WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,889
COMMITMENTS
102,564 72,040 76,614 211,669 219,811 390,847 368,465 36,042 58,424
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -10,567)
-1,037 -11,453 -6,075 -2,392 6,543 -9,504 -10,985 -1,063 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 16.9 17.9 49.6 51.5 91.6 86.3 8.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
104 116 134 91 121 292 299
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,479,276
COMMITMENTS
471,039 91,776 175,175 668,126 970,152 1314340 1237103 164,936 242,173
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 5,127)
-12,806 -19,458 2,197 8,276 33,096 -2,333 15,835 7,460 -10,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 6.2 11.8 45.2 65.6 88.9 83.6 11.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805)
254 101 205 250 341 606 594
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,702
COMMITMENTS
4,463 2,018 457 6,416 11,531 11,336 14,006 4,366 1,696
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 573)
121 -214 34 272 563 427 383 146 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 12.9 2.9 40.9 73.4 72.2 89.2 27.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
25 3 4 14 12 41 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 594,443
COMMITMENTS
189,976 44,719 74,197 263,404 378,270 527,577 497,186 66,866 97,257
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -21,605)
-11,726 -4,237 -5,131 -2,601 -6,246 -19,458 -15,614 -2,147 -5,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 7.5 12.5 44.3 63.6 88.8 83.6 11.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
199 83 160 131 194 422 398
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,654
COMMITMENTS
19,599 2,837 1,025 252 3,121 20,876 6,983 3,778 17,671
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -489)
-1,361 -1,000 617 252 344 -492 -39 3 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.5 11.5 4.2 1.0 12.7 84.7 28.3 15.3 71.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 8 12 2 8 20 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 301,237
COMMITMENTS
59,939 21,009 49,333 156,527 214,472 265,799 284,814 35,438 16,423
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 7,350)
1,618 -4,675 2,711 2,591 9,010 6,920 7,046 430 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 7.0 16.4 52.0 71.2 88.2 94.5 11.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
71 38 61 62 58 174 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,020,435
COMMITMENTS
173,928 178,637 7,151 687,056 646,978 868,135 832,766 152,300 187,669
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -28,707)
-52,946 -27,008 -5,348 24,901 4,176 -33,393 -28,180 4,686 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 17.5 0.7 67.3 63.4 85.1 81.6 14.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
30 39 23 72 86 117 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 242,089
COMMITMENTS
69,040 11,009 24,088 107,266 188,857 200,394 223,954 41,695 18,135
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 10,598)
5,429 -3,721 6,373 -3,050 7,515 8,752 10,167 1,846 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 4.5 10.0 44.3 78.0 82.8 92.5 17.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
74 21 49 70 59 178 117
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,312
COMMITMENTS
7,970 247 1,115 8,083 19,098 17,168 20,460 4,144 852
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 366)
-204 -44 -288 867 728 375 396 -9 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 1.2 5.2 37.9 89.6 80.6 96.0 19.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
39 3 11 30 20 72 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,367,969
COMMITMENTS
356,680 345,842 37,463 832,936 849,983 1227079 1233288 140,890 134,681
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 37,575)
-9,303 -21,523 17,818 28,936 18,006 37,451 14,301 124 23,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 25.3 2.7 60.9 62.1 89.7 90.2 10.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
69 41 35 96 88 178 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,470,430
COMMITMENTS
532,123 362,918 75,434 1561753 1598642 2169310 2036994 301,120 433,436
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -103,252)
-56,442 -83,473 -20,777 -25,792 -37,939 -103,011 -142,189 -241 38,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 14.7 3.1 63.2 64.7 87.8 82.5 12.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
50 60 43 113 132 186 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,175,811
COMMITMENTS
549,300 422,152 57,454 1273062 1406374 1879816 1885980 295,995 289,831
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -5,569)
33,898 -74,423 -17,835 -69,701 53,415 -53,638 -38,843 48,069 33,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 19.4 2.6 58.5 64.6 86.4 86.7 13.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
48 43 38 96 92 159 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 361,299
COMMITMENTS
87,686 74,577 40,509 207,252 217,707 335,447 332,793 25,852 28,506
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 7,308)
-6,281 10,639 6,941 8,771 -7,537 9,431 10,043 -2,123 -2,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 20.6 11.2 57.4 60.3 92.8 92.1 7.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
33 26 31 46 51 95 96
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,824
COMMITMENTS
2,903 3,211 1,055 1,915 6,291 5,873 10,557 8,951 4,267
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 999)
286 1,265 138 282 -296 706 1,107 293 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 21.7 7.1 12.9 42.4 39.6 71.2 60.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 5 2 4 6 13 12
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,518
COMMITMENTS
17,169 14,150 497 11,918 11,253 29,584 25,900 3,934 7,618
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,549)
1,697 1,306 -110 -456 52 1,131 1,248 418 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 42.2 1.5 35.6 33.6 88.3 77.3 11.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 19 7 13 8 37 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,337
COMMITMENTS
47,158 37,015 1,055 32,970 42,704 81,183 80,774 16,154 16,563
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 5,109)
4,485 1,139 -280 82 1,969 4,287 2,828 822 2,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 38.0 1.1 33.9 43.9 83.4 83.0 16.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
43 43 8 15 23 61 71
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 54,377
COMMITMENTS
10,132 10,231 1,135 42,829 42,896 54,096 54,262 281 115
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 492)
75 -332 225 264 522 564 415 -72 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 18.8 2.1 78.8 78.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 19 4 18 11 28 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,816
COMMITMENTS
1,586 2,573 111 14,974 14,063 16,671 16,747 145 69
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 805)
48 695 -223 1,007 333 832 805 -27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 15.3 0.7 89.0 83.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 1 9 8 16 15
Updated February 29, 2008