WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,887
COMMITMENTS
78,675 58,791 108,356 225,395 217,994 412,425 385,141 33,462 60,746
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -23,973)
3,770 -2,010 -21,233 -2,624 653 -20,087 -22,590 -3,886 -1,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 13.2 24.3 50.5 48.9 92.5 86.4 7.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
89 115 120 78 105 260 265
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,843,103
COMMITMENTS
252,111 73,762 545,949 826,379 927,572 1624438 1547283 218,664 295,820
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -183,690)
4,474 1,724 -130,984 -38,413 -36,311 -164,923 -165,571 -18,767 -18,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 4.0 29.6 44.8 50.3 88.1 83.9 11.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 803)
193 147 249 344 381 669 673
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,680
COMMITMENTS
5,274 35 1,767 8,209 15,666 15,250 17,467 4,431 2,213
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -524)
-770 -46 116 936 -206 282 -136 -806 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 0.2 9.0 41.7 79.6 77.5 88.8 22.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 6 13 19 18 49 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 551,120
COMMITMENTS
81,061 34,152 148,879 253,648 269,883 483,587 452,914 67,532 98,206
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -90,645)
-12,949 1,937 -40,283 -33,557 -50,555 -86,789 -88,901 -3,856 -1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 6.2 27.0 46.0 49.0 87.7 82.2 12.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
132 88 169 143 156 381 359
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 329,345
COMMITMENTS
79,080 15,404 55,690 162,051 239,683 296,821 310,776 32,524 18,569
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -21,969)
-11,294 2,379 -5,284 -2,596 -14,903 -19,173 -17,807 -2,796 -4,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 4.7 16.9 49.2 72.8 90.1 94.4 9.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
76 32 59 69 64 184 137
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,000,527
COMMITMENTS
122,668 178,870 75,402 656,358 555,981 854,429 810,253 146,098 190,274
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -50,172)
5,382 -37,415 -12,857 -61,490 9,358 -68,965 -40,915 18,793 -9,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 17.9 7.5 65.6 55.6 85.4 81.0 14.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
27 48 49 74 92 132 158
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 234,577
COMMITMENTS
35,270 21,693 40,610 117,366 146,199 193,245 208,501 41,331 26,075
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -12,680)
-4,488 -1,245 -4,385 -1,877 -5,732 -10,750 -11,362 -1,930 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 9.2 17.3 50.0 62.3 82.4 88.9 17.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
42 39 49 64 63 141 133
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,013
COMMITMENTS
4,049 1,734 2,253 7,451 11,382 13,753 15,369 3,259 1,644
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -680)
-62 350 -301 -61 -587 -423 -538 -256 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 10.2 13.2 43.8 66.9 80.8 90.3 19.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 15 11 28 19 54 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,031,372
COMMITMENTS
162,048 356,465 13,808 716,433 574,941 892,289 945,214 139,083 86,159
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 23,040)
8,968 58,364 -4,494 21,785 -30,907 26,260 22,963 -3,220 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 34.6 1.3 69.5 55.7 86.5 91.6 13.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
48 34 22 96 79 154 125
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,999,062
COMMITMENTS
728,973 307,055 250,668 1709948 1992943 2689590 2550667 309,473 448,395
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -57,061)
-2,021 -23,964 -22,436 -46,990 3,973 -71,447 -42,428 14,386 -14,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 10.2 8.4 57.0 66.5 89.7 85.0 10.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
49 76 66 139 144 226 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,853,791
COMMITMENTS
235,601 385,822 140,784 1206459 1073953 1582844 1600558 270,946 253,232
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 100,096)
33,214 48,080 19,096 41,078 55,573 93,388 122,749 6,707 -22,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 20.8 7.6 65.1 57.9 85.4 86.3 14.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
42 40 38 99 91 162 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 939,623
COMMITMENTS
173,082 209,516 277,449 454,829 420,770 905,359 907,735 34,264 31,888
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 40,619)
-7,690 -8,313 15,417 34,916 28,323 42,643 35,426 -2,023 5,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 22.3 29.5 48.4 44.8 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
47 37 55 66 63 143 125
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 33,937
COMMITMENTS
11,039 4,170 1,664 1,966 19,677 14,669 25,511 19,268 8,426
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 330)
-1,119 1,871 358 -122 -3,081 -883 -852 1,213 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 12.3 4.9 5.8 58.0 43.2 75.2 56.8 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 12 8 7 15 32 30
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,906
COMMITMENTS
19,257 7,252 696 17,894 29,173 37,847 37,121 7,059 7,785
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,494)
2,057 -386 81 288 1,132 2,425 827 -932 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 16.1 1.6 39.8 65.0 84.3 82.7 15.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 12 10 18 14 51 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,021
COMMITMENTS
47,835 43,784 1,115 42,479 33,887 91,429 78,787 13,592 26,234
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 14,865)
4,121 9,731 -205 11,456 1,935 15,372 11,461 -508 3,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 41.7 1.1 40.4 32.3 87.1 75.0 12.9 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
35 55 14 22 26 69 83
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 46,181
COMMITMENTS
2,346 16,037 337 43,212 27,822 45,895 44,196 286 1,985
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -72)
86 -294 4 -171 255 -81 -35 9 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 34.7 0.7 93.6 60.2 99.4 95.7 0.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 13 3 14 9 22 24
Updated April 27, 2007