WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 537,962: 69,399 56,607 163,123 268,060 251,789 500,582 471,520: 37,379 66,442
Old : 318,574: 47,986 69,427 72,685 176,247 146,696 296,918 288,808: 21,656 29,766
Other: 219,388: 58,620 24,388 53,231 91,813 105,093 203,664 182,712: 15,724 36,676
: : :
: : Changes in Commitments from: January 16, 2007 :
: 10,873: 5,150 -1,455 9,001 -2,428 3,117 11,723 10,662: -851 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 10.5 30.3 49.8 46.8 93.1 87.6: 6.9 12.4
Old : 100.0: 15.1 21.8 22.8 55.3 46.0 93.2 90.7: 6.8 9.3
Other: 100.0: 26.7 11.1 24.3 41.8 47.9 92.8 83.3: 7.2 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 111 107 138 84 111 285 291:
Old : 328: 98 118 100 71 96 234 253:
Other: 257: 89 58 66 56 93 172 193:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 18.0 29.1 25.7 18.0 11.3 26.9 15.3
Old : 29.2 19.6 41.0 29.4 29.0 17.1 40.1 26.0
Other: 22.7 22.9 35.5 30.5 21.0 17.7 28.9 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 2,165,406: 373,620 55,490 671,874 855,960 1,108,691 1,901,454 1,836,055: 263,952 329,351
Old : 1,392,449: 218,278 80,289 392,232 596,878 720,388 1,207,389 1,192,909: 185,060 199,539
Other: 772,957: 214,901 34,761 220,082 259,082 388,303 694,065 643,146: 78,892 129,811
: : :
: : Changes in Commitments from: January 16, 2007 :
: 49,302: 6,293 -3,676 12,210 19,097 47,529 37,599 56,063: 11,702 -6,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.6 31.0 39.5 51.2 87.8 84.8: 12.2 15.2
Old : 100.0: 15.7 5.8 28.2 42.9 51.7 86.7 85.7: 13.3 14.3
Other: 100.0: 27.8 4.5 28.5 33.5 50.2 89.8 83.2: 10.2 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 823: 252 120 257 325 378 683 667:
Old : 794: 213 142 231 299 365 625 640:
Other: 629: 143 98 122 190 326 390 492:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 19.6 19.2 25.3 9.0 12.3 13.9 15.6
Old : 13.3 17.9 21.4 23.8 11.5 12.0 17.7 16.2
Other: 18.6 23.1 28.9 29.2 10.8 12.9 17.9 17.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 17,879: 4,736 126 1,300 8,248 14,473 14,284 15,900: 3,595 1,979
Old : 10,116: 3,484 338 324 3,997 8,039 7,806 8,702: 2,310 1,414
Other: 7,763: 1,472 10 755 4,251 6,433 6,479 7,198: 1,285 565
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,294: 420 35 144 487 947 1,050 1,126: 243 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 0.7 7.3 46.1 80.9 79.9 88.9: 20.1 11.1
Old : 100.0: 34.4 3.3 3.2 39.5 79.5 77.2 86.0: 22.8 14.0
Other: 100.0: 19.0 0.1 9.7 54.8 82.9 83.5 92.7: 16.5 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 25 7 9 16 15 48 25:
Old : 44: 18 7 5 15 14 37 22:
Other: 31: 14 2 7 9 10 26 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 : 32.4 50.1 43.3 73.1 24.4 42.0 33.3 60.1
Old : 32.6 54.1 47.5 70.9 32.6 52.6 47.5 68.6
Other: 48.4 67.6 63.2 88.4 48.4 66.1 60.0 80.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 570,881: 113,535 35,292 157,201 223,441 279,335 494,177 471,828: 76,704 99,053
Old : 441,698: 85,873 53,683 96,713 199,302 217,375 381,888 367,771: 59,809 73,926
Other: 129,183: 57,817 11,764 30,332 24,139 61,960 112,289 104,057: 16,894 25,127
: : :
: : Changes in Commitments from: January 16, 2007 :
: 29,461: 12,583 -3,397 11,391 2,529 18,350 26,502 26,344: 2,959 3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 6.2 27.5 39.1 48.9 86.6 82.6: 13.4 17.4
Old : 100.0: 19.4 12.2 21.9 45.1 49.2 86.5 83.3: 13.5 16.7
Other: 100.0: 44.8 9.1 23.5 18.7 48.0 86.9 80.5: 13.1 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 146 96 140 127 147 357 316:
Old : 413: 140 100 124 119 137 329 296:
Other: 252: 63 60 40 54 107 143 183:
:----------------------------------------------------------------------------------------------------
: 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 22.3 26.2 32.7 14.3 16.9 20.4 22.2
Old : 19.2 21.7 30.6 31.8 18.6 17.9 25.2 23.6
Other: 26.1 34.8 41.6 45.2 19.0 25.1 32.8 29.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,399: 10,321 3,841 1,264 224 981 11,809 6,086: 3,590 9,313
Old : 9,856: 5,569 3,922 982 224 750 6,775 5,654: 3,081 4,202
Other: 5,543: 5,012 179 22 0 231 5,034 432: 509 5,111
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2,053: 1,058 2,388 -116 198 13 1,140 2,285: 913 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 24.9 8.2 1.5 6.4 76.7 39.5: 23.3 60.5
Old : 100.0: 56.5 39.8 10.0 2.3 7.6 68.7 57.4: 31.3 42.6
Other: 100.0: 90.4 3.2 0.4 0.0 4.2 90.8 7.8: 9.2 92.2
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 7 11 2 3 18 19:
Old : 25: 13 8 11 2 3 18 19:
Other: 14: 9 2 3 0 3 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 47.9 24.8 61.9 33.5 46.7 21.5 59.4 29.0
Old : 37.2 36.7 51.0 50.1 35.5 32.9 48.6 44.9
Other: 78.9 7.4 90.1 7.8 78.5 7.3 89.7 7.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 301,040: 67,919 11,527 65,117 134,303 203,693 267,339 280,337: 33,701 20,703
Old : 269,771: 68,619 18,627 43,980 125,648 188,706 238,247 251,312: 31,524 18,459
Other: 31,269: 16,284 9,884 4,154 8,654 14,987 29,092 29,025: 2,177 2,244
: : :
: : Changes in Commitments from: January 16, 2007 :
: 15,063: 9,626 -4,172 6,471 -3,326 15,448 12,771 17,747: 2,291 -2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.8 21.6 44.6 67.7 88.8 93.1: 11.2 6.9
Old : 100.0: 25.4 6.9 16.3 46.6 70.0 88.3 93.2: 11.7 6.8
Other: 100.0: 52.1 31.6 13.3 27.7 47.9 93.0 92.8: 7.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 83 21 49 60 62 171 119:
Old : 195: 83 29 41 59 62 165 113:
Other: 71: 20 19 15 19 21 50 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 38.9 24.8 49.0 15.2 34.9 21.5 41.6
Old : 18.0 40.0 26.4 50.3 16.9 37.6 23.7 43.7
Other: 34.5 49.3 58.5 65.1 30.3 44.1 54.1 56.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,032,373: 130,531 207,480 99,461 666,665 528,840 896,657 835,782: 135,716 196,592
Old : 1,032,373: 130,531 207,480 99,461 666,665 528,840 896,657 835,782: 135,716 196,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 54,438: 11,729 17,136 8,286 26,702 10,936 46,718 36,358: 7,720 18,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 20.1 9.6 64.6 51.2 86.9 81.0: 13.1 19.0
Old : 100.0: 12.6 20.1 9.6 64.6 51.2 86.9 81.0: 13.1 19.0
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 : 197: 45 46 52 80 88 150 161:
Old : 197: 45 46 52 80 88 150 161:
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 : 21.8 24.9 31.4 33.1 18.2 19.4 25.0 25.8
Old : 21.8 24.9 31.4 33.1 18.2 19.4 25.0 25.8
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, January 23, 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 : 228,105: 50,001 19,270 36,979 105,738 152,893 192,718 209,142: 35,387 18,963
Old : 201,419: 50,926 17,631 26,013 92,282 141,614 169,221 185,258: 32,198 16,161
Other: 26,686: 6,383 8,946 3,658 13,456 11,280 23,497 23,884: 3,188 2,802
: : :
: : Changes in Commitments from: January 16, 2007 :
: 12,245: 9,536 -3,068 4,324 -1,118 12,027 12,742 13,282: -497 -1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.4 16.2 46.4 67.0 84.5 91.7: 15.5 8.3
Old : 100.0: 25.3 8.8 12.9 45.8 70.3 84.0 92.0: 16.0 8.0
Other: 100.0: 23.9 33.5 13.7 50.4 42.3 88.1 89.5: 11.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 68 31 52 58 55 161 118:
Old : 184: 78 29 49 58 52 159 113:
Other: 78: 14 23 18 26 27 53 55:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 41.0 31.2 50.8 20.6 39.7 27.6 47.9
Old : 22.4 44.2 30.3 54.9 18.9 42.9 26.4 51.9
Other: 43.3 31.5 55.3 46.7 42.8 31.5 54.5 45.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 18,415: 5,449 342 1,625 7,595 15,212 14,669 17,179: 3,747 1,236
Old : 15,114: 4,652 405 1,300 6,091 12,264 12,043 13,969: 3,071 1,145
Other: 3,301: 862 2 259 1,504 2,949 2,626 3,210: 676 91
: : :
: : Changes in Commitments from: January 16, 2007 :
: 256: -643 -103 332 577 -195 266 34: -10 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 1.9 8.8 41.2 82.6 79.7 93.3: 20.3 6.7
Old : 100.0: 30.8 2.7 8.6 40.3 81.1 79.7 92.4: 20.3 7.6
Other: 100.0: 26.1 0.1 7.9 45.6 89.3 79.5 97.2: 20.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 31 4 8 30 23 64 32:
Old : 69: 28 4 8 29 22 60 31:
Other: 34: 11 2 6 13 13 26 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 : 18.0 58.8 30.4 74.1 16.8 52.2 28.5 65.6
Old : 19.7 58.7 31.6 72.7 18.3 55.8 30.1 67.9
Other: 46.2 72.4 60.6 86.7 30.1 47.4 39.5 60.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 774,553: 135,926 233,262 8,921 501,265 412,447 646,112 654,630: 128,441 119,922
Old : 774,553: 135,926 233,262 8,921 501,265 412,447 646,112 654,630: 128,441 119,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,281: -947 10,844 390 -4,396 -18,366 -4,953 -7,133: 8,234 10,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 30.1 1.2 64.7 53.2 83.4 84.5: 16.6 15.5
Old : 100.0: 17.5 30.1 1.2 64.7 53.2 83.4 84.5: 16.6 15.5
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 : 184: 38 41 17 79 69 125 119:
Old : 184: 38 41 17 79 69 125 119:
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 : 26.3 19.7 37.6 32.0 25.9 19.7 37.1 30.4
Old : 26.3 19.7 37.6 32.0 25.9 19.7 37.1 30.4
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, January 23, 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 : 2,981,322: 594,967 388,000 303,316 1,736,537 1,789,248 2,634,819 2,480,564: 346,503 500,758
Old : 2,981,322: 594,967 388,000 303,316 1,736,537 1,789,248 2,634,819 2,480,564: 346,503 500,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 134,475: 29,470 39,151 22,812 51,267 35,792 103,549 97,755: 30,925 36,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.0 10.2 58.2 60.0 88.4 83.2: 11.6 16.8
Old : 100.0: 20.0 13.0 10.2 58.2 60.0 88.4 83.2: 11.6 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 72 71 72 136 142 234 259:
Old : 312: 72 71 72 136 142 234 259:
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 : 22.5 19.4 33.7 30.8 14.4 16.1 23.2 22.4
Old : 22.5 19.4 33.7 30.8 14.4 16.1 23.2 22.4
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, January 23, 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 : 1,721,275: 191,690 257,734 142,088 1,166,856 1,034,870 1,500,634 1,434,692: 220,641 286,583
Old : 1,721,275: 191,690 257,734 142,088 1,166,856 1,034,870 1,500,634 1,434,692: 220,641 286,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 78,050: -383 22,988 20,575 56,647 48,687 76,839 92,250: 1,211 -14,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.0 8.3 67.8 60.1 87.2 83.4: 12.8 16.6
Old : 100.0: 11.1 15.0 8.3 67.8 60.1 87.2 83.4: 12.8 16.6
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 : 204: 38 47 39 92 92 153 155:
Old : 204: 38 47 39 92 92 153 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 24.8 38.4 33.4 23.0 23.4 30.9 30.0
Old : 27.5 24.8 38.4 33.4 23.0 23.4 30.9 30.0
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, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 740,923: 123,142 64,747 282,106 298,777 363,322 704,025 710,175: 36,898 30,748
Old : 740,923: 123,142 64,747 282,106 298,777 363,322 704,025 710,175: 36,898 30,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 98,723: 22,452 13,099 36,887 35,074 40,501 94,413 90,487: 4,310 8,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 8.7 38.1 40.3 49.0 95.0 95.9: 5.0 4.1
Old : 100.0: 16.6 8.7 38.1 40.3 49.0 95.0 95.9: 5.0 4.1
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 : 138: 33 33 50 63 61 121 120:
Old : 138: 33 33 50 63 61 121 120:
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 : 28.0 23.7 40.9 39.2 15.8 12.5 21.3 18.1
Old : 28.0 23.7 40.9 39.2 15.8 12.5 21.3 18.1
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, January 23, 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 TROY OUNCES) :
: : :
All : 9,850: 3,335 671 126 933 5,752 4,394 6,549: 5,456 3,301
Old : 9,850: 3,335 671 126 933 5,752 4,394 6,549: 5,456 3,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -76: 531 140 -49 153 -129 635 -38: -711 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 6.8 1.3 9.5 58.4 44.6 66.5: 55.4 33.5
Old : 100.0: 33.9 6.8 1.3 9.5 58.4 44.6 66.5: 55.4 33.5
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 : 24: 11 3 2 4 9 16 13:
Old : 24: 11 3 2 4 9 16 13:
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 : 21.2 44.8 34.1 57.7 21.2 44.4 31.9 56.9
Old : 21.2 44.8 34.1 57.7 21.2 44.4 31.9 56.9
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, January 23, 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 : 47,137: 12,162 6,331 3,343 12,302 23,979 27,807 33,653: 19,329 13,484
Old : 47,137: 12,162 6,331 3,343 12,302 23,979 27,807 33,653: 19,329 13,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 6,011: 3,336 1,066 161 2,563 3,388 6,059 4,615: -49 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.4 7.1 26.1 50.9 59.0 71.4: 41.0 28.6
Old : 100.0: 25.8 13.4 7.1 26.1 50.9 59.0 71.4: 41.0 28.6
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 : 62: 23 20 17 11 16 44 43:
Old : 62: 23 20 17 11 16 44 43:
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 29.8 32.9 44.2 20.5 27.0 29.8 40.9
Old : 22.7 29.8 32.9 44.2 20.5 27.0 29.8 40.9
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, January 23, 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 : 69,303: 26,710 4,841 242 19,528 56,610 46,480 61,693: 22,823 7,609
Old : 69,303: 26,710 4,841 242 19,528 56,610 46,480 61,693: 22,823 7,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,595: 1,028 -764 -449 376 2,565 955 1,353: 639 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 7.0 0.3 28.2 81.7 67.1 89.0: 32.9 11.0
Old : 100.0: 38.5 7.0 0.3 28.2 81.7 67.1 89.0: 32.9 11.0
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 : 64: 22 13 6 19 15 43 32:
Old : 64: 22 13 6 19 15 43 32:
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 58.2 38.7 76.0 25.4 58.2 38.7 76.0
Old : 25.4 58.2 38.7 76.0 25.4 58.2 38.7 76.0
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, January 23, 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 : 121,325: 47,329 53,536 1,654 61,370 21,850 110,354 77,040: 10,971 44,285
Old : 121,325: 47,329 53,536 1,654 61,370 21,850 110,354 77,040: 10,971 44,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,852: 984 1,927 -602 6,549 5,510 6,931 6,835: -2,080 -1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 44.1 1.4 50.6 18.0 91.0 63.5: 9.0 36.5
Old : 100.0: 39.0 44.1 1.4 50.6 18.0 91.0 63.5: 9.0 36.5
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 : 113: 37 43 15 20 22 69 68:
Old : 113: 37 43 15 20 22 69 68:
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 : 49.4 25.0 61.5 34.2 48.0 24.3 58.8 33.5
Old : 49.4 25.0 61.5 34.2 48.0 24.3 58.8 33.5
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, January 23, 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 NOTIONAL PRINCIPAL) :
: : :
All : 45,666: 3,113 16,341 393 42,039 28,811 45,545 45,545: 121 121
Old : 45,666: 3,113 16,341 393 42,039 28,811 45,545 45,545: 121 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 767: 886 805 -56 -63 235 767 984: 0 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 35.8 0.9 92.1 63.1 99.7 99.7: 0.3 0.3
Old : 100.0: 6.8 35.8 0.9 92.1 63.1 99.7 99.7: 0.3 0.3
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 : 39: 8 13 2 11 12 20 26:
Old : 39: 8 13 2 11 12 20 26:
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 : 78.2 87.8 92.0 93.8 75.0 79.9 86.3 85.7
Old : 78.2 87.8 92.0 93.8 75.0 79.9 86.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2007