WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 474,051
COMMITMENTS
73,934 63,486 124,143 244,125 230,608 442,202 418,237 31,849 55,814
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -18,263)
-12,270 1,523 -2,957 1,296 -11,455 -13,932 -12,890 -4,331 -5,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 13.4 26.2 51.5 48.6 93.3 88.2 6.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
112 111 143 82 111 287 297
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,044,698
COMMITMENTS
372,338 66,631 593,205 820,390 1057088 1785933 1716924 258,765 327,774
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -12,178)
-31,405 8,935 10,741 15,227 -21,219 -5,437 -1,543 -6,740 -10,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 3.3 29.0 40.1 51.7 87.3 84.0 12.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 851)
251 129 280 324 394 703 711
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,183
COMMITMENTS
4,271 1,051 1,625 9,531 14,679 15,428 17,355 3,755 1,828
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -130)
-554 125 298 342 -575 85 -153 -215 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 5.5 8.5 49.7 76.5 80.4 90.5 19.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
24 6 10 18 17 47 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 608,592
COMMITMENTS
100,616 35,213 166,007 252,498 302,162 519,120 503,383 89,471 105,209
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -13,996)
-30,678 152 -4,832 15,428 -11,895 -20,082 -16,574 6,086 2,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.8 27.3 41.5 49.6 85.3 82.7 14.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
144 110 160 136 166 374 356
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,253
COMMITMENTS
9,520 1,692 637 177 675 10,334 3,004 2,919 10,249
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -564)
236 97 -396 150 5 -10 -294 -554 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 12.8 4.8 1.3 5.1 78.0 22.7 22.0 77.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 6 7 2 3 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 296,781
COMMITMENTS
73,205 18,875 55,103 138,073 201,881 266,381 275,859 30,400 20,922
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -15,174)
-11,069 4,301 -4,069 2,743 -18,318 -12,395 -18,085 -2,779 2,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 6.4 18.6 46.5 68.0 89.8 93.0 10.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
81 28 50 57 55 167 115
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,119,912
COMMITMENTS
116,684 186,122 147,258 695,714 601,862 959,656 935,242 160,256 184,670
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -13,041)
-8,041 8,281 16,672 -2,132 -3,406 6,500 21,547 -19,541 -34,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 16.6 13.1 62.1 53.7 85.7 83.5 14.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
30 46 48 87 95 147 159
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 238,098
COMMITMENTS
58,667 24,313 37,173 95,588 150,761 191,427 212,246 46,671 25,852
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -15,883)
-13,073 1,038 -5,170 1,239 -12,888 -17,004 -17,020 1,121 1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 10.2 15.6 40.1 63.3 80.4 89.1 19.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
68 37 53 60 57 162 126
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,048
COMMITMENTS
5,930 949 1,984 7,412 14,849 15,327 17,783 3,721 1,265
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 504)
552 278 -454 -130 662 -32 486 537 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 5.0 10.4 38.9 78.0 80.5 93.4 19.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 7 6 28 22 56 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 850,442
COMMITMENTS
123,294 250,859 20,178 568,204 476,221 711,676 747,258 138,765 103,183
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -28,621)
10,854 19,851 -35,212 -1,403 5,136 -25,760 -10,226 -2,861 -18,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 29.5 2.4 66.8 56.0 83.7 87.9 16.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 41 19 81 72 133 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,730,840
COMMITMENTS
595,812 247,563 279,513 1529149 1792496 2404474 2319572 326,366 411,268
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -75,431)
-13,466 -65,691 -7,210 -794 61,636 -21,469 -11,264 -53,961 -64,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 9.1 10.2 56.0 65.6 88.0 84.9 12.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
59 72 72 137 148 234 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,568,340
COMMITMENTS
246,639 258,047 114,339 942,926 954,564 1303903 1326950 264,437 241,390
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -108,163)
20,705 14,789 -8,400 -105,123 -37,803 -92,819 -31,414 -15,345 -76,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 16.5 7.3 60.1 60.9 83.1 84.6 16.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
39 32 36 90 88 149 136
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 800,779
COMMITMENTS
188,006 145,377 275,147 300,257 346,335 763,410 766,858 37,369 33,921
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -63,921)
-10,089 8,761 -42,933 -16,411 -31,770 -69,433 -65,942 5,512 2,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 18.2 34.4 37.5 43.2 95.3 95.8 4.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
48 28 54 60 61 133 119
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,231
COMMITMENTS
2,225 1,258 22 1,758 6,298 4,005 7,578 6,226 2,653
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,904)
-1,643 951 -720 -526 -1,497 -2,889 -1,266 985 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 12.3 0.2 17.2 61.6 39.1 74.1 60.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 1 4 9 12 13
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 43,347
COMMITMENTS
11,404 8,187 2,846 8,683 24,675 22,934 35,708 20,414 7,640
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -4,941)
-3,818 4,344 -370 784 -5,379 -3,405 -1,405 -1,536 -3,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 18.9 6.6 20.0 56.9 52.9 82.4 47.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 15 13 12 15 45 35
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,428
COMMITMENTS
31,559 5,804 1,730 19,663 59,280 52,952 66,815 21,475 7,613
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,544)
-151 -1,159 723 130 -969 702 -1,405 -2,246 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 7.8 2.3 26.4 79.6 71.1 89.8 28.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
29 16 16 18 14 54 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 141,026
COMMITMENTS
43,780 63,780 3,453 81,290 32,510 128,523 99,743 12,503 41,284
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -6,684)
-9,070 3,015 -4,226 12,144 -1,982 -1,151 -3,193 -5,533 -3,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 45.2 2.4 57.6 23.1 91.1 70.7 8.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
39 41 27 29 21 87 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,076
COMMITMENTS
2,453 19,994 2,549 47,919 30,400 52,921 52,943 155 133
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 1,114)
34 2,683 -105 2,202 -462 2,131 2,116 -1,017 -1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 37.7 4.8 90.3 57.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 4 11 11 22 23
Updated March 9, 2007