WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 489,379: 76,588 78,825 134,628 244,703 215,195 455,920 428,648: 33,460 60,731
Old : 204,609: 35,271 85,773 15,316 141,284 85,146 191,871 186,235: 12,738 18,374
Other: 284,770: 84,002 35,737 76,627 103,419 130,049 264,048 242,413: 20,722 42,357
: : :
: : Changes in Commitments from: March 20, 2007 :
: 4,828: 3,611 3,420 -817 1,155 1,466 3,949 4,069: 879 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.1 27.5 50.0 44.0 93.2 87.6: 6.8 12.4
Old : 100.0: 17.2 41.9 7.5 69.1 41.6 93.8 91.0: 6.2 9.0
Other: 100.0: 29.5 12.5 26.9 36.3 45.7 92.7 85.1: 7.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 107 128 143 84 112 283 313:
Old : 304: 75 129 55 55 74 166 222:
Other: 312: 116 76 101 69 100 229 237:
:----------------------------------------------------------------------------------------------------
: 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 14.5 29.7 21.4 20.1 11.4 29.4 16.6
Old : 37.5 16.6 53.9 26.1 37.5 15.9 53.9 25.1
Other: 15.9 16.3 25.6 23.9 15.1 13.4 22.5 19.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 2,047,064: 323,960 61,132 632,649 849,823 1,035,686 1,806,432 1,729,467: 240,632 317,597
Old : 1,084,209: 154,708 107,676 266,484 516,748 553,869 937,939 928,029: 146,271 156,180
Other: 962,854: 250,150 34,353 285,268 333,075 481,817 868,493 801,438: 94,361 161,416
: : :
: : Changes in Commitments from: March 20, 2007 :
: -22,656: -9,855 1,046 -5,848 872 -20,989 -14,832 -25,792: -7,824 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 3.0 30.9 41.5 50.6 88.2 84.5: 11.8 15.5
Old : 100.0: 14.3 9.9 24.6 47.7 51.1 86.5 85.6: 13.5 14.4
Other: 100.0: 26.0 3.6 29.6 34.6 50.0 90.2 83.2: 9.8 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 816: 235 128 266 325 383 672 686:
Old : 769: 190 143 212 293 350 590 614:
Other: 672: 157 111 154 224 346 452 545:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 18.7 20.8 24.9 10.1 11.0 14.4 14.5
Old : 13.9 18.2 22.9 24.9 13.7 14.0 21.3 18.2
Other: 17.4 20.2 26.5 26.4 9.8 8.3 16.3 12.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 21,990: 6,527 95 1,438 8,726 18,099 16,692 19,632: 5,298 2,357
Old : 8,572: 3,690 412 142 2,818 6,891 6,651 7,445: 1,921 1,127
Other: 13,418: 3,232 78 901 5,908 11,208 10,041 12,187: 3,377 1,231
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,785: 862 54 98 -186 1,234 774 1,387: 1,011 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 0.4 6.5 39.7 82.3 75.9 89.3: 24.1 10.7
Old : 100.0: 43.1 4.8 1.7 32.9 80.4 77.6 86.9: 22.4 13.1
Other: 100.0: 24.1 0.6 6.7 44.0 83.5 74.8 90.8: 25.2 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 31 6 10 18 17 57 28:
Old : 49: 19 8 3 10 15 31 24:
Other: 44: 18 5 8 15 13 38 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 : 26.0 48.8 36.5 74.5 22.2 47.1 31.8 64.5
Old : 28.6 53.7 47.8 70.5 28.6 53.6 47.8 70.3
Other: 37.0 64.8 50.6 82.6 36.5 62.9 47.5 76.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 628,757: 111,560 28,414 165,553 263,933 329,293 541,045 523,260: 87,712 105,497
Old : 428,345: 90,524 45,254 78,575 200,926 241,036 370,024 364,865: 58,320 63,479
Other: 200,412: 51,622 13,746 56,392 63,007 88,257 171,021 158,395: 29,392 42,017
: : :
: : Changes in Commitments from: March 20, 2007 :
: -703: 1,185 -1,132 -4,585 6,579 7,538 3,179 1,822: -3,882 -2,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.5 26.3 42.0 52.4 86.0 83.2: 14.0 16.8
Old : 100.0: 21.1 10.6 18.3 46.9 56.3 86.4 85.2: 13.6 14.8
Other: 100.0: 25.8 6.9 28.1 31.4 44.0 85.3 79.0: 14.7 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 167 92 162 134 153 385 344:
Old : 432: 147 105 129 119 137 336 311:
Other: 307: 84 69 78 83 131 211 237:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 23.1 28.0 34.7 13.5 16.8 18.9 21.2
Old : 19.7 27.0 30.6 38.6 19.6 21.2 27.5 28.1
Other: 29.4 23.1 37.0 33.6 19.7 14.0 25.2 18.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,442: 11,376 2,049 455 182 707 12,013 3,211: 2,429 11,231
Old : 5,634: 3,492 1,810 295 182 265 3,969 2,370: 1,665 3,264
Other: 8,808: 8,029 384 15 0 442 8,044 841: 764 7,967
: : :
: : Changes in Commitments from: March 20, 2007 :
: -714: 47 -605 -126 0 25 -79 -706: -635 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 14.2 3.2 1.3 4.9 83.2 22.2: 16.8 77.8
Old : 100.0: 62.0 32.1 5.2 3.2 4.7 70.4 42.1: 29.6 57.9
Other: 100.0: 91.2 4.4 0.2 0.0 5.0 91.3 9.5: 8.7 90.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 9 8 2 3 17 19:
Old : 25: 14 9 6 2 1 16 16:
Other: 18: 11 4 3 0 3 11 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 : 57.2 8.1 71.2 14.8 55.9 7.9 69.4 14.3
Old : 35.8 19.6 52.7 33.9 34.0 19.0 49.6 33.3
Other: 76.4 8.9 88.8 9.5 76.3 8.9 88.6 9.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 342,741: 89,898 11,697 69,913 150,960 244,550 310,770 326,160: 31,971 16,581
Old : 268,900: 80,367 22,310 40,285 120,486 192,763 241,138 255,359: 27,763 13,542
Other: 73,840: 24,931 4,786 14,228 30,473 51,787 69,632 70,801: 4,208 3,039
: : :
: : Changes in Commitments from: March 20, 2007 :
: 27,264: 11,840 1,468 6,597 6,371 20,256 24,808 28,321: 2,456 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.4 20.4 44.0 71.4 90.7 95.2: 9.3 4.8
Old : 100.0: 29.9 8.3 15.0 44.8 71.7 89.7 95.0: 10.3 5.0
Other: 100.0: 33.8 6.5 19.3 41.3 70.1 94.3 95.9: 5.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 90 36 60 64 65 192 139:
Old : 220: 83 47 52 62 64 180 133:
Other: 108: 40 16 27 32 40 86 71:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 36.5 22.2 49.3 13.6 30.7 20.0 41.0
Old : 17.2 40.4 25.5 52.7 17.2 38.7 24.8 47.6
Other: 28.6 39.4 43.2 54.5 27.0 37.1 39.0 46.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 973,124: 90,240 182,244 83,475 661,879 525,573 835,593 791,291: 137,531 181,833
Old : 973,124: 90,240 182,244 83,475 661,879 525,573 835,593 791,291: 137,531 181,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -74,016: -31,271 -3,185 -26,799 -4,159 -59,530 -62,229 -89,513: -11,787 15,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.7 8.6 68.0 54.0 85.9 81.3: 14.1 18.7
Old : 100.0: 9.3 18.7 8.6 68.0 54.0 85.9 81.3: 14.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 37 39 44 81 85 135 151:
Old : 179: 37 39 44 81 85 135 151:
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 : 23.0 24.3 34.5 34.5 18.6 17.4 25.4 23.7
Old : 23.0 24.3 34.5 34.5 18.6 17.4 25.4 23.7
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 27, 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 : 231,854: 49,944 18,601 40,756 95,801 146,491 186,501 205,848: 45,354 26,007
Old : 173,291: 45,800 13,006 27,040 64,804 112,967 137,643 153,013: 35,648 20,278
Other: 58,563: 8,663 10,114 9,197 30,998 33,524 48,857 52,835: 9,706 5,728
: : :
: : Changes in Commitments from: March 20, 2007 :
: -5,820: -2,141 1,806 -1,403 678 -5,557 -2,866 -5,155: -2,954 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 8.0 17.6 41.3 63.2 80.4 88.8: 19.6 11.2
Old : 100.0: 26.4 7.5 15.6 37.4 65.2 79.4 88.3: 20.6 11.7
Other: 100.0: 14.8 17.3 15.7 52.9 57.2 83.4 90.2: 16.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 57 32 53 59 57 149 126:
Old : 170: 60 33 43 56 52 141 112:
Other: 101: 25 24 29 38 31 76 73:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 31.1 27.3 44.2 16.8 29.5 24.9 41.0
Old : 14.9 37.8 23.4 48.0 12.4 35.6 20.8 45.2
Other: 40.8 28.5 50.9 40.8 39.5 27.8 46.8 39.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 17,288: 3,828 1,355 1,782 8,213 12,911 13,823 16,049: 3,465 1,239
Old : 9,415: 1,639 1,364 619 5,234 6,442 7,492 8,425: 1,923 990
Other: 7,873: 2,369 171 984 2,979 6,469 6,331 7,624: 1,542 249
: : :
: : Changes in Commitments from: March 20, 2007 :
: -532: -838 667 148 392 -1,426 -297 -611: -235 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 7.8 10.3 47.5 74.7 80.0 92.8: 20.0 7.2
Old : 100.0: 17.4 14.5 6.6 55.6 68.4 79.6 89.5: 20.4 10.5
Other: 100.0: 30.1 2.2 12.5 37.8 82.2 80.4 96.8: 19.6 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 23 10 10 30 23 57 39:
Old : 63: 16 11 6 25 21 44 35:
Other: 48: 16 3 9 20 17 39 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 : 25.1 55.0 37.7 68.7 19.6 43.0 29.1 55.2
Old : 24.9 53.3 39.3 66.3 19.6 45.1 33.4 57.4
Other: 39.1 71.5 53.1 86.2 31.5 56.8 39.8 65.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 965,139: 134,646 270,276 14,215 679,592 578,967 828,453 863,459: 136,686 101,680
Old : 965,139: 134,646 270,276 14,215 679,592 578,967 828,453 863,459: 136,686 101,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 45,131: 17,002 25,791 -3,776 29,941 29,023 43,166 51,038: 1,964 -5,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 28.0 1.5 70.4 60.0 85.8 89.5: 14.2 10.5
Old : 100.0: 14.0 28.0 1.5 70.4 60.0 85.8 89.5: 14.2 10.5
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 : 200: 43 32 17 91 80 144 119:
Old : 200: 43 32 17 91 80 144 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 28.9 35.8 40.6 25.0 27.7 34.3 39.0
Old : 26.1 28.9 35.8 40.6 25.0 27.7 34.3 39.0
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 27, 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 : 2,857,785: 746,923 284,264 215,683 1,590,715 1,980,367 2,553,321 2,480,313: 304,464 377,472
Old : 2,857,785: 746,923 284,264 215,683 1,590,715 1,980,367 2,553,321 2,480,313: 304,464 377,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -44,378: 46,349 56,038 -69,892 13,087 -35,441 -10,456 -49,295: -33,922 4,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 9.9 7.5 55.7 69.3 89.3 86.8: 10.7 13.2
Old : 100.0: 26.1 9.9 7.5 55.7 69.3 89.3 86.8: 10.7 13.2
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 : 307: 59 77 70 128 139 228 245:
Old : 307: 59 77 70 128 139 228 245:
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 : 24.4 28.7 35.1 40.0 21.6 24.9 31.1 35.2
Old : 24.4 28.7 35.1 40.0 21.6 24.9 31.1 35.2
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, March 27, 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 : 1,687,559: 195,818 373,481 113,401 1,108,608 954,890 1,417,827 1,441,773: 269,732 245,786
Old : 1,687,559: 195,818 373,481 113,401 1,108,608 954,890 1,417,827 1,441,773: 269,732 245,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 31,507: 21,698 58,748 -27,563 26,181 -1,583 20,316 29,601: 11,192 1,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 22.1 6.7 65.7 56.6 84.0 85.4: 16.0 14.6
Old : 100.0: 11.6 22.1 6.7 65.7 56.6 84.0 85.4: 16.0 14.6
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 : 198: 38 39 37 93 90 155 142:
Old : 198: 38 39 37 93 90 155 142:
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 : 29.0 25.7 38.2 37.4 25.3 24.3 32.0 33.7
Old : 29.0 25.7 38.2 37.4 25.3 24.3 32.0 33.7
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 27, 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 : 996,840: 190,410 199,459 293,293 467,714 465,868 951,417 958,620: 45,423 38,220
Old : 996,840: 190,410 199,459 293,293 467,714 465,868 951,417 958,620: 45,423 38,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 51,082: 8,540 18,859 14,435 26,161 13,717 49,136 47,011: 1,946 4,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.0 29.4 46.9 46.7 95.4 96.2: 4.6 3.8
Old : 100.0: 19.1 20.0 29.4 46.9 46.7 95.4 96.2: 4.6 3.8
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 : 153: 48 35 54 64 59 140 121:
Old : 153: 48 35 54 64 59 140 121:
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 : 24.7 36.4 36.6 50.6 18.6 28.2 26.9 33.7
Old : 24.7 36.4 36.6 50.6 18.6 28.2 26.9 33.7
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 27, 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 : 35,987: 12,007 4,412 1,975 5,339 23,739 19,321 30,126: 16,666 5,861
Old : 35,987: 12,007 4,412 1,975 5,339 23,739 19,321 30,126: 16,666 5,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -6,311: 364 -1,716 -505 -3,492 -1,856 -3,634 -4,078: -2,677 -2,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 12.3 5.5 14.8 66.0 53.7 83.7: 46.3 16.3
Old : 100.0: 33.4 12.3 5.5 14.8 66.0 53.7 83.7: 46.3 16.3
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 : 52: 22 12 12 11 15 41 31:
Old : 52: 22 12 12 11 15 41 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 : 16.5 37.2 26.6 55.0 16.4 37.1 25.5 54.9
Old : 16.5 37.2 26.6 55.0 16.4 37.1 25.5 54.9
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, March 27, 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 : 40,799: 16,730 5,480 982 16,802 28,307 34,514 34,769: 6,285 6,030
Old : 40,799: 16,730 5,480 982 16,802 28,307 34,514 34,769: 6,285 6,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 580: 192 170 103 389 -164 683 108: -104 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 13.4 2.4 41.2 69.4 84.6 85.2: 15.4 14.8
Old : 100.0: 41.0 13.4 2.4 41.2 69.4 84.6 85.2: 15.4 14.8
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 : 64: 27 11 11 17 13 48 31:
Old : 64: 27 11 11 17 13 48 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 : 25.4 45.5 43.2 63.8 24.7 45.5 42.5 63.8
Old : 25.4 45.5 43.2 63.8 24.7 45.5 42.5 63.8
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, March 27, 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 : 71,152: 32,818 28,739 1,056 25,840 28,347 59,715 58,142: 11,437 13,010
Old : 71,152: 32,818 28,739 1,056 25,840 28,347 59,715 58,142: 11,437 13,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -2,075: -1,492 1,166 -29 -1,516 -973 -3,037 165: 962 -2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 40.4 1.5 36.3 39.8 83.9 81.7: 16.1 18.3
Old : 100.0: 46.1 40.4 1.5 36.3 39.8 83.9 81.7: 16.1 18.3
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 : 107: 28 44 14 22 22 61 69:
Old : 107: 28 44 14 22 22 61 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 28.0 55.0 38.6 40.7 27.0 50.3 36.1
Old : 45.1 28.0 55.0 38.6 40.7 27.0 50.3 36.1
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 27, 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 : 44,937: 3,447 16,072 334 40,853 26,450 44,634 42,856: 303 2,081
Old : 44,937: 3,447 16,072 334 40,853 26,450 44,634 42,856: 303 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -84: -640 26 1 513 -285 -126 -258: 42 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 35.8 0.7 90.9 58.9 99.3 95.4: 0.7 4.6
Old : 100.0: 7.7 35.8 0.7 90.9 58.9 99.3 95.4: 0.7 4.6
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 : 37: 10 11 3 11 10 21 24:
Old : 37: 10 11 3 11 10 21 24:
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 : 74.9 83.9 91.6 90.7 70.1 72.6 82.4 79.3
Old : 74.9 83.9 91.6 90.7 70.1 72.6 82.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2007