WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 526,759: 68,320 60,832 155,944 265,565 244,073 489,829 460,850: 36,930 65,910
Old : 312,032: 46,425 69,187 71,329 172,760 141,518 290,514 282,034: 21,519 29,999
Other: 214,727: 57,023 26,773 49,488 92,805 102,555 199,315 178,816: 15,411 35,911
: : :
: : Changes in Commitments from: January 23, 2007 :
: -11,203: -1,079 4,225 -7,179 -2,495 -7,716 -10,753 -10,670: -449 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.5 29.6 50.4 46.3 93.0 87.5: 7.0 12.5
Old : 100.0: 14.9 22.2 22.9 55.4 45.4 93.1 90.4: 6.9 9.6
Other: 100.0: 26.6 12.5 23.0 43.2 47.8 92.8 83.3: 7.2 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 114 100 138 81 107 280 290:
Old : 326: 104 110 90 69 88 221 246:
Other: 264: 86 69 70 58 94 178 201:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 17.8 30.0 25.9 18.4 11.1 27.5 15.6
Old : 29.7 20.2 41.9 30.8 29.5 17.7 40.9 26.6
Other: 22.4 21.8 35.2 29.1 20.9 16.6 28.6 21.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 2,117,734: 369,006 55,647 636,626 839,993 1,087,914 1,845,625 1,780,186: 272,109 337,548
Old : 1,351,211: 224,061 82,020 360,879 571,882 700,583 1,156,821 1,143,481: 194,389 207,729
Other: 766,524: 206,890 35,572 213,802 268,111 387,331 688,803 636,705: 77,720 129,819
: : :
: : Changes in Commitments from: January 23, 2007 :
: -47,671: -4,613 157 -35,248 -15,968 -20,777 -55,829 -55,869: 8,158 8,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 2.6 30.1 39.7 51.4 87.2 84.1: 12.8 15.9
Old : 100.0: 16.6 6.1 26.7 42.3 51.8 85.6 84.6: 14.4 15.4
Other: 100.0: 27.0 4.6 27.9 35.0 50.5 89.9 83.1: 10.1 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 819: 248 123 267 317 370 682 668:
Old : 794: 218 147 239 290 355 624 639:
Other: 628: 147 101 126 193 326 399 497:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 19.4 18.8 25.1 8.9 12.6 13.9 15.9
Old : 12.6 17.8 20.8 23.7 11.2 12.7 17.6 16.9
Other: 18.4 22.6 28.7 28.8 11.0 12.6 18.1 17.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 18,854: 4,862 125 1,416 8,782 15,144 15,060 16,685: 3,794 2,170
Old : 9,718: 3,221 488 303 3,795 7,405 7,319 8,196: 2,399 1,522
Other: 9,136: 2,016 12 737 4,987 7,739 7,740 8,489: 1,396 648
: : :
: : Changes in Commitments from: January 23, 2007 :
: 975: 126 -2 115 534 671 776 785: 200 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 0.7 7.5 46.6 80.3 79.9 88.5: 20.1 11.5
Old : 100.0: 33.1 5.0 3.1 39.0 76.2 75.3 84.3: 24.7 15.7
Other: 100.0: 22.1 0.1 8.1 54.6 84.7 84.7 92.9: 15.3 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 29 6 11 16 15 51 27:
Old : 47: 19 9 5 15 14 38 24:
Other: 34: 16 2 7 9 10 28 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 : 33.7 49.9 45.1 72.0 24.6 41.6 34.4 59.7
Old : 31.1 55.8 46.6 68.5 31.1 54.9 46.6 65.7
Other: 52.2 68.5 64.6 89.2 52.2 67.2 62.6 82.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 571,574: 114,209 30,349 156,244 223,667 285,873 494,120 472,465: 77,454 99,109
Old : 436,916: 90,103 50,514 90,769 195,453 222,046 376,326 363,330: 60,590 73,586
Other: 134,658: 56,229 11,958 33,351 28,214 63,826 117,794 109,135: 16,864 25,523
: : :
: : Changes in Commitments from: January 23, 2007 :
: 693: 673 -4,943 -957 226 6,537 -58 637: 751 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 5.3 27.3 39.1 50.0 86.4 82.7: 13.6 17.3
Old : 100.0: 20.6 11.6 20.8 44.7 50.8 86.1 83.2: 13.9 16.8
Other: 100.0: 41.8 8.9 24.8 21.0 47.4 87.5 81.0: 12.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 144 93 150 123 142 366 314:
Old : 415: 144 95 132 115 131 336 294:
Other: 248: 59 61 44 56 104 146 182:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 22.6 25.7 33.6 14.2 17.6 20.2 23.1
Old : 19.1 22.6 30.1 32.8 18.9 18.1 25.6 23.9
Other: 25.6 33.0 40.6 44.3 18.2 24.4 31.6 28.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,584: 10,204 3,978 1,345 239 1,021 11,788 6,344: 3,796 9,240
Old : 9,909: 5,288 4,022 1,104 239 783 6,631 5,909: 3,278 4,000
Other: 5,675: 5,139 179 18 0 238 5,157 435: 518 5,240
: : :
: : Changes in Commitments from: January 23, 2007 :
: 185: -117 137 81 15 40 -21 258: 206 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 25.5 8.6 1.5 6.6 75.6 40.7: 24.4 59.3
Old : 100.0: 53.4 40.6 11.1 2.4 7.9 66.9 59.6: 33.1 40.4
Other: 100.0: 90.6 3.2 0.3 0.0 4.2 90.9 7.7: 9.1 92.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 6 11 2 3 18 18:
Old : 24: 13 7 11 2 3 18 18:
Other: 15: 10 2 3 0 3 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 47.9 27.6 60.3 35.8 46.5 26.2 57.7 31.8
Old : 35.1 41.3 49.0 54.1 33.3 39.1 46.1 47.9
Other: 79.0 7.4 89.9 7.7 78.7 7.3 89.6 7.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 297,968: 67,567 7,623 65,720 131,882 205,273 265,169 278,616: 32,799 19,353
Old : 261,478: 66,074 15,762 43,131 122,513 186,297 231,718 245,190: 29,760 16,287
Other: 36,491: 17,482 7,849 6,600 9,369 18,976 33,451 33,425: 3,039 3,065
: : :
: : Changes in Commitments from: January 23, 2007 :
: -3,072: -352 -3,904 603 -2,421 1,580 -2,170 -1,721: -902 -1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.6 22.1 44.3 68.9 89.0 93.5: 11.0 6.5
Old : 100.0: 25.3 6.0 16.5 46.9 71.2 88.6 93.8: 11.4 6.2
Other: 100.0: 47.9 21.5 18.1 25.7 52.0 91.7 91.6: 8.3 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 74 25 47 59 63 165 116:
Old : 186: 75 29 40 58 63 157 112:
Other: 72: 20 16 16 21 24 53 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 : 16.0 38.9 24.3 48.9 15.4 34.9 21.9 41.8
Old : 18.1 40.6 26.5 51.0 17.4 38.1 24.3 44.2
Other: 33.8 41.2 56.8 58.2 28.6 37.3 49.6 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 1,095,029: 122,292 210,761 105,837 721,446 575,716 949,575 892,314: 145,454 202,715
Old : 1,095,029: 122,292 210,761 105,837 721,446 575,716 949,575 892,314: 145,454 202,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 62,656: -8,239 3,281 6,376 54,781 46,876 52,918 56,533: 9,738 6,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 19.2 9.7 65.9 52.6 86.7 81.5: 13.3 18.5
Old : 100.0: 11.2 19.2 9.7 65.9 52.6 86.7 81.5: 13.3 18.5
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 : 188: 41 37 44 78 89 137 152:
Old : 188: 41 37 44 78 89 137 152:
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 : 22.1 24.6 31.4 33.0 18.7 19.0 25.2 25.1
Old : 22.1 24.6 31.4 33.0 18.7 19.0 25.2 25.1
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 30, 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 : 237,717: 53,217 19,651 38,650 107,826 159,871 199,693 218,172: 38,024 19,545
Old : 205,679: 53,083 18,517 26,568 91,688 144,069 171,339 189,154: 34,340 16,526
Other: 32,038: 7,766 8,767 4,450 16,138 15,802 28,353 29,018: 3,684 3,020
: : :
: : Changes in Commitments from: January 23, 2007 :
: 9,612: 3,215 381 1,671 2,088 6,978 6,975 9,030: 2,637 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 8.3 16.3 45.4 67.3 84.0 91.8: 16.0 8.2
Old : 100.0: 25.8 9.0 12.9 44.6 70.0 83.3 92.0: 16.7 8.0
Other: 100.0: 24.2 27.4 13.9 50.4 49.3 88.5 90.6: 11.5 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 74 29 48 57 58 159 120:
Old : 187: 78 31 45 56 55 156 115:
Other: 81: 15 23 19 28 29 57 58:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 40.2 30.7 51.0 19.0 38.6 26.2 47.2
Old : 21.7 44.6 29.9 55.2 16.9 42.2 24.9 50.4
Other: 42.7 29.9 55.4 45.6 42.3 29.8 54.8 45.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 18,146: 4,927 516 1,581 7,931 14,696 14,439 16,792: 3,707 1,354
Old : 14,510: 4,102 553 1,203 6,282 11,549 11,586 13,305: 2,924 1,205
Other: 3,636: 889 26 315 1,649 3,147 2,853 3,487: 784 149
: : :
: : Changes in Commitments from: January 23, 2007 :
: -269: -522 174 -44 336 -517 -230 -387: -39 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.8 8.7 43.7 81.0 79.6 92.5: 20.4 7.5
Old : 100.0: 28.3 3.8 8.3 43.3 79.6 79.8 91.7: 20.2 8.3
Other: 100.0: 24.4 0.7 8.7 45.4 86.5 78.4 95.9: 21.6 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 27 3 7 30 23 59 31:
Old : 63: 23 4 7 28 22 54 30:
Other: 32: 8 4 6 13 13 25 19:
:----------------------------------------------------------------------------------------------------
: 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 58.7 32.8 73.4 17.8 51.8 29.9 65.6
Old : 20.7 58.7 33.4 73.0 19.3 56.4 31.7 68.6
Other: 45.3 71.6 59.4 86.3 28.1 46.2 37.6 58.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 806,962: 145,570 227,060 8,044 527,025 443,332 680,638 678,435: 126,324 128,527
Old : 806,962: 145,570 227,060 8,044 527,025 443,332 680,638 678,435: 126,324 128,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 32,410: 9,644 -6,202 -878 25,760 30,885 34,526 23,805: -2,117 8,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.1 1.0 65.3 54.9 84.3 84.1: 15.7 15.9
Old : 100.0: 18.0 28.1 1.0 65.3 54.9 84.3 84.1: 15.7 15.9
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 : 189: 43 38 15 84 70 131 119:
Old : 189: 43 38 15 84 70 131 119:
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 17.6 36.8 29.8 25.3 17.5 36.5 27.4
Old : 25.5 17.6 36.8 29.8 25.3 17.5 36.5 27.4
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 30, 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 : 2,955,503: 567,695 387,897 298,531 1,756,829 1,802,330 2,623,055 2,488,758: 332,447 466,745
Old : 2,955,503: 567,695 387,897 298,531 1,756,829 1,802,330 2,623,055 2,488,758: 332,447 466,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -25,819: -27,272 -103 -4,784 20,292 13,082 -11,764 8,194: -14,056 -34,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.1 10.1 59.4 61.0 88.8 84.2: 11.2 15.8
Old : 100.0: 19.2 13.1 10.1 59.4 61.0 88.8 84.2: 11.2 15.8
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 : 299: 60 72 64 136 139 223 248:
Old : 299: 60 72 64 136 139 223 248:
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 : 22.7 20.5 35.6 32.4 14.4 17.4 23.4 23.2
Old : 22.7 20.5 35.6 32.4 14.4 17.4 23.4 23.2
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 30, 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 : 1,710,081: 220,600 215,405 130,384 1,141,019 1,043,448 1,492,003 1,389,236: 218,078 320,845
Old : 1,710,081: 220,600 215,405 130,384 1,141,019 1,043,448 1,492,003 1,389,236: 218,078 320,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -11,194: 28,910 -42,329 -11,704 -25,837 8,578 -8,631 -45,455: -2,562 34,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 12.6 7.6 66.7 61.0 87.2 81.2: 12.8 18.8
Old : 100.0: 12.9 12.6 7.6 66.7 61.0 87.2 81.2: 12.8 18.8
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 : 193: 39 38 38 88 91 146 149:
Old : 193: 39 38 38 88 91 146 149:
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 : 28.0 27.2 39.0 34.7 23.2 26.0 31.6 32.2
Old : 28.0 27.2 39.0 34.7 23.2 26.0 31.6 32.2
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 30, 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 : 797,155: 135,424 70,422 310,593 317,088 382,897 763,106 763,912: 34,049 33,243
Old : 797,155: 135,424 70,422 310,593 317,088 382,897 763,106 763,912: 34,049 33,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 56,232: 12,282 5,676 28,487 18,311 19,574 59,080 53,737: -2,848 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.8 39.0 39.8 48.0 95.7 95.8: 4.3 4.2
Old : 100.0: 17.0 8.8 39.0 39.8 48.0 95.7 95.8: 4.3 4.2
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 : 138: 28 39 52 62 63 119 125:
Old : 138: 28 39 52 62 63 119 125:
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 : 29.2 24.6 42.6 40.7 15.1 12.4 21.4 17.5
Old : 29.2 24.6 42.6 40.7 15.1 12.4 21.4 17.5
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 30, 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 : 10,082: 2,953 668 344 828 5,647 4,125 6,659: 5,957 3,423
Old : 10,082: 2,953 668 344 828 5,647 4,125 6,659: 5,957 3,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 233: -382 -3 218 -105 -105 -269 110: 502 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.6 3.4 8.2 56.0 40.9 66.0: 59.1 34.0
Old : 100.0: 29.3 6.6 3.4 8.2 56.0 40.9 66.0: 59.1 34.0
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 : 20: 8 3 1 3 7 11 11:
Old : 20: 8 3 1 3 7 11 11:
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 44.3 37.5 59.6 25.5 44.3 34.9 58.5
Old : 25.5 44.3 37.5 59.6 25.5 44.3 34.9 58.5
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 30, 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 : 37,877: 11,171 5,039 2,055 7,254 23,688 20,480 30,782: 17,397 7,094
Old : 37,877: 11,171 5,039 2,055 7,254 23,688 20,480 30,782: 17,397 7,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -9,260: -991 -1,292 -1,288 -5,049 -291 -7,328 -2,871: -1,933 -6,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 13.3 5.4 19.2 62.5 54.1 81.3: 45.9 18.7
Old : 100.0: 29.5 13.3 5.4 19.2 62.5 54.1 81.3: 45.9 18.7
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 : 46: 18 10 9 9 15 30 31:
Old : 46: 18 10 9 9 15 30 31:
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 : 17.2 38.2 29.9 54.3 17.2 34.0 28.6 49.5
Old : 17.2 38.2 29.9 54.3 17.2 34.0 28.6 49.5
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 30, 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 : 70,995: 27,577 5,383 416 19,847 57,068 47,841 62,866: 23,155 8,129
Old : 70,995: 27,577 5,383 416 19,847 57,068 47,841 62,866: 23,155 8,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,693: 868 541 174 319 458 1,361 1,173: 332 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 7.6 0.6 28.0 80.4 67.4 88.5: 32.6 11.5
Old : 100.0: 38.8 7.6 0.6 28.0 80.4 67.4 88.5: 32.6 11.5
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 : 66: 23 14 10 19 15 46 35:
Old : 66: 23 14 10 19 15 46 35:
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 : 25.6 56.8 37.5 74.9 25.6 56.8 37.5 74.9
Old : 25.6 56.8 37.5 74.9 25.6 56.8 37.5 74.9
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 30, 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 : 122,892: 48,196 55,484 1,518 62,522 24,460 112,236 81,463: 10,656 41,430
Old : 122,892: 48,196 55,484 1,518 62,522 24,460 112,236 81,463: 10,656 41,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,567: 867 1,949 -136 1,152 2,610 1,882 4,422: -315 -2,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 45.1 1.2 50.9 19.9 91.3 66.3: 8.7 33.7
Old : 100.0: 39.2 45.1 1.2 50.9 19.9 91.3 66.3: 8.7 33.7
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 : 113: 37 42 20 22 22 74 69:
Old : 113: 37 42 20 22 22 74 69:
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 : 49.7 24.9 60.9 34.9 48.2 24.3 58.3 34.2
Old : 49.7 24.9 60.9 34.9 48.2 24.3 58.3 34.2
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 30, 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 : 43,477: 2,130 15,763 548 40,677 27,041 43,355 43,352: 122 125
Old : 43,477: 2,130 15,763 548 40,677 27,041 43,355 43,352: 122 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -2,189: -983 -578 155 -1,362 -1,770 -2,190 -2,193: 1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 36.3 1.3 93.6 62.2 99.7 99.7: 0.3 0.3
Old : 100.0: 4.9 36.3 1.3 93.6 62.2 99.7 99.7: 0.3 0.3
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 : 35: 8 10 3 12 11 21 23:
Old : 35: 8 10 3 12 11 21 23:
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 : 80.3 90.9 93.3 95.3 77.2 82.9 86.7 87.0
Old : 80.3 90.9 93.3 95.3 77.2 82.9 86.7 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2007