WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 527,089: 64,249 58,063 154,122 270,488 248,672 488,859 460,857: 38,230 66,232
Old : 313,714: 45,826 71,598 65,831 178,935 145,427 290,592 282,856: 23,122 30,858
Other: 213,376: 57,891 25,932 48,824 91,553 103,245 198,267 178,001: 15,108 35,374
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,057: -4,872 50 10,768 -4,609 -11,155 1,288 -337: -230 1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.0 29.2 51.3 47.2 92.7 87.4: 7.3 12.6
Old : 100.0: 14.6 22.8 21.0 57.0 46.4 92.6 90.2: 7.4 9.8
Other: 100.0: 27.1 12.2 22.9 42.9 48.4 92.9 83.4: 7.1 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 109 117 144 81 114 282 302:
Old : 332: 97 121 101 68 98 229 260:
Other: 263: 87 65 69 54 96 171 202:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 18.0 30.3 26.5 18.6 10.6 27.8 14.8
Old : 30.2 19.5 42.3 30.0 30.0 16.6 41.4 26.0
Other: 24.3 22.3 37.5 29.9 22.3 16.9 30.4 21.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 2,116,104: 367,327 59,166 659,664 836,864 1,061,162 1,863,855 1,779,992: 252,249 336,112
Old : 1,380,607: 226,061 77,036 385,705 590,211 703,574 1,201,977 1,166,316: 178,630 214,292
Other: 735,496: 195,776 36,640 219,448 246,653 357,588 661,878 613,676: 73,619 121,820
: : :
: : Changes in Commitments from: January 9, 2007 :
: 134,069: 49,175 -12,651 52,720 -17,291 75,864 84,605 115,933: 49,464 18,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 2.8 31.2 39.5 50.1 88.1 84.1: 11.9 15.9
Old : 100.0: 16.4 5.6 27.9 42.8 51.0 87.1 84.5: 12.9 15.5
Other: 100.0: 26.6 5.0 29.8 33.5 48.6 90.0 83.4: 10.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 809: 245 122 247 319 374 665 655:
Old : 781: 219 134 220 295 360 613 623:
Other: 615: 130 106 120 178 322 368 489:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 19.1 20.3 24.5 9.5 11.8 14.6 15.1
Old : 13.9 17.5 21.9 23.2 12.3 11.4 18.6 15.5
Other: 19.0 23.8 29.3 29.6 11.6 12.9 18.8 16.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 16,585: 4,316 91 1,157 7,761 13,526 13,234 14,773: 3,351 1,812
Old : 9,658: 3,358 241 233 3,932 7,881 7,523 8,355: 2,135 1,303
Other: 6,927: 1,120 11 762 3,829 5,645 5,711 6,418: 1,216 509
: : :
: : Changes in Commitments from: January 9, 2007 :
: 679: 227 -17 -74 546 920 699 829: -19 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 0.6 7.0 46.8 81.6 79.8 89.1: 20.2 10.9
Old : 100.0: 34.8 2.5 2.4 40.7 81.6 77.9 86.5: 22.1 13.5
Other: 100.0: 16.2 0.2 11.0 55.3 81.5 82.4 92.6: 17.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 23 5 9 13 15 41 25:
Old : 43: 17 7 4 12 13 32 21:
Other: 28: 10 3 7 9 10 23 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 : 32.7 50.8 44.3 73.7 26.3 43.7 35.3 60.5
Old : 34.1 54.6 49.5 73.1 34.1 53.1 49.5 70.7
Other: 49.3 67.0 64.9 87.9 49.3 64.7 60.6 78.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 541,420: 100,953 38,689 145,810 220,912 260,985 467,675 445,484: 73,745 95,936
Old : 421,784: 76,306 57,745 87,659 198,459 202,396 362,425 347,800: 59,359 73,984
Other: 119,636: 54,875 11,173 27,922 22,453 58,589 105,250 97,684: 14,386 21,952
: : :
: : Changes in Commitments from: January 9, 2007 :
: 42,694: 10,216 2,858 13,438 6,372 17,806 30,025 34,102: 12,669 8,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 7.1 26.9 40.8 48.2 86.4 82.3: 13.6 17.7
Old : 100.0: 18.1 13.7 20.8 47.1 48.0 85.9 82.5: 14.1 17.5
Other: 100.0: 45.9 9.3 23.3 18.8 49.0 88.0 81.7: 12.0 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 140 99 145 124 141 350 315:
Old : 409: 131 105 127 116 134 321 300:
Other: 241: 62 59 41 48 101 136 176:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 21.7 26.7 32.2 14.8 15.4 21.0 20.4
Old : 19.6 21.5 31.2 30.7 19.2 16.9 25.8 22.6
Other: 27.0 35.2 42.8 47.5 19.7 25.9 34.1 30.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,346: 9,263 1,453 1,380 26 968 10,669 3,801: 2,677 9,545
Old : 8,486: 5,220 1,688 954 26 942 6,200 3,584: 2,286 4,902
Other: 4,860: 4,457 179 12 0 26 4,469 217: 391 4,643
: : :
: : Changes in Commitments from: January 9, 2007 :
: 2,179: 1,802 102 -29 8 -77 1,781 -4: 398 2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 10.9 10.3 0.2 7.3 79.9 28.5: 20.1 71.5
Old : 100.0: 61.5 19.9 11.2 0.3 11.1 73.1 42.2: 26.9 57.8
Other: 100.0: 91.7 3.7 0.2 0.0 0.5 92.0 4.5: 8.0 95.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 7 11 1 3 18 19:
Old : 25: 15 7 11 1 3 18 19:
Other: 13: 10 2 3 0 1 10 6:
:----------------------------------------------------------------------------------------------------
: 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 : 46.5 13.5 63.3 20.6 45.0 10.7 59.3 16.4
Old : 36.2 20.9 51.6 32.1 34.8 17.7 48.3 27.4
Other: 80.9 4.4 91.0 4.5 80.7 4.2 90.8 4.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 285,977: 58,293 15,699 58,646 137,628 188,245 254,568 262,590: 31,410 23,388
Old : 253,908: 57,276 22,376 38,053 129,330 172,218 224,659 232,647: 29,249 21,260
Other: 32,070: 17,153 9,458 4,457 8,299 16,027 29,909 29,942: 2,161 2,128
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,249: -2,567 -2,060 4,772 -1,675 -1,427 530 1,286: 719 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.5 20.5 48.1 65.8 89.0 91.8: 11.0 8.2
Old : 100.0: 22.6 8.8 15.0 50.9 67.8 88.5 91.6: 11.5 8.4
Other: 100.0: 53.5 29.5 13.9 25.9 50.0 93.3 93.4: 6.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 70 28 49 63 61 163 123:
Old : 188: 70 37 42 61 61 156 119:
Other: 64: 19 17 14 21 16 48 40:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 38.0 26.8 48.5 15.8 33.4 22.7 40.5
Old : 18.3 37.6 28.0 48.6 17.6 34.5 24.2 40.8
Other: 32.9 61.5 56.3 75.5 28.6 57.5 51.8 67.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 977,935: 118,802 190,344 91,175 639,962 517,904 849,940 799,423: 127,996 178,512
Old : 977,935: 118,802 190,344 91,175 639,962 517,904 849,940 799,423: 127,996 178,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 32,449: 1,261 21,148 6,827 37,464 6,580 45,552 34,555: -13,103 -2,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.5 9.3 65.4 53.0 86.9 81.7: 13.1 18.3
Old : 100.0: 12.1 19.5 9.3 65.4 53.0 86.9 81.7: 13.1 18.3
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 : 199: 48 44 51 80 89 152 160:
Old : 199: 48 44 51 80 89 152 160:
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 : 22.3 26.6 32.2 34.7 18.6 20.8 25.6 28.0
Old : 22.3 26.6 32.2 34.7 18.6 20.8 25.6 28.0
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 16, 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 : 215,860: 40,465 22,338 32,655 106,856 140,866 179,976 195,860: 35,884 20,001
Old : 195,327: 41,094 21,057 23,867 97,498 133,086 162,459 178,010: 32,868 17,317
Other: 20,533: 5,877 7,786 2,283 9,357 7,781 17,517 17,850: 3,016 2,684
: : :
: : Changes in Commitments from: January 9, 2007 :
: 9,095: 9,076 -1,406 -2,362 -2,172 12,834 4,542 9,065: 4,552 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.3 15.1 49.5 65.3 83.4 90.7: 16.6 9.3
Old : 100.0: 21.0 10.8 12.2 49.9 68.1 83.2 91.1: 16.8 8.9
Other: 100.0: 28.6 37.9 11.1 45.6 37.9 85.3 86.9: 14.7 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 62 33 49 57 51 153 113:
Old : 175: 73 30 46 57 48 151 109:
Other: 72: 11 22 13 27 22 48 47:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 42.1 34.1 53.1 25.7 40.5 32.2 51.4
Old : 26.8 44.4 34.4 55.6 25.9 42.9 32.4 54.0
Other: 36.9 40.2 51.9 54.9 36.3 40.2 50.6 52.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 18,159: 6,091 445 1,293 7,019 15,408 14,403 17,145: 3,756 1,014
Old : 15,341: 5,463 439 1,025 5,765 12,953 12,252 14,417: 3,089 924
Other: 2,818: 654 31 243 1,254 2,455 2,150 2,728: 668 90
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,957: 1,524 -317 141 -75 1,950 1,590 1,773: 367 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 2.4 7.1 38.7 84.8 79.3 94.4: 20.7 5.6
Old : 100.0: 35.6 2.9 6.7 37.6 84.4 79.9 94.0: 20.1 6.0
Other: 100.0: 23.2 1.1 8.6 44.5 87.1 76.3 96.8: 23.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 30 6 7 29 22 63 31:
Old : 70: 28 6 7 28 22 60 31:
Other: 31: 9 3 6 12 11 23 18:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 57.5 29.3 74.0 16.1 52.7 27.9 67.6
Old : 18.9 57.1 31.6 73.2 17.3 56.0 30.0 70.2
Other: 43.9 69.7 59.0 86.2 28.2 45.2 38.8 60.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 771,272: 136,873 222,418 8,532 505,661 430,813 651,065 661,763: 120,207 109,509
Old : 771,272: 136,873 222,418 8,532 505,661 430,813 651,065 661,763: 120,207 109,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -22,869: -8,237 3,396 1,229 8,872 -3,700 1,865 925: -24,734 -23,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 28.8 1.1 65.6 55.9 84.4 85.8: 15.6 14.2
Old : 100.0: 17.7 28.8 1.1 65.6 55.9 84.4 85.8: 15.6 14.2
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 : 181: 41 37 18 78 68 127 115:
Old : 181: 41 37 18 78 68 127 115:
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 : 26.1 21.3 37.2 33.6 25.6 21.3 36.6 32.1
Old : 26.1 21.3 37.2 33.6 25.6 21.3 36.6 32.1
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, January 16, 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 : 2,846,848: 565,496 348,848 280,504 1,685,270 1,753,457 2,531,270 2,382,809: 315,578 464,039
Old : 2,846,848: 565,496 348,848 280,504 1,685,270 1,753,457 2,531,270 2,382,809: 315,578 464,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 89,600: -8,212 26,548 30,465 45,117 -12,856 67,369 44,156: 22,231 45,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 12.3 9.9 59.2 61.6 88.9 83.7: 11.1 16.3
Old : 100.0: 19.9 12.3 9.9 59.2 61.6 88.9 83.7: 11.1 16.3
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 : 295: 61 72 69 130 134 218 248:
Old : 295: 61 72 69 130 134 218 248:
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 : 24.0 19.5 35.9 30.5 16.0 17.2 26.9 25.0
Old : 24.0 19.5 35.9 30.5 16.0 17.2 26.9 25.0
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 16, 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 : 1,643,225: 192,073 234,746 121,513 1,110,209 986,183 1,423,796 1,342,442: 219,429 300,783
Old : 1,643,225: 192,073 234,746 121,513 1,110,209 986,183 1,423,796 1,342,442: 219,429 300,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 63,038: 9,718 164 14,152 52,821 36,266 76,692 50,583: -13,654 12,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.3 7.4 67.6 60.0 86.6 81.7: 13.4 18.3
Old : 100.0: 11.7 14.3 7.4 67.6 60.0 86.6 81.7: 13.4 18.3
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 : 202: 41 40 35 95 93 154 150:
Old : 202: 41 40 35 95 93 154 150:
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 : 27.2 27.2 38.1 35.8 22.9 25.8 30.9 31.8
Old : 27.2 27.2 38.1 35.8 22.9 25.8 30.9 31.8
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 16, 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 : 642,200: 100,691 51,647 245,219 263,703 322,822 609,612 619,688: 32,587 22,512
Old : 642,200: 100,691 51,647 245,219 263,703 322,822 609,612 619,688: 32,587 22,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 52,993: 1,198 -13,239 37,090 19,063 32,699 57,351 56,550: -4,358 -3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.0 38.2 41.1 50.3 94.9 96.5: 5.1 3.5
Old : 100.0: 15.7 8.0 38.2 41.1 50.3 94.9 96.5: 5.1 3.5
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 : 136: 38 30 50 59 58 119 117:
Old : 136: 38 30 50 59 58 119 117:
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 24.4 41.8 39.6 15.2 12.5 21.2 18.8
Old : 26.9 24.4 41.8 39.6 15.2 12.5 21.2 18.8
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, January 16, 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 : 9,926: 2,804 531 175 780 5,881 3,759 6,587: 6,167 3,339
Old : 9,926: 2,804 531 175 780 5,881 3,759 6,587: 6,167 3,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 296: 407 -185 -226 -101 -177 80 -588: 216 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 5.3 1.8 7.9 59.2 37.9 66.4: 62.1 33.6
Old : 100.0: 28.2 5.3 1.8 7.9 59.2 37.9 66.4: 62.1 33.6
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 : 21: 9 2 1 4 9 13 12:
Old : 21: 9 2 1 4 9 13 12:
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 : 18.9 45.0 31.9 57.9 17.8 44.8 28.2 57.8
Old : 18.9 45.0 31.9 57.9 17.8 44.8 28.2 57.8
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 16, 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 : 41,126: 8,826 5,265 3,182 9,739 20,591 21,748 29,038: 19,378 12,088
Old : 41,126: 8,826 5,265 3,182 9,739 20,591 21,748 29,038: 19,378 12,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 964: 1,075 -888 392 688 321 2,155 -174: -1,192 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.8 7.7 23.7 50.1 52.9 70.6: 47.1 29.4
Old : 100.0: 21.5 12.8 7.7 23.7 50.1 52.9 70.6: 47.1 29.4
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 : 63: 22 17 15 15 18 44 43:
Old : 63: 22 17 15 15 18 44 43:
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 : 15.0 26.6 24.4 39.9 13.7 23.6 22.2 36.8
Old : 15.0 26.6 24.4 39.9 13.7 23.6 22.2 36.8
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 16, 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 : 67,708: 25,682 5,605 691 19,152 54,045 45,525 60,340: 22,183 7,367
Old : 67,708: 25,682 5,605 691 19,152 54,045 45,525 60,340: 22,183 7,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -192: 802 -1,832 61 367 2,540 1,229 769: -1,421 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 8.3 1.0 28.3 79.8 67.2 89.1: 32.8 10.9
Old : 100.0: 37.9 8.3 1.0 28.3 79.8 67.2 89.1: 32.8 10.9
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 : 65: 23 15 9 18 13 46 32:
Old : 65: 23 15 9 18 13 46 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 : 25.5 58.2 39.1 75.7 25.5 58.2 39.1 75.7
Old : 25.5 58.2 39.1 75.7 25.5 58.2 39.1 75.7
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 16, 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 : 116,474: 46,345 51,609 2,257 54,821 16,340 103,423 70,206: 13,051 46,268
Old : 116,474: 46,345 51,609 2,257 54,821 16,340 103,423 70,206: 13,051 46,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 6,118: 3,838 2,647 144 385 1,938 4,367 4,729: 1,751 1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 44.3 1.9 47.1 14.0 88.8 60.3: 11.2 39.7
Old : 100.0: 39.8 44.3 1.9 47.1 14.0 88.8 60.3: 11.2 39.7
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 : 107: 31 43 17 23 20 67 67:
Old : 107: 31 43 17 23 20 67 67:
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 : 46.3 24.9 57.7 33.9 44.9 24.2 55.5 32.9
Old : 46.3 24.9 57.7 33.9 44.9 24.2 55.5 32.9
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 16, 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 : 44,899: 2,227 15,536 449 42,102 28,576 44,778 44,561: 121 338
Old : 44,899: 2,227 15,536 449 42,102 28,576 44,778 44,561: 121 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -367: -388 106 56 80 -362 -252 -200: -115 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 34.6 1.0 93.8 63.6 99.7 99.2: 0.3 0.8
Old : 100.0: 5.0 34.6 1.0 93.8 63.6 99.7 99.2: 0.3 0.8
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 : 38: 8 12 3 12 11 21 25:
Old : 38: 8 12 3 12 11 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 : 79.1 88.5 93.5 94.6 75.8 80.4 86.8 86.2
Old : 79.1 88.5 93.5 94.6 75.8 80.4 86.8 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2007