WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 474,051: 73,934 63,486 124,143 244,125 230,608 442,202 418,237: 31,849 55,814
Old : 225,485: 37,931 75,431 17,191 154,842 114,771 209,964 207,392: 15,522 18,093
Other: 248,566: 77,813 29,865 65,142 89,283 115,837 232,238 210,845: 16,328 37,721
: : :
: : Changes in Commitments from: February 27, 2007 :
: -18,263: -12,270 1,523 -2,957 1,296 -11,455 -13,932 -12,890: -4,331 -5,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.4 26.2 51.5 48.6 93.3 88.2: 6.7 11.8
Old : 100.0: 16.8 33.5 7.6 68.7 50.9 93.1 92.0: 6.9 8.0
Other: 100.0: 31.3 12.0 26.2 35.9 46.6 93.4 84.8: 6.6 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 112 111 143 82 111 287 297:
Old : 297: 88 106 56 51 81 166 216:
Other: 300: 106 72 88 68 98 221 218:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 17.7 31.8 26.5 21.4 13.9 31.0 20.0
Old : 39.2 21.4 54.6 32.2 39.2 20.7 54.6 31.2
Other: 17.4 20.2 28.0 27.6 16.9 15.8 23.5 20.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 2,044,698: 372,338 66,631 593,205 820,390 1,057,088 1,785,933 1,716,924: 258,765 327,774
Old : 1,165,676: 207,355 103,841 268,301 523,455 617,359 999,110 989,501: 166,566 176,175
Other: 879,022: 238,965 36,772 250,922 296,936 439,729 786,823 727,423: 92,199 151,599
: : :
: : Changes in Commitments from: February 27, 2007 :
: -12,178: -31,405 8,935 10,741 15,227 -21,219 -5,437 -1,543: -6,740 -10,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 3.3 29.0 40.1 51.7 87.3 84.0: 12.7 16.0
Old : 100.0: 17.8 8.9 23.0 44.9 53.0 85.7 84.9: 14.3 15.1
Other: 100.0: 27.2 4.2 28.5 33.8 50.0 89.5 82.8: 10.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 851: 251 129 280 324 394 703 711:
Old : 813: 216 152 226 288 366 622 646:
Other: 687: 162 117 147 218 351 448 551:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 19.4 19.9 25.2 9.8 12.6 14.4 16.2
Old : 13.5 19.2 22.4 25.4 13.3 15.2 20.2 19.5
Other: 17.2 20.6 26.8 26.9 10.0 9.9 16.3 13.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 19,183: 4,271 1,051 1,625 9,531 14,679 15,428 17,355: 3,755 1,828
Old : 7,205: 1,620 1,291 173 3,783 4,849 5,576 6,313: 1,628 892
Other: 11,978: 2,935 44 1,169 5,748 9,830 9,852 11,042: 2,127 936
: : :
: : Changes in Commitments from: February 27, 2007 :
: -130: -554 125 298 342 -575 85 -153: -215 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 5.5 8.5 49.7 76.5 80.4 90.5: 19.6 9.5
Old : 100.0: 22.5 17.9 2.4 52.5 67.3 77.4 87.6: 22.6 12.4
Other: 100.0: 24.5 0.4 9.8 48.0 82.1 82.2 92.2: 17.8 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 24 6 10 18 17 47 30:
Old : 43: 12 9 3 13 13 27 23:
Other: 39: 15 4 8 12 12 31 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 47.1 43.4 71.8 27.2 43.1 37.6 60.6
Old : 36.7 58.5 54.3 72.3 36.7 56.3 54.3 69.9
Other: 41.0 65.3 55.5 82.7 41.0 62.5 53.0 76.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 608,592: 100,616 35,213 166,007 252,498 302,162 519,120 503,383: 89,471 105,209
Old : 423,595: 84,022 53,866 81,541 195,079 221,213 360,642 356,619: 62,954 66,976
Other: 184,997: 48,686 13,441 52,373 57,419 80,950 158,479 146,764: 26,518 38,233
: : :
: : Changes in Commitments from: February 27, 2007 :
: -13,996: -30,678 152 -4,832 15,428 -11,895 -20,082 -16,574: 6,086 2,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.8 27.3 41.5 49.6 85.3 82.7: 14.7 17.3
Old : 100.0: 19.8 12.7 19.2 46.1 52.2 85.1 84.2: 14.9 15.8
Other: 100.0: 26.3 7.3 28.3 31.0 43.8 85.7 79.3: 14.3 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 144 110 160 136 166 374 356:
Old : 431: 137 112 130 122 147 328 322:
Other: 307: 75 75 65 77 136 188 241:
:----------------------------------------------------------------------------------------------------
: 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 21.8 26.8 33.2 13.8 17.1 18.7 21.3
Old : 19.8 23.9 30.6 34.9 19.8 19.1 26.7 26.0
Other: 26.1 24.1 34.6 35.5 16.8 15.1 22.3 19.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,253: 9,520 1,692 637 177 675 10,334 3,004: 2,919 10,249
Old : 5,202: 2,454 1,476 477 177 286 3,108 2,239: 2,094 2,963
Other: 8,051: 7,212 362 14 0 389 7,226 765: 825 7,286
: : :
: : Changes in Commitments from: February 27, 2007 :
: -564: 236 97 -396 150 5 -10 -294: -554 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 12.8 4.8 1.3 5.1 78.0 22.7: 22.0 77.3
Old : 100.0: 47.2 28.4 9.2 3.4 5.5 59.7 43.0: 40.3 57.0
Other: 100.0: 89.6 4.5 0.2 0.0 4.8 89.8 9.5: 10.2 90.5
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 6 7 2 3 14 15:
Old : 20: 9 8 5 2 2 13 13:
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 : 56.9 11.3 70.5 18.5 55.3 10.8 67.3 16.5
Old : 33.9 25.2 51.4 38.8 31.7 22.1 47.1 32.0
Other: 77.2 9.0 89.2 9.5 77.0 9.0 89.0 9.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 296,781: 73,205 18,875 55,103 138,073 201,881 266,381 275,859: 30,400 20,922
Old : 238,143: 66,492 23,730 29,332 115,324 167,391 211,148 220,453: 26,996 17,690
Other: 58,638: 19,713 8,145 12,771 22,749 34,490 55,233 55,406: 3,405 3,232
: : :
: : Changes in Commitments from: February 27, 2007 :
: -15,174: -11,069 4,301 -4,069 2,743 -18,318 -12,395 -18,085: -2,779 2,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 6.4 18.6 46.5 68.0 89.8 93.0: 10.2 7.0
Old : 100.0: 27.9 10.0 12.3 48.4 70.3 88.7 92.6: 11.3 7.4
Other: 100.0: 33.6 13.9 21.8 38.8 58.8 94.2 94.5: 5.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 81 28 50 57 55 167 115:
Old : 189: 78 33 42 56 53 156 109:
Other: 90: 27 16 21 28 33 69 60:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 38.7 24.8 50.6 15.9 33.8 23.1 42.2
Old : 19.8 42.4 28.5 54.7 19.7 39.8 27.6 48.4
Other: 29.6 36.0 44.3 51.2 26.1 32.5 39.7 44.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 1,119,912: 116,684 186,122 147,258 695,714 601,862 959,656 935,242: 160,256 184,670
Old : 1,119,912: 116,684 186,122 147,258 695,714 601,862 959,656 935,242: 160,256 184,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -13,041: -8,041 8,281 16,672 -2,132 -3,406 6,500 21,547: -19,541 -34,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.6 13.1 62.1 53.7 85.7 83.5: 14.3 16.5
Old : 100.0: 10.4 16.6 13.1 62.1 53.7 85.7 83.5: 14.3 16.5
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 : 187: 30 46 48 87 95 147 159:
Old : 187: 30 46 48 87 95 147 159:
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 : 19.7 23.6 29.6 32.4 18.2 19.5 25.5 25.4
Old : 19.7 23.6 29.6 32.4 18.2 19.5 25.5 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 238,098: 58,667 24,313 37,173 95,588 150,761 191,427 212,246: 46,671 25,852
Old : 185,780: 55,876 15,124 26,047 66,109 123,587 148,033 164,758: 37,747 21,022
Other: 52,319: 7,036 13,435 6,879 29,478 27,174 43,394 47,489: 8,924 4,830
: : :
: : Changes in Commitments from: February 27, 2007 :
: -15,883: -13,073 1,038 -5,170 1,239 -12,888 -17,004 -17,020: 1,121 1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 10.2 15.6 40.1 63.3 80.4 89.1: 19.6 10.9
Old : 100.0: 30.1 8.1 14.0 35.6 66.5 79.7 88.7: 20.3 11.3
Other: 100.0: 13.4 25.7 13.1 56.3 51.9 82.9 90.8: 17.1 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 68 37 53 60 57 162 126:
Old : 182: 72 34 46 57 54 155 114:
Other: 101: 26 26 28 34 31 74 72:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 35.5 27.8 49.9 14.1 33.5 22.6 44.3
Old : 14.0 41.8 24.2 53.9 12.2 38.9 21.6 48.1
Other: 44.8 27.9 54.4 41.6 43.9 26.9 51.0 39.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 19,048: 5,930 949 1,984 7,412 14,849 15,327 17,783: 3,721 1,265
Old : 11,703: 3,281 1,053 1,067 5,195 8,611 9,544 10,731: 2,158 971
Other: 7,345: 2,753 0 813 2,217 6,239 5,782 7,051: 1,562 294
: : :
: : Changes in Commitments from: February 27, 2007 :
: 504: 552 278 -454 -130 662 -32 486: 537 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 5.0 10.4 38.9 78.0 80.5 93.4: 19.5 6.6
Old : 100.0: 28.0 9.0 9.1 44.4 73.6 81.6 91.7: 18.4 8.3
Other: 100.0: 37.5 0.0 11.1 30.2 84.9 78.7 96.0: 21.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 24 7 6 28 22 56 31:
Old : 62: 16 8 6 26 21 47 30:
Other: 43: 17 0 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 : 18.1 56.2 31.2 73.8 15.2 50.8 27.3 63.4
Old : 21.9 55.0 38.5 73.1 21.0 53.9 35.8 66.7
Other: 33.0 73.3 50.1 86.5 28.9 61.1 38.0 69.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 850,442: 123,294 250,859 20,178 568,204 476,221 711,676 747,258: 138,765 103,183
Old : 850,442: 123,294 250,859 20,178 568,204 476,221 711,676 747,258: 138,765 103,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -28,621: 10,854 19,851 -35,212 -1,403 5,136 -25,760 -10,226: -2,861 -18,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 29.5 2.4 66.8 56.0 83.7 87.9: 16.3 12.1
Old : 100.0: 14.5 29.5 2.4 66.8 56.0 83.7 87.9: 16.3 12.1
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 : 188: 43 41 19 81 72 133 123:
Old : 188: 43 41 19 81 72 133 123:
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 : 25.8 20.9 37.1 33.4 25.0 20.5 35.9 32.9
Old : 25.8 20.9 37.1 33.4 25.0 20.5 35.9 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 2,730,840: 595,812 247,563 279,513 1,529,149 1,792,496 2,404,474 2,319,572: 326,366 411,268
Old : 2,730,840: 595,812 247,563 279,513 1,529,149 1,792,496 2,404,474 2,319,572: 326,366 411,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -75,431: -13,466 -65,691 -7,210 -794 61,636 -21,469 -11,264: -53,961 -64,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.1 10.2 56.0 65.6 88.0 84.9: 12.0 15.1
Old : 100.0: 21.8 9.1 10.2 56.0 65.6 88.0 84.9: 12.0 15.1
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 : 309: 59 72 72 137 148 234 254:
Old : 309: 59 72 72 137 148 234 254:
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 : 20.3 23.6 30.7 34.5 17.7 20.3 26.4 29.2
Old : 20.3 23.6 30.7 34.5 17.7 20.3 26.4 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 1,568,340: 246,639 258,047 114,339 942,926 954,564 1,303,903 1,326,950: 264,437 241,390
Old : 1,568,340: 246,639 258,047 114,339 942,926 954,564 1,303,903 1,326,950: 264,437 241,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -108,163: 20,705 14,789 -8,400 -105,123 -37,803 -92,819 -31,414: -15,345 -76,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.5 7.3 60.1 60.9 83.1 84.6: 16.9 15.4
Old : 100.0: 15.7 16.5 7.3 60.1 60.9 83.1 84.6: 16.9 15.4
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 : 182: 39 32 36 90 88 149 136:
Old : 182: 39 32 36 90 88 149 136:
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 : 23.7 26.9 33.8 38.6 20.2 24.7 26.1 32.8
Old : 23.7 26.9 33.8 38.6 20.2 24.7 26.1 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 800,779: 188,006 145,377 275,147 300,257 346,335 763,410 766,858: 37,369 33,921
Old : 800,779: 188,006 145,377 275,147 300,257 346,335 763,410 766,858: 37,369 33,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -63,921: -10,089 8,761 -42,933 -16,411 -31,770 -69,433 -65,942: 5,512 2,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.2 34.4 37.5 43.2 95.3 95.8: 4.7 4.2
Old : 100.0: 23.5 18.2 34.4 37.5 43.2 95.3 95.8: 4.7 4.2
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: 48 28 54 60 61 133 119:
Old : 145: 48 28 54 60 61 133 119:
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 : 28.1 35.9 40.0 53.0 15.4 21.0 23.0 27.6
Old : 28.1 35.9 40.0 53.0 15.4 21.0 23.0 27.6
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, March 6, 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 : 10,231: 2,225 1,258 22 1,758 6,298 4,005 7,578: 6,226 2,653
Old : 10,231: 2,225 1,258 22 1,758 6,298 4,005 7,578: 6,226 2,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,904: -1,643 951 -720 -526 -1,497 -2,889 -1,266: 985 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 12.3 0.2 17.2 61.6 39.1 74.1: 60.9 25.9
Old : 100.0: 21.7 12.3 0.2 17.2 61.6 39.1 74.1: 60.9 25.9
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 : 21: 8 3 1 4 9 12 13:
Old : 21: 8 3 1 4 9 12 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 : 23.8 44.4 34.5 62.8 21.5 44.3 30.9 61.3
Old : 23.8 44.4 34.5 62.8 21.5 44.3 30.9 61.3
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, March 6, 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 : 43,347: 11,404 8,187 2,846 8,683 24,675 22,934 35,708: 20,414 7,640
Old : 43,347: 11,404 8,187 2,846 8,683 24,675 22,934 35,708: 20,414 7,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -4,941: -3,818 4,344 -370 784 -5,379 -3,405 -1,405: -1,536 -3,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 18.9 6.6 20.0 56.9 52.9 82.4: 47.1 17.6
Old : 100.0: 26.3 18.9 6.6 20.0 56.9 52.9 82.4: 47.1 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 : 60: 25 15 13 12 15 45 35:
Old : 60: 25 15 13 12 15 45 35:
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 : 15.7 37.1 24.6 56.3 15.6 36.7 24.5 54.7
Old : 15.7 37.1 24.6 56.3 15.6 36.7 24.5 54.7
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, March 6, 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 : 74,428: 31,559 5,804 1,730 19,663 59,280 52,952 66,815: 21,475 7,613
Old : 74,428: 31,559 5,804 1,730 19,663 59,280 52,952 66,815: 21,475 7,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,544: -151 -1,159 723 130 -969 702 -1,405: -2,246 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 7.8 2.3 26.4 79.6 71.1 89.8: 28.9 10.2
Old : 100.0: 42.4 7.8 2.3 26.4 79.6 71.1 89.8: 28.9 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 : 74: 29 16 16 18 14 54 39:
Old : 74: 29 16 16 18 14 54 39:
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 : 23.9 55.2 36.2 73.1 23.9 55.2 36.1 73.1
Old : 23.9 55.2 36.2 73.1 23.9 55.2 36.1 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 141,026: 43,780 63,780 3,453 81,290 32,510 128,523 99,743: 12,503 41,284
Old : 141,026: 43,780 63,780 3,453 81,290 32,510 128,523 99,743: 12,503 41,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -6,684: -9,070 3,015 -4,226 12,144 -1,982 -1,151 -3,193: -5,533 -3,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 45.2 2.4 57.6 23.1 91.1 70.7: 8.9 29.3
Old : 100.0: 31.0 45.2 2.4 57.6 23.1 91.1 70.7: 8.9 29.3
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 : 119: 39 41 27 29 21 87 71:
Old : 119: 39 41 27 29 21 87 71:
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 : 43.8 25.2 60.3 36.1 42.4 24.4 58.2 35.1
Old : 43.8 25.2 60.3 36.1 42.4 24.4 58.2 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 53,076: 2,453 19,994 2,549 47,919 30,400 52,921 52,943: 155 133
Old : 53,076: 2,453 19,994 2,549 47,919 30,400 52,921 52,943: 155 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 1,114: 34 2,683 -105 2,202 -462 2,131 2,116: -1,017 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 37.7 4.8 90.3 57.3 99.7 99.7: 0.3 0.3
Old : 100.0: 4.6 37.7 4.8 90.3 57.3 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 : 36: 9 10 4 11 11 22 23:
Old : 36: 9 10 4 11 11 22 23:
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 : 78.4 82.9 92.5 95.1 77.7 77.3 85.2 85.7
Old : 78.4 82.9 92.5 95.1 77.7 77.3 85.2 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2007