WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 408,559
COMMITMENTS
92,551 64,754 69,241 211,310 219,908 373,102 353,903 35,457 54,656
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 11,251)
-2,623 -4,651 3,600 10,669 9,761 11,646 8,710 -395 2,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 15.8 16.9 51.7 53.8 91.3 86.6 8.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
102 106 118 79 115 263 270
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,437,046
COMMITMENTS
452,251 93,976 157,087 672,111 951,139 1281449 1202202 155,597 234,844
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -12,827)
-21,174 -3,057 2,643 8,838 -11,722 -9,693 -12,136 -3,134 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 6.5 10.9 46.8 66.2 89.2 83.7 10.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790)
237 113 174 231 349 552 583
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,733
COMMITMENTS
4,043 1,946 547 6,966 11,156 11,556 13,649 3,177 1,084
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -862)
-766 -63 54 654 -663 -58 -672 -804 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 13.2 3.7 47.3 75.7 78.4 92.6 21.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 3 6 15 12 42 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 552,030
COMMITMENTS
165,821 50,025 58,161 266,110 352,951 490,092 461,137 61,938 90,893
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -15,950)
-9,961 1,224 -418 -557 -11,844 -10,936 -11,038 -5,014 -4,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 9.1 10.5 48.2 63.9 88.8 83.5 11.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 511)
173 92 113 108 192 332 367
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,256
COMMITMENTS
19,757 2,895 1,141 3 3,576 20,901 7,612 3,355 16,644
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -763)
-428 23 -217 3 258 -642 64 -121 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.5 11.9 4.7 0.0 14.7 86.2 31.4 13.8 68.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 11 12 1 10 21 30
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 294,546
COMMITMENTS
52,817 22,259 53,218 157,381 204,132 263,416 279,609 31,130 14,937
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -3,175)
-4,858 -3,056 2,042 5,886 -1,875 3,070 -2,889 -6,245 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 7.6 18.1 53.4 69.3 89.4 94.9 10.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
60 35 54 60 53 157 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 985,849
COMMITMENTS
194,976 192,209 5,696 655,730 616,169 856,402 814,074 129,447 171,775
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -78,414)
2,092 -18,008 -10,777 -55,675 -27,316 -64,360 -56,101 -14,054 -22,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 19.5 0.6 66.5 62.5 86.9 82.6 13.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
38 47 25 71 81 124 138
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 224,140
COMMITMENTS
55,972 10,545 22,477 108,518 172,442 186,967 205,464 37,173 18,676
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -13,096)
-14,169 -717 -2,613 10,084 -8,872 -6,698 -12,202 -6,398 -894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 4.7 10.0 48.4 76.9 83.4 91.7 16.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
58 21 35 68 56 149 99
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,735
COMMITMENTS
7,606 174 646 7,576 18,023 15,828 18,843 3,907 892
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -196)
-240 109 20 640 -179 420 -50 -616 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 0.9 3.3 38.4 91.3 80.2 95.5 19.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 2 10 28 21 63 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,166,113
COMMITMENTS
315,439 241,237 16,703 711,230 777,546 1043372 1035486 122,741 130,627
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -139,105)
-15,998 -90,430 -6,752 -108,782 -59,006 -131,532 -156,188 -7,573 17,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 20.7 1.4 61.0 66.7 89.5 88.8 10.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
57 40 25 101 96 168 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,204,687
COMMITMENTS
446,869 345,865 54,878 1368870 1399792 1870617 1800535 334,070 404,152
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -153,643)
-156,675 -34,378 11,668 -22,740 -161,253 -167,747 -183,963 14,104 30,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 15.7 2.5 62.1 63.5 84.8 81.7 15.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
47 71 33 103 133 165 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,943,952
COMMITMENTS
527,806 393,012 49,768 1081981 1238973 1659555 1681753 284,397 262,199
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -84,265)
6,644 -96,565 4,301 -128,820 6,222 -117,875 -86,042 33,610 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 20.2 2.6 55.7 63.7 85.4 86.5 14.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
50 41 21 80 80 138 135
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 298,841
COMMITMENTS
78,017 41,327 35,977 152,243 185,341 266,237 262,645 32,604 36,196
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 31,197)
7,646 11,251 -1,593 19,309 15,666 25,362 25,324 5,835 5,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 13.8 12.0 50.9 62.0 89.1 87.9 10.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 24 21 41 39 79 71
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,039
COMMITMENTS
3,687 3,021 415 2,276 7,589 6,378 11,025 8,661 4,014
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 95)
487 -127 201 126 567 814 641 -719 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 20.1 2.8 15.1 50.5 42.4 73.3 57.6 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 8 4 4 6 15 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,047
COMMITMENTS
18,185 15,071 1,334 12,917 12,541 32,436 28,946 3,611 7,101
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 972)
570 304 408 378 693 1,356 1,405 -384 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 41.8 3.7 35.8 34.8 90.0 80.3 10.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 20 14 14 9 43 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,066
COMMITMENTS
55,517 39,640 1,013 27,414 46,083 83,944 86,736 15,122 12,330
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -8,374)
6,953 -3,456 275 -5,184 4,163 2,044 982 -10,418 -9,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 40.0 1.0 27.7 46.5 84.7 87.6 15.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
47 40 15 18 27 71 76
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,584
COMMITMENTS
6,756 3,726 2,009 47,698 50,910 56,463 56,645 1,121 939
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 6,609)
469 -76 164 5,093 5,773 5,726 5,861 883 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 6.5 3.5 82.8 88.4 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 17 5 20 12 32 33
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 27,394
COMMITMENTS
2,939 5,064 160 24,158 22,037 27,257 27,261 137 133
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 4,764)
914 1,814 -210 3,991 3,154 4,695 4,758 69 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 18.5 0.6 88.2 80.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 7 2 12 8 20 16
Updated March 14, 2008