WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 563,305
COMMITMENTS
90,181 60,466 189,038 248,710 256,941 527,929 506,446 35,376 56,859
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 4,881)
-2,264 -1,874 9,004 2,093 2,857 8,833 9,987 -3,953 -5,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 10.7 33.6 44.2 45.6 93.7 89.9 6.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
109 130 162 88 130 306 325
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,116,132
COMMITMENTS
333,483 84,123 630,578 956,332 1127232 1920394 1841933 195,738 274,198
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -796)
-37,586 4,751 38,221 31,049 -15,732 31,683 27,239 -32,479 -28,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 4.0 29.8 45.2 53.3 90.8 87.0 9.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 816)
246 129 258 295 378 649 678
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,727
COMMITMENTS
2,501 1,893 1,493 8,617 11,723 12,611 15,109 3,116 618
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 90)
-994 -86 239 1,048 472 293 625 -203 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 12.0 9.5 54.8 74.5 80.2 96.1 19.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 3 8 16 13 40 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 806,666
COMMITMENTS
139,614 37,562 275,009 344,118 415,408 758,741 727,979 47,926 78,688
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 14,975)
1,281 3,339 44,913 22,833 19,722 69,027 67,974 -54,052 -52,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 4.7 34.1 42.7 51.5 94.1 90.2 5.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
185 108 182 141 217 395 457
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,918
COMMITMENTS
19,237 2,483 1,135 3 3,863 20,375 7,481 3,543 16,437
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -338)
-520 -412 -6 0 287 -526 -131 188 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 10.4 4.7 0.0 16.2 85.2 31.3 14.8 68.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 10 11 1 11 18 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 354,364
COMMITMENTS
35,958 22,499 102,112 189,060 217,842 327,130 342,453 27,234 11,911
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -1,259)
-9,511 2,399 6,612 9,140 -4,796 6,240 4,215 -7,500 -5,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.3 28.8 53.4 61.5 92.3 96.6 7.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
57 39 59 68 66 160 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,169,831
COMMITMENTS
182,826 183,984 113,875 722,989 676,610 1019689 974,470 150,142 195,362
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 8,123)
-16,900 -3,054 12,788 682 -11,325 -3,429 -1,591 11,552 9,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 15.7 9.7 61.8 57.8 87.2 83.3 12.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
35 56 60 89 95 162 173
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 255,117
COMMITMENTS
40,944 14,293 47,228 135,760 179,471 223,933 240,992 31,184 14,125
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -2,172)
-3,959 5,123 -1,429 12,103 190 6,716 3,885 -8,888 -6,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.6 18.5 53.2 70.3 87.8 94.5 12.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
48 34 45 71 64 150 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,012
COMMITMENTS
7,175 365 1,379 8,221 18,337 16,774 20,081 4,237 930
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 498)
-396 164 224 440 163 269 552 230 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 1.7 6.6 39.1 87.3 79.8 95.6 20.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 5 15 29 21 66 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,147,740
COMMITMENTS
267,439 202,733 27,333 717,580 806,383 1012352 1036449 135,388 111,291
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -43,632)
-45,432 -34,801 -3,364 -6,562 16,709 -55,357 -21,455 11,725 -22,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 17.7 2.4 62.5 70.3 88.2 90.3 11.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
57 43 34 100 100 168 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,145,825
COMMITMENTS
303,935 272,626 554,434 1938475 1864713 2796844 2691773 348,981 454,052
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 164,054)
-125,993 -25,389 88,915 205,805 76,362 168,727 139,888 -4,673 24,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.7 17.6 61.6 59.3 88.9 85.6 11.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
55 67 77 126 147 217 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,198,341
COMMITMENTS
580,606 283,676 165,377 1177215 1482464 1923199 1931517 275,143 266,825
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 16,568)
61,157 -110,852 9,887 -36,916 118,915 34,128 17,950 -17,561 -1,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 12.9 7.5 53.6 67.4 87.5 87.9 12.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
55 42 40 94 91 162 161
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 450,484
COMMITMENTS
101,488 34,369 109,297 209,245 272,615 420,030 416,281 30,453 34,203
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 77,749)
14,642 -10,309 31,233 35,848 60,504 81,723 81,428 -3,974 -3,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 7.6 24.3 46.4 60.5 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
23 25 36 50 56 94 100
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,560
COMMITMENTS
3,486 2,506 1,934 1,512 7,648 6,932 12,088 9,628 4,472
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 469)
-424 -756 1,063 -764 59 -126 366 594 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 15.1 11.7 9.1 46.2 41.9 73.0 58.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 8 5 4 6 15 16
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,131
COMMITMENTS
19,017 14,531 5,766 14,754 15,263 39,536 35,560 7,595 11,571
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 8,814)
1,168 -292 2,760 1,217 2,205 5,145 4,674 3,669 4,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 30.8 12.2 31.3 32.4 83.9 75.4 16.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 20 20 16 15 53 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,261
COMMITMENTS
54,274 38,730 7,018 42,807 58,738 104,099 104,485 18,162 17,776
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 17,790)
-1,638 -989 4,618 12,095 9,017 15,075 12,647 2,714 5,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 31.7 5.7 35.0 48.0 85.1 85.5 14.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
42 43 33 29 34 86 95
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 51,500
COMMITMENTS
5,680 4,892 1,269 44,220 45,264 51,169 51,425 331 75
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -6,084)
-1,076 1,166 -740 -3,478 -5,646 -5,294 -5,220 -790 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.5 2.5 85.9 87.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 15 3 16 10 27 27
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,234
COMMITMENTS
2,107 3,969 298 15,745 13,893 18,150 18,160 84 74
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -9,160)
-832 -1,095 138 -8,413 -8,144 -9,107 -9,101 -53 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 21.8 1.6 86.3 76.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 9 3 10 8 19 18
Updated March 21, 2008