WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 397,308
COMMITMENTS
95,174 69,405 65,641 200,641 210,147 361,456 345,193 35,852 52,115
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -29,581)
-7,390 -2,635 -10,973 -11,028 -9,664 -29,391 -23,272 -190 -6,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 17.5 16.5 50.5 52.9 91.0 86.9 9.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
98 115 124 79 113 268 277
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,449,873
COMMITMENTS
473,425 97,033 154,444 663,273 962,861 1291142 1214338 158,731 235,535
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -29,403)
2,386 5,257 -20,731 -4,853 -7,291 -23,198 -22,765 -6,205 -6,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 6.7 10.7 45.7 66.4 89.1 83.8 10.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 794)
252 103 179 227 350 559 585
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,595
COMMITMENTS
4,809 2,009 493 6,312 11,819 11,614 14,321 3,981 1,274
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -107)
346 -9 36 -104 288 278 315 -385 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 12.9 3.2 40.5 75.8 74.5 91.8 25.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
27 3 5 13 12 42 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 567,980
COMMITMENTS
175,782 48,801 58,579 266,667 364,795 501,028 472,175 66,952 95,805
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -26,463)
-14,194 4,082 -15,618 3,263 -13,475 -26,549 -25,011 86 -1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 8.6 10.3 47.0 64.2 88.2 83.1 11.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
187 101 122 107 193 356 370
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 25,019
COMMITMENTS
20,185 2,872 1,358 0 3,318 21,543 7,548 3,476 17,471
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 365)
586 35 333 -252 197 667 565 -302 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.7 11.5 5.4 0.0 13.3 86.1 30.2 13.9 69.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 11 14 0 9 21 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 297,721
COMMITMENTS
57,675 25,315 51,176 151,495 206,007 260,346 282,498 37,375 15,223
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,516)
-2,264 4,306 1,843 -5,032 -8,465 -5,453 -2,316 1,937 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 8.5 17.2 50.9 69.2 87.4 94.9 12.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
65 44 61 64 59 173 133
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,064,263
COMMITMENTS
192,884 210,217 16,473 711,405 643,485 920,762 870,175 143,501 194,088
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 43,828)
18,956 31,580 9,322 24,349 -3,493 52,627 37,409 -8,799 6,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 19.8 1.5 66.8 60.5 86.5 81.8 13.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
36 48 27 72 83 123 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 237,236
COMMITMENTS
70,141 11,262 25,090 98,434 181,314 193,665 217,666 43,571 19,570
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -4,853)
1,101 253 1,002 -8,832 -7,543 -6,729 -6,288 1,876 1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 4.7 10.6 41.5 76.4 81.6 91.8 18.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
68 34 49 67 58 169 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,931
COMMITMENTS
7,846 65 626 6,936 18,202 15,408 18,893 4,523 1,038
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -1,381)
-124 -182 -489 -1,147 -896 -1,760 -1,567 379 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 0.3 3.1 34.8 91.3 77.3 94.8 22.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
36 1 9 27 20 64 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,305,218
COMMITMENTS
331,437 331,667 23,455 820,012 836,552 1174904 1191674 130,314 113,544
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -62,751)
-25,243 -14,175 -14,008 -12,924 -13,431 -52,175 -41,614 -10,576 -21,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 25.4 1.8 62.8 64.1 90.0 91.3 10.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
64 42 30 109 95 182 159
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,358,330
COMMITMENTS
603,544 380,243 43,210 1391610 1561045 2038364 1984498 319,966 373,832
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -112,100)
71,421 17,325 -32,224 -170,143 -37,597 -130,946 -52,496 18,846 -59,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 16.1 1.8 59.0 66.2 86.4 84.1 13.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
50 69 35 110 133 175 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,028,217
COMMITMENTS
521,162 489,577 45,467 1210801 1232751 1777430 1767795 250,787 260,422
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -147,594)
-28,138 67,425 -11,987 -62,261 -173,623 -102,386 -118,185 -45,208 -29,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 24.1 2.2 59.7 60.8 87.6 87.2 12.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
47 43 24 89 89 147 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 267,644
COMMITMENTS
70,371 30,076 37,570 132,934 169,675 240,875 237,321 26,769 30,323
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -93,655)
-17,315 -44,501 -2,939 -74,318 -48,032 -94,572 -95,472 917 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 11.2 14.0 49.7 63.4 90.0 88.7 10.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 19 22 38 35 72 67
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,944
COMMITMENTS
3,200 3,148 214 2,150 7,022 5,564 10,384 9,380 4,560
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 120)
297 -63 -841 235 731 -309 -173 429 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 21.1 1.4 14.4 47.0 37.2 69.5 62.8 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 8 2 3 6 13 15
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,075
COMMITMENTS
17,615 14,767 926 12,539 11,848 31,080 27,541 3,995 7,534
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 1,557)
446 617 429 621 595 1,496 1,641 61 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 42.1 2.6 35.7 33.8 88.6 78.5 11.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 20 11 13 8 39 32
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,440
COMMITMENTS
48,564 43,096 738 32,598 41,920 81,900 85,754 25,540 21,686
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 10,103)
1,406 6,081 -317 -372 -784 717 4,980 9,386 5,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 40.1 0.7 30.3 39.0 76.2 79.8 23.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
46 45 11 17 20 67 72
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,975
COMMITMENTS
6,287 3,802 1,845 42,605 45,137 50,737 50,784 238 191
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,402)
-3,845 -6,429 710 -224 2,241 -3,359 -3,478 -43 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 7.5 3.6 83.6 88.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 17 4 18 12 29 32
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 22,630
COMMITMENTS
2,025 3,250 370 20,167 18,883 22,562 22,503 68 127
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 5,814)
439 677 259 5,193 4,820 5,891 5,756 -77 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 14.4 1.6 89.1 83.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 7 3 9 8 19 16
Updated March 7, 2008