WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 478,840: 70,527 47,286 118,084 250,340 250,565 438,952 415,935: 39,888 62,905
Old : 289,381: 48,920 66,316 38,302 176,008 153,239 263,230 257,857: 26,151 31,524
Other: 189,459: 60,557 19,921 40,833 74,332 97,325 175,722 158,078: 13,737 31,381
: : :
: : Changes in Commitments from: December 5, 2006 :
: -10,077: -11,413 1,436 -3,275 4,670 -8,559 -10,017 -10,398: -60 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.9 24.7 52.3 52.3 91.7 86.9: 8.3 13.1
Old : 100.0: 16.9 22.9 13.2 60.8 53.0 91.0 89.1: 9.0 10.9
Other: 100.0: 32.0 10.5 21.6 39.2 51.4 92.7 83.4: 7.3 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 118 87 111 74 104 255 250:
Old : 300: 95 99 67 57 89 191 217:
Other: 233: 83 47 65 50 87 155 179:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 21.4 35.0 30.7 23.1 14.8 32.9 20.4
Old : 37.3 23.7 49.6 35.4 37.2 21.1 48.9 30.9
Other: 25.3 24.2 38.1 33.6 23.3 19.4 31.6 26.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,918,795: 342,232 50,357 541,595 828,774 1,019,731 1,712,600 1,611,683: 206,195 307,112
Old : 1,296,486: 227,530 67,552 300,950 613,697 716,172 1,142,178 1,084,675: 154,308 211,811
Other: 622,309: 162,164 30,268 193,181 215,077 303,559 570,422 527,008: 51,887 95,301
: : :
: : Changes in Commitments from: December 5, 2006 :
: 20,992: 11,598 -1,048 10,924 -79 2,990 22,443 12,867: -1,452 8,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 2.6 28.2 43.2 53.1 89.3 84.0: 10.7 16.0
Old : 100.0: 17.5 5.2 23.2 47.3 55.2 88.1 83.7: 11.9 16.3
Other: 100.0: 26.1 4.9 31.0 34.6 48.8 91.7 84.7: 8.3 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 776: 222 109 213 291 378 604 631:
Old : 755: 211 112 180 278 361 564 593:
Other: 565: 105 94 94 139 319 292 464:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 20.2 23.7 26.3 12.1 13.1 18.1 16.9
Old : 16.4 18.5 26.1 24.8 15.5 12.6 22.8 17.0
Other: 21.8 26.7 35.1 34.3 15.8 14.7 23.7 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,144: 3,993 346 1,135 6,599 11,904 11,728 13,385: 3,417 1,759
Old : 11,038: 3,827 437 323 4,169 8,777 8,318 9,537: 2,720 1,502
Other: 4,106: 269 11 711 2,430 3,127 3,409 3,848: 696 258
: : :
: : Changes in Commitments from: December 5, 2006 :
: 441: -297 -200 175 478 399 356 374: 86 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 2.3 7.5 43.6 78.6 77.4 88.4: 22.6 11.6
Old : 100.0: 34.7 4.0 2.9 37.8 79.5 75.4 86.4: 24.6 13.6
Other: 100.0: 6.5 0.3 17.3 59.2 76.2 83.0 93.7: 17.0 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 22 6 6 12 15 38 24:
Old : 45: 19 7 5 12 14 35 22:
Other: 22: 4 6 6 6 8 14 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 52.9 42.9 69.6 27.3 45.9 37.8 59.4
Old : 30.1 54.7 44.5 73.6 30.1 53.2 44.5 69.5
Other: 58.7 64.7 74.7 88.2 53.3 64.2 60.6 72.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 550,854: 87,327 36,139 164,762 230,923 253,810 483,012 454,711: 67,842 96,143
Old : 464,811: 71,195 53,327 119,954 215,278 210,208 406,427 383,489: 58,384 81,322
Other: 86,043: 42,879 9,558 18,061 15,645 43,603 76,585 71,223: 9,458 14,821
: : :
: : Changes in Commitments from: December 5, 2006 :
: 12,464: 7,889 1,758 15,276 -8,521 -1,248 14,645 15,786: -2,180 -3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 6.6 29.9 41.9 46.1 87.7 82.5: 12.3 17.5
Old : 100.0: 15.3 11.5 25.8 46.3 45.2 87.4 82.5: 12.6 17.5
Other: 100.0: 49.8 11.1 21.0 18.2 50.7 89.0 82.8: 11.0 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 148 79 171 119 138 367 332:
Old : 420: 147 84 157 116 133 349 320:
Other: 200: 47 51 34 32 87 102 150:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 20.7 26.7 30.4 14.0 14.0 19.5 19.3
Old : 18.8 21.4 29.7 29.5 16.8 15.5 24.4 20.4
Other: 31.3 35.4 51.0 50.2 25.5 29.1 43.4 35.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,620: 13,477 5,623 1,484 420 486 15,381 7,593: 4,239 12,027
Old : 16,318: 10,447 5,453 1,466 420 468 12,333 7,387: 3,985 8,931
Other: 3,302: 3,034 174 14 0 18 3,048 206: 254 3,096
: : :
: : Changes in Commitments from: December 5, 2006 :
: 2,681: 1,773 56 194 0 21 1,967 271: 714 2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 28.7 7.6 2.1 2.5 78.4 38.7: 21.6 61.3
Old : 100.0: 64.0 33.4 9.0 2.6 2.9 75.6 45.3: 24.4 54.7
Other: 100.0: 91.9 5.3 0.4 0.0 0.5 92.3 6.2: 7.7 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 15 11 1 1 22 24:
Old : 35: 19 14 11 1 1 22 24:
Other: 10: 8 1 2 0 1 8 4:
:----------------------------------------------------------------------------------------------------
: 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 : 42.8 15.6 58.8 23.9 42.4 15.6 55.7 23.8
Old : 39.2 18.7 56.0 28.6 38.7 18.7 52.5 28.5
Other: 79.6 6.2 92.3 6.2 79.2 5.8 91.9 5.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 309,287: 75,007 12,815 61,366 140,742 216,179 277,114 290,359: 32,173 18,927
Old : 283,918: 72,671 14,519 45,381 135,178 206,218 253,230 266,118: 30,688 17,800
Other: 25,369: 13,671 9,631 4,650 5,564 9,961 23,884 24,242: 1,485 1,127
: : :
: : Changes in Commitments from: December 5, 2006 :
: -4,075: -335 -150 -1,400 -15 -2,442 -1,750 -3,992: -2,325 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.1 19.8 45.5 69.9 89.6 93.9: 10.4 6.1
Old : 100.0: 25.6 5.1 16.0 47.6 72.6 89.2 93.7: 10.8 6.3
Other: 100.0: 53.9 38.0 18.3 21.9 39.3 94.1 95.6: 5.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 79 21 56 59 57 172 124:
Old : 198: 83 26 52 59 57 169 122:
Other: 61: 16 15 15 19 14 43 39:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 39.5 26.8 50.5 16.3 37.5 23.3 43.8
Old : 18.6 40.9 27.8 51.9 17.7 39.0 24.4 45.5
Other: 40.3 58.9 65.6 77.2 35.1 53.3 59.1 67.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,037,914: 173,598 188,821 106,638 571,856 555,691 852,091 851,150: 185,822 186,764
Old : 1,037,914: 173,598 188,821 106,638 571,856 555,691 852,091 851,150: 185,822 186,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -11,714: 7,889 631 -11,283 -6,203 -4,454 -9,597 -15,105: -2,117 3,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.2 10.3 55.1 53.5 82.1 82.0: 17.9 18.0
Old : 100.0: 16.7 18.2 10.3 55.1 53.5 82.1 82.0: 17.9 18.0
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 : 196: 42 47 51 80 89 148 161:
Old : 196: 42 47 51 80 89 148 161:
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 24.4 29.0 33.1 18.6 20.8 25.2 27.2
Old : 19.6 24.4 29.0 33.1 18.6 20.8 25.2 27.2
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 226,162: 36,148 19,890 36,946 116,034 146,864 189,128 203,699: 37,034 22,463
Old : 211,094: 37,045 18,565 29,306 109,958 142,334 176,309 190,204: 34,785 20,890
Other: 15,068: 4,238 6,460 2,505 6,076 4,530 12,819 13,495: 2,249 1,574
: : :
: : Changes in Commitments from: December 5, 2006 :
: -314: -1,021 -1,867 -164 1,222 1,739 37 -292: -351 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.8 16.3 51.3 64.9 83.6 90.1: 16.4 9.9
Old : 100.0: 17.5 8.8 13.9 52.1 67.4 83.5 90.1: 16.5 9.9
Other: 100.0: 28.1 42.9 16.6 40.3 30.1 85.1 89.6: 14.9 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 55 39 59 55 56 151 130:
Old : 177: 62 38 55 55 54 149 126:
Other: 58: 10 18 17 23 16 45 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 40.3 37.4 52.2 28.9 38.6 35.1 49.6
Old : 31.1 42.6 38.7 54.4 30.1 41.2 36.7 52.4
Other: 32.9 41.8 50.0 57.2 30.9 38.5 47.5 49.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,385: 3,048 1,128 1,771 7,598 11,473 12,416 14,372: 2,969 1,012
Old : 14,061: 2,910 1,134 1,677 6,830 10,334 11,417 13,145: 2,645 916
Other: 1,324: 165 21 67 768 1,139 1,000 1,228: 324 96
: : :
: : Changes in Commitments from: December 5, 2006 :
: -76: -81 -109 172 20 -137 110 -74: -186 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 7.3 11.5 49.4 74.6 80.7 93.4: 19.3 6.6
Old : 100.0: 20.7 8.1 11.9 48.6 73.5 81.2 93.5: 18.8 6.5
Other: 100.0: 12.5 1.6 5.1 58.0 86.1 75.5 92.7: 24.5 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 22 7 9 27 22 53 34:
Old : 63: 20 8 9 27 22 52 34:
Other: 23: 6 2 5 7 11 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 50.8 36.5 66.7 21.8 46.6 34.5 60.4
Old : 23.7 50.9 38.2 66.3 23.4 50.1 36.2 63.4
Other: 55.8 66.9 70.3 83.5 25.1 32.9 28.5 43.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 716,088: 145,907 189,596 13,944 414,981 400,709 574,832 604,249: 141,255 111,838
Old : 716,088: 145,907 189,596 13,944 414,981 400,709 574,832 604,249: 141,255 111,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -49,765: 11,439 8,084 -16,978 -9,780 -4,772 -15,320 -13,666: -34,445 -36,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 26.5 1.9 58.0 56.0 80.3 84.4: 19.7 15.6
Old : 100.0: 20.4 26.5 1.9 58.0 56.0 80.3 84.4: 19.7 15.6
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 : 176: 43 36 15 66 73 114 119:
Old : 176: 43 36 15 66 73 114 119:
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 : 26.4 18.9 36.1 31.7 25.7 18.5 34.5 29.7
Old : 26.4 18.9 36.1 31.7 25.7 18.5 34.5 29.7
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,834,122: 626,081 276,195 307,057 1,533,545 1,828,458 2,466,683 2,411,710: 367,439 422,412
Old : 2,834,122: 626,081 276,195 307,057 1,533,545 1,828,458 2,466,683 2,411,710: 367,439 422,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -14,828: 7,316 -16,997 -38,277 23,965 63,960 -6,997 8,686: -7,831 -23,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.7 10.8 54.1 64.5 87.0 85.1: 13.0 14.9
Old : 100.0: 22.1 9.7 10.8 54.1 64.5 87.0 85.1: 13.0 14.9
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 : 305: 69 67 70 138 137 237 244:
Old : 305: 69 67 70 138 137 237 244:
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 : 20.7 20.6 31.8 33.4 14.0 19.1 22.2 26.7
Old : 20.7 20.6 31.8 33.4 14.0 19.1 22.2 26.7
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,563,461: 198,145 290,989 109,914 957,207 887,435 1,265,266 1,288,338: 298,195 275,123
Old : 1,563,461: 198,145 290,989 109,914 957,207 887,435 1,265,266 1,288,338: 298,195 275,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -71,816: -50,631 28,622 -24,132 20,908 -71,377 -53,854 -66,888: -17,962 -4,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.6 7.0 61.2 56.8 80.9 82.4: 19.1 17.6
Old : 100.0: 12.7 18.6 7.0 61.2 56.8 80.9 82.4: 19.1 17.6
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 : 187: 40 35 37 91 88 149 142:
Old : 187: 40 35 37 91 88 149 142:
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 : 22.7 27.8 33.4 38.4 18.0 27.1 25.7 33.9
Old : 22.7 27.8 33.4 38.4 18.0 27.1 25.7 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 629,966: 91,435 97,874 222,051 284,029 277,098 597,516 597,024: 32,450 32,943
Old : 629,966: 91,435 97,874 222,051 284,029 277,098 597,516 597,024: 32,450 32,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 34,346: 4,418 6,421 622 29,441 30,562 34,482 37,605: -135 -3,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 15.5 35.2 45.1 44.0 94.8 94.8: 5.2 5.2
Old : 100.0: 14.5 15.5 35.2 45.1 44.0 94.8 94.8: 5.2 5.2
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 : 145: 31 45 50 58 61 119 126:
Old : 145: 31 45 50 58 61 119 126:
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 : 22.1 21.3 38.1 32.4 12.5 9.3 21.1 15.8
Old : 22.1 21.3 38.1 32.4 12.5 9.3 21.1 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 11,010: 4,814 0 24 769 6,775 5,607 6,799: 5,403 4,211
Old : 11,010: 4,814 0 24 769 6,775 5,607 6,799: 5,403 4,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -373: 788 -186 -179 190 -204 799 -569: -1,172 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 0.0 0.2 7.0 61.5 50.9 61.8: 49.1 38.2
Old : 100.0: 43.7 0.0 0.2 7.0 61.5 50.9 61.8: 49.1 38.2
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 : 21: 10 0 2 3 10 13 12:
Old : 21: 10 0 2 3 10 13 12:
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 : 27.9 40.9 41.5 57.5 27.8 39.6 41.4 56.3
Old : 27.9 40.9 41.5 57.5 27.8 39.6 41.4 56.3
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,725: 13,225 4,867 3,843 5,717 27,831 22,785 36,541: 23,940 10,184
Old : 46,725: 13,225 4,867 3,843 5,717 27,831 22,785 36,541: 23,940 10,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -3,313: -3,948 -1,555 695 2,035 -2,251 -1,218 -3,111: -2,095 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.4 8.2 12.2 59.6 48.8 78.2: 51.2 21.8
Old : 100.0: 28.3 10.4 8.2 12.2 59.6 48.8 78.2: 51.2 21.8
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: 26 11 14 16 16 47 36:
Old : 60: 26 11 14 16 16 47 36:
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 : 12.0 31.3 21.5 51.7 11.8 30.8 19.6 50.8
Old : 12.0 31.3 21.5 51.7 11.8 30.8 19.6 50.8
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 95,564: 20,183 13,909 13,539 33,916 56,060 67,638 83,508: 27,926 12,056
Old : 95,564: 20,183 13,909 13,539 33,916 56,060 67,638 83,508: 27,926 12,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 28,114: 1,664 1,173 12,513 12,488 12,397 26,665 26,083: 1,450 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 14.6 14.2 35.5 58.7 70.8 87.4: 29.2 12.6
Old : 100.0: 21.1 14.6 14.2 35.5 58.7 70.8 87.4: 29.2 12.6
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 : 77: 28 18 15 24 22 57 50:
Old : 77: 28 18 15 24 22 57 50:
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 : 23.4 39.8 36.0 56.2 12.5 31.8 20.7 44.7
Old : 23.4 39.8 36.0 56.2 12.5 31.8 20.7 44.7
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 174,885: 42,583 33,716 30,366 77,565 49,539 150,514 113,621: 24,372 61,265
Old : 174,885: 42,583 33,716 30,366 77,565 49,539 150,514 113,621: 24,372 61,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 45,761: 5,667 6,735 26,893 6,612 3,216 39,172 36,844: 6,589 8,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 19.3 17.4 44.4 28.3 86.1 65.0: 13.9 35.0
Old : 100.0: 24.3 19.3 17.4 44.4 28.3 86.1 65.0: 13.9 35.0
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 : 113: 35 34 29 31 34 83 81:
Old : 113: 35 34 29 31 34 83 81:
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 : 41.9 20.8 54.4 31.0 36.3 12.1 43.9 19.8
Old : 41.9 20.8 54.4 31.0 36.3 12.1 43.9 19.8
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 46,934: 2,242 14,944 1,270 40,974 28,146 44,486 44,360: 2,448 2,574
Old : 46,934: 2,242 14,944 1,270 40,974 28,146 44,486 44,360: 2,448 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -250: 81 782 -4,001 1,305 515 -2,615 -2,704: 2,365 2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 31.8 2.7 87.3 60.0 94.8 94.5: 5.2 5.5
Old : 100.0: 4.8 31.8 2.7 87.3 60.0 94.8 94.5: 5.2 5.5
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 : 43: 9 12 4 14 15 25 29:
Old : 43: 9 12 4 14 15 25 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 : 74.0 80.8 85.1 89.2 72.4 75.5 81.4 82.3
Old : 74.0 80.8 85.1 89.2 72.4 75.5 81.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2006