WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 527,089 COMMITMENTS 64,249 58,063 154,122 270,488 248,672 488,859 460,857 38,230 66,232 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,057) -4,872 50 10,768 -4,609 -11,155 1,288 -337 -230 1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 11.0 29.2 51.3 47.2 92.7 87.4 7.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 109 117 144 81 114 282 302 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,116,104 COMMITMENTS 367,327 59,166 659,664 836,864 1061162 1863855 1779992 252,249 336,112 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 134,069) 49,175 -12,651 52,720 -17,291 75,864 84,605 115,933 49,464 18,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 2.8 31.2 39.5 50.1 88.1 84.1 11.9 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 809) 245 122 247 319 374 665 655 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,585 COMMITMENTS 4,316 91 1,157 7,761 13,526 13,234 14,773 3,351 1,812 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 679) 227 -17 -74 546 920 699 829 -19 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 0.6 7.0 46.8 81.6 79.8 89.1 20.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 23 5 9 13 15 41 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,420 COMMITMENTS 100,953 38,689 145,810 220,912 260,985 467,675 445,484 73,745 95,936 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 42,694) 10,216 2,858 13,438 6,372 17,806 30,025 34,102 12,669 8,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 7.1 26.9 40.8 48.2 86.4 82.3 13.6 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 140 99 145 124 141 350 315 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 13,346 COMMITMENTS 9,263 1,453 1,380 26 968 10,669 3,801 2,677 9,545 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,179) 1,802 102 -29 8 -77 1,781 -4 398 2,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.4 10.9 10.3 0.2 7.3 79.9 28.5 20.1 71.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 14 7 11 1 3 18 19 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 285,977 COMMITMENTS 58,293 15,699 58,646 137,628 188,245 254,568 262,590 31,410 23,388 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,249) -2,567 -2,060 4,772 -1,675 -1,427 530 1,286 719 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 5.5 20.5 48.1 65.8 89.0 91.8 11.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 70 28 49 63 61 163 123 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 977,935 COMMITMENTS 118,802 190,344 91,175 639,962 517,904 849,940 799,423 127,996 178,512 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 32,449) 1,261 21,148 6,827 37,464 6,580 45,552 34,555 -13,103 -2,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 19.5 9.3 65.4 53.0 86.9 81.7 13.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 48 44 51 80 89 152 160 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 215,860 COMMITMENTS 40,465 22,338 32,655 106,856 140,866 179,976 195,860 35,884 20,001 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 9,095) 9,076 -1,406 -2,362 -2,172 12,834 4,542 9,065 4,552 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 10.3 15.1 49.5 65.3 83.4 90.7 16.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 62 33 49 57 51 153 113 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,159 COMMITMENTS 6,091 445 1,293 7,019 15,408 14,403 17,145 3,756 1,014 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,957) 1,524 -317 141 -75 1,950 1,590 1,773 367 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 2.4 7.1 38.7 84.8 79.3 94.4 20.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 30 6 7 29 22 63 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 771,272 COMMITMENTS 136,873 222,418 8,532 505,661 430,813 651,065 661,763 120,207 109,509 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -22,869) -8,237 3,396 1,229 8,872 -3,700 1,865 925 -24,734 -23,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 28.8 1.1 65.6 55.9 84.4 85.8 15.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 41 37 18 78 68 127 115 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,846,848 COMMITMENTS 565,496 348,848 280,504 1685270 1753457 2531270 2382809 315,578 464,039 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 89,600) -8,212 26,548 30,465 45,117 -12,856 67,369 44,156 22,231 45,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 12.3 9.9 59.2 61.6 88.9 83.7 11.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 61 72 69 130 134 218 248 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,225 COMMITMENTS 192,073 234,746 121,513 1110209 986,183 1423796 1342442 219,429 300,783 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 63,038) 9,718 164 14,152 52,821 36,266 76,692 50,583 -13,654 12,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 14.3 7.4 67.6 60.0 86.6 81.7 13.4 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 41 40 35 95 93 154 150 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 642,200 COMMITMENTS 100,691 51,647 245,219 263,703 322,822 609,612 619,688 32,587 22,512 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 52,993) 1,198 -13,239 37,090 19,063 32,699 57,351 56,550 -4,358 -3,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 8.0 38.2 41.1 50.3 94.9 96.5 5.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 38 30 50 59 58 119 117 SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 9,926 COMMITMENTS 2,804 531 175 780 5,881 3,759 6,587 6,167 3,339 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 296) 407 -185 -226 -101 -177 80 -588 216 884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 5.3 1.8 7.9 59.2 37.9 66.4 62.1 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 2 1 4 9 13 12 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 41,126 COMMITMENTS 8,826 5,265 3,182 9,739 20,591 21,748 29,038 19,378 12,088 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 964) 1,075 -888 392 688 321 2,155 -174 -1,192 1,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 12.8 7.7 23.7 50.1 52.9 70.6 47.1 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 22 17 15 15 18 44 43 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 67,708 COMMITMENTS 25,682 5,605 691 19,152 54,045 45,525 60,340 22,183 7,367 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -192) 802 -1,832 61 367 2,540 1,229 769 -1,421 -961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 8.3 1.0 28.3 79.8 67.2 89.1 32.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 23 15 9 18 13 46 32 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 116,474 COMMITMENTS 46,345 51,609 2,257 54,821 16,340 103,423 70,206 13,051 46,268 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 6,118) 3,838 2,647 144 385 1,938 4,367 4,729 1,751 1,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.8 44.3 1.9 47.1 14.0 88.8 60.3 11.2 39.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 31 43 17 23 20 67 67 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,899 COMMITMENTS 2,227 15,536 449 42,102 28,576 44,778 44,561 121 338 CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -367) -388 106 56 80 -362 -252 -200 -115 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 34.6 1.0 93.8 63.6 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 12 3 12 11 21 25
Updated January 19, 2007