WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 531,768
COMMITMENTS
87,389 57,894 173,174 237,794 244,903 498,357 475,970 33,412 55,798
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -3,788)
298 -2,187 3,110 -5,340 -3,595 -1,932 -2,671 -1,856 -1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 10.9 32.6 44.7 46.1 93.7 89.5 6.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
94 134 147 87 125 285 313
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,277,500
COMMITMENTS
335,918 83,076 778,733 959,289 1123024 2073940 1984833 203,560 292,667
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -3,049)
-5,646 5,136 15,041 8,383 -6,862 17,778 13,315 -20,827 -16,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.6 34.2 42.1 49.3 91.1 87.1 8.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 899)
249 139 312 327 419 729 775
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,716
COMMITMENTS
3,049 415 1,465 8,566 13,656 13,079 15,536 3,636 1,180
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 141)
-8 1 33 168 126 193 160 -52 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 2.5 8.8 51.2 81.7 78.2 92.9 21.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 5 8 15 15 39 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 775,412
COMMITMENTS
136,079 27,554 281,210 294,963 366,707 712,253 675,471 63,159 99,940
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -3,297)
5,473 555 -8,857 4,858 8,877 1,475 575 -4,772 -3,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 3.6 36.3 38.0 47.3 91.9 87.1 8.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
181 121 230 140 215 438 482
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 22,627
COMMITMENTS
18,768 1,566 755 4 3,946 19,527 6,267 3,100 16,360
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -416)
311 -967 -316 -341 -135 -346 -1,418 -70 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.9 6.9 3.3 0.0 17.4 86.3 27.7 13.7 72.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 6 8 1 11 14 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 353,756
COMMITMENTS
41,204 19,705 102,166 180,531 216,147 323,901 338,018 29,855 15,738
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 3,428)
5,092 -2,570 -1,250 215 4,724 4,058 904 -630 2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.6 28.9 51.0 61.1 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
63 33 65 69 64 171 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,047,040
COMMITMENTS
116,099 138,906 87,038 716,731 629,613 919,868 855,556 127,172 191,484
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -21,246)
-26,405 -23,896 -393 17,734 12,215 -9,064 -12,075 -12,182 -9,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 13.3 8.3 68.5 60.1 87.9 81.7 12.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
45 52 64 74 85 153 167
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 253,695
COMMITMENTS
48,087 10,239 48,863 117,744 175,394 214,694 234,496 39,000 19,198
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 2,113)
3,011 967 -2,540 1,143 630 1,614 -944 500 3,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 4.0 19.3 46.4 69.1 84.6 92.4 15.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
60 30 55 74 68 166 132
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,695
COMMITMENTS
7,015 332 1,625 10,313 19,910 18,953 21,867 4,742 1,828
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 100)
-349 -36 69 215 -230 -65 -197 165 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 1.4 6.9 43.5 84.0 80.0 92.3 20.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
37 7 16 34 26 75 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,136,189
COMMITMENTS
202,649 198,014 28,075 775,832 790,849 1006556 1016939 129,633 119,250
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 31,699)
10,717 -11,466 -1,060 21,455 37,357 31,111 24,830 588 6,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 17.4 2.5 68.3 69.6 88.6 89.5 11.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
51 38 28 104 88 166 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,855,911
COMMITMENTS
235,763 319,050 418,234 1900645 1714468 2554641 2451751 301,269 404,160
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 5,204)
-27,742 -7,565 -2,047 43,535 33,959 13,747 24,347 -8,543 -19,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 11.2 14.6 66.6 60.0 89.5 85.8 10.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
47 81 82 127 145 223 260
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,106,048
COMMITMENTS
595,934 234,664 145,835 1112026 1453872 1853796 1834371 252,252 271,676
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 107,478)
60,034 -6,221 1,920 29,108 89,823 91,061 85,522 16,417 21,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 11.1 6.9 52.8 69.0 88.0 87.1 12.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
53 41 47 85 93 153 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 762,042
COMMITMENTS
132,768 51,265 213,182 369,297 450,232 715,248 714,679 46,794 47,363
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 213,464)
20,772 3,473 72,706 106,206 123,340 199,684 199,518 13,781 13,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 6.7 28.0 48.5 59.1 93.9 93.8 6.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
38 26 47 68 58 127 113
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,114
COMMITMENTS
15,509 10,890 642 8,844 13,275 24,995 24,807 5,119 5,306
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -102)
300 563 12 -377 -1,173 -64 -598 -38 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 36.2 2.1 29.4 44.1 83.0 82.4 17.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 18 8 11 7 32 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,053
COMMITMENTS
38,006 26,224 2,008 44,252 53,055 84,267 81,287 12,786 15,765
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,384)
3,916 -6,393 -255 -3,201 5,812 460 -835 924 2,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 27.0 2.1 45.6 54.7 86.8 83.8 13.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
40 39 13 19 25 66 70
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 53,190
COMMITMENTS
5,793 6,335 972 46,117 45,836 52,882 53,143 308 47
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 7)
515 1,677 -297 -194 -1,334 24 46 -17 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.9 1.8 86.7 86.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 13 3 16 11 26 26
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 18,718
COMMITMENTS
1,988 1,525 457 16,208 16,640 18,653 18,622 65 96
CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 533)
-408 979 124 837 -576 553 527 -20 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.1 2.4 86.6 88.9 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 10 3 12 10 21 21
Updated April 25, 2008