WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 495,554: 70,509 82,563 139,053 251,179 213,311 460,741 434,926: 34,813 60,628
Old : 180,171: 26,482 78,402 21,991 120,080 62,449 168,552 162,842: 11,619 17,329
Other: 315,383: 83,289 43,423 77,800 131,099 150,862 292,189 272,085: 23,194 43,298
: : :
: : Changes in Commitments from: March 27, 2007 :
: 6,175: -6,079 3,737 4,425 6,476 -1,884 4,821 6,278: 1,353 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.7 28.1 50.7 43.0 93.0 87.8: 7.0 12.2
Old : 100.0: 14.7 43.5 12.2 66.6 34.7 93.6 90.4: 6.4 9.6
Other: 100.0: 26.4 13.8 24.7 41.6 47.8 92.6 86.3: 7.4 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 94 135 141 82 111 271 315:
Old : 283: 63 123 57 54 70 153 214:
Other: 317: 112 86 97 71 99 232 238:
:----------------------------------------------------------------------------------------------------
: 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 13.4 29.6 20.9 19.2 10.1 29.0 14.8
Old : 39.0 13.3 53.0 22.7 39.0 11.7 53.0 20.3
Other: 16.6 16.4 24.7 24.1 15.5 13.7 23.0 19.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 2,073,836: 259,327 68,267 692,746 877,696 992,690 1,829,768 1,753,703: 244,067 320,133
Old : 1,120,999: 128,038 124,784 316,830 533,273 522,571 978,140 964,185: 142,858 156,814
Other: 952,837: 230,247 42,442 276,957 344,423 470,119 851,628 789,518: 101,209 163,319
: : :
: : Changes in Commitments from: March 27, 2007 :
: 26,772: -64,634 7,135 60,097 27,873 -42,996 23,336 24,236: 3,436 2,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.3 33.4 42.3 47.9 88.2 84.6: 11.8 15.4
Old : 100.0: 11.4 11.1 28.3 47.6 46.6 87.3 86.0: 12.7 14.0
Other: 100.0: 24.2 4.5 29.1 36.1 49.3 89.4 82.9: 10.6 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 839: 216 154 283 349 386 705 709:
Old : 793: 168 179 225 313 352 615 639:
Other: 703: 175 115 163 241 347 492 553:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 16.3 19.8 22.5 8.9 8.3 13.4 11.6
Old : 13.1 15.4 21.3 22.3 13.0 10.6 19.9 14.8
Other: 16.1 18.2 25.2 24.7 9.0 6.5 16.0 10.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 21,343: 6,179 38 1,387 8,127 17,115 15,694 18,540: 5,650 2,803
Old : 5,899: 2,862 222 142 705 4,270 3,709 4,633: 2,191 1,266
Other: 15,444: 3,613 112 950 7,422 12,845 11,985 13,907: 3,459 1,537
: : :
: : Changes in Commitments from: March 27, 2007 :
: -646: -348 -57 -51 -599 -984 -998 -1,092: 352 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 0.2 6.5 38.1 80.2 73.5 86.9: 26.5 13.1
Old : 100.0: 48.5 3.8 2.4 12.0 72.4 62.9 78.5: 37.1 21.5
Other: 100.0: 23.4 0.7 6.1 48.1 83.2 77.6 90.0: 22.4 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 29 5 10 18 18 55 28:
Old : 42: 16 6 3 9 14 27 21:
Other: 49: 20 4 8 17 15 42 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 : 24.9 48.2 36.4 72.9 20.3 45.9 30.1 60.2
Old : 31.0 52.3 45.1 63.8 31.0 50.4 45.1 61.9
Other: 32.0 60.1 45.9 80.0 29.1 58.5 41.8 72.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 648,432: 115,045 26,942 176,940 271,308 341,803 563,293 545,685: 85,139 102,747
Old : 443,506: 94,303 41,957 89,389 203,291 252,552 386,983 383,898: 56,522 59,608
Other: 204,926: 50,426 14,669 57,867 68,017 89,251 176,310 161,787: 28,617 43,139
: : :
: : Changes in Commitments from: March 27, 2007 :
: 19,675: 3,485 -1,472 11,388 7,375 12,510 22,248 22,425: -2,573 -2,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.2 27.3 41.8 52.7 86.9 84.2: 13.1 15.8
Old : 100.0: 21.3 9.5 20.2 45.8 56.9 87.3 86.6: 12.7 13.4
Other: 100.0: 24.6 7.2 28.2 33.2 43.6 86.0 78.9: 14.0 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 164 99 169 133 145 392 339:
Old : 423: 147 108 134 117 129 345 299:
Other: 293: 83 64 81 81 120 204 230:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 23.9 27.6 35.8 13.1 17.2 18.4 21.8
Old : 18.9 27.9 29.5 40.6 18.2 21.7 25.8 29.1
Other: 29.1 22.4 36.9 32.8 19.8 13.7 25.8 18.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,262: 13,647 4,177 445 34 908 14,126 5,530: 3,136 11,732
Old : 7,934: 5,188 3,890 328 34 261 5,550 4,479: 2,384 3,455
Other: 9,328: 8,562 390 14 0 647 8,576 1,051: 752 8,277
: : :
: : Changes in Commitments from: March 27, 2007 :
: 2,820: 2,271 2,128 -10 -148 201 2,113 2,319: 707 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 24.2 2.6 0.2 5.3 81.8 32.0: 18.2 68.0
Old : 100.0: 65.4 49.0 4.1 0.4 3.3 70.0 56.5: 30.0 43.5
Other: 100.0: 91.8 4.2 0.2 0.0 6.9 91.9 11.3: 8.1 88.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 14 11 6 2 4 16 21:
Old : 28: 12 13 5 2 2 15 19:
Other: 19: 11 4 2 0 4 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 51.1 13.4 70.3 20.3 49.9 13.4 69.2 20.3
Old : 41.3 26.9 60.2 41.5 41.1 26.9 58.7 41.5
Other: 77.0 8.8 89.2 11.2 76.8 8.8 89.0 11.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 352,807: 92,011 9,721 67,490 160,755 256,857 320,255 334,068: 32,552 18,739
Old : 272,814: 81,616 22,931 38,521 124,769 196,038 244,907 257,490: 27,907 15,324
Other: 79,994: 28,075 4,471 11,288 35,985 60,819 75,348 76,578: 4,646 3,416
: : :
: : Changes in Commitments from: March 27, 2007 :
: 10,067: 2,113 -1,975 -2,423 9,795 12,307 9,485 7,908: 582 2,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 2.8 19.1 45.6 72.8 90.8 94.7: 9.2 5.3
Old : 100.0: 29.9 8.4 14.1 45.7 71.9 89.8 94.4: 10.2 5.6
Other: 100.0: 35.1 5.6 14.1 45.0 76.0 94.2 95.7: 5.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 88 33 62 67 68 197 139:
Old : 218: 80 47 56 62 64 184 132:
Other: 109: 40 14 25 34 43 84 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 35.8 23.7 50.0 14.0 29.6 21.2 42.0
Old : 17.8 40.6 26.7 52.3 17.8 39.1 26.2 47.6
Other: 33.0 44.4 47.0 58.7 31.6 42.2 43.8 52.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 994,415: 98,948 178,825 84,796 674,194 547,843 857,938 811,464: 136,477 182,951
Old : 994,415: 98,948 178,825 84,796 674,194 547,843 857,938 811,464: 136,477 182,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 21,290: 8,708 -3,419 1,321 12,315 22,271 22,345 20,173: -1,055 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.0 8.5 67.8 55.1 86.3 81.6: 13.7 18.4
Old : 100.0: 10.0 18.0 8.5 67.8 55.1 86.3 81.6: 13.7 18.4
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 : 185: 35 45 48 81 88 138 159:
Old : 185: 35 45 48 81 88 138 159:
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 : 24.9 23.6 34.7 33.9 18.4 15.3 24.6 22.1
Old : 24.9 23.6 34.7 33.9 18.4 15.3 24.6 22.1
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, April 3, 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 : 237,773: 47,556 19,644 42,330 100,862 147,987 190,748 209,961: 47,025 27,812
Old : 172,616: 42,238 13,969 28,472 66,082 108,148 136,791 150,590: 35,825 22,026
Other: 65,157: 8,530 8,886 10,646 34,781 39,839 53,956 59,371: 11,201 5,786
: : :
: : Changes in Commitments from: March 27, 2007 :
: 5,918: -2,388 1,043 1,574 5,061 1,496 4,247 4,113: 1,671 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.3 17.8 42.4 62.2 80.2 88.3: 19.8 11.7
Old : 100.0: 24.5 8.1 16.5 38.3 62.7 79.2 87.2: 20.8 12.8
Other: 100.0: 13.1 13.6 16.3 53.4 61.1 82.8 91.1: 17.2 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 63 32 62 59 57 158 132:
Old : 173: 59 33 55 55 50 147 119:
Other: 106: 30 22 33 39 34 83 77:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 30.9 28.6 44.1 19.0 29.2 26.8 41.2
Old : 16.2 36.8 24.4 46.3 14.6 34.9 22.5 44.4
Other: 41.1 30.9 49.8 42.2 40.1 30.6 46.2 41.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 17,272: 4,100 1,378 2,135 7,614 12,197 13,849 15,710: 3,423 1,561
Old : 8,639: 1,514 1,559 644 4,654 5,229 6,812 7,433: 1,827 1,207
Other: 8,632: 2,768 1 1,309 2,960 6,968 7,037 8,278: 1,596 354
: : :
: : Changes in Commitments from: March 27, 2007 :
: -16: 272 22 353 -599 -714 26 -339: -42 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 8.0 12.4 44.1 70.6 80.2 91.0: 19.8 9.0
Old : 100.0: 17.5 18.0 7.5 53.9 60.5 78.9 86.0: 21.1 14.0
Other: 100.0: 32.1 0.0 15.2 34.3 80.7 81.5 95.9: 18.5 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 22 11 10 26 20 53 36:
Old : 59: 14 13 6 23 18 42 32:
Other: 47: 18 1 9 19 17 38 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 53.5 35.6 68.9 18.7 44.0 28.1 56.7
Old : 22.0 48.4 36.4 64.3 20.6 45.0 34.5 58.0
Other: 35.4 71.7 51.5 86.8 28.7 59.0 37.3 65.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 957,918: 158,078 297,925 11,895 639,663 562,145 809,635 871,965: 148,283 85,953
Old : 957,918: 158,078 297,925 11,895 639,663 562,145 809,635 871,965: 148,283 85,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -7,221: 23,432 27,648 -2,320 -39,930 -16,822 -18,817 8,506: 11,596 -15,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 31.1 1.2 66.8 58.7 84.5 91.0: 15.5 9.0
Old : 100.0: 16.5 31.1 1.2 66.8 58.7 84.5 91.0: 15.5 9.0
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: 44 33 20 85 81 141 122:
Old : 197: 44 33 20 85 81 141 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 32.5 33.6 43.6 22.9 31.7 32.7 42.7
Old : 23.4 32.5 33.6 43.6 22.9 31.7 32.7 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 2,972,298: 760,320 305,571 236,175 1,672,130 2,030,689 2,668,625 2,572,435: 303,673 399,863
Old : 2,972,298: 760,320 305,571 236,175 1,672,130 2,030,689 2,668,625 2,572,435: 303,673 399,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 114,513: 13,397 21,308 20,492 81,415 50,322 115,305 92,122: -792 22,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.3 7.9 56.3 68.3 89.8 86.5: 10.2 13.5
Old : 100.0: 25.6 10.3 7.9 56.3 68.3 89.8 86.5: 10.2 13.5
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 : 306: 62 75 71 131 139 231 247:
Old : 306: 62 75 71 131 139 231 247:
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 : 24.1 30.2 34.5 40.5 20.7 26.1 30.6 35.7
Old : 24.1 30.2 34.5 40.5 20.7 26.1 30.6 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 1,685,081: 222,008 370,837 110,494 1,098,716 953,149 1,431,218 1,434,480: 253,864 250,601
Old : 1,685,081: 222,008 370,837 110,494 1,098,716 953,149 1,431,218 1,434,480: 253,864 250,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -2,478: 26,190 -2,644 -2,908 -9,892 -1,741 13,391 -7,293: -15,868 4,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.0 6.6 65.2 56.6 84.9 85.1: 15.1 14.9
Old : 100.0: 13.2 22.0 6.6 65.2 56.6 84.9 85.1: 15.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 40 39 41 93 96 157 152:
Old : 202: 40 39 41 93 96 157 152:
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 : 28.8 27.2 38.3 38.9 24.3 25.7 31.7 35.9
Old : 28.8 27.2 38.3 38.9 24.3 25.7 31.7 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 890,721: 183,069 198,670 249,263 416,123 402,430 848,455 850,363: 42,266 40,358
Old : 890,721: 183,069 198,670 249,263 416,123 402,430 848,455 850,363: 42,266 40,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -106,119: -7,341 -789 -44,030 -51,591 -63,439 -102,963 -108,257: -3,157 2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 22.3 28.0 46.7 45.2 95.3 95.5: 4.7 4.5
Old : 100.0: 20.6 22.3 28.0 46.7 45.2 95.3 95.5: 4.7 4.5
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 : 146: 43 35 48 63 59 134 114:
Old : 146: 43 35 48 63 59 134 114:
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 : 28.6 33.5 40.1 49.9 23.2 25.4 30.1 32.5
Old : 28.6 33.5 40.1 49.9 23.2 25.4 30.1 32.5
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, April 3, 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 : 32,365: 11,871 687 548 2,794 23,433 15,213 24,667: 17,153 7,698
Old : 32,365: 11,871 687 548 2,794 23,433 15,213 24,667: 17,153 7,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -3,622: -136 -3,725 -1,428 -2,546 -306 -4,109 -5,459: 487 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 2.1 1.7 8.6 72.4 47.0 76.2: 53.0 23.8
Old : 100.0: 36.7 2.1 1.7 8.6 72.4 47.0 76.2: 53.0 23.8
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 : 37: 20 3 4 5 13 27 18:
Old : 37: 20 3 4 5 13 27 18:
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 : 18.6 47.4 28.5 65.3 18.6 46.8 27.9 63.7
Old : 18.6 47.4 28.5 65.3 18.6 46.8 27.9 63.7
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, April 3, 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 : 42,172: 17,331 6,866 1,000 17,507 28,119 35,839 35,985: 6,334 6,187
Old : 42,172: 17,331 6,866 1,000 17,507 28,119 35,839 35,985: 6,334 6,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,374: 601 1,385 19 705 -188 1,325 1,216: 49 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 16.3 2.4 41.5 66.7 85.0 85.3: 15.0 14.7
Old : 100.0: 41.1 16.3 2.4 41.5 66.7 85.0 85.3: 15.0 14.7
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 : 65: 26 12 11 18 14 48 33:
Old : 65: 26 12 11 18 14 48 33:
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 : 26.1 45.2 43.5 61.1 25.4 45.2 42.7 61.1
Old : 26.1 45.2 43.5 61.1 25.4 45.2 42.7 61.1
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, April 3, 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 : 79,659: 42,955 30,314 743 24,580 33,594 68,277 64,651: 11,382 15,008
Old : 79,659: 42,955 30,314 743 24,580 33,594 68,277 64,651: 11,382 15,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 8,507: 10,136 1,575 -313 -1,260 5,247 8,563 6,509: -56 1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 38.1 0.9 30.9 42.2 85.7 81.2: 14.3 18.8
Old : 100.0: 53.9 38.1 0.9 30.9 42.2 85.7 81.2: 14.3 18.8
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 : 113: 34 41 13 22 26 66 70:
Old : 113: 34 41 13 22 26 66 70:
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 : 35.9 25.3 47.3 38.8 32.1 24.2 42.0 35.9
Old : 35.9 25.3 47.3 38.8 32.1 24.2 42.0 35.9
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, April 3, 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 : 44,564: 3,206 15,915 333 40,824 26,334 44,363 42,582: 201 1,982
Old : 44,564: 3,206 15,915 333 40,824 26,334 44,363 42,582: 201 1,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -373: -241 -157 -1 -29 -116 -271 -274: -102 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 35.7 0.7 91.6 59.1 99.5 95.6: 0.5 4.4
Old : 100.0: 7.2 35.7 0.7 91.6 59.1 99.5 95.6: 0.5 4.4
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 : 38: 9 12 2 13 9 22 23:
Old : 38: 9 12 2 13 9 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 : 76.0 84.1 91.8 90.9 72.0 73.1 82.9 79.9
Old : 76.0 84.1 91.8 90.9 72.0 73.1 82.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2007