WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 492,314
COMMITMENTS
86,204 61,963 127,101 242,829 242,063 456,134 431,127 36,180 61,187
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -22,756)
10,617 -1,841 -21,227 -10,098 2,077 -20,708 -20,991 -2,049 -1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 12.6 25.8 49.3 49.2 92.7 87.6 7.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
112 110 153 78 108 301 299
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,056,876
COMMITMENTS
403,744 57,696 582,464 805,163 1078308 1791371 1718467 265,506 338,409
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -121,583)
-5,906 -5,187 -65,725 -41,649 -55,482 -113,280 -126,394 -8,303 4,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 2.8 28.3 39.1 52.4 87.1 83.5 12.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 891)
270 120 305 327 396 741 739
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,313
COMMITMENTS
4,826 926 1,328 9,189 15,254 15,342 17,507 3,971 1,805
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -340)
369 92 -589 -190 502 -411 5 70 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.8 6.9 47.6 79.0 79.4 90.7 20.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 6 12 17 16 47 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 622,588
COMMITMENTS
131,294 35,061 170,839 237,070 314,057 539,203 519,956 83,386 102,632
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -37,990)
3,930 1,049 -25,371 -10,631 -8,400 -32,073 -32,723 -5,917 -5,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 5.6 27.4 38.1 50.4 86.6 83.5 13.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505)
165 101 181 143 169 419 388
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,817
COMMITMENTS
9,284 1,595 1,033 27 670 10,344 3,298 3,473 10,519
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -3,574)
-1,298 -1,863 -80 -292 -429 -1,670 -2,372 -1,904 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 11.5 7.5 0.2 4.8 74.9 23.9 25.1 76.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
13 4 8 1 3 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 311,955
COMMITMENTS
84,274 14,574 59,172 135,330 220,199 278,776 293,944 33,179 18,011
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -19,434)
4,535 3,721 -15,601 -2,949 -5,205 -14,015 -17,086 -5,419 -2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 4.7 19.0 43.4 70.6 89.4 94.2 10.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
90 24 58 55 56 188 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,132,953
COMMITMENTS
124,725 177,842 130,586 697,846 605,268 953,157 913,695 179,796 219,258
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 27,306)
6,660 -3,372 14,727 -26,597 -15,050 -5,210 -3,695 32,516 31,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 15.7 11.5 61.6 53.4 84.1 80.6 15.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
40 36 47 86 99 149 160
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 253,982
COMMITMENTS
71,740 23,274 42,343 94,349 163,649 208,432 229,266 45,550 24,715
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -9,683)
-4,427 10,500 -2,675 -2,694 -18,026 -9,797 -10,201 114 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 9.2 16.7 37.1 64.4 82.1 90.3 17.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
74 34 53 61 58 171 127
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,543
COMMITMENTS
5,379 671 2,438 7,542 14,187 15,359 17,297 3,184 1,247
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -169)
1,141 -17 163 -944 190 360 336 -529 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 3.6 13.1 40.7 76.5 82.8 93.3 17.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 7 6 28 20 56 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 879,063
COMMITMENTS
112,440 231,008 55,390 569,607 471,086 737,437 757,484 141,626 121,579
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 26,855)
-11,780 -3,301 35,544 -21,795 -22,649 1,969 9,594 24,887 17,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 26.3 6.3 64.8 53.6 83.9 86.2 16.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
35 36 22 82 82 126 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,806,271
COMMITMENTS
609,278 313,253 286,723 1529943 1730860 2425944 2330836 380,327 475,435
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -100,602)
79,102 -24,924 -32,658 -220,118 -130,734 -173,674 -188,317 73,072 87,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 11.2 10.2 54.5 61.7 86.4 83.1 13.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
58 69 71 134 140 224 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,676,503
COMMITMENTS
225,934 243,258 122,740 1048049 992,367 1396722 1358364 279,781 318,139
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 27,413)
41,419 1,834 -7,300 -49,225 3,185 -15,105 -2,280 42,518 29,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 14.5 7.3 62.5 59.2 83.3 81.0 16.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
39 33 34 81 82 137 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 864,700
COMMITMENTS
198,096 136,616 318,079 316,668 378,105 832,843 832,800 31,857 31,900
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 116,346)
45,113 38,125 25,469 39,527 45,930 110,109 109,523 6,237 6,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.8 36.8 36.6 43.7 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 39 52 59 61 129 124
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 12,134
COMMITMENTS
3,868 307 742 2,284 7,795 6,894 8,844 5,240 3,290
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,172)
993 80 434 257 836 1,684 1,351 -513 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 2.5 6.1 18.8 64.2 56.8 72.9 43.2 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 1 4 3 12 14 17
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 48,288
COMMITMENTS
15,222 3,843 3,217 7,900 30,054 26,339 37,113 21,949 11,175
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 5,638)
3,626 -1,985 891 -1,105 4,804 3,412 3,710 2,226 1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 8.0 6.7 16.4 62.2 54.5 76.9 45.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
24 14 10 10 15 41 32
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 75,972
COMMITMENTS
31,710 6,963 1,007 19,533 60,249 52,250 68,220 23,722 7,753
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -75)
-1,526 -616 464 -405 566 -1,467 414 1,392 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 9.2 1.3 25.7 79.3 68.8 89.8 31.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 19 9 18 14 51 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 147,710
COMMITMENTS
52,850 60,765 7,678 69,146 34,492 129,675 102,935 18,036 44,775
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 4,845)
-3,261 -409 5,596 -3,294 1,764 -960 6,950 5,805 -2,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 41.1 5.2 46.8 23.4 87.8 69.7 12.2 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
52 35 20 30 22 91 68
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 51,962
COMMITMENTS
2,419 17,311 2,654 45,717 30,862 50,790 50,827 1,172 1,135
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 5,424)
-939 762 2,176 3,151 1,486 4,388 4,424 1,036 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 33.3 5.1 88.0 59.4 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 11 3 11 12 20 24
Updated March 2, 2007