WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,810
COMMITMENTS
76,061 70,034 75,672 221,311 201,888 373,044 347,594 28,766 54,216
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 51)
1,990 -74 2,298 -4,217 -4,136 71 -1,912 -20 1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 17.4 18.8 55.1 50.2 92.8 86.5 7.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
95 113 119 64 104 248 273
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,428,403
COMMITMENTS
409,176 87,168 201,475 643,996 889,126 1254647 1177769 173,756 250,634
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -13,485)
-32,871 5,087 16,185 13,702 -22,260 -2,984 -988 -10,501 -12,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 6.1 14.1 45.1 62.2 87.8 82.5 12.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 802)
231 116 190 247 353 571 600
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,253
COMMITMENTS
5,487 571 489 8,508 15,447 14,484 16,507 3,769 1,746
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 223)
509 -460 -257 -132 884 120 167 103 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 3.1 2.7 46.6 84.6 79.4 90.4 20.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
28 4 6 17 15 47 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 462,504
COMMITMENTS
128,566 32,500 66,471 198,227 275,743 393,264 374,714 69,240 87,790
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -2,336)
2,892 -6,053 -3,655 -2,378 6,570 -3,141 -3,138 805 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 7.0 14.4 42.9 59.6 85.0 81.0 15.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
131 86 101 99 149 291 293
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,550
COMMITMENTS
10,983 2,305 724 182 694 11,889 3,723 2,661 10,827
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,297)
1,463 613 87 5 19 1,555 719 -258 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 15.8 5.0 1.3 4.8 81.7 25.6 18.3 74.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
15 6 7 2 3 18 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 272,616
COMMITMENTS
74,340 8,564 45,482 124,680 202,535 244,502 256,581 28,114 16,035
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 3,783)
868 -9,952 4,371 -752 12,675 4,487 7,094 -704 -3,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 3.1 16.7 45.7 74.3 89.7 94.1 10.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
86 16 44 55 52 164 104
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 856,609
COMMITMENTS
128,581 223,531 9,529 566,564 463,594 704,674 696,654 151,935 159,955
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -48,389)
12,867 -3,486 -28,641 -35,577 -14,659 -51,351 -46,786 2,962 -1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 26.1 1.1 66.1 54.1 82.3 81.3 17.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
28 46 20 72 81 111 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 212,767
COMMITMENTS
58,072 15,781 24,854 85,278 148,376 168,204 189,011 44,563 23,756
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -2,917)
-4,087 -8,749 686 1 5,488 -3,400 -2,575 483 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 7.4 11.7 40.1 69.7 79.1 88.8 20.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
62 25 45 56 51 150 111
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,473
COMMITMENTS
5,696 619 1,296 7,034 14,482 14,026 16,397 3,447 1,076
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 64)
315 -251 -84 -153 512 78 177 -14 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 3.5 7.4 40.3 82.9 80.3 93.8 19.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 4 6 28 22 57 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 839,710
COMMITMENTS
111,525 220,011 20,949 612,658 520,131 745,132 761,091 94,578 78,619
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,684)
-10,963 -28,405 3,540 50,644 48,704 43,221 23,839 -41,537 -22,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 26.2 2.5 73.0 61.9 88.7 90.6 11.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
34 42 13 83 80 123 129
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,244,799
COMMITMENTS
630,702 263,144 49,869 1232356 1559641 1912927 1872654 331,872 372,145
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 80,376)
40,923 -1,441 -4,031 16,269 94,124 53,161 88,652 27,215 -8,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 11.7 2.2 54.9 69.5 85.2 83.4 14.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
65 70 31 113 126 192 213
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,449,841
COMMITMENTS
188,197 300,620 26,337 965,694 873,148 1180228 1200105 269,613 249,736
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 30,062)
-63,991 17,360 -546 77,685 -7,688 13,148 9,126 16,914 20,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 20.7 1.8 66.6 60.2 81.4 82.8 18.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
39 34 19 86 71 136 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 588,166
COMMITMENTS
217,746 167,989 56,890 281,005 334,088 555,641 558,967 32,525 29,199
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 64,539)
20,408 15,622 -18,753 62,043 69,004 63,698 65,873 841 -1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 28.6 9.7 47.8 56.8 94.5 95.0 5.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
43 27 34 52 44 110 90
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 39,354
COMMITMENTS
10,714 8,704 1,691 9,399 22,664 21,804 33,059 17,550 6,295
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,603)
-551 475 -183 1,028 -1,389 294 -1,097 -1,897 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 22.1 4.3 23.9 57.6 55.4 84.0 44.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 19 8 12 13 38 33
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,601
COMMITMENTS
30,845 6,269 4,297 20,716 60,412 55,858 70,978 22,743 7,623
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 5,837)
-740 425 3,454 1,306 1,290 4,020 5,169 1,817 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 8.0 5.5 26.4 76.9 71.1 90.3 28.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 18 16 21 18 56 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 165,868
COMMITMENTS
43,227 64,402 6,245 101,036 49,431 150,508 120,078 15,360 45,790
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 29,477)
-404 -141 4,559 21,595 20,055 25,750 24,473 3,727 5,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 38.8 3.8 60.9 29.8 90.7 72.4 9.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 42 25 28 26 78 80
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 57,951
COMMITMENTS
2,599 22,067 2,965 50,694 29,597 56,258 54,629 1,693 3,322
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,875)
146 2,073 416 2,775 -803 3,337 1,686 1,538 3,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 38.1 5.1 87.5 51.1 97.1 94.3 2.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 11 4 13 11 24 25
Updated March 16, 2007