WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 526,032: 69,121 58,013 143,354 275,097 259,827 487,572 461,194: 38,460 64,838
Old : 320,849: 50,795 76,245 56,926 189,419 155,975 297,141 289,146: 23,708 31,703
Other: 205,183: 60,557 23,999 44,196 85,678 103,852 190,431 172,048: 14,752 33,135
: : :
: : Changes in Commitments from: January 3, 2007 :
: 12,288: -5,530 3,118 10,988 5,639 -1,964 11,097 12,142: 1,191 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 11.0 27.3 52.3 49.4 92.7 87.7: 7.3 12.3
Old : 100.0: 15.8 23.8 17.7 59.0 48.6 92.6 90.1: 7.4 9.9
Other: 100.0: 29.5 11.7 21.5 41.8 50.6 92.8 83.9: 7.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 119 111 141 80 109 283 297:
Old : 334: 99 122 100 67 95 229 260:
Other: 251: 85 60 67 52 92 165 194:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 18.8 32.9 27.3 20.8 11.6 30.5 16.5
Old : 33.3 20.5 45.9 31.0 33.1 17.7 45.0 27.1
Other: 25.8 22.3 39.5 31.4 23.7 17.8 32.5 24.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,982,035: 318,152 71,817 606,944 854,154 985,298 1,779,250 1,664,058: 202,785 317,977
Old : 1,300,357: 200,002 98,616 338,114 616,691 655,064 1,154,807 1,091,794: 145,550 208,564
Other: 681,678: 181,108 36,160 205,871 237,464 330,234 624,443 572,265: 57,235 109,413
: : :
: : Changes in Commitments from: January 3, 2007 :
: 19,135: -21,414 14,076 32,671 19,015 -29,003 30,271 17,744: -11,137 1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.6 30.6 43.1 49.7 89.8 84.0: 10.2 16.0
Old : 100.0: 15.4 7.6 26.0 47.4 50.4 88.8 84.0: 11.2 16.0
Other: 100.0: 26.6 5.3 30.2 34.8 48.4 91.6 83.9: 8.4 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 760: 196 125 221 304 366 608 625:
Old : 739: 182 134 197 285 348 564 595:
Other: 563: 106 94 107 166 316 333 458:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 18.9 22.9 25.1 11.3 11.4 17.1 14.8
Old : 15.8 16.6 25.5 22.5 14.7 10.4 22.2 14.7
Other: 19.1 25.9 31.1 33.1 12.9 13.8 20.4 17.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,906: 4,089 109 1,231 7,215 12,605 12,535 13,945: 3,371 1,961
Old : 10,144: 3,598 284 338 3,936 8,059 7,872 8,681: 2,271 1,462
Other: 5,762: 679 13 705 3,279 4,546 4,663 5,264: 1,100 499
: : :
: : Changes in Commitments from: January 3, 2007 :
: -222: -381 6 -19 559 -221 159 -234: -381 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.7 7.7 45.4 79.2 78.8 87.7: 21.2 12.3
Old : 100.0: 35.5 2.8 3.3 38.8 79.5 77.6 85.6: 22.4 14.4
Other: 100.0: 11.8 0.2 12.2 56.9 78.9 80.9 91.3: 19.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 25 6 8 13 14 44 23:
Old : 46: 20 7 5 12 13 36 21:
Other: 27: 9 4 6 9 8 22 14:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 52.6 42.8 71.4 27.2 43.7 36.6 59.8
Old : 32.4 55.7 47.2 73.2 32.4 54.5 47.2 70.0
Other: 50.5 63.5 64.4 87.3 49.3 62.1 56.9 75.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 498,726: 90,737 35,831 132,372 214,540 243,179 437,650 411,382: 61,076 87,344
Old : 390,866: 69,004 54,737 77,410 194,512 189,679 340,925 321,826: 49,941 69,040
Other: 107,860: 52,565 11,926 24,131 20,029 53,500 96,725 89,556: 11,136 18,304
: : :
: : Changes in Commitments from: January 3, 2007 :
: 773: -1,903 2,770 1,822 1,096 -5,677 1,016 -1,085: -243 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.2 26.5 43.0 48.8 87.8 82.5: 12.2 17.5
Old : 100.0: 17.7 14.0 19.8 49.8 48.5 87.2 82.3: 12.8 17.7
Other: 100.0: 48.7 11.1 22.4 18.6 49.6 89.7 83.0: 10.3 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 131 81 129 117 140 319 297:
Old : 381: 121 89 106 112 132 291 277:
Other: 229: 52 58 40 44 98 125 171:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 22.3 27.4 31.9 16.0 14.9 22.6 21.1
Old : 20.6 22.1 32.1 29.6 20.4 17.5 27.4 24.1
Other: 28.5 36.5 45.7 49.9 21.5 29.0 37.3 33.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 284,729: 60,860 17,758 53,874 139,304 189,671 254,038 261,304: 30,691 23,425
Old : 255,322: 58,694 22,095 34,177 133,352 177,427 226,222 233,699: 29,099 21,623
Other: 29,407: 16,267 9,764 5,596 5,952 12,245 27,815 27,605: 1,592 1,802
: : :
: : Changes in Commitments from: January 3, 2007 :
: -2,921: -1,987 2,568 -575 1,282 -5,197 -1,279 -3,204: -1,641 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.2 18.9 48.9 66.6 89.2 91.8: 10.8 8.2
Old : 100.0: 23.0 8.7 13.4 52.2 69.5 88.6 91.5: 11.4 8.5
Other: 100.0: 55.3 33.2 19.0 20.2 41.6 94.6 93.9: 5.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 65 29 48 61 60 158 119:
Old : 183: 68 35 43 59 60 152 116:
Other: 66: 16 20 12 21 16 46 41:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 37.1 28.8 48.1 17.2 34.7 24.1 41.3
Old : 20.7 38.1 30.0 49.2 18.8 35.7 26.4 42.2
Other: 35.0 56.9 59.3 71.5 30.6 52.1 54.5 62.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 945,487: 117,541 169,196 84,348 602,498 511,324 804,388 764,868: 141,099 180,619
Old : 945,487: 117,541 169,196 84,348 602,498 511,324 804,388 764,868: 141,099 180,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 8,879: 11,580 -10,093 5,325 -11,536 5,950 5,369 1,181: 3,509 7,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 17.9 8.9 63.7 54.1 85.1 80.9: 14.9 19.1
Old : 100.0: 12.4 17.9 8.9 63.7 54.1 85.1 80.9: 14.9 19.1
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 : 192: 44 41 47 79 84 145 150:
Old : 192: 44 41 47 79 84 145 150:
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 : 21.5 28.0 31.3 36.5 18.4 23.2 25.6 30.5
Old : 21.5 28.0 31.3 36.5 18.4 23.2 25.6 30.5
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,766: 31,389 23,744 35,018 109,028 128,033 175,434 186,794: 31,331 19,971
Old : 188,246: 33,746 21,994 25,567 99,858 122,678 159,171 170,239: 29,075 18,007
Other: 18,519: 4,239 8,346 2,855 9,170 5,355 16,264 16,555: 2,256 1,964
: : :
: : Changes in Commitments from: January 3, 2007 :
: -123: -4,328 338 1,070 2,920 -2,726 -338 -1,318: 215 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.5 16.9 52.7 61.9 84.8 90.3: 15.2 9.7
Old : 100.0: 17.9 11.7 13.6 53.0 65.2 84.6 90.4: 15.4 9.6
Other: 100.0: 22.9 45.1 15.4 49.5 28.9 87.8 89.4: 12.2 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 45 37 51 58 53 141 120:
Old : 165: 55 36 47 57 51 138 116:
Other: 67: 10 23 15 27 18 47 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 : 30.4 39.4 37.2 50.5 29.5 37.0 35.4 48.0
Old : 30.3 41.4 37.8 53.0 29.3 39.4 36.0 51.0
Other: 40.8 44.5 56.5 58.9 39.1 44.5 53.7 55.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,202: 4,567 762 1,152 7,093 13,458 12,812 15,372: 3,390 830
Old : 14,142: 4,408 775 925 5,944 11,697 11,277 13,397: 2,866 746
Other: 2,060: 247 74 140 1,150 1,761 1,536 1,975: 524 85
: : :
: : Changes in Commitments from: January 3, 2007 :
: 835: 513 -403 -198 144 1,446 459 845: 375 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 4.7 7.1 43.8 83.1 79.1 94.9: 20.9 5.1
Old : 100.0: 31.2 5.5 6.5 42.0 82.7 79.7 94.7: 20.3 5.3
Other: 100.0: 12.0 3.6 6.8 55.8 85.5 74.6 95.9: 25.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 25 7 7 30 22 59 32:
Old : 68: 25 6 6 29 22 56 32:
Other: 29: 5 5 4 11 11 19 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 : 20.5 56.1 33.9 70.9 19.0 51.8 32.2 65.6
Old : 21.5 55.9 35.7 70.7 19.8 55.7 34.0 69.5
Other: 47.0 67.5 62.5 84.4 23.8 36.0 32.3 49.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 794,141: 145,110 219,022 7,302 496,788 434,513 649,200 660,838: 144,941 133,303
Old : 794,141: 145,110 219,022 7,302 496,788 434,513 649,200 660,838: 144,941 133,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 35,688: 11,012 22,108 -104 11,182 7,513 22,090 29,516: 13,599 6,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.6 0.9 62.6 54.7 81.7 83.2: 18.3 16.8
Old : 100.0: 18.3 27.6 0.9 62.6 54.7 81.7 83.2: 18.3 16.8
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 : 173: 42 32 12 73 66 121 104:
Old : 173: 42 32 12 73 66 121 104:
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 : 26.5 22.0 35.2 34.0 26.0 21.9 34.5 32.5
Old : 26.5 22.0 35.2 34.0 26.0 21.9 34.5 32.5
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,757,248: 573,709 322,301 250,039 1,640,153 1,766,313 2,463,901 2,338,652: 293,347 418,595
Old : 2,757,248: 573,709 322,301 250,039 1,640,153 1,766,313 2,463,901 2,338,652: 293,347 418,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 24,243: -8,840 28,607 -4,377 42,604 -6,890 29,387 17,340: -5,144 6,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 11.7 9.1 59.5 64.1 89.4 84.8: 10.6 15.2
Old : 100.0: 20.8 11.7 9.1 59.5 64.1 89.4 84.8: 10.6 15.2
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 : 289: 57 74 62 128 132 216 237:
Old : 289: 57 74 62 128 132 216 237:
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 : 24.1 23.4 36.9 33.6 17.6 21.0 28.0 29.2
Old : 24.1 23.4 36.9 33.6 17.6 21.0 28.0 29.2
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,580,187: 182,355 234,582 107,361 1,057,388 949,917 1,347,104 1,291,859: 233,083 288,328
Old : 1,580,187: 182,355 234,582 107,361 1,057,388 949,917 1,347,104 1,291,859: 233,083 288,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 64,095: 22,380 -9,639 2,551 58,347 54,537 83,279 47,449: -19,184 16,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.8 6.8 66.9 60.1 85.2 81.8: 14.8 18.2
Old : 100.0: 11.5 14.8 6.8 66.9 60.1 85.2 81.8: 14.8 18.2
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 : 190: 42 31 29 93 89 147 137:
Old : 190: 42 31 29 93 89 147 137:
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 : 26.8 28.3 37.6 36.9 22.6 27.1 30.1 33.7
Old : 26.8 28.3 37.6 36.9 22.6 27.1 30.1 33.7
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 589,207: 99,492 64,886 208,129 244,640 290,123 552,261 563,138: 36,945 26,068
Old : 589,207: 99,492 64,886 208,129 244,640 290,123 552,261 563,138: 36,945 26,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 41,527: 1,463 -5,251 22,493 14,233 22,560 38,189 39,802: 3,338 1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.0 35.3 41.5 49.2 93.7 95.6: 6.3 4.4
Old : 100.0: 16.9 11.0 35.3 41.5 49.2 93.7 95.6: 6.3 4.4
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 : 132: 35 34 52 54 52 115 113:
Old : 132: 35 34 52 54 52 115 113:
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 : 27.1 23.6 42.4 37.5 16.1 13.0 22.3 19.3
Old : 27.1 23.6 42.4 37.5 16.1 13.0 22.3 19.3
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,631: 2,397 716 401 882 6,058 3,680 7,175: 5,951 2,456
Old : 9,631: 2,397 716 401 882 6,058 3,680 7,175: 5,951 2,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -1,432: 103 -349 -6 69 50 166 -305: -1,597 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 7.4 4.2 9.2 62.9 38.2 74.5: 61.8 25.5
Old : 100.0: 24.9 7.4 4.2 9.2 62.9 38.2 74.5: 61.8 25.5
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 : 21: 7 3 1 4 10 11 14:
Old : 21: 7 3 1 4 10 11 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 : 21.6 44.7 35.9 61.3 19.7 44.5 29.6 59.7
Old : 21.6 44.7 35.9 61.3 19.7 44.5 29.6 59.7
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,162: 7,752 6,153 2,790 9,051 20,270 19,593 29,213: 20,569 10,950
Old : 40,162: 7,752 6,153 2,790 9,051 20,270 19,593 29,213: 20,569 10,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -6,611: -6,007 1,239 54 3,047 -7,985 -2,906 -6,692: -3,705 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.3 6.9 22.5 50.5 48.8 72.7: 51.2 27.3
Old : 100.0: 19.3 15.3 6.9 22.5 50.5 48.8 72.7: 51.2 27.3
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 : 55: 20 14 14 15 16 40 39:
Old : 55: 20 14 14 15 16 40 39:
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 : 14.9 26.6 25.5 41.9 13.6 25.8 24.3 39.1
Old : 14.9 26.6 25.5 41.9 13.6 25.8 24.3 39.1
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,900: 24,880 7,437 630 18,786 51,505 44,296 59,572: 23,604 8,328
Old : 67,900: 24,880 7,437 630 18,786 51,505 44,296 59,572: 23,604 8,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,198: 433 743 -67 -1,607 -153 -1,240 523: 3,438 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 11.0 0.9 27.7 75.9 65.2 87.7: 34.8 12.3
Old : 100.0: 36.6 11.0 0.9 27.7 75.9 65.2 87.7: 34.8 12.3
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 : 64: 21 16 7 17 13 42 32:
Old : 64: 21 16 7 17 13 42 32:
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 56.4 39.6 73.1 26.0 56.4 39.6 73.1
Old : 26.0 56.4 39.6 73.1 26.0 56.4 39.6 73.1
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 110,355: 42,507 48,962 2,112 54,436 14,403 99,056 65,477: 11,299 44,878
Old : 110,355: 42,507 48,962 2,112 54,436 14,403 99,056 65,477: 11,299 44,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,054: 364 3,766 87 1,689 -3,561 2,140 292: -86 1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 44.4 1.9 49.3 13.1 89.8 59.3: 10.2 40.7
Old : 100.0: 38.5 44.4 1.9 49.3 13.1 89.8 59.3: 10.2 40.7
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 : 99: 32 37 16 21 18 63 61:
Old : 99: 32 37 16 21 18 63 61:
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 : 50.2 26.9 62.3 34.9 49.2 26.0 60.5 33.8
Old : 50.2 26.9 62.3 34.9 49.2 26.0 60.5 33.8
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, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,266: 2,615 15,430 393 42,022 28,938 45,030 44,761: 236 505
Old : 45,266: 2,615 15,430 393 42,022 28,938 45,030 44,761: 236 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -412: -583 -103 0 73 -598 -510 -701: 98 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 34.1 0.9 92.8 63.9 99.5 98.9: 0.5 1.1
Old : 100.0: 5.8 34.1 0.9 92.8 63.9 99.5 98.9: 0.5 1.1
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 : 38: 8 12 2 11 11 20 24:
Old : 38: 8 12 2 11 11 20 24:
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 : 79.2 87.2 92.7 93.7 75.7 79.3 86.4 85.7
Old : 79.2 87.2 92.7 93.7 75.7 79.3 86.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2007