WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 495,554
COMMITMENTS
70,509 82,563 139,053 251,179 213,311 460,741 434,926 34,813 60,628
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 6,175)
-6,079 3,737 4,425 6,476 -1,884 4,821 6,278 1,353 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 16.7 28.1 50.7 43.0 93.0 87.8 7.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
94 135 141 82 111 271 315
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,073,836
COMMITMENTS
259,327 68,267 692,746 877,696 992,690 1829768 1753703 244,067 320,133
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 26,772)
-64,634 7,135 60,097 27,873 -42,996 23,336 24,236 3,436 2,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.3 33.4 42.3 47.9 88.2 84.6 11.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 839)
216 154 283 349 386 705 709
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 21,343
COMMITMENTS
6,179 38 1,387 8,127 17,115 15,694 18,540 5,650 2,803
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -646)
-348 -57 -51 -599 -984 -998 -1,092 352 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 0.2 6.5 38.1 80.2 73.5 86.9 26.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
29 5 10 18 18 55 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 648,432
COMMITMENTS
115,045 26,942 176,940 271,308 341,803 563,293 545,685 85,139 102,747
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 19,675)
3,485 -1,472 11,388 7,375 12,510 22,248 22,425 -2,573 -2,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.2 27.3 41.8 52.7 86.9 84.2 13.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
164 99 169 133 145 392 339
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 352,807
COMMITMENTS
92,011 9,721 67,490 160,755 256,857 320,255 334,068 32,552 18,739
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 10,067)
2,113 -1,975 -2,423 9,795 12,307 9,485 7,908 582 2,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 2.8 19.1 45.6 72.8 90.8 94.7 9.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
88 33 62 67 68 197 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 994,415
COMMITMENTS
98,948 178,825 84,796 674,194 547,843 857,938 811,464 136,477 182,951
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 21,290)
8,708 -3,419 1,321 12,315 22,271 22,345 20,173 -1,055 1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 18.0 8.5 67.8 55.1 86.3 81.6 13.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
35 45 48 81 88 138 159
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED 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: 237,773
COMMITMENTS
47,556 19,644 42,330 100,862 147,987 190,748 209,961 47,025 27,812
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 5,918)
-2,388 1,043 1,574 5,061 1,496 4,247 4,113 1,671 1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.3 17.8 42.4 62.2 80.2 88.3 19.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
63 32 62 59 57 158 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 17,272
COMMITMENTS
4,100 1,378 2,135 7,614 12,197 13,849 15,710 3,423 1,561
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -16)
272 22 353 -599 -714 26 -339 -42 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 8.0 12.4 44.1 70.6 80.2 91.0 19.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 11 10 26 20 53 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 957,918
COMMITMENTS
158,078 297,925 11,895 639,663 562,145 809,635 871,965 148,283 85,953
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -7,221)
23,432 27,648 -2,320 -39,930 -16,822 -18,817 8,506 11,596 -15,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 31.1 1.2 66.8 58.7 84.5 91.0 15.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
44 33 20 85 81 141 122
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,972,298
COMMITMENTS
760,320 305,571 236,175 1672130 2030689 2668625 2572435 303,673 399,863
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 114,513)
13,397 21,308 20,492 81,415 50,322 115,305 92,122 -792 22,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 10.3 7.9 56.3 68.3 89.8 86.5 10.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
62 75 71 131 139 231 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,685,081
COMMITMENTS
222,008 370,837 110,494 1098716 953,149 1431218 1434480 253,864 250,601
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -2,478)
26,190 -2,644 -2,908 -9,892 -1,741 13,391 -7,293 -15,868 4,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 22.0 6.6 65.2 56.6 84.9 85.1 15.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
40 39 41 93 96 157 152
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 890,721
COMMITMENTS
183,069 198,670 249,263 416,123 402,430 848,455 850,363 42,266 40,358
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -106,119)
-7,341 -789 -44,030 -51,591 -63,439 -102,963 -108,257 -3,157 2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 22.3 28.0 46.7 45.2 95.3 95.5 4.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
43 35 48 63 59 134 114
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED 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: 32,365
COMMITMENTS
11,871 687 548 2,794 23,433 15,213 24,667 17,153 7,698
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -3,622)
-136 -3,725 -1,428 -2,546 -306 -4,109 -5,459 487 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 2.1 1.7 8.6 72.4 47.0 76.2 53.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 3 4 5 13 27 18
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 42,172
COMMITMENTS
17,331 6,866 1,000 17,507 28,119 35,839 35,985 6,334 6,187
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,374)
601 1,385 19 705 -188 1,325 1,216 49 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 16.3 2.4 41.5 66.7 85.0 85.3 15.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
26 12 11 18 14 48 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 79,659
COMMITMENTS
42,955 30,314 743 24,580 33,594 68,277 64,651 11,382 15,008
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 8,507)
10,136 1,575 -313 -1,260 5,247 8,563 6,509 -56 1,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 38.1 0.9 30.9 42.2 85.7 81.2 14.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
34 41 13 22 26 66 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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