WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 534,053
COMMITMENTS
86,352 56,558 170,150 240,720 249,279 497,222 475,987 36,831 58,066
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -596)
-1,355 1,905 -6,064 5,871 1,746 -1,548 -2,413 952 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 10.6 31.9 45.1 46.7 93.1 89.1 6.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
91 134 157 91 127 292 322
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,200,149
COMMITMENTS
322,156 78,820 713,806 944,681 1111837 1980642 1904462 219,507 295,687
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 55,796)
28,920 -2,871 21,508 -1,216 22,667 49,212 41,304 6,585 14,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 3.6 32.4 42.9 50.5 90.0 86.6 10.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 848)
257 130 284 322 390 701 713
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,334
COMMITMENTS
2,459 447 1,683 8,466 12,855 12,608 14,985 3,725 1,349
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 823)
565 21 -85 218 1,069 698 1,005 124 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 2.7 10.3 51.8 78.7 77.2 91.7 22.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 5 9 17 14 38 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 756,598
COMMITMENTS
126,326 30,860 277,069 285,370 346,744 688,765 654,672 67,833 101,925
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -13,816)
19 -9,435 -1,461 -16,002 -4,454 -17,444 -15,349 3,628 1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.1 36.6 37.7 45.8 91.0 86.5 9.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
174 110 207 128 210 395 464
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 23,206
COMMITMENTS
18,884 2,563 1,151 1 3,744 20,036 7,458 3,170 15,748
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -879)
-1,364 -273 49 -2 -727 -1,317 -951 438 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.4 11.0 5.0 0.0 16.1 86.3 32.1 13.7 67.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 9 11 1 10 18 27
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 358,271
COMMITMENTS
26,833 22,493 111,731 190,832 207,625 329,396 341,849 28,875 16,423
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -17,906)
-6,519 997 -8,367 -1,644 -7,293 -16,530 -14,663 -1,376 -3,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.3 31.2 53.3 58.0 91.9 95.4 8.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
49 41 70 69 65 165 146
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,027,589
COMMITMENTS
152,302 145,525 82,771 655,316 613,845 890,389 842,141 137,200 185,448
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -44,312)
720 -662 -10,551 -40,303 -34,978 -50,134 -46,191 5,822 1,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 14.2 8.1 63.8 59.7 86.6 82.0 13.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
39 51 55 84 93 156 166
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 256,508
COMMITMENTS
42,447 10,132 47,008 128,744 178,585 218,199 235,724 38,310 20,784
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -1,789)
-447 -1,382 293 -4,342 -1,193 -4,496 -2,281 2,707 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.9 18.3 50.2 69.6 85.1 91.9 14.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
53 28 54 72 66 156 129
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,261
COMMITMENTS
7,262 338 1,524 9,797 19,935 18,582 21,796 4,678 1,464
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 1,032)
267 -56 -311 983 1,275 940 909 93 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 1.5 6.6 42.1 85.7 79.9 93.7 20.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
36 8 17 28 21 68 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,143,922
COMMITMENTS
239,113 220,404 22,114 750,846 783,499 1012073 1026017 131,849 117,904
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -4,011)
-31,772 -7,251 850 12,777 -1,313 -18,146 -7,714 14,135 3,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 19.3 1.9 65.6 68.5 88.5 89.7 11.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 42 27 100 90 157 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,788,389
COMMITMENTS
255,299 306,746 408,660 1817331 1668176 2481289 2383582 307,099 404,807
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: -56,442)
-18,029 -23,653 -10,298 -17,048 -19,785 -45,375 -53,736 -11,067 -2,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.0 14.7 65.2 59.8 89.0 85.5 11.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
49 73 75 122 145 215 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,051,427
COMMITMENTS
553,290 222,660 138,706 1128483 1446593 1820479 1807960 230,948 243,468
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 11,812)
15,915 -32,748 4,921 -4,834 49,473 16,003 21,647 -4,190 -9,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 10.9 6.8 55.0 70.5 88.7 88.1 11.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
44 44 44 89 89 154 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 492,857
COMMITMENTS
90,677 45,561 123,965 242,723 288,299 457,364 457,826 35,493 35,031
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 78,560)
26,872 6,950 36,023 10,017 32,252 72,912 75,225 5,648 3,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 9.2 25.2 49.2 58.5 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
27 20 37 57 49 100 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,100
COMMITMENTS
15,655 9,905 663 8,870 14,653 25,188 25,221 7,912 7,879
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 4,109)
-388 296 126 990 1,482 728 1,904 3,381 2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 29.9 2.0 26.8 44.3 76.1 76.2 23.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 16 7 11 10 31 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,514
COMMITMENTS
29,812 23,084 2,680 40,682 44,809 73,174 70,572 11,340 13,941
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 573)
-4,468 458 492 6,634 1,367 2,657 2,317 -2,084 -1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 27.3 3.2 48.1 53.0 86.6 83.5 13.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
36 32 12 19 27 61 65
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 50,827
COMMITMENTS
5,332 3,694 1,313 43,966 45,763 50,611 50,770 216 57
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 152)
-156 -695 44 279 770 167 119 -15 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.3 2.6 86.5 90.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 14 4 19 10 31 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,288
COMMITMENTS
2,124 1,392 420 15,609 16,373 18,153 18,185 135 103
CHANGES FROM 04/01/08 (CHANGE IN OPEN INTEREST: 370)
-22 185 -144 469 298 303 339 67 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.6 2.3 85.4 89.5 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 3 9 10 20 17
Updated April 11,2008