WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 509,375: 75,629 47,297 130,704 265,755 267,627 472,088 445,628: 37,286 63,747
Old : 309,225: 53,593 66,307 45,778 184,518 164,787 283,890 276,871: 25,335 32,353
Other: 200,150: 62,938 21,893 44,023 81,237 102,840 188,199 168,756: 11,951 31,394
: : :
: : Changes in Commitments from: December 19, 2006 :
: 20,445: 4,934 -3,683 9,539 4,127 10,395 18,599 16,252: 1,846 4,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 9.3 25.7 52.2 52.5 92.7 87.5: 7.3 12.5
Old : 100.0: 17.3 21.4 14.8 59.7 53.3 91.8 89.5: 8.2 10.5
Other: 100.0: 31.4 10.9 22.0 40.6 51.4 94.0 84.3: 6.0 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 124 98 118 76 108 277 261:
Old : 322: 100 112 76 59 95 213 230:
Other: 240: 88 45 65 52 94 162 185:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 21.3 33.8 30.4 21.7 14.5 31.7 20.0
Old : 34.8 23.4 47.7 34.7 34.7 21.0 47.1 30.6
Other: 26.1 23.3 39.0 33.0 24.2 19.0 32.2 25.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,965,459: 352,950 55,552 570,430 834,607 1,037,900 1,757,986 1,663,882: 207,473 301,577
Old : 1,305,370: 227,285 72,903 314,479 612,021 717,975 1,153,784 1,105,357: 151,586 200,014
Other: 660,089: 177,060 34,044 204,556 222,586 319,925 604,202 558,525: 55,887 101,564
: : :
: : Changes in Commitments from: December 19, 2006 :
: 38,520: 2,514 -651 22,913 5,745 21,999 31,173 44,261: 7,347 -5,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 2.8 29.0 42.5 52.8 89.4 84.7: 10.6 15.3
Old : 100.0: 17.4 5.6 24.1 46.9 55.0 88.4 84.7: 11.6 15.3
Other: 100.0: 26.8 5.2 31.0 33.7 48.5 91.5 84.6: 8.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 217 115 204 295 373 606 613:
Old : 747: 203 120 177 278 355 568 576:
Other: 564: 112 89 95 147 317 306 458:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 20.4 23.5 26.6 11.9 13.3 17.7 17.0
Old : 16.4 18.9 26.0 25.3 15.4 13.2 22.9 17.6
Other: 20.1 26.0 33.0 33.4 13.9 13.8 21.9 17.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,448: 4,227 96 1,055 6,300 12,565 11,582 13,716: 3,867 1,732
Old : 10,702: 3,949 179 248 3,378 8,856 7,575 9,283: 3,127 1,419
Other: 4,746: 376 15 709 2,922 3,709 4,007 4,433: 739 313
: : :
: : Changes in Commitments from: December 19, 2006 :
: 692: 426 -13 -23 154 783 558 748: 134 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 0.6 6.8 40.8 81.3 75.0 88.8: 25.0 11.2
Old : 100.0: 36.9 1.7 2.3 31.6 82.8 70.8 86.7: 29.2 13.3
Other: 100.0: 7.9 0.3 14.9 61.6 78.2 84.4 93.4: 15.6 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 23 5 6 13 15 40 22:
Old : 43: 21 3 4 12 14 34 20:
Other: 23: 5 4 6 7 9 16 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 53.8 39.8 72.3 25.1 46.7 35.2 62.7
Old : 27.0 55.2 41.5 75.6 27.0 54.7 41.5 73.8
Other: 57.5 65.6 72.2 88.5 53.6 65.5 61.6 74.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 496,168: 82,401 35,800 127,884 225,780 246,155 436,065 409,838: 60,104 86,331
Old : 398,799: 63,949 53,928 78,875 206,812 195,597 349,636 328,400: 49,162 70,399
Other: 97,370: 46,570 9,990 20,890 18,969 50,558 86,428 81,438: 10,941 15,932
: : :
: : Changes in Commitments from: December 19, 2006 :
: -50,252: 1,057 -337 -29,342 -17,586 -13,498 -45,871 -43,177: -4,380 -7,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.2 25.8 45.5 49.6 87.9 82.6: 12.1 17.4
Old : 100.0: 16.0 13.5 19.8 51.9 49.0 87.7 82.3: 12.3 17.7
Other: 100.0: 47.8 10.3 21.5 19.5 51.9 88.8 83.6: 11.2 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 124 74 129 123 140 332 290:
Old : 378: 123 74 113 120 133 310 274:
Other: 214: 48 54 33 39 95 109 161:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 22.0 29.4 32.6 15.6 14.4 22.1 20.2
Old : 20.6 22.1 33.9 30.1 19.7 16.8 27.5 22.8
Other: 29.6 38.0 48.3 51.6 23.5 30.6 40.9 35.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 292,012: 59,876 12,286 56,226 142,833 201,456 258,935 269,969: 33,076 22,043
Old : 264,685: 58,589 16,023 38,059 136,538 189,829 233,186 243,910: 31,499 20,775
Other: 27,326: 14,121 9,097 5,333 6,295 11,628 25,750 26,058: 1,577 1,268
: : :
: : Changes in Commitments from: December 19, 2006 :
: -13,167: -3,699 -385 -4,590 -3,013 -5,694 -11,302 -10,668: -1,864 -2,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 4.2 19.3 48.9 69.0 88.7 92.5: 11.3 7.5
Old : 100.0: 22.1 6.1 14.4 51.6 71.7 88.1 92.2: 11.9 7.8
Other: 100.0: 51.7 33.3 19.5 23.0 42.6 94.2 95.4: 5.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 71 26 50 56 58 163 117:
Old : 191: 75 28 43 56 58 158 114:
Other: 62: 14 17 14 20 15 45 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 39.8 30.2 49.4 16.9 35.1 23.0 41.1
Old : 21.0 40.8 31.2 50.3 18.2 35.8 24.5 42.3
Other: 37.7 59.9 61.5 75.2 32.9 54.8 56.3 65.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 907,149: 120,519 180,272 73,812 571,179 496,820 765,510 750,904: 141,639 156,245
Old : 907,149: 120,519 180,272 73,812 571,179 496,820 765,510 750,904: 141,639 156,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -61,420: -5,556 -5,240 -12,817 -20,516 -28,438 -38,889 -46,495: -22,531 -14,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 19.9 8.1 63.0 54.8 84.4 82.8: 15.6 17.2
Old : 100.0: 13.3 19.9 8.1 63.0 54.8 84.4 82.8: 15.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 32 46 45 73 81 131 146:
Old : 179: 32 46 45 73 81 131 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 27.7 32.7 36.5 19.9 22.8 26.9 29.9
Old : 22.5 27.7 32.7 36.5 19.9 22.8 26.9 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 212,641: 33,251 21,411 35,997 109,862 136,324 179,111 193,732: 33,531 18,909
Old : 196,184: 36,567 20,950 26,178 101,976 131,642 164,721 178,770: 31,463 17,414
Other: 16,458: 4,184 7,961 2,319 7,887 4,682 14,390 14,962: 2,068 1,495
: : :
: : Changes in Commitments from: December 19, 2006 :
: -12,905: 449 -384 -3,923 -8,367 -5,759 -11,842 -10,067: -1,063 -2,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.1 16.9 51.7 64.1 84.2 91.1: 15.8 8.9
Old : 100.0: 18.6 10.7 13.3 52.0 67.1 84.0 91.1: 16.0 8.9
Other: 100.0: 25.4 48.4 14.1 47.9 28.4 87.4 90.9: 12.6 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 53 35 56 56 54 149 124:
Old : 171: 63 33 52 56 52 147 120:
Other: 63: 10 21 15 23 21 44 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 40.7 37.4 51.5 29.4 39.1 35.6 49.4
Old : 30.3 42.8 38.0 53.7 29.3 41.3 36.2 51.7
Other: 41.1 41.9 58.2 57.0 39.2 41.9 55.5 54.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,875: 3,319 1,127 1,338 7,084 11,588 11,740 14,052: 3,134 823
Old : 13,304: 3,201 1,138 1,176 6,203 10,247 10,580 12,561: 2,725 743
Other: 1,570: 192 64 87 881 1,340 1,161 1,491: 410 79
: : :
: : Changes in Commitments from: December 19, 2006 :
: -100: 339 -15 -275 -214 395 -151 105: 51 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.6 9.0 47.6 77.9 78.9 94.5: 21.1 5.5
Old : 100.0: 24.1 8.6 8.8 46.6 77.0 79.5 94.4: 20.5 5.6
Other: 100.0: 12.3 4.1 5.6 56.1 85.3 73.9 95.0: 26.1 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 20 7 7 27 18 51 28:
Old : 59: 18 8 7 26 18 49 28:
Other: 27: 6 4 4 8 11 16 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 56.1 37.2 71.1 22.0 51.4 36.6 65.6
Old : 24.1 56.5 39.4 71.2 23.7 55.8 39.0 69.5
Other: 51.6 67.6 66.3 84.4 21.1 34.1 27.0 47.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 718,501: 137,124 198,884 7,631 448,559 400,412 593,314 606,927: 125,187 111,574
Old : 718,501: 137,124 198,884 7,631 448,559 400,412 593,314 606,927: 125,187 111,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,500: -1,752 55 -2,031 22,913 15,597 19,130 13,621: -16,630 -11,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 27.7 1.1 62.4 55.7 82.6 84.5: 17.4 15.5
Old : 100.0: 19.1 27.7 1.1 62.4 55.7 82.6 84.5: 17.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 41 34 12 69 66 115 107:
Old : 169: 41 34 12 69 66 115 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 18.9 36.6 30.9 25.7 18.6 34.9 29.1
Old : 26.0 18.9 36.6 30.9 25.7 18.6 34.9 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,597,434: 556,494 275,401 236,682 1,521,682 1,704,089 2,314,858 2,216,172: 282,576 381,262
Old : 2,597,434: 556,494 275,401 236,682 1,521,682 1,704,089 2,314,858 2,216,172: 282,576 381,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -235,431: -33,712 -19,307 -55,074 -122,956 -148,346 -211,742 -222,726: -23,689 -12,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 10.6 9.1 58.6 65.6 89.1 85.3: 10.9 14.7
Old : 100.0: 21.4 10.6 9.1 58.6 65.6 89.1 85.3: 10.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 57 72 61 135 136 226 235:
Old : 294: 57 72 61 135 136 226 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 24.0 35.7 35.1 17.8 21.8 26.6 29.4
Old : 23.9 24.0 35.7 35.1 17.8 21.8 26.6 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,468,541: 172,734 255,539 84,103 967,518 872,900 1,224,355 1,212,542: 244,185 255,999
Old : 1,468,541: 172,734 255,539 84,103 967,518 872,900 1,224,355 1,212,542: 244,185 255,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -45,660: -5,954 -8,465 -16,525 -3,150 -6,079 -25,629 -31,069: -20,031 -14,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 17.4 5.7 65.9 59.4 83.4 82.6: 16.6 17.4
Old : 100.0: 11.8 17.4 5.7 65.9 59.4 83.4 82.6: 16.6 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 36 35 29 91 88 144 135:
Old : 184: 36 35 29 91 88 144 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 27.7 36.0 38.5 20.4 26.8 27.8 35.1
Old : 25.1 27.7 36.0 38.5 20.4 26.8 27.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 693,323: 113,298 93,242 232,028 314,525 340,770 659,851 666,040: 33,473 27,283
Old : 693,323: 113,298 93,242 232,028 314,525 340,770 659,851 666,040: 33,473 27,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 8,707: 1,978 -698 -1,896 7,990 15,240 8,072 12,646: 635 -3,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.4 33.5 45.4 49.2 95.2 96.1: 4.8 3.9
Old : 100.0: 16.3 13.4 33.5 45.4 49.2 95.2 96.1: 4.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 34 45 52 58 59 122 127:
Old : 149: 34 45 52 58 59 122 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 24.7 39.0 35.8 13.7 11.7 20.4 16.8
Old : 24.5 24.7 39.0 35.8 13.7 11.7 20.4 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 9,933: 2,271 1,467 184 1,005 5,424 3,460 7,075: 6,473 2,858
Old : 9,933: 2,271 1,467 184 1,005 5,424 3,460 7,075: 6,473 2,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,179: -866 -660 184 -59 -344 -741 -820: -439 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 14.8 1.9 10.1 54.6 34.8 71.2: 65.2 28.8
Old : 100.0: 22.9 14.8 1.9 10.1 54.6 34.8 71.2: 65.2 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 5 1 6 9 14 14:
Old : 25: 7 5 1 6 9 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 41.2 27.4 57.8 17.6 41.0 27.2 56.4
Old : 17.6 41.2 27.4 57.8 17.6 41.0 27.2 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 42,958: 11,035 4,865 2,683 8,097 25,630 21,815 33,178: 21,143 9,780
Old : 42,958: 11,035 4,865 2,683 8,097 25,630 21,815 33,178: 21,143 9,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -2,787: -669 175 -757 120 85 -1,305 -497: -1,482 -2,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 11.3 6.2 18.8 59.7 50.8 77.2: 49.2 22.8
Old : 100.0: 25.7 11.3 6.2 18.8 59.7 50.8 77.2: 49.2 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 28 10 11 16 12 47 30:
Old : 59: 28 10 11 16 12 47 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 34.8 22.5 52.3 11.8 34.3 18.1 51.6
Old : 14.3 34.8 22.5 52.3 11.8 34.3 18.1 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 66,441: 27,585 7,970 596 20,161 51,410 48,342 59,976: 18,099 6,465
Old : 66,441: 27,585 7,970 596 20,161 51,410 48,342 59,976: 18,099 6,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -430: 129 425 0 -132 135 -2 560: -427 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 12.0 0.9 30.3 77.4 72.8 90.3: 27.2 9.7
Old : 100.0: 41.5 12.0 0.9 30.3 77.4 72.8 90.3: 27.2 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 25 13 6 18 12 46 28:
Old : 65: 25 13 6 18 12 46 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 57.6 41.2 74.6 26.9 57.6 41.2 74.6
Old : 26.9 57.6 41.2 74.6 26.9 57.6 41.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 101,919: 38,453 48,126 1,719 51,298 15,837 91,470 65,683: 10,448 36,236
Old : 101,919: 38,453 48,126 1,719 51,298 15,837 91,470 65,683: 10,448 36,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -5,373: -5,575 2,748 90 -567 -6,206 -6,052 -3,368: 680 -2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 47.2 1.7 50.3 15.5 89.7 64.4: 10.3 35.6
Old : 100.0: 37.7 47.2 1.7 50.3 15.5 89.7 64.4: 10.3 35.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 30 40 14 22 20 61 65:
Old : 103: 30 40 14 22 20 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 29.0 64.2 39.6 52.0 28.9 63.2 38.7
Old : 52.6 29.0 64.2 39.6 52.0 28.9 63.2 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 45,576: 3,094 15,323 393 42,001 29,664 45,488 45,380: 88 196
Old : 45,576: 3,094 15,323 393 42,001 29,664 45,488 45,380: 88 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -760: -38 514 0 864 280 826 794: -1,586 -1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 33.6 0.9 92.2 65.1 99.8 99.6: 0.2 0.4
Old : 100.0: 6.8 33.6 0.9 92.2 65.1 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 11 2 11 13 21 25:
Old : 39: 9 11 2 11 13 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 86.6 92.5 94.2 75.9 78.9 87.0 86.4
Old : 78.5 86.6 92.5 94.2 75.9 78.9 87.0 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2006