WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 524,970: 73,613 62,308 153,527 259,545 244,975 486,685 460,810: 38,285 64,161
Old : 292,905: 44,524 69,175 59,475 166,833 136,152 270,832 264,802: 22,072 28,102
Other: 232,066: 66,577 30,621 56,563 92,712 108,823 215,853 196,008: 16,213 36,058
: : :
: : Changes in Commitments from: February 6, 2007 :
: -7,857: 3,759 -2,130 -1,783 -10,637 -2,149 -8,662 -6,063: 805 -1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.9 29.2 49.4 46.7 92.7 87.8: 7.3 12.2
Old : 100.0: 15.2 23.6 20.3 57.0 46.5 92.5 90.4: 7.5 9.6
Other: 100.0: 28.7 13.2 24.4 40.0 46.9 93.0 84.5: 7.0 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 119 107 155 83 109 303 306:
Old : 341: 105 114 103 67 88 241 250:
Other: 285: 106 65 81 61 95 204 209:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 18.4 30.3 27.0 18.8 13.5 28.1 18.5
Old : 31.0 20.2 43.9 30.6 30.8 17.8 43.0 26.9
Other: 19.4 22.2 30.2 29.5 17.4 17.6 24.4 22.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 2,146,315: 398,588 60,578 646,295 826,715 1,100,483 1,871,598 1,807,357: 274,717 338,958
Old : 1,337,271: 238,691 88,091 352,713 552,344 692,655 1,143,748 1,133,458: 193,524 203,813
Other: 809,044: 224,256 36,846 229,224 274,371 407,829 727,851 673,899: 81,193 135,145
: : :
: : Changes in Commitments from: February 6, 2007 :
: 21,699: 33,829 -2,641 -876 -16,307 22,109 16,646 18,592: 5,053 3,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 2.8 30.1 38.5 51.3 87.2 84.2: 12.8 15.8
Old : 100.0: 17.8 6.6 26.4 41.3 51.8 85.5 84.8: 14.5 15.2
Other: 100.0: 27.7 4.6 28.3 33.9 50.4 90.0 83.3: 10.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 860: 276 131 292 326 381 725 708:
Old : 834: 243 153 261 298 362 668 670:
Other: 666: 166 111 138 195 337 423 527:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 19.7 18.6 25.2 8.7 12.6 13.4 16.0
Old : 12.1 18.2 20.2 24.0 11.2 13.3 17.6 17.6
Other: 18.0 22.8 27.9 29.0 10.2 11.9 16.8 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 19,517: 4,814 442 1,643 9,451 15,370 15,908 17,455: 3,609 2,062
Old : 8,920: 2,234 820 296 4,156 6,427 6,686 7,543: 2,234 1,377
Other: 10,597: 3,052 94 875 5,295 8,943 9,222 9,912: 1,375 685
: : :
: : Changes in Commitments from: February 6, 2007 :
: -458: -238 309 250 -499 -1,136 -486 -577: 29 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.3 8.4 48.4 78.8 81.5 89.4: 18.5 10.6
Old : 100.0: 25.0 9.2 3.3 46.6 72.0 75.0 84.6: 25.0 15.4
Other: 100.0: 28.8 0.9 8.3 50.0 84.4 87.0 93.5: 13.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 25 8 12 20 17 53 31:
Old : 48: 15 10 5 18 15 37 26:
Other: 41: 15 6 9 12 12 33 22:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 49.9 43.2 72.8 25.9 40.7 35.9 58.2
Old : 29.3 59.2 45.2 67.4 29.3 56.2 44.7 63.7
Other: 45.8 70.4 60.9 85.4 45.8 69.1 59.6 80.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 628,858: 125,650 31,845 181,428 234,080 306,039 541,158 519,312: 87,700 109,546
Old : 469,863: 99,256 46,951 109,622 194,425 236,267 403,303 392,841: 66,560 77,023
Other: 158,995: 53,108 11,608 45,092 39,655 69,772 137,855 126,472: 21,140 32,523
: : :
: : Changes in Commitments from: February 6, 2007 :
: 21,159: 43 3,025 14,608 3,284 255 17,936 17,888: 3,223 3,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 5.1 28.9 37.2 48.7 86.1 82.6: 13.9 17.4
Old : 100.0: 21.1 10.0 23.3 41.4 50.3 85.8 83.6: 14.2 16.4
Other: 100.0: 33.4 7.3 28.4 24.9 43.9 86.7 79.5: 13.3 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 162 108 180 140 156 416 364:
Old : 460: 166 107 158 130 142 378 340:
Other: 283: 68 74 63 62 119 169 221:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 20.8 25.4 31.6 13.2 16.3 19.2 21.3
Old : 18.3 22.2 28.8 32.6 17.7 17.7 24.7 24.2
Other: 24.5 27.7 37.6 37.4 16.6 18.2 28.0 21.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,124: 12,604 5,178 1,084 271 1,258 13,959 7,520: 4,165 10,604
Old : 11,383: 6,679 5,123 945 271 1,015 7,895 7,083: 3,488 4,300
Other: 6,741: 6,049 179 15 0 243 6,064 437: 677 6,304
: : :
: : Changes in Commitments from: February 6, 2007 :
: 655: 976 121 -136 32 225 872 210: -217 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 28.6 6.0 1.5 6.9 77.0 41.5: 23.0 58.5
Old : 100.0: 58.7 45.0 8.3 2.4 8.9 69.4 62.2: 30.6 37.8
Other: 100.0: 89.7 2.7 0.2 0.0 3.6 90.0 6.5: 10.0 93.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 16 8 12 2 4 21 22:
Old : 30: 14 11 10 2 4 20 21:
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 : 47.2 27.2 61.1 33.6 46.3 27.2 59.6 32.0
Old : 39.6 41.5 52.7 51.5 38.4 41.5 50.1 48.8
Other: 76.0 6.2 87.3 6.5 75.7 6.2 87.1 6.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 332,968: 81,995 13,676 70,286 145,189 230,247 297,470 314,210: 35,498 18,759
Old : 288,130: 77,921 18,643 48,496 129,391 205,127 255,809 272,266: 32,321 15,864
Other: 44,838: 16,073 7,032 9,791 15,797 25,121 41,661 41,944: 3,177 2,895
: : :
: : Changes in Commitments from: February 6, 2007 :
: 15,008: -879 -174 3,144 10,738 10,565 13,003 13,535: 2,005 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.1 21.1 43.6 69.2 89.3 94.4: 10.7 5.6
Old : 100.0: 27.0 6.5 16.8 44.9 71.2 88.8 94.5: 11.2 5.5
Other: 100.0: 35.8 15.7 21.8 35.2 56.0 92.9 93.5: 7.1 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 90 24 56 59 63 181 123:
Old : 203: 90 30 53 58 63 175 122:
Other: 85: 26 16 21 25 29 63 57:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 39.1 23.5 49.7 14.1 34.1 20.7 41.9
Old : 18.0 42.1 26.4 52.8 16.2 37.8 23.2 44.8
Other: 29.9 39.6 48.3 54.6 25.2 32.2 42.3 44.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,119,691: 102,591 192,208 127,155 747,848 601,278 977,594 920,640: 142,098 199,051
Old : 1,119,691: 102,591 192,208 127,155 747,848 601,278 977,594 920,640: 142,098 199,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 13,956: -9,625 -3,744 9,359 16,101 16,954 15,836 22,569: -1,881 -8,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 17.2 11.4 66.8 53.7 87.3 82.2: 12.7 17.8
Old : 100.0: 9.2 17.2 11.4 66.8 53.7 87.3 82.2: 12.7 17.8
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 : 195: 38 43 53 80 97 143 169:
Old : 195: 38 43 53 80 97 143 169:
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 23.8 34.3 32.1 21.6 18.8 28.3 24.8
Old : 22.7 23.8 34.3 32.1 21.6 18.8 28.3 24.8
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, February 13, 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 : 253,793: 69,699 14,439 42,281 98,493 175,550 210,473 232,270: 43,321 21,523
Old : 217,306: 70,036 14,479 29,563 79,016 154,546 178,616 198,588: 38,690 18,718
Other: 36,488: 8,037 8,334 4,343 19,477 21,005 31,857 33,682: 4,631 2,806
: : :
: : Changes in Commitments from: February 6, 2007 :
: 11,153: 13,105 -2,805 3,866 -8,208 9,390 8,762 10,451: 2,390 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 5.7 16.7 38.8 69.2 82.9 91.5: 17.1 8.5
Old : 100.0: 32.2 6.7 13.6 36.4 71.1 82.2 91.4: 17.8 8.6
Other: 100.0: 22.0 22.8 11.9 53.4 57.6 87.3 92.3: 12.7 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 73 33 56 60 62 170 130:
Old : 192: 81 27 51 59 60 166 124:
Other: 85: 18 23 21 27 33 56 67:
:----------------------------------------------------------------------------------------------------
: 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 40.8 26.5 52.5 12.1 38.1 20.8 46.0
Old : 14.7 44.9 24.6 56.0 10.9 41.1 19.6 48.9
Other: 48.4 29.3 61.1 44.6 47.7 28.8 60.3 43.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 18,310: 4,535 649 1,716 8,149 14,328 14,400 16,693: 3,910 1,617
Old : 13,053: 3,004 651 1,079 6,151 10,097 10,233 11,827: 2,820 1,226
Other: 5,257: 1,557 24 612 1,998 4,231 4,167 4,866: 1,091 391
: : :
: : Changes in Commitments from: February 6, 2007 :
: 691: 152 -40 224 249 323 625 507: 66 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 3.5 9.4 44.5 78.3 78.6 91.2: 21.4 8.8
Old : 100.0: 23.0 5.0 8.3 47.1 77.4 78.4 90.6: 21.6 9.4
Other: 100.0: 29.6 0.5 11.6 38.0 80.5 79.3 92.6: 20.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 28 3 6 30 22 59 31:
Old : 63: 22 4 6 30 21 54 30:
Other: 38: 11 3 5 14 16 28 21:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 58.5 34.4 73.0 16.2 50.2 27.9 61.7
Old : 19.6 60.3 33.2 74.2 17.8 55.6 29.6 66.6
Other: 36.7 66.2 55.0 82.5 28.2 48.6 37.8 59.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 821,042: 132,911 226,230 20,041 553,085 469,623 706,036 715,894: 115,006 105,149
Old : 821,042: 132,911 226,230 20,041 553,085 469,623 706,036 715,894: 115,006 105,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -17,937: -5,328 -19,364 4,949 884 18,531 505 4,116: -18,442 -22,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 27.6 2.4 67.4 57.2 86.0 87.2: 14.0 12.8
Old : 100.0: 16.2 27.6 2.4 67.4 57.2 86.0 87.2: 14.0 12.8
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 : 190: 41 41 17 80 74 126 127:
Old : 190: 41 41 17 80 74 126 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 17.5 39.6 29.2 28.5 17.1 39.3 26.1
Old : 28.8 17.5 39.6 29.2 28.5 17.1 39.3 26.1
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, February 13, 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 : 3,012,297: 573,017 401,723 310,043 1,845,261 1,882,053 2,728,321 2,593,820: 283,976 418,477
Old : 3,012,297: 573,017 401,723 310,043 1,845,261 1,882,053 2,728,321 2,593,820: 283,976 418,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 135,825: 30,004 57,872 32,213 95,118 41,329 157,334 131,414: -21,509 4,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 13.3 10.3 61.3 62.5 90.6 86.1: 9.4 13.9
Old : 100.0: 19.0 13.3 10.3 61.3 62.5 90.6 86.1: 9.4 13.9
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 : 315: 69 66 76 145 149 239 266:
Old : 315: 69 66 76 145 149 239 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 20.9 35.5 34.0 14.9 17.0 23.7 23.4
Old : 23.6 20.9 35.5 34.0 14.9 17.0 23.7 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,680,691: 192,771 267,664 122,383 1,152,195 985,434 1,467,349 1,375,481: 213,342 305,210
Old : 1,680,691: 192,771 267,664 122,383 1,152,195 985,434 1,467,349 1,375,481: 213,342 305,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -40,280: -24,903 6,814 1,609 -4,766 -53,031 -28,059 -44,607: -12,221 4,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 15.9 7.3 68.6 58.6 87.3 81.8: 12.7 18.2
Old : 100.0: 11.5 15.9 7.3 68.6 58.6 87.3 81.8: 12.7 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 : 195: 37 42 36 88 90 143 150:
Old : 195: 37 42 36 88 90 143 150:
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 : 28.7 25.6 40.3 34.6 24.0 23.8 31.3 30.3
Old : 28.7 25.6 40.3 34.6 24.0 23.8 31.3 30.3
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, February 13, 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 : 709,658: 137,492 75,074 286,807 261,175 323,901 685,475 685,783: 24,183 23,875
Old : 709,658: 137,492 75,074 286,807 261,175 323,901 685,475 685,783: 24,183 23,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 28,353: 30,974 5,813 1,354 6,027 27,558 38,355 34,724: -10,002 -6,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.6 40.4 36.8 45.6 96.6 96.6: 3.4 3.4
Old : 100.0: 19.4 10.6 40.4 36.8 45.6 96.6 96.6: 3.4 3.4
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 : 137: 34 39 52 56 56 119 119:
Old : 137: 34 39 52 56 56 119 119:
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 : 34.2 29.3 45.7 44.5 17.5 12.1 22.1 16.5
Old : 34.2 29.3 45.7 44.5 17.5 12.1 22.1 16.5
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, February 13, 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 : 10,748: 3,186 0 313 1,757 6,805 5,256 7,118: 5,492 3,630
Old : 10,748: 3,186 0 313 1,757 6,805 5,256 7,118: 5,492 3,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 666: 233 -668 -31 929 1,158 1,131 459: -465 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 0.0 2.9 16.3 63.3 48.9 66.2: 51.1 33.8
Old : 100.0: 29.6 0.0 2.9 16.3 63.3 48.9 66.2: 51.1 33.8
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 : 21: 10 0 2 3 10 13 12:
Old : 21: 10 0 2 3 10 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 : 23.1 45.0 38.2 60.1 22.2 45.0 34.1 60.0
Old : 23.1 45.0 38.2 60.1 22.2 45.0 34.1 60.0
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, February 13, 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 : 41,200: 13,897 3,216 2,158 5,698 25,271 21,754 30,645: 19,446 10,555
Old : 41,200: 13,897 3,216 2,158 5,698 25,271 21,754 30,645: 19,446 10,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,282: 3,080 -1,500 188 -1,726 2,767 1,542 1,455: -260 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 7.8 5.2 13.8 61.3 52.8 74.4: 47.2 25.6
Old : 100.0: 33.7 7.8 5.2 13.8 61.3 52.8 74.4: 47.2 25.6
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 : 53: 25 9 7 8 16 36 29:
Old : 53: 25 9 7 8 16 36 29:
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 : 19.2 38.7 29.8 54.9 18.9 38.3 29.5 53.7
Old : 19.2 38.7 29.8 54.9 18.9 38.3 29.5 53.7
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, February 13, 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 : 72,952: 29,732 7,180 517 19,827 57,432 50,077 65,129: 22,875 7,823
Old : 72,952: 29,732 7,180 517 19,827 57,432 50,077 65,129: 22,875 7,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 194: -41 184 -1 203 -52 161 131: 33 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 9.8 0.7 27.2 78.7 68.6 89.3: 31.4 10.7
Old : 100.0: 40.8 9.8 0.7 27.2 78.7 68.6 89.3: 31.4 10.7
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 : 74: 26 19 9 18 14 48 38:
Old : 74: 26 19 9 18 14 48 38:
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 : 24.9 55.3 36.3 72.9 24.9 55.3 36.3 72.9
Old : 24.9 55.3 36.3 72.9 24.9 55.3 36.3 72.9
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, February 13, 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 : 130,886: 49,655 56,243 2,081 67,710 27,933 119,447 86,257: 11,439 44,628
Old : 130,886: 49,655 56,243 2,081 67,710 27,933 119,447 86,257: 11,439 44,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 4,115: -3,183 3,386 523 7,761 -75 5,101 3,835: -986 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 43.0 1.6 51.7 21.3 91.3 65.9: 8.7 34.1
Old : 100.0: 37.9 43.0 1.6 51.7 21.3 91.3 65.9: 8.7 34.1
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 : 131: 46 44 24 28 23 91 74:
Old : 131: 46 44 24 28 23 91 74:
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 : 45.9 22.9 56.5 33.1 44.5 22.3 54.0 32.5
Old : 45.9 22.9 56.5 33.1 44.5 22.3 54.0 32.5
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, February 13, 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 : 44,678: 2,842 16,594 586 41,129 27,343 44,557 44,523: 121 155
Old : 44,678: 2,842 16,594 586 41,129 27,343 44,557 44,523: 121 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 525: -264 -26 188 601 314 525 476: 0 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 37.1 1.3 92.1 61.2 99.7 99.7: 0.3 0.3
Old : 100.0: 6.4 37.1 1.3 92.1 61.2 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 : 36: 7 11 3 11 12 19 25:
Old : 36: 7 11 3 11 12 19 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 : 80.5 86.8 93.5 93.7 80.3 81.0 88.8 87.7
Old : 80.5 86.8 93.5 93.7 80.3 81.0 88.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2007