WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 492,314: 86,204 61,963 127,101 242,829 242,063 456,134 431,127: 36,180 61,187
Old : 243,493: 48,822 74,038 20,034 155,438 126,714 224,293 220,786: 19,200 22,707
Other: 248,821: 80,924 31,466 63,525 87,391 115,350 231,841 210,341: 16,980 38,480
: : :
: : Changes in Commitments from: February 20, 2007 :
: -22,756: 10,617 -1,841 -21,227 -10,098 2,077 -20,708 -20,991: -2,049 -1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 12.6 25.8 49.3 49.2 92.7 87.6: 7.3 12.4
Old : 100.0: 20.1 30.4 8.2 63.8 52.0 92.1 90.7: 7.9 9.3
Other: 100.0: 32.5 12.6 25.5 35.1 46.4 93.2 84.5: 6.8 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 112 110 153 78 108 301 299:
Old : 313: 85 113 74 52 81 189 228:
Other: 300: 118 65 88 62 98 219 217:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 18.9 30.5 27.1 20.5 15.1 29.8 20.9
Old : 36.5 22.1 50.7 32.9 36.5 21.7 50.7 32.2
Other: 17.0 20.9 27.7 28.5 16.2 16.5 23.0 21.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 2,056,876: 403,744 57,696 582,464 805,163 1,078,308 1,791,371 1,718,467: 265,506 338,409
Old : 1,200,526: 234,245 90,494 271,666 520,615 648,090 1,026,526 1,010,250: 174,000 190,276
Other: 856,350: 235,542 33,246 244,755 284,548 430,217 764,845 708,218: 91,505 148,133
: : :
: : Changes in Commitments from: February 20, 2007 :
: -121,583: -5,906 -5,187 -65,725 -41,649 -55,482 -113,280 -126,394: -8,303 4,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.8 28.3 39.1 52.4 87.1 83.5: 12.9 16.5
Old : 100.0: 19.5 7.5 22.6 43.4 54.0 85.5 84.2: 14.5 15.8
Other: 100.0: 27.5 3.9 28.6 33.2 50.2 89.3 82.7: 10.7 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 891: 270 120 305 327 396 741 739:
Old : 854: 227 149 257 294 369 663 680:
Other: 693: 173 112 142 219 351 453 546:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 19.7 19.6 25.4 9.6 13.2 14.2 16.9
Old : 13.1 19.4 21.7 25.6 12.8 15.9 19.6 20.1
Other: 17.5 20.7 27.1 27.1 10.0 10.2 16.4 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 19,313: 4,826 926 1,328 9,189 15,254 15,342 17,507: 3,971 1,805
Old : 7,571: 1,954 1,011 112 3,651 5,520 5,717 6,643: 1,854 929
Other: 11,742: 3,006 49 1,082 5,538 9,734 9,625 10,865: 2,116 877
: : :
: : Changes in Commitments from: February 20, 2007 :
: -340: 369 92 -589 -190 502 -411 5: 70 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.8 6.9 47.6 79.0 79.4 90.7: 20.6 9.3
Old : 100.0: 25.8 13.3 1.5 48.2 72.9 75.5 87.7: 24.5 12.3
Other: 100.0: 25.6 0.4 9.2 47.2 82.9 82.0 92.5: 18.0 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 25 6 12 17 16 47 30:
Old : 40: 10 9 3 12 13 25 22:
Other: 40: 16 5 9 12 12 32 23:
:----------------------------------------------------------------------------------------------------
: 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 : 31.4 49.1 42.6 73.6 26.4 43.1 35.6 60.7
Old : 34.4 64.4 52.3 76.7 34.4 62.0 52.3 73.9
Other: 41.2 66.5 54.3 83.3 41.2 64.1 52.1 77.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 622,588: 131,294 35,061 170,839 237,070 314,057 539,203 519,956: 83,386 102,632
Old : 445,280: 109,118 52,867 89,762 186,695 235,433 385,575 378,062: 59,705 67,217
Other: 177,309: 51,943 11,960 51,310 50,375 78,624 153,628 141,894: 23,681 35,414
: : :
: : Changes in Commitments from: February 20, 2007 :
: -37,990: 3,930 1,049 -25,371 -10,631 -8,400 -32,073 -32,723: -5,917 -5,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 5.6 27.4 38.1 50.4 86.6 83.5: 13.4 16.5
Old : 100.0: 24.5 11.9 20.2 41.9 52.9 86.6 84.9: 13.4 15.1
Other: 100.0: 29.3 6.7 28.9 28.4 44.3 86.6 80.0: 13.4 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 165 101 181 143 169 419 388:
Old : 479: 161 108 155 127 152 370 358:
Other: 327: 88 80 72 72 137 195 256:
:----------------------------------------------------------------------------------------------------
: 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 21.8 25.7 32.5 13.4 17.5 19.0 22.6
Old : 18.7 23.9 29.2 34.2 18.7 20.4 26.6 27.6
Other: 25.2 24.9 35.1 35.6 16.2 15.6 22.8 19.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 13,817: 9,284 1,595 1,033 27 670 10,344 3,298: 3,473 10,519
Old : 5,897: 2,318 1,334 922 27 286 3,267 2,542: 2,630 3,355
Other: 7,920: 7,060 355 17 0 384 7,077 756: 843 7,164
: : :
: : Changes in Commitments from: February 20, 2007 :
: -3,574: -1,298 -1,863 -80 -292 -429 -1,670 -2,372: -1,904 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 11.5 7.5 0.2 4.8 74.9 23.9: 25.1 76.1
Old : 100.0: 39.3 22.6 15.6 0.5 4.8 55.4 43.1: 44.6 56.9
Other: 100.0: 89.1 4.5 0.2 0.0 4.8 89.4 9.5: 10.6 90.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 13 4 8 1 3 14 15:
Old : 19: 11 6 8 1 2 14 14:
Other: 15: 9 3 3 0 3 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 53.7 12.9 67.7 20.0 51.0 12.4 62.8 16.2
Old : 31.6 26.8 46.0 39.5 25.3 22.7 36.6 27.0
Other: 76.5 9.1 88.5 9.5 76.3 9.1 88.3 9.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 311,955: 84,274 14,574 59,172 135,330 220,199 278,776 293,944: 33,179 18,011
Old : 260,459: 79,889 18,094 36,437 114,667 191,317 230,993 245,848: 29,466 14,611
Other: 51,496: 15,796 7,891 11,323 20,664 28,882 47,783 48,096: 3,713 3,400
: : :
: : Changes in Commitments from: February 20, 2007 :
: -19,434: 4,535 3,721 -15,601 -2,949 -5,205 -14,015 -17,086: -5,419 -2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.7 19.0 43.4 70.6 89.4 94.2: 10.6 5.8
Old : 100.0: 30.7 6.9 14.0 44.0 73.5 88.7 94.4: 11.3 5.6
Other: 100.0: 30.7 15.3 22.0 40.1 56.1 92.8 93.4: 7.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 90 24 58 55 56 188 121:
Old : 207: 95 24 53 54 55 180 117:
Other: 89: 19 22 20 29 32 63 64:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 42.9 24.1 53.5 15.4 36.7 22.3 45.7
Old : 18.7 46.8 27.1 58.1 18.1 42.9 25.7 52.1
Other: 32.6 34.6 48.9 48.2 28.5 29.0 42.6 40.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 1,132,953: 124,725 177,842 130,586 697,846 605,268 953,157 913,695: 179,796 219,258
Old : 1,132,953: 124,725 177,842 130,586 697,846 605,268 953,157 913,695: 179,796 219,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 27,306: 6,660 -3,372 14,727 -26,597 -15,050 -5,210 -3,695: 32,516 31,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 15.7 11.5 61.6 53.4 84.1 80.6: 15.9 19.4
Old : 100.0: 11.0 15.7 11.5 61.6 53.4 84.1 80.6: 15.9 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 40 36 47 86 99 149 160:
Old : 188: 40 36 47 86 99 149 160:
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 : 20.0 22.5 29.7 31.8 18.6 18.8 25.4 24.8
Old : 20.0 22.5 29.7 31.8 18.6 18.8 25.4 24.8
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, February 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 : 253,982: 71,740 23,274 42,343 94,349 163,649 208,432 229,266: 45,550 24,715
Old : 206,563: 72,359 18,651 27,923 66,792 138,564 167,074 185,138: 39,489 21,424
Other: 47,419: 7,441 12,683 6,360 27,557 25,085 41,358 44,128: 6,061 3,291
: : :
: : Changes in Commitments from: February 20, 2007 :
: -9,683: -4,427 10,500 -2,675 -2,694 -18,026 -9,797 -10,201: 114 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 9.2 16.7 37.1 64.4 82.1 90.3: 17.9 9.7
Old : 100.0: 35.0 9.0 13.5 32.3 67.1 80.9 89.6: 19.1 10.4
Other: 100.0: 15.7 26.7 13.4 58.1 52.9 87.2 93.1: 12.8 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 74 34 53 61 58 171 127:
Old : 192: 85 26 47 59 55 165 118:
Other: 92: 19 28 23 30 33 64 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 39.1 26.6 51.9 11.0 35.2 19.7 44.1
Old : 13.1 45.0 22.9 55.6 11.9 39.9 21.2 50.4
Other: 49.0 29.3 60.0 43.3 46.7 28.7 56.5 42.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 18,543: 5,379 671 2,438 7,542 14,187 15,359 17,297: 3,184 1,247
Old : 12,091: 3,067 760 1,490 5,425 8,759 9,982 11,009: 2,110 1,082
Other: 6,452: 2,413 12 847 2,117 5,428 5,377 6,288: 1,075 164
: : :
: : Changes in Commitments from: February 20, 2007 :
: -169: 1,141 -17 163 -944 190 360 336: -529 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 3.6 13.1 40.7 76.5 82.8 93.3: 17.2 6.7
Old : 100.0: 25.4 6.3 12.3 44.9 72.4 82.6 91.0: 17.4 9.0
Other: 100.0: 37.4 0.2 13.1 32.8 84.1 83.3 97.5: 16.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 24 7 6 28 20 56 29:
Old : 59: 15 9 6 25 20 46 29:
Other: 43: 15 2 6 15 17 32 23:
:----------------------------------------------------------------------------------------------------
: 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 55.8 33.5 72.9 17.4 50.1 29.4 62.4
Old : 21.6 55.6 37.2 73.5 21.5 54.4 35.4 66.5
Other: 36.9 71.3 55.8 87.3 30.2 57.1 40.6 66.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 879,063: 112,440 231,008 55,390 569,607 471,086 737,437 757,484: 141,626 121,579
Old : 879,063: 112,440 231,008 55,390 569,607 471,086 737,437 757,484: 141,626 121,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 26,855: -11,780 -3,301 35,544 -21,795 -22,649 1,969 9,594: 24,887 17,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.3 6.3 64.8 53.6 83.9 86.2: 16.1 13.8
Old : 100.0: 12.8 26.3 6.3 64.8 53.6 83.9 86.2: 16.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 35 36 22 82 82 126 131:
Old : 178: 35 36 22 82 82 126 131:
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 14.9 37.4 25.4 24.8 14.4 34.8 22.3
Old : 25.4 14.9 37.4 25.4 24.8 14.4 34.8 22.3
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, February 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 : 2,806,271: 609,278 313,253 286,723 1,529,943 1,730,860 2,425,944 2,330,836: 380,327 475,435
Old : 2,806,271: 609,278 313,253 286,723 1,529,943 1,730,860 2,425,944 2,330,836: 380,327 475,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -100,602: 79,102 -24,924 -32,658 -220,118 -130,734 -173,674 -188,317: 73,072 87,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 11.2 10.2 54.5 61.7 86.4 83.1: 13.6 16.9
Old : 100.0: 21.7 11.2 10.2 54.5 61.7 86.4 83.1: 13.6 16.9
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 : 293: 58 69 71 134 140 224 248:
Old : 293: 58 69 71 134 140 224 248:
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 : 18.7 23.1 30.2 32.9 15.8 19.3 25.6 28.0
Old : 18.7 23.1 30.2 32.9 15.8 19.3 25.6 28.0
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, February 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 : 1,676,503: 225,934 243,258 122,740 1,048,049 992,367 1,396,722 1,358,364: 279,781 318,139
Old : 1,676,503: 225,934 243,258 122,740 1,048,049 992,367 1,396,722 1,358,364: 279,781 318,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 27,413: 41,419 1,834 -7,300 -49,225 3,185 -15,105 -2,280: 42,518 29,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 14.5 7.3 62.5 59.2 83.3 81.0: 16.7 19.0
Old : 100.0: 13.5 14.5 7.3 62.5 59.2 83.3 81.0: 16.7 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 : 174: 39 33 34 81 82 137 132:
Old : 174: 39 33 34 81 82 137 132:
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 : 25.2 26.6 38.6 37.0 21.2 23.4 29.2 30.2
Old : 25.2 26.6 38.6 37.0 21.2 23.4 29.2 30.2
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, February 27, 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 : 864,700: 198,096 136,616 318,079 316,668 378,105 832,843 832,800: 31,857 31,900
Old : 864,700: 198,096 136,616 318,079 316,668 378,105 832,843 832,800: 31,857 31,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 116,346: 45,113 38,125 25,469 39,527 45,930 110,109 109,523: 6,237 6,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.8 36.8 36.6 43.7 96.3 96.3: 3.7 3.7
Old : 100.0: 22.9 15.8 36.8 36.6 43.7 96.3 96.3: 3.7 3.7
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 : 149: 41 39 52 59 61 129 124:
Old : 149: 41 39 52 59 61 129 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 35.1 44.2 50.4 19.6 20.4 26.2 25.0
Old : 32.1 35.1 44.2 50.4 19.6 20.4 26.2 25.0
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, February 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 TROY OUNCES) :
: : :
All : 12,134: 3,868 307 742 2,284 7,795 6,894 8,844: 5,240 3,290
Old : 12,134: 3,868 307 742 2,284 7,795 6,894 8,844: 5,240 3,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,172: 993 80 434 257 836 1,684 1,351: -513 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 2.5 6.1 18.8 64.2 56.8 72.9: 43.2 27.1
Old : 100.0: 31.9 2.5 6.1 18.8 64.2 56.8 72.9: 43.2 27.1
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 : 25: 9 1 4 3 12 14 17:
Old : 25: 9 1 4 3 12 14 17:
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 : 26.8 39.2 43.8 55.4 25.9 39.2 38.0 52.6
Old : 26.8 39.2 43.8 55.4 25.9 39.2 38.0 52.6
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, February 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 : 48,288: 15,222 3,843 3,217 7,900 30,054 26,339 37,113: 21,949 11,175
Old : 48,288: 15,222 3,843 3,217 7,900 30,054 26,339 37,113: 21,949 11,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 5,638: 3,626 -1,985 891 -1,105 4,804 3,412 3,710: 2,226 1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.0 6.7 16.4 62.2 54.5 76.9: 45.5 23.1
Old : 100.0: 31.5 8.0 6.7 16.4 62.2 54.5 76.9: 45.5 23.1
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 : 56: 24 14 10 10 15 41 32:
Old : 56: 24 14 10 10 15 41 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 : 16.5 39.2 25.9 54.7 16.4 38.9 25.4 53.7
Old : 16.5 39.2 25.9 54.7 16.4 38.9 25.4 53.7
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, February 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 : 75,972: 31,710 6,963 1,007 19,533 60,249 52,250 68,220: 23,722 7,753
Old : 75,972: 31,710 6,963 1,007 19,533 60,249 52,250 68,220: 23,722 7,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -75: -1,526 -616 464 -405 566 -1,467 414: 1,392 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 9.2 1.3 25.7 79.3 68.8 89.8: 31.2 10.2
Old : 100.0: 41.7 9.2 1.3 25.7 79.3 68.8 89.8: 31.2 10.2
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 : 75: 28 19 9 18 14 51 37:
Old : 75: 28 19 9 18 14 51 37:
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 54.1 35.0 71.8 23.0 54.1 35.0 71.8
Old : 23.0 54.1 35.0 71.8 23.0 54.1 35.0 71.8
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, February 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 : 147,710: 52,850 60,765 7,678 69,146 34,492 129,675 102,935: 18,036 44,775
Old : 147,710: 52,850 60,765 7,678 69,146 34,492 129,675 102,935: 18,036 44,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 4,845: -3,261 -409 5,596 -3,294 1,764 -960 6,950: 5,805 -2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 41.1 5.2 46.8 23.4 87.8 69.7: 12.2 30.3
Old : 100.0: 35.8 41.1 5.2 46.8 23.4 87.8 69.7: 12.2 30.3
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 : 128: 52 35 20 30 22 91 68:
Old : 128: 52 35 20 30 22 91 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 : 38.8 24.6 51.9 37.1 37.6 24.0 47.9 34.5
Old : 38.8 24.6 51.9 37.1 37.6 24.0 47.9 34.5
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, February 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 NOTIONAL PRINCIPAL) :
: : :
All : 51,962: 2,419 17,311 2,654 45,717 30,862 50,790 50,827: 1,172 1,135
Old : 51,962: 2,419 17,311 2,654 45,717 30,862 50,790 50,827: 1,172 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 5,424: -939 762 2,176 3,151 1,486 4,388 4,424: 1,036 1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 33.3 5.1 88.0 59.4 97.7 97.8: 2.3 2.2
Old : 100.0: 4.7 33.3 5.1 88.0 59.4 97.7 97.8: 2.3 2.2
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 : 36: 7 11 3 11 12 20 24:
Old : 36: 7 11 3 11 12 20 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 : 75.3 80.1 90.0 92.7 75.3 75.0 83.5 83.4
Old : 75.3 80.1 90.0 92.7 75.3 75.0 83.5 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007