WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,199
COMMITMENTS
74,457 64,244 128,209 242,986 227,797 445,651 420,250 32,547 57,949
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,147)
523 759 4,065 -1,139 -2,811 3,449 2,013 698 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 13.4 26.8 50.8 47.6 93.2 87.9 6.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
112 114 140 82 109 285 295
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,040,518
COMMITMENTS
339,682 64,835 614,950 840,783 1046272 1795414 1726057 245,104 314,461
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -4,180)
-32,657 -1,796 21,745 20,393 -10,816 9,481 9,133 -13,661 -13,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.2 30.1 41.2 51.3 88.0 84.6 12.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 848)
250 134 278 329 392 700 708
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,346
COMMITMENTS
4,829 580 1,326 9,313 15,590 15,468 17,496 3,878 1,850
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 163)
558 -471 -299 -218 911 40 141 123 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 3.0 6.9 48.1 80.6 80.0 90.4 20.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 9 8 18 17 48 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 610,320
COMMITMENTS
105,167 28,258 162,503 251,771 312,438 519,441 503,199 90,879 107,121
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,729)
4,552 -6,955 -3,504 -727 10,276 321 -184 1,408 1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 4.6 26.6 41.3 51.2 85.1 82.4 14.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
151 95 146 132 157 357 340
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,550
COMMITMENTS
10,983 2,305 724 182 694 11,889 3,723 2,661 10,827
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,297)
1,463 613 87 5 19 1,555 719 -258 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 15.8 5.0 1.3 4.8 81.7 25.6 18.3 74.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 6 7 2 3 18 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 301,952
COMMITMENTS
73,560 9,242 59,665 139,110 215,570 272,335 284,477 29,617 17,475
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 5,171)
355 -9,632 4,562 1,037 13,688 5,954 8,619 -783 -3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 3.1 19.8 46.1 71.4 90.2 94.2 9.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
79 25 48 60 59 169 115
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,077,627
COMMITMENTS
131,997 184,760 119,691 663,217 589,884 914,905 894,335 162,722 183,292
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -42,285)
15,313 -1,362 -27,567 -32,497 -11,978 -44,751 -40,908 2,466 -1,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 17.1 11.1 61.5 54.7 84.9 83.0 15.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 40 49 87 93 149 159
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 236,946
COMMITMENTS
54,506 16,064 38,817 96,418 156,542 189,740 211,423 47,206 25,524
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,152)
-4,161 -8,249 1,644 830 5,781 -1,687 -824 535 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 6.8 16.4 40.7 66.1 80.1 89.2 19.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
60 32 51 60 58 156 125
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,186
COMMITMENTS
6,210 698 1,955 7,321 15,360 15,486 18,012 3,700 1,173
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 138)
280 -251 -29 -91 510 159 230 -21 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 3.6 10.2 38.2 80.1 80.7 93.9 19.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 6 7 28 24 57 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 854,561
COMMITMENTS
112,696 222,942 23,997 620,167 526,219 756,859 773,157 97,702 81,404
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,120)
-10,599 -27,917 3,819 51,963 49,997 45,183 25,899 -41,064 -21,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 26.1 2.8 72.6 61.6 88.6 90.5 11.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
37 40 17 86 81 131 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,877,003
COMMITMENTS
637,895 245,266 299,472 1589240 1936094 2526607 2480832 350,396 396,171
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 146,163)
42,083 -2,297 19,959 60,091 143,597 122,133 161,260 24,030 -15,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 8.5 10.4 55.2 67.3 87.8 86.2 12.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
67 75 75 134 147 239 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,620,671
COMMITMENTS
182,974 273,685 127,050 1032190 960,323 1342214 1361058 278,457 259,613
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 52,331)
-63,664 15,639 12,710 89,265 5,759 38,311 34,108 14,020 18,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 16.9 7.8 63.7 59.3 82.8 84.0 17.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
38 38 41 95 88 161 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 876,481
COMMITMENTS
213,217 161,642 258,965 366,828 423,825 839,010 844,432 37,472 32,050
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 75,702)
25,211 16,265 -16,182 66,571 77,490 75,599 77,574 103 -1,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 18.4 29.5 41.9 48.4 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
56 27 51 58 58 134 116
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,779
COMMITMENTS
10,838 8,561 2,744 9,654 23,436 23,236 34,741 18,543 7,038
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,568)
-566 375 -102 970 -1,239 302 -966 -1,870 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 20.5 6.6 23.1 56.1 55.6 83.2 44.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 17 14 13 15 43 38
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 80,292
COMMITMENTS
30,701 6,258 5,289 20,960 60,628 56,950 72,174 23,342 8,118
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 5,864)
-858 454 3,559 1,297 1,347 3,997 5,359 1,867 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 7.8 6.6 26.1 75.5 70.9 89.9 29.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 18 20 21 18 59 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 170,961
COMMITMENTS
43,644 63,836 7,997 102,974 52,973 154,615 124,806 16,346 46,154
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 29,935)
-137 56 4,545 21,684 20,463 26,092 25,064 3,843 4,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 37.3 4.7 60.2 31.0 90.4 73.0 9.6 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
40 41 35 30 27 88 86
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,951
COMMITMENTS
2,599 22,067 2,965 50,694 29,597 56,258 54,629 1,693 3,322
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,875)
146 2,073 416 2,775 -803 3,337 1,686 1,538 3,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 38.1 5.1 87.5 51.1 97.1 94.3 2.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 11 4 13 11 24 25
Updated March 16, 2007