WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 484,551: 72,978 75,405 135,445 243,548 213,729 451,971 424,579: 32,580 59,972
Old : 212,820: 34,404 83,016 20,256 145,826 90,097 200,486 193,369: 12,334 19,451
Other: 271,731: 80,989 34,805 72,774 97,722 123,632 251,485 231,210: 20,247 40,521
: : :
: : Changes in Commitments from: March 13, 2007 :
: 6,352: -1,480 11,161 7,237 563 -14,068 6,319 4,329: 33 2,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.6 28.0 50.3 44.1 93.3 87.6: 6.7 12.4
Old : 100.0: 16.2 39.0 9.5 68.5 42.3 94.2 90.9: 5.8 9.1
Other: 100.0: 29.8 12.8 26.8 36.0 45.5 92.5 85.1: 7.5 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 102 129 139 82 108 276 305:
Old : 298: 73 126 58 49 74 159 222:
Other: 300: 105 76 99 67 97 220 230:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 14.4 29.7 21.6 20.1 11.3 29.5 16.7
Old : 37.9 16.4 53.7 26.2 37.9 15.9 53.7 25.1
Other: 15.9 16.5 25.7 24.1 15.5 13.3 22.9 18.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,069,720: 333,816 60,086 638,497 848,951 1,056,676 1,821,264 1,755,259: 248,455 314,461
Old : 1,128,931: 156,427 107,708 282,748 536,363 582,323 975,538 972,778: 153,393 156,153
Other: 940,788: 258,924 33,913 274,214 312,588 474,353 845,726 782,481: 95,063 158,308
: : :
: : Changes in Commitments from: March 13, 2007 :
: 29,201: -5,866 -4,749 23,548 8,168 10,403 25,850 29,202: 3,351 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 2.9 30.8 41.0 51.1 88.0 84.8: 12.0 15.2
Old : 100.0: 13.9 9.5 25.0 47.5 51.6 86.4 86.2: 13.6 13.8
Other: 100.0: 27.5 3.6 29.1 33.2 50.4 89.9 83.2: 10.1 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 840: 252 133 278 328 388 697 702:
Old : 797: 209 149 219 296 356 613 630:
Other: 691: 175 114 151 217 348 458 549:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 19.4 20.4 25.5 9.7 11.4 13.9 14.8
Old : 13.6 19.1 22.3 25.7 13.0 13.9 19.8 18.1
Other: 17.4 20.4 26.1 26.7 9.7 9.2 16.0 13.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 20,204: 5,665 41 1,340 8,913 16,865 15,917 18,246: 4,287 1,959
Old : 7,759: 2,994 195 101 3,064 6,530 6,158 6,825: 1,601 934
Other: 12,446: 2,919 94 992 5,849 10,335 9,759 11,421: 2,687 1,025
: : :
: : Changes in Commitments from: March 13, 2007 :
: 859: 836 -538 14 -400 1,274 449 750: 409 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 0.2 6.6 44.1 83.5 78.8 90.3: 21.2 9.7
Old : 100.0: 38.6 2.5 1.3 39.5 84.2 79.4 88.0: 20.6 12.0
Other: 100.0: 23.5 0.8 8.0 47.0 83.0 78.4 91.8: 21.6 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 30 5 9 18 16 54 25:
Old : 46: 20 5 3 11 15 32 22:
Other: 38: 14 6 8 14 11 34 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 49.2 39.7 76.5 24.5 47.1 34.7 65.3
Old : 31.8 58.3 50.4 74.3 31.8 57.0 50.4 72.9
Other: 39.3 66.1 53.9 82.7 39.3 63.2 51.3 76.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 629,459: 110,375 29,546 170,137 257,353 321,755 537,866 521,438: 91,594 108,021
Old : 433,080: 89,967 47,013 82,172 197,422 236,271 369,561 365,456: 63,519 67,624
Other: 196,380: 52,749 14,874 55,624 59,931 85,484 168,305 155,983: 28,075 40,397
: : :
: : Changes in Commitments from: March 13, 2007 :
: 19,139: 5,208 1,288 7,635 5,582 9,317 18,425 18,239: 715 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 4.7 27.0 40.9 51.1 85.4 82.8: 14.6 17.2
Old : 100.0: 20.8 10.9 19.0 45.6 54.6 85.3 84.4: 14.7 15.6
Other: 100.0: 26.9 7.6 28.3 30.5 43.5 85.7 79.4: 14.3 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 164 93 155 134 158 376 343:
Old : 432: 149 105 125 119 144 332 313:
Other: 303: 83 66 66 81 128 201 226:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 21.8 27.5 33.6 13.4 16.9 18.5 21.4
Old : 19.4 25.1 30.7 37.0 19.3 19.7 26.8 27.0
Other: 27.5 22.4 35.2 33.3 18.1 13.5 23.6 18.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 15,156: 11,329 2,654 581 182 682 12,092 3,917: 3,064 11,239
Old : 6,711: 3,860 2,425 410 182 267 4,452 3,102: 2,259 3,609
Other: 8,445: 7,620 380 20 0 415 7,640 815: 805 7,630
: : :
: : Changes in Commitments from: March 13, 2007 :
: 606: 346 349 -143 0 -12 203 194: 403 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 17.5 3.8 1.2 4.5 79.8 25.8: 20.2 74.2
Old : 100.0: 57.5 36.1 6.1 2.7 4.0 66.3 46.2: 33.7 53.8
Other: 100.0: 90.2 4.5 0.2 0.0 4.9 90.5 9.7: 9.5 90.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 9 8 2 3 16 19:
Old : 25: 12 10 6 2 2 15 17:
Other: 17: 10 4 3 0 3 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 52.4 11.3 68.1 17.7 50.8 11.1 65.9 17.1
Old : 38.3 22.4 54.6 35.2 36.8 21.6 52.2 33.5
Other: 76.2 9.0 88.3 9.6 76.0 9.0 88.1 9.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 315,477: 78,058 10,229 63,316 144,589 224,294 285,963 297,839: 29,514 17,638
Old : 249,200: 68,347 18,964 35,822 119,055 179,863 223,224 234,649: 25,976 14,551
Other: 66,277: 23,104 4,659 14,100 25,534 44,431 62,739 63,191: 3,538 3,087
: : :
: : Changes in Commitments from: March 13, 2007 :
: 13,525: 4,498 987 3,651 5,479 8,725 13,628 13,362: -103 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.2 20.1 45.8 71.1 90.6 94.4: 9.4 5.6
Old : 100.0: 27.4 7.6 14.4 47.8 72.2 89.6 94.2: 10.4 5.8
Other: 100.0: 34.9 7.0 21.3 38.5 67.0 94.7 95.3: 5.3 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 84 31 55 62 61 181 125:
Old : 202: 81 38 45 59 60 166 120:
Other: 103: 38 16 28 31 38 84 69:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 37.7 23.8 50.0 15.0 32.4 21.5 41.9
Old : 18.5 41.8 26.9 54.1 18.5 39.6 26.0 48.3
Other: 28.2 39.3 44.4 53.8 26.7 36.7 40.1 47.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,047,141: 121,511 185,429 110,273 666,038 585,103 897,822 880,804: 149,318 166,336
Old : 1,047,141: 121,511 185,429 110,273 666,038 585,103 897,822 880,804: 149,318 166,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -30,486: -10,486 669 -9,418 2,821 -4,781 -17,083 -13,530: -13,404 -16,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.7 10.5 63.6 55.9 85.7 84.1: 14.3 15.9
Old : 100.0: 11.6 17.7 10.5 63.6 55.9 85.7 84.1: 14.3 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 40 40 47 85 93 147 158:
Old : 188: 40 40 47 85 93 147 158:
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 23.3 29.8 32.5 16.7 17.5 22.9 24.0
Old : 20.6 23.3 29.8 32.5 16.7 17.5 22.9 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 237,675: 52,084 16,795 42,159 95,123 152,048 189,366 211,002: 48,308 26,672
Old : 179,564: 49,457 10,711 29,061 62,555 118,648 141,073 158,420: 38,491 21,144
Other: 58,110: 6,962 10,419 8,763 32,568 33,400 48,293 52,582: 9,817 5,528
: : :
: : Changes in Commitments from: March 13, 2007 :
: 728: -2,422 731 3,342 -1,295 -4,494 -374 -420: 1,102 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 7.1 17.7 40.0 64.0 79.7 88.8: 20.3 11.2
Old : 100.0: 27.5 6.0 16.2 34.8 66.1 78.6 88.2: 21.4 11.8
Other: 100.0: 12.0 17.9 15.1 56.0 57.5 83.1 90.5: 16.9 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 57 34 54 57 58 153 125:
Old : 172: 65 32 43 54 52 144 109:
Other: 103: 23 28 29 36 35 76 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 31.4 26.9 45.6 14.9 30.0 22.8 41.2
Old : 13.7 37.2 22.4 49.5 11.7 35.6 19.8 44.6
Other: 44.4 29.5 54.0 41.7 43.0 28.6 49.6 40.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 17,821: 4,666 689 1,634 7,821 14,337 14,121 16,660: 3,700 1,161
Old : 10,009: 2,396 828 467 5,119 7,755 7,982 9,050: 2,027 958
Other: 7,812: 2,494 84 943 2,702 6,582 6,139 7,610: 1,673 202
: : :
: : Changes in Commitments from: March 13, 2007 :
: -1,365: -1,544 -9 -321 499 -1,022 -1,366 -1,352: 0 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.9 9.2 43.9 80.5 79.2 93.5: 20.8 6.5
Old : 100.0: 23.9 8.3 4.7 51.1 77.5 79.8 90.4: 20.2 9.6
Other: 100.0: 31.9 1.1 12.1 34.6 84.3 78.6 97.4: 21.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 23 5 9 27 23 54 33:
Old : 59: 15 8 6 23 21 43 30:
Other: 45: 16 2 8 18 18 36 26:
:----------------------------------------------------------------------------------------------------
: 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 56.9 35.0 72.0 18.1 49.0 30.4 62.2
Old : 22.5 56.6 37.5 72.6 22.4 52.0 36.1 66.9
Other: 37.3 72.4 51.7 86.7 31.5 59.9 41.1 67.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 920,008: 117,644 244,486 17,991 649,652 549,945 785,286 812,421: 134,722 107,587
Old : 920,008: 117,644 244,486 17,991 649,652 549,945 785,286 812,421: 134,722 107,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 65,447: 4,948 21,544 -6,006 29,484 23,726 28,427 39,264: 37,020 26,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.6 2.0 70.6 59.8 85.4 88.3: 14.6 11.7
Old : 100.0: 12.8 26.6 2.0 70.6 59.8 85.4 88.3: 14.6 11.7
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 : 190: 39 34 17 83 82 131 124:
Old : 190: 39 34 17 83 82 131 124:
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 : 27.0 25.0 38.8 36.7 25.9 23.3 37.4 34.0
Old : 27.0 25.0 38.8 36.7 25.9 23.3 37.4 34.0
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 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 : 2,902,163: 700,574 228,226 285,575 1,577,628 2,015,808 2,563,777 2,529,608: 338,386 372,555
Old : 2,902,163: 700,574 228,226 285,575 1,577,628 2,015,808 2,563,777 2,529,608: 338,386 372,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 25,160: 62,679 -17,040 -13,897 -11,612 79,714 37,170 48,776: -12,010 -23,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 7.9 9.8 54.4 69.5 88.3 87.2: 11.7 12.8
Old : 100.0: 24.1 7.9 9.8 54.4 69.5 88.3 87.2: 11.7 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 : 322: 69 72 74 138 151 245 259:
Old : 322: 69 72 74 138 151 245 259:
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 : 21.3 26.8 31.5 39.0 18.8 23.0 26.7 33.6
Old : 21.3 26.8 31.5 39.0 18.8 23.0 26.7 33.6
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 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 : 1,656,052: 174,120 314,734 140,964 1,082,428 956,474 1,397,511 1,412,171: 258,540 243,880
Old : 1,656,052: 174,120 314,734 140,964 1,082,428 956,474 1,397,511 1,412,171: 258,540 243,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 35,381: -8,854 41,049 13,914 50,237 -3,850 55,297 51,113: -19,917 -15,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.0 8.5 65.4 57.8 84.4 85.3: 15.6 14.7
Old : 100.0: 10.5 19.0 8.5 65.4 57.8 84.4 85.3: 15.6 14.7
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 : 194: 41 39 42 91 92 158 147:
Old : 194: 41 39 42 91 92 158 147:
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 : 28.2 26.1 36.9 36.5 24.4 23.4 30.6 32.0
Old : 28.2 26.1 36.9 36.5 24.4 23.4 30.6 32.0
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 945,758: 181,870 180,599 278,858 441,553 452,151 902,281 911,609: 43,477 34,149
Old : 945,758: 181,870 180,599 278,858 441,553 452,151 902,281 911,609: 43,477 34,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 69,277: -31,347 18,957 19,893 74,725 28,326 63,271 67,177: 6,006 2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 19.1 29.5 46.7 47.8 95.4 96.4: 4.6 3.6
Old : 100.0: 19.2 19.1 29.5 46.7 47.8 95.4 96.4: 4.6 3.6
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 : 148: 51 30 54 61 60 135 122:
Old : 148: 51 30 54 61 60 135 122:
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 36.7 36.3 51.6 17.8 29.4 26.1 35.9
Old : 24.2 36.7 36.3 51.6 17.8 29.4 26.1 35.9
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 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 : 42,299: 11,643 6,128 2,481 8,832 25,595 22,956 34,204: 19,343 8,095
Old : 42,299: 11,643 6,128 2,481 8,832 25,595 22,956 34,204: 19,343 8,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 520: 805 -2,433 -263 -822 2,159 -280 -537: 800 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 14.5 5.9 20.9 60.5 54.3 80.9: 45.7 19.1
Old : 100.0: 27.5 14.5 5.9 20.9 60.5 54.3 80.9: 45.7 19.1
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 : 52: 21 13 12 10 14 39 31:
Old : 52: 21 13 12 10 14 39 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 32.9 30.1 54.7 16.2 32.8 25.4 52.1
Old : 19.2 32.9 30.1 54.7 16.2 32.8 25.4 52.1
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 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 : 40,219: 16,538 5,311 879 16,413 28,471 33,830 34,661: 6,388 5,558
Old : 40,219: 16,538 5,311 879 16,413 28,471 33,830 34,661: 6,388 5,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -40,073: -14,163 -947 -4,410 -4,547 -32,156 -23,119 -37,513: -16,954 -2,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 13.2 2.2 40.8 70.8 84.1 86.2: 15.9 13.8
Old : 100.0: 41.1 13.2 2.2 40.8 70.8 84.1 86.2: 15.9 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 : 60: 24 10 8 17 14 44 29:
Old : 60: 24 10 8 17 14 44 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 : 25.8 46.2 44.2 65.0 25.1 46.2 43.5 65.0
Old : 25.8 46.2 44.2 65.0 25.1 46.2 43.5 65.0
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 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 : 73,227: 34,310 27,572 1,085 27,357 29,320 62,751 57,977: 10,475 15,250
Old : 73,227: 34,310 27,572 1,085 27,357 29,320 62,751 57,977: 10,475 15,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -97,734: -9,334 -36,263 -6,913 -75,617 -23,653 -91,864 -66,829: -5,870 -30,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 37.7 1.5 37.4 40.0 85.7 79.2: 14.3 20.8
Old : 100.0: 46.9 37.7 1.5 37.4 40.0 85.7 79.2: 14.3 20.8
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 : 108: 32 39 14 22 26 63 70:
Old : 108: 32 39 14 22 26 63 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 : 47.6 27.4 56.8 38.2 44.2 26.9 52.8 37.0
Old : 47.6 27.4 56.8 38.2 44.2 26.9 52.8 37.0
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 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) :
: : :
All : 45,021: 4,087 16,046 333 40,340 26,735 44,760 43,114: 261 1,907
Old : 45,021: 4,087 16,046 333 40,340 26,735 44,760 43,114: 261 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -12,930: 1,488 -6,021 -2,632 -10,354 -2,862 -11,498 -11,515: -1,432 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 35.6 0.7 89.6 59.4 99.4 95.8: 0.6 4.2
Old : 100.0: 9.1 35.6 0.7 89.6 59.4 99.4 95.8: 0.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 11 2 13 10 23 23:
Old : 39: 10 11 2 13 10 23 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 : 75.0 83.8 89.6 90.6 69.8 72.1 80.1 78.9
Old : 75.0 83.8 89.6 90.6 69.8 72.1 80.1 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2007