WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 534,649
COMMITMENTS
87,707 54,653 176,214 234,849 247,532 498,770 478,400 35,879 56,249
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -8,871)
-873 -1,661 -2,021 -7,231 -3,861 -10,124 -7,543 1,254 -1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 10.2 33.0 43.9 46.3 93.3 89.5 6.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
95 125 153 89 127 287 316
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,144,353
COMMITMENTS
293,236 81,691 692,298 945,897 1089170 1931430 1863159 212,922 281,194
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 74,517)
1,104 355 51,719 -5,678 3,675 47,145 55,749 27,373 18,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.8 32.3 44.1 50.8 90.1 86.9 9.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 823)
241 133 272 313 385 671 701
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,511
COMMITMENTS
1,894 426 1,768 8,248 11,786 11,910 13,980 3,601 1,531
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 32)
-17 -1,554 -55 -220 1,087 -292 -522 323 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.7 11.4 53.2 76.0 76.8 90.1 23.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 4 9 18 13 37 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 770,413
COMMITMENTS
126,307 40,295 278,529 301,372 351,197 706,209 670,021 64,205 100,392
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -18,828)
-9,860 3,543 -3,591 -26,610 -42,611 -40,061 -42,659 21,233 23,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 5.2 36.2 39.1 45.6 91.7 87.0 8.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
174 117 203 140 214 409 460
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,085
COMMITMENTS
20,248 2,836 1,102 3 4,471 21,353 8,409 2,732 15,676
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 768)
1,492 458 -201 0 166 1,291 423 -523 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.1 11.8 4.6 0.0 18.6 88.7 34.9 11.3 65.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 8 12 1 12 23 29
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 376,178
COMMITMENTS
33,352 21,496 120,098 192,477 214,918 345,926 356,512 30,251 19,666
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 20,977)
2,020 -2,586 15,445 -2,154 -447 15,312 12,413 5,666 8,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.7 31.9 51.2 57.1 92.0 94.8 8.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
55 41 64 65 64 161 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,071,901
COMMITMENTS
151,582 146,186 93,322 695,619 648,824 940,523 888,333 131,378 183,569
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -37,800)
-43,252 -13,887 -914 8,030 -13,454 -36,136 -28,254 -1,665 -9,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 13.6 8.7 64.9 60.5 87.7 82.9 12.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
39 47 57 87 95 158 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 258,298
COMMITMENTS
42,894 11,513 46,715 133,086 179,777 222,695 238,006 35,603 20,292
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 4,850)
4,899 -3,848 2,098 -9,863 -1,390 -2,867 -3,140 7,717 7,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.5 18.1 51.5 69.6 86.2 92.1 13.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
52 29 47 73 68 152 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,228
COMMITMENTS
6,995 393 1,834 8,814 18,660 17,643 20,888 4,585 1,340
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 858)
-489 -54 285 501 473 296 704 561 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 1.8 8.3 39.7 83.9 79.4 94.0 20.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 6 16 29 24 67 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,147,933
COMMITMENTS
270,885 227,655 21,265 738,069 784,812 1030219 1033732 117,714 114,201
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -15,514)
-28,251 -4,062 2,519 14,071 -9,430 -11,660 -10,973 -3,854 -4,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 19.8 1.9 64.3 68.4 89.7 90.1 10.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
42 43 28 95 88 151 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,844,830
COMMITMENTS
273,328 330,399 418,958 1834378 1687961 2526664 2437318 318,166 407,512
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -27,093)
6,370 14,129 -22,422 -16,174 -34,863 -32,226 -43,156 5,133 16,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.6 14.7 64.5 59.3 88.8 85.7 11.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
51 76 71 121 142 212 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,039,615
COMMITMENTS
537,374 255,408 133,785 1133317 1397121 1804477 1786313 235,139 253,302
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -29,025)
-27,591 2,388 130 6,003 -30,525 -21,458 -28,007 -7,567 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 12.5 6.6 55.6 68.5 88.5 87.6 11.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
44 46 39 86 84 147 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 414,297
COMMITMENTS
63,804 38,612 87,942 232,706 256,047 384,452 382,601 29,845 31,697
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -15,009)
-1,580 15,293 -17,278 3,838 -9,645 -15,020 -11,630 11 -3,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 9.3 21.2 56.2 61.8 92.8 92.3 7.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
24 21 34 53 52 91 96
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,990
COMMITMENTS
16,044 9,609 537 7,880 13,171 24,460 23,316 4,530 5,674
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 3,885)
1,936 1,489 130 1,187 1,186 3,253 2,804 633 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 33.1 1.9 27.2 45.4 84.4 80.4 15.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 14 7 10 10 29 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,940
COMMITMENTS
34,280 22,626 2,188 34,048 43,442 70,516 68,256 13,424 15,685
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 11,887)
9,232 4,879 360 272 4,353 9,864 9,591 2,024 2,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 27.0 2.6 40.6 51.8 84.0 81.3 16.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 32 12 20 22 60 61
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,675
COMMITMENTS
5,488 4,389 1,269 43,687 44,993 50,444 50,651 231 24
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 262)
-189 -205 0 477 526 288 321 -26 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.7 2.5 86.2 88.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 15 3 19 11 30 28
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 17,918
COMMITMENTS
2,146 1,207 564 15,140 16,075 17,850 17,846 68 72
CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -259)
202 -2,208 6 -447 1,935 -239 -267 -20 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.7 3.1 84.5 89.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 3 9 9 20 18
Updated April 4, 2008