40,824 26,334 44,363 42,582 201 1,982
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -373)
-241 -157 -1 -29 -116 -271 -274 -102 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 35.7 0.7 91.6 59.1 99.5 95.6 0.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 12 2 13 9 22 23
Updated April 6, 2007