WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 406,703
COMMITMENTS
93,139 64,480 71,918 209,984 220,949 375,041 357,347 31,662 49,356
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -1,856)
588 -274 2,677 -1,326 1,041 1,939 3,444 -3,795 -5,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 15.9 17.7 51.6 54.3 92.2 87.9 7.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
108 108 121 78 119 268 280
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,426,814
COMMITMENTS
426,463 100,036 160,576 693,794 938,083 1280833 1198695 145,981 228,119
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -10,232)
-25,788 6,060 3,489 21,683 -13,056 -616 -3,507 -9,616 -6,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 7.0 11.3 48.6 65.7 89.8 84.0 10.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772)
229 114 174 239 341 551 574
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 14,639
COMMITMENTS
3,241 1,893 597 7,832 11,627 11,670 14,117 2,969 522
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -94)
-802 -53 50 866 471 114 468 -208 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 12.9 4.1 53.5 79.4 79.7 96.4 20.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 2 6 16 13 40 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 539,598
COMMITMENTS
166,454 50,661 60,284 272,122 359,357 498,860 470,302 40,738 69,296
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -12,432)
633 636 2,123 6,012 6,406 8,768 9,165 -21,200 -21,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 9.4 11.2 50.4 66.6 92.5 87.2 7.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503)
168 92 109 110 194 326 366
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 284,222
COMMITMENTS
46,811 23,329 51,532 160,821 199,600 259,164 274,461 25,058 9,761
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -10,324)
-6,006 1,070 -1,686 3,440 -4,532 -4,252 -5,148 -6,072 -5,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 8.2 18.1 56.6 70.2 91.2 96.6 8.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
54 35 52 62 53 148 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 964,386
COMMITMENTS
169,896 190,171 3,783 648,356 593,697 822,035 787,651 142,351 176,735
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -21,463)
-25,080 -2,038 -1,913 -7,374 -22,472 -34,367 -26,423 12,904 4,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 19.7 0.4 67.2 61.6 85.2 81.7 14.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
36 45 18 69 80 116 132
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY 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: 219,746
COMMITMENTS
54,968 16,695 18,492 118,652 172,642 192,112 207,829 27,634 11,917
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -4,394)
-1,004 6,150 -3,985 10,134 200 5,145 2,365 -9,539 -6,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 7.6 8.4 54.0 78.6 87.4 94.6 12.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
54 27 34 69 54 144 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 20,117
COMMITMENTS
7,338 311 753 7,885 18,202 15,976 19,266 4,141 851
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 382)
-268 137 107 309 179 148 423 234 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 1.5 3.7 39.2 90.5 79.4 95.8 20.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
35 3 11 29 21 64 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 1,117,332
COMMITMENTS
269,785 206,380 10,146 703,996 793,870 983,927 1010396 133,405 106,936
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -48,781)
-45,654 -34,857 -6,557 -7,234 16,324 -59,445 -25,090 10,664 -23,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 18.5 0.9 63.0 71.1 88.1 90.4 11.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
53 42 20 95 95 155 150
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 2,190,603
COMMITMENTS
310,692 323,096 60,770 1493172 1377201 1864634 1761067 325,969 429,536
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -14,084)
-136,177 -22,769 5,892 124,302 -22,591 -5,983 -39,468 -8,101 25,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 14.7 2.8 68.2 62.9 85.1 80.4 14.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
45 68 33 91 129 153 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,921,109
COMMITMENTS
595,968 286,591 39,070 1024243 1341018 1659281 1666679 261,828 254,430
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -22,843)
68,162 -106,421 -10,698 -57,738 102,045 -274 -15,074 -22,569 -7,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 14.9 2.0 53.3 69.8 86.4 86.8 13.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
54 41 18 83 78 144 131
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 348,247
COMMITMENTS
102,595 36,128 34,721 182,637 244,192 319,953 315,041 28,294 33,206
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 49,406)
24,578 -5,199 -1,256 30,394 58,851 53,716 52,396 -4,310 -2,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 10.4 10.0 52.4 70.1 91.9 90.5 8.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
24 22 24 44 51 84 86
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
FUTURES ONLY 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: 15,459
COMMITMENTS
3,440 2,384 1,363 1,512 7,648 6,315 11,395 9,144 4,064
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 420)
-247 -637 948 -764 59 -63 370 483 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 15.4 8.8 9.8 49.5 40.8 73.7 59.2 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 5 4 4 6 15 14
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY 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: 45,067
COMMITMENTS
19,189 14,806 4,347 14,162 14,623 37,698 33,776 7,369 11,291
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 9,020)
1,004 -265 3,013 1,245 2,082 5,262 4,830 3,758 4,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 32.9 9.6 31.4 32.4 83.6 74.9 16.4 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 24 16 15 14 47 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 116,035
COMMITMENTS
53,693 38,630 5,409 39,081 54,802 98,183 98,841 17,852 17,194
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 16,969)
-1,824 -1,010 4,396 11,667 8,719 14,239 12,105 2,730 4,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 33.3 4.7 33.7 47.2 84.6 85.2 15.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
44 40 27 27 32 80 90
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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