WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 478,199: 74,457 64,244 128,209 242,986 227,797 445,651 420,250: 32,547 57,949
Old : 222,612: 38,802 75,552 18,172 150,955 109,642 207,930 203,366: 14,682 19,246
Other: 255,587: 77,688 30,726 68,003 92,030 118,156 237,721 216,884: 17,865 38,703
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,147: 523 759 4,065 -1,139 -2,811 3,449 2,013: 698 2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.4 26.8 50.8 47.6 93.2 87.9: 6.8 12.1
Old : 100.0: 17.4 33.9 8.2 67.8 49.3 93.4 91.4: 6.6 8.6
Other: 100.0: 30.4 12.0 26.6 36.0 46.2 93.0 84.9: 7.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 112 114 140 82 109 285 295:
Old : 295: 81 113 51 49 78 160 212:
Other: 304: 113 72 92 68 98 222 226:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 16.3 30.7 24.8 20.8 12.9 30.1 18.8
Old : 38.3 20.4 53.9 30.3 38.3 19.7 53.9 29.3
Other: 16.7 18.8 26.9 26.1 16.5 14.9 23.5 19.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,040,518: 339,682 64,835 614,950 840,783 1,046,272 1,795,414 1,726,057: 245,104 314,461
Old : 1,144,976: 185,053 118,922 266,981 538,965 597,895 990,999 983,798: 153,978 161,179
Other: 895,542: 249,365 40,649 253,233 301,818 448,377 804,415 742,259: 91,126 153,283
: : :
: : Changes in Commitments from: March 6, 2007 :
: -4,180: -32,657 -1,796 21,745 20,393 -10,816 9,481 9,133: -13,661 -13,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 3.2 30.1 41.2 51.3 88.0 84.6: 12.0 15.4
Old : 100.0: 16.2 10.4 23.3 47.1 52.2 86.6 85.9: 13.4 14.1
Other: 100.0: 27.8 4.5 28.3 33.7 50.1 89.8 82.9: 10.2 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 848: 250 134 278 329 392 700 708:
Old : 806: 219 144 220 296 359 618 635:
Other: 697: 169 120 151 222 350 461 553:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 19.3 19.9 24.9 9.7 12.0 14.4 15.4
Old : 13.7 19.0 22.7 25.3 13.3 14.6 20.4 18.9
Other: 17.0 20.2 26.8 26.2 10.0 9.3 16.9 13.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 19,346: 4,829 580 1,326 9,313 15,590 15,468 17,496: 3,878 1,850
Old : 7,306: 2,171 612 141 3,463 5,609 5,775 6,362: 1,531 944
Other: 12,040: 2,777 87 1,066 5,851 9,981 9,693 11,134: 2,347 906
: : :
: : Changes in Commitments from: March 6, 2007 :
: 163: 558 -471 -299 -218 911 40 141: 123 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 3.0 6.9 48.1 80.6 80.0 90.4: 20.0 9.6
Old : 100.0: 29.7 8.4 1.9 47.4 76.8 79.0 87.1: 21.0 12.9
Other: 100.0: 23.1 0.7 8.9 48.6 82.9 80.5 92.5: 19.5 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 23 9 8 18 17 48 28:
Old : 42: 14 6 3 12 15 27 23:
Other: 39: 13 6 7 14 13 33 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 : 31.2 48.5 42.8 73.8 26.8 44.6 37.4 62.2
Old : 37.2 57.5 56.6 70.2 37.2 56.0 56.6 68.4
Other: 40.5 65.5 55.5 82.9 40.5 62.7 52.6 76.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 610,320: 105,167 28,258 162,503 251,771 312,438 519,441 503,199: 90,879 107,121
Old : 421,879: 85,549 46,018 78,108 194,821 229,287 358,477 353,413: 63,402 68,466
Other: 188,442: 51,565 14,186 52,449 56,950 83,151 160,964 149,786: 27,477 38,655
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,729: 4,552 -6,955 -3,504 -727 10,276 321 -184: 1,408 1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 4.6 26.6 41.3 51.2 85.1 82.4: 14.9 17.6
Old : 100.0: 20.3 10.9 18.5 46.2 54.3 85.0 83.8: 15.0 16.2
Other: 100.0: 27.4 7.5 27.8 30.2 44.1 85.4 79.5: 14.6 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 151 95 146 132 157 357 340:
Old : 422: 137 109 114 117 141 315 306:
Other: 296: 82 65 63 75 128 188 227:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 22.2 27.2 34.1 13.7 17.2 18.7 21.6
Old : 19.6 25.6 30.7 37.1 19.6 20.5 26.7 27.5
Other: 27.1 23.9 35.5 35.1 17.7 14.8 23.5 19.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 14,550: 10,983 2,305 724 182 694 11,889 3,723: 2,661 10,827
Old : 6,316: 3,672 2,125 525 182 284 4,379 2,934: 1,937 3,382
Other: 8,234: 7,495 364 15 0 410 7,510 789: 724 7,445
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,297: 1,463 613 87 5 19 1,555 719: -258 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 15.8 5.0 1.3 4.8 81.7 25.6: 18.3 74.4
Old : 100.0: 58.1 33.6 8.3 2.9 4.5 69.3 46.5: 30.7 53.5
Other: 100.0: 91.0 4.4 0.2 0.0 5.0 91.2 9.6: 8.8 90.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 6 7 2 3 18 15:
Old : 24: 13 8 6 2 2 18 13:
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 : 53.2 14.0 68.2 21.5 51.5 13.8 65.7 19.6
Old : 35.1 29.6 50.1 43.1 33.4 28.5 47.5 36.5
Other: 76.8 9.1 88.9 9.6 76.6 9.1 88.8 9.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 301,952: 73,560 9,242 59,665 139,110 215,570 272,335 284,477: 29,617 17,475
Old : 238,783: 65,027 16,835 33,179 114,411 174,255 212,617 224,269: 26,165 14,514
Other: 63,169: 21,484 5,358 13,536 24,698 41,315 59,718 60,209: 3,452 2,961
: : :
: : Changes in Commitments from: March 6, 2007 :
: 5,171: 355 -9,632 4,562 1,037 13,688 5,954 8,619: -783 -3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 3.1 19.8 46.1 71.4 90.2 94.2: 9.8 5.8
Old : 100.0: 27.2 7.1 13.9 47.9 73.0 89.0 93.9: 11.0 6.1
Other: 100.0: 34.0 8.5 21.4 39.1 65.4 94.5 95.3: 5.5 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 79 25 48 60 59 169 115:
Old : 191: 78 30 38 58 57 156 108:
Other: 95: 30 17 23 29 34 74 62:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 38.3 24.2 50.4 15.6 32.9 22.1 42.3
Old : 19.3 41.7 27.0 54.7 19.3 38.9 26.6 48.7
Other: 28.9 37.8 46.0 53.2 27.9 34.8 41.9 46.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,077,627: 131,997 184,760 119,691 663,217 589,884 914,905 894,335: 162,722 183,292
Old : 1,077,627: 131,997 184,760 119,691 663,217 589,884 914,905 894,335: 162,722 183,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -42,285: 15,313 -1,362 -27,567 -32,497 -11,978 -44,751 -40,908: 2,466 -1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.1 11.1 61.5 54.7 84.9 83.0: 15.1 17.0
Old : 100.0: 12.2 17.1 11.1 61.5 54.7 84.9 83.0: 15.1 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 : 189: 39 40 49 87 93 149 159:
Old : 189: 39 40 49 87 93 149 159:
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 : 19.6 23.7 28.6 32.5 17.2 19.3 24.3 25.4
Old : 19.6 23.7 28.6 32.5 17.2 19.3 24.3 25.4
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, March 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 : 236,946: 54,506 16,064 38,817 96,418 156,542 189,740 211,423: 47,206 25,524
Old : 180,261: 51,843 10,007 26,006 64,361 123,156 142,210 159,168: 38,051 21,092
Other: 56,685: 6,887 10,282 8,587 32,057 33,386 47,530 52,254: 9,155 4,431
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,152: -4,161 -8,249 1,644 830 5,781 -1,687 -824: 535 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 6.8 16.4 40.7 66.1 80.1 89.2: 19.9 10.8
Old : 100.0: 28.8 5.6 14.4 35.7 68.3 78.9 88.3: 21.1 11.7
Other: 100.0: 12.1 18.1 15.1 56.6 58.9 83.8 92.2: 16.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 60 32 51 60 58 156 125:
Old : 176: 67 33 43 57 53 148 111:
Other: 105: 22 28 30 37 35 76 78:
:----------------------------------------------------------------------------------------------------
: 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 33.2 28.0 47.9 14.0 30.7 22.4 42.1
Old : 14.1 39.6 23.9 52.3 12.1 35.9 21.3 46.4
Other: 45.8 28.0 55.2 41.7 44.3 26.9 51.4 40.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 19,186: 6,210 698 1,955 7,321 15,360 15,486 18,012: 3,700 1,173
Old : 11,559: 3,394 939 901 4,997 8,798 9,293 10,638: 2,266 921
Other: 7,627: 3,058 0 812 2,324 6,562 6,194 7,374: 1,433 253
: : :
: : Changes in Commitments from: March 6, 2007 :
: 138: 280 -251 -29 -91 510 159 230: -21 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 3.6 10.2 38.2 80.1 80.7 93.9: 19.3 6.1
Old : 100.0: 29.4 8.1 7.8 43.2 76.1 80.4 92.0: 19.6 8.0
Other: 100.0: 40.1 0.0 10.7 30.5 86.0 81.2 96.7: 18.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 24 6 7 28 24 57 32:
Old : 59: 15 7 6 24 22 45 29:
Other: 46: 18 0 7 18 18 36 25:
:----------------------------------------------------------------------------------------------------
: 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 57.2 30.8 74.0 15.3 51.8 27.7 64.5
Old : 21.8 56.3 37.9 73.7 21.8 55.4 36.7 68.4
Other: 33.3 74.0 50.3 86.1 29.0 61.5 38.7 69.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 854,561: 112,696 222,942 23,997 620,167 526,219 756,859 773,157: 97,702 81,404
Old : 854,561: 112,696 222,942 23,997 620,167 526,219 756,859 773,157: 97,702 81,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,120: -10,599 -27,917 3,819 51,963 49,997 45,183 25,899: -41,064 -21,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 26.1 2.8 72.6 61.6 88.6 90.5: 11.4 9.5
Old : 100.0: 13.2 26.1 2.8 72.6 61.6 88.6 90.5: 11.4 9.5
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 : 193: 37 40 17 86 81 131 130:
Old : 193: 37 40 17 86 81 131 130:
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 22.0 38.1 34.3 24.7 20.5 36.7 31.3
Old : 25.5 22.0 38.1 34.3 24.7 20.5 36.7 31.3
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, March 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 : 2,877,003: 637,895 245,266 299,472 1,589,240 1,936,094 2,526,607 2,480,832: 350,396 396,171
Old : 2,877,003: 637,895 245,266 299,472 1,589,240 1,936,094 2,526,607 2,480,832: 350,396 396,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 146,163: 42,083 -2,297 19,959 60,091 143,597 122,133 161,260: 24,030 -15,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 8.5 10.4 55.2 67.3 87.8 86.2: 12.2 13.8
Old : 100.0: 22.2 8.5 10.4 55.2 67.3 87.8 86.2: 12.2 13.8
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 : 318: 67 75 75 134 147 239 259:
Old : 318: 67 75 75 134 147 239 259:
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 : 19.4 23.9 29.5 36.6 16.4 20.5 25.0 31.3
Old : 19.4 23.9 29.5 36.6 16.4 20.5 25.0 31.3
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, March 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 : 1,620,671: 182,974 273,685 127,050 1,032,190 960,323 1,342,214 1,361,058: 278,457 259,613
Old : 1,620,671: 182,974 273,685 127,050 1,032,190 960,323 1,342,214 1,361,058: 278,457 259,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 52,331: -63,664 15,639 12,710 89,265 5,759 38,311 34,108: 14,020 18,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.9 7.8 63.7 59.3 82.8 84.0: 17.2 16.0
Old : 100.0: 11.3 16.9 7.8 63.7 59.3 82.8 84.0: 17.2 16.0
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 : 192: 38 38 41 95 88 161 139:
Old : 192: 38 38 41 95 88 161 139:
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 : 27.5 26.2 36.4 37.3 23.8 24.7 30.3 33.1
Old : 27.5 26.2 36.4 37.3 23.8 24.7 30.3 33.1
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 876,481: 213,217 161,642 258,965 366,828 423,825 839,010 844,432: 37,472 32,050
Old : 876,481: 213,217 161,642 258,965 366,828 423,825 839,010 844,432: 37,472 32,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 75,702: 25,211 16,265 -16,182 66,571 77,490 75,599 77,574: 103 -1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.4 29.5 41.9 48.4 95.7 96.3: 4.3 3.7
Old : 100.0: 24.3 18.4 29.5 41.9 48.4 95.7 96.3: 4.3 3.7
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 : 148: 56 27 51 58 58 134 116:
Old : 148: 56 27 51 58 58 134 116:
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 : 24.2 35.9 37.4 51.1 16.7 25.1 24.6 31.8
Old : 24.2 35.9 37.4 51.1 16.7 25.1 24.6 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 41,779: 10,838 8,561 2,744 9,654 23,436 23,236 34,741: 18,543 7,038
Old : 41,779: 10,838 8,561 2,744 9,654 23,436 23,236 34,741: 18,543 7,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,568: -566 375 -102 970 -1,239 302 -966: -1,870 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 20.5 6.6 23.1 56.1 55.6 83.2: 44.4 16.8
Old : 100.0: 25.9 20.5 6.6 23.1 56.1 55.6 83.2: 44.4 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 22 17 14 13 15 43 38:
Old : 59: 22 17 14 13 15 43 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 : 16.2 33.6 27.4 53.9 15.3 33.1 25.6 52.6
Old : 16.2 33.6 27.4 53.9 15.3 33.1 25.6 52.6
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, March 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 : 80,292: 30,701 6,258 5,289 20,960 60,628 56,950 72,174: 23,342 8,118
Old : 80,292: 30,701 6,258 5,289 20,960 60,628 56,950 72,174: 23,342 8,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 5,864: -858 454 3,559 1,297 1,347 3,997 5,359: 1,867 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 7.8 6.6 26.1 75.5 70.9 89.9: 29.1 10.1
Old : 100.0: 38.2 7.8 6.6 26.1 75.5 70.9 89.9: 29.1 10.1
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 : 77: 28 18 20 21 18 59 47:
Old : 77: 28 18 20 21 18 59 47:
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 : 22.6 53.0 34.9 67.9 22.5 53.0 33.7 67.6
Old : 22.6 53.0 34.9 67.9 22.5 53.0 33.7 67.6
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, March 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 : 170,961: 43,644 63,836 7,997 102,974 52,973 154,615 124,806: 16,346 46,154
Old : 170,961: 43,644 63,836 7,997 102,974 52,973 154,615 124,806: 16,346 46,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 29,935: -137 56 4,545 21,684 20,463 26,092 25,064: 3,843 4,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 37.3 4.7 60.2 31.0 90.4 73.0: 9.6 27.0
Old : 100.0: 25.5 37.3 4.7 60.2 31.0 90.4 73.0: 9.6 27.0
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 : 122: 40 41 35 30 27 88 86:
Old : 122: 40 41 35 30 27 88 86:
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 : 41.1 23.8 58.8 36.1 32.7 20.1 46.4 28.7
Old : 41.1 23.8 58.8 36.1 32.7 20.1 46.4 28.7
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, March 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) :
: : :
All : 57,951: 2,599 22,067 2,965 50,694 29,597 56,258 54,629: 1,693 3,322
Old : 57,951: 2,599 22,067 2,965 50,694 29,597 56,258 54,629: 1,693 3,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,875: 146 2,073 416 2,775 -803 3,337 1,686: 1,538 3,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 38.1 5.1 87.5 51.1 97.1 94.3: 2.9 5.7
Old : 100.0: 4.5 38.1 5.1 87.5 51.1 97.1 94.3: 2.9 5.7
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 : 39: 10 11 4 13 11 24 25:
Old : 39: 10 11 4 13 11 24 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 : 75.7 78.3 90.2 89.3 72.9 70.0 79.7 77.1
Old : 75.7 78.3 90.2 89.3 72.9 70.0 79.7 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2007