WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 515,071: 75,587 63,804 148,328 252,927 239,986 476,842 452,118: 38,229 62,953
Old : 278,832: 41,215 72,695 50,814 165,875 129,921 257,903 253,430: 20,928 25,402
Other: 236,239: 72,632 29,368 59,255 87,052 110,066 218,938 198,688: 17,301 37,551
: : :
: : Changes in Commitments from: February 13, 2007 :
: -9,900: 1,974 1,496 -5,199 -6,618 -4,988 -9,843 -8,692: -56 -1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.4 28.8 49.1 46.6 92.6 87.8: 7.4 12.2
Old : 100.0: 14.8 26.1 18.2 59.5 46.6 92.5 90.9: 7.5 9.1
Other: 100.0: 30.7 12.4 25.1 36.8 46.6 92.7 84.1: 7.3 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 123 110 157 84 109 307 312:
Old : 338: 96 122 97 68 86 228 255:
Other: 292: 117 60 89 59 96 213 214:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 18.1 30.5 27.3 19.4 13.7 28.2 19.0
Old : 32.5 20.8 45.6 31.6 32.3 18.7 44.9 28.0
Other: 17.5 21.7 28.1 28.9 16.1 17.1 22.7 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 2,178,460: 409,650 62,882 648,189 846,812 1,133,789 1,904,651 1,844,861: 273,809 333,599
Old : 1,328,254: 239,426 94,696 335,899 564,007 702,622 1,139,333 1,133,217: 188,921 195,037
Other: 850,206: 243,082 41,044 239,432 282,804 431,168 765,318 711,644: 84,888 138,562
: : :
: : Changes in Commitments from: February 13, 2007 :
: 32,145: 11,062 2,304 1,894 20,097 33,306 33,053 37,504: -908 -5,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 2.9 29.8 38.9 52.0 87.4 84.7: 12.6 15.3
Old : 100.0: 18.0 7.1 25.3 42.5 52.9 85.8 85.3: 14.2 14.7
Other: 100.0: 28.6 4.8 28.2 33.3 50.7 90.0 83.7: 10.0 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 888: 275 128 301 336 398 749 733:
Old : 858: 252 144 265 307 376 684 691:
Other: 686: 170 111 144 205 351 442 541:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 19.6 18.6 25.1 8.7 12.6 13.5 16.1
Old : 11.9 18.1 20.0 23.9 11.3 13.5 17.7 17.8
Other: 17.8 22.5 27.4 28.8 10.0 11.9 16.7 16.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 19,653: 4,457 834 1,917 9,379 14,751 15,753 17,503: 3,900 2,150
Old : 8,589: 1,856 1,238 388 3,992 5,543 6,236 7,169: 2,352 1,420
Other: 11,064: 3,148 143 982 5,387 9,209 9,517 10,334: 1,548 730
: : :
: : Changes in Commitments from: February 13, 2007 :
: 136: -357 392 274 -72 -619 -155 48: 291 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.2 9.8 47.7 75.1 80.2 89.1: 19.8 10.9
Old : 100.0: 21.6 14.4 4.5 46.5 64.5 72.6 83.5: 27.4 16.5
Other: 100.0: 28.4 1.3 8.9 48.7 83.2 86.0 93.4: 14.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 25 8 14 19 17 52 33:
Old : 47: 15 9 7 16 14 34 27:
Other: 43: 17 6 11 12 12 35 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 46.8 41.9 69.1 25.9 40.2 35.3 55.9
Old : 30.3 57.1 45.1 67.1 30.3 54.0 45.1 63.6
Other: 43.6 67.6 56.6 84.5 43.6 65.2 55.4 79.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 660,578: 127,364 34,012 196,210 247,701 322,457 571,276 552,679: 89,302 107,899
Old : 493,034: 102,597 50,724 119,372 205,817 249,476 427,786 419,571: 65,248 73,462
Other: 167,544: 54,121 12,642 47,485 41,884 72,981 143,490 133,108: 24,054 34,437
: : :
: : Changes in Commitments from: February 13, 2007 :
: 31,720: 1,714 2,168 14,782 13,621 16,417 30,118 33,367: 1,602 -1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.1 29.7 37.5 48.8 86.5 83.7: 13.5 16.3
Old : 100.0: 20.8 10.3 24.2 41.7 50.6 86.8 85.1: 13.2 14.9
Other: 100.0: 32.3 7.5 28.3 25.0 43.6 85.6 79.4: 14.4 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 502: 161 109 192 148 170 432 390:
Old : 483: 164 109 170 136 155 391 367:
Other: 300: 72 76 61 67 129 174 235:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 20.8 24.9 31.8 12.7 16.1 18.2 20.9
Old : 17.7 22.4 27.9 33.2 16.9 17.8 24.0 23.9
Other: 24.2 25.8 35.9 36.2 16.0 16.6 25.1 20.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,391: 10,582 3,458 1,113 319 1,099 12,014 5,670: 5,377 11,721
Old : 10,095: 4,260 3,366 837 319 837 5,416 5,040: 4,679 5,055
Other: 7,296: 6,581 351 17 0 262 6,598 630: 698 6,666
: : :
: : Changes in Commitments from: February 13, 2007 :
: -733: -2,022 -1,720 29 48 -159 -1,945 -1,850: 1,212 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 19.9 6.4 1.8 6.3 69.1 32.6: 30.9 67.4
Old : 100.0: 42.2 33.3 8.3 3.2 8.3 53.7 49.9: 46.3 50.1
Other: 100.0: 90.2 4.8 0.2 0.0 3.6 90.4 8.6: 9.6 91.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 8 11 2 4 17 21:
Old : 26: 11 10 10 2 4 16 21:
Other: 16: 10 3 3 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: 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 16.8 58.8 24.1 46.1 16.1 56.6 22.2
Old : 31.2 26.8 43.2 38.7 29.3 25.6 39.7 35.4
Other: 76.9 8.2 88.0 8.6 76.6 8.2 87.8 8.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 331,389: 79,739 10,853 74,773 138,279 225,404 292,791 311,030: 38,598 20,359
Old : 282,691: 75,636 16,795 51,361 121,154 197,895 248,151 266,051: 34,540 16,639
Other: 48,698: 16,896 6,850 10,619 17,125 27,509 44,641 44,978: 4,058 3,720
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,579: -2,256 -2,823 4,487 -6,909 -4,843 -4,679 -3,180: 3,100 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.3 22.6 41.7 68.0 88.4 93.9: 11.6 6.1
Old : 100.0: 26.8 5.9 18.2 42.9 70.0 87.8 94.1: 12.2 5.9
Other: 100.0: 34.7 14.1 21.8 35.2 56.5 91.7 92.4: 8.3 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 84 25 56 59 62 182 122:
Old : 201: 88 27 53 58 62 176 120:
Other: 83: 24 16 22 29 30 66 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 : 15.0 40.0 22.9 50.3 14.2 34.1 21.0 42.5
Old : 17.4 43.0 26.1 53.8 16.6 38.2 24.2 46.7
Other: 28.7 37.6 46.4 51.9 24.8 30.9 41.4 43.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 1,105,647: 118,065 181,214 115,859 724,443 620,317 958,366 917,390: 147,280 188,256
Old : 1,105,647: 118,065 181,214 115,859 724,443 620,317 958,366 917,390: 147,280 188,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -14,045: 15,474 -10,994 -11,296 -23,405 19,040 -19,227 -3,250: 5,182 -10,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.4 10.5 65.5 56.1 86.7 83.0: 13.3 17.0
Old : 100.0: 10.7 16.4 10.5 65.5 56.1 86.7 83.0: 13.3 17.0
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 : 197: 41 45 53 83 96 151 167:
Old : 197: 41 45 53 83 96 151 167:
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 : 22.4 24.0 32.9 32.6 21.2 20.2 27.9 26.5
Old : 22.4 24.0 32.9 32.6 21.2 20.2 27.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 263,665: 76,167 12,774 45,018 97,043 181,675 218,229 239,468: 45,436 24,197
Old : 222,480: 79,389 12,763 28,783 74,223 160,388 182,395 201,934: 40,086 20,546
Other: 41,184: 7,168 10,400 5,846 22,820 21,287 35,834 37,533: 5,350 3,651
: : :
: : Changes in Commitments from: February 13, 2007 :
: 9,871: 6,469 -1,665 2,738 -1,450 6,124 7,756 7,197: 2,115 2,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 4.8 17.1 36.8 68.9 82.8 90.8: 17.2 9.2
Old : 100.0: 35.7 5.7 12.9 33.4 72.1 82.0 90.8: 18.0 9.2
Other: 100.0: 17.4 25.3 14.2 55.4 51.7 87.0 91.1: 13.0 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 72 34 53 63 59 171 124:
Old : 190: 81 28 49 62 56 169 115:
Other: 89: 18 25 22 29 31 59 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 : 17.0 39.9 26.2 51.5 10.0 36.0 18.4 43.9
Old : 14.1 45.2 24.1 55.9 11.8 39.8 21.1 49.8
Other: 47.7 29.7 57.8 44.9 47.2 29.0 56.7 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 18,713: 4,237 688 2,275 8,487 13,997 14,999 16,960: 3,713 1,752
Old : 12,969: 2,356 828 1,496 6,363 9,053 10,215 11,376: 2,753 1,592
Other: 5,744: 2,030 9 630 2,123 4,945 4,784 5,584: 960 160
: : :
: : Changes in Commitments from: February 13, 2007 :
: 403: -297 39 559 338 -330 600 267: -197 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.7 12.2 45.4 74.8 80.2 90.6: 19.8 9.4
Old : 100.0: 18.2 6.4 11.5 49.1 69.8 78.8 87.7: 21.2 12.3
Other: 100.0: 35.3 0.2 11.0 37.0 86.1 83.3 97.2: 16.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 25 6 9 30 22 58 34:
Old : 64: 18 10 6 29 21 51 33:
Other: 43: 16 1 6 16 17 33 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 55.1 35.3 70.3 16.6 45.7 28.1 56.8
Old : 20.2 54.2 34.9 69.7 18.8 47.7 30.4 58.4
Other: 39.7 72.1 57.7 86.8 32.0 56.0 40.7 66.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 852,208: 124,220 234,309 19,846 591,402 493,735 735,468 747,890: 116,740 104,318
Old : 852,208: 124,220 234,309 19,846 591,402 493,735 735,468 747,890: 116,740 104,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 31,165: -8,691 8,079 -195 38,317 24,112 29,432 31,996: 1,734 -831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.5 2.3 69.4 57.9 86.3 87.8: 13.7 12.2
Old : 100.0: 14.6 27.5 2.3 69.4 57.9 86.3 87.8: 13.7 12.2
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 : 184: 36 40 17 81 76 124 127:
Old : 184: 36 40 17 81 76 124 127:
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 : 29.9 16.1 41.5 27.0 29.7 15.9 41.0 24.5
Old : 29.9 16.1 41.5 27.0 29.7 15.9 41.0 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 2,906,873: 530,176 338,177 319,381 1,750,061 1,861,594 2,599,618 2,519,153: 307,256 387,720
Old : 2,906,873: 530,176 338,177 319,381 1,750,061 1,861,594 2,599,618 2,519,153: 307,256 387,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -105,424: -42,841 -63,546 9,338 -95,200 -20,459 -128,704 -74,667: 23,280 -30,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.6 11.0 60.2 64.0 89.4 86.7: 10.6 13.3
Old : 100.0: 18.2 11.6 11.0 60.2 64.0 89.4 86.7: 10.6 13.3
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 : 320: 63 79 82 144 150 245 274:
Old : 320: 63 79 82 144 150 245 274:
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 : 20.6 22.1 31.5 34.0 13.6 17.4 22.1 25.2
Old : 20.6 22.1 31.5 34.0 13.6 17.4 22.1 25.2
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, February 20, 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 : 1,649,090: 184,514 241,424 130,039 1,097,274 989,182 1,411,827 1,360,644: 237,263 288,446
Old : 1,649,090: 184,514 241,424 130,039 1,097,274 989,182 1,411,827 1,360,644: 237,263 288,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -31,601: -8,257 -26,241 7,656 -54,921 3,748 -55,522 -14,836: 23,921 -16,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.6 7.9 66.5 60.0 85.6 82.5: 14.4 17.5
Old : 100.0: 11.2 14.6 7.9 66.5 60.0 85.6 82.5: 14.4 17.5
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 : 196: 37 42 38 90 90 149 148:
Old : 196: 37 42 38 90 90 149 148:
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 26.1 39.5 35.1 23.4 24.5 31.3 30.9
Old : 28.0 26.1 39.5 35.1 23.4 24.5 31.3 30.9
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 20, 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 : 748,355: 152,983 98,491 292,611 277,141 332,174 722,735 723,276: 25,620 25,078
Old : 748,355: 152,983 98,491 292,611 277,141 332,174 722,735 723,276: 25,620 25,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 38,697: 15,490 23,417 5,803 15,966 8,274 37,260 37,494: 1,437 1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.2 39.1 37.0 44.4 96.6 96.6: 3.4 3.4
Old : 100.0: 20.4 13.2 39.1 37.0 44.4 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 : 140: 37 38 53 56 58 122 121:
Old : 140: 37 38 53 56 58 122 121:
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 : 33.2 33.0 45.7 47.3 18.1 16.8 23.5 21.1
Old : 33.2 33.0 45.7 47.3 18.1 16.8 23.5 21.1
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 20, 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 : 10,963: 2,875 227 308 2,027 6,959 5,210 7,493: 5,753 3,469
Old : 10,963: 2,875 227 308 2,027 6,959 5,210 7,493: 5,753 3,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 214: -311 227 -5 270 154 -46 375: 261 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.1 2.8 18.5 63.5 47.5 68.4: 52.5 31.6
Old : 100.0: 26.2 2.1 2.8 18.5 63.5 47.5 68.4: 52.5 31.6
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 : 20: 7 2 2 3 10 11 13:
Old : 20: 7 2 2 3 10 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 44.2 42.8 58.8 26.0 44.2 37.5 58.4
Old : 27.1 44.2 42.8 58.8 26.0 44.2 37.5 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 42,650: 11,596 5,827 2,326 9,005 25,249 22,927 33,403: 19,723 9,248
Old : 42,650: 11,596 5,827 2,326 9,005 25,249 22,927 33,403: 19,723 9,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,450: -2,301 2,612 168 3,307 -21 1,174 2,758: 277 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.7 5.5 21.1 59.2 53.8 78.3: 46.2 21.7
Old : 100.0: 27.2 13.7 5.5 21.1 59.2 53.8 78.3: 46.2 21.7
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 : 56: 23 15 8 11 16 39 34:
Old : 56: 23 15 8 11 16 39 34:
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 37.2 32.4 51.5 22.6 36.8 30.5 50.9
Old : 23.1 37.2 32.4 51.5 22.6 36.8 30.5 50.9
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 20, 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 : 76,047: 33,235 7,579 544 19,938 59,683 53,717 67,806: 22,330 8,241
Old : 76,047: 33,235 7,579 544 19,938 59,683 53,717 67,806: 22,330 8,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 3,096: 3,503 399 27 111 2,251 3,641 2,677: -545 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 10.0 0.7 26.2 78.5 70.6 89.2: 29.4 10.8
Old : 100.0: 43.7 10.0 0.7 26.2 78.5 70.6 89.2: 29.4 10.8
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 : 76: 29 18 11 19 14 52 39:
Old : 76: 29 18 11 19 14 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 54.0 36.8 71.8 24.1 54.0 36.8 71.8
Old : 24.1 54.0 36.8 71.8 24.1 54.0 36.8 71.8
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 20, 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 : 142,865: 56,112 61,174 2,083 72,440 32,728 130,635 95,985: 12,231 46,881
Old : 142,865: 56,112 61,174 2,083 72,440 32,728 130,635 95,985: 12,231 46,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 11,980: 6,457 4,931 2 4,730 4,795 11,188 9,728: 792 2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 42.8 1.5 50.7 22.9 91.4 67.2: 8.6 32.8
Old : 100.0: 39.3 42.8 1.5 50.7 22.9 91.4 67.2: 8.6 32.8
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 : 127: 43 43 19 27 24 86 70:
Old : 127: 43 43 19 27 24 86 70:
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 : 46.0 21.8 56.3 32.2 44.7 21.2 54.1 31.6
Old : 46.0 21.8 56.3 32.2 44.7 21.2 54.1 31.6
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 20, 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 : 46,538: 3,358 16,549 478 42,566 29,376 46,402 46,403: 136 135
Old : 46,538: 3,358 16,549 478 42,566 29,376 46,402 46,403: 136 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,860: 516 -45 -108 1,437 2,033 1,845 1,880: 15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 35.6 1.0 91.5 63.1 99.7 99.7: 0.3 0.3
Old : 100.0: 7.2 35.6 1.0 91.5 63.1 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 : 34: 8 10 3 10 11 19 23:
Old : 34: 8 10 3 10 11 19 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 84.2 93.2 93.9 78.8 77.2 87.7 86.8
Old : 80.3 84.2 93.2 93.9 78.8 77.2 87.7 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2007