WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 469,860: 74,905 60,801 129,589 228,019 217,341 432,512 407,731: 37,348 62,129
Old : 62,488: 9,152 12,787 18,509 26,148 22,645 53,809 53,941: 8,679 8,547
Other: 407,372: 78,401 60,663 98,431 201,871 194,696 378,703 353,790: 28,669 53,582
: : :
: : Changes in Commitments from: April 10, 2007 :
: -10,446: 2,559 -15,549 1,183 -14,902 2,964 -11,160 -11,402: 714 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.9 27.6 48.5 46.3 92.1 86.8: 7.9 13.2
Old : 100.0: 14.6 20.5 29.6 41.8 36.2 86.1 86.3: 13.9 13.7
Other: 100.0: 19.2 14.9 24.2 49.6 47.8 93.0 86.8: 7.0 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 95 133 137 79 107 271 296:
Old : 197: 55 57 52 52 60 131 145:
Other: 340: 99 119 120 68 102 245 272:
:----------------------------------------------------------------------------------------------------
: 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 16.3 30.7 22.8 19.9 15.0 30.2 20.2
Old : 27.0 16.8 38.8 27.3 27.0 15.9 33.4 23.7
Other: 20.5 17.8 31.5 24.5 20.4 16.5 31.0 22.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 2,026,793: 247,636 72,038 676,933 864,792 963,883 1,789,361 1,712,854: 237,432 313,939
Old : 1,035,864: 109,927 132,745 287,190 505,719 472,631 902,836 892,565: 133,028 143,298
Other: 990,929: 232,920 34,504 294,532 359,073 491,253 886,525 820,289: 104,404 170,641
: : :
: : Changes in Commitments from: April 10, 2007 :
: -38,016: -17,866 6,417 -21,898 13,425 -19,421 -26,339 -34,901: -11,677 -3,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 3.6 33.4 42.7 47.6 88.3 84.5: 11.7 15.5
Old : 100.0: 10.6 12.8 27.7 48.8 45.6 87.2 86.2: 12.8 13.8
Other: 100.0: 23.5 3.5 29.7 36.2 49.6 89.5 82.8: 10.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 840: 234 144 280 346 381 703 708:
Old : 780: 179 172 225 306 343 606 633:
Other: 701: 181 112 162 246 343 501 546:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 16.1 19.9 22.6 8.9 8.2 13.6 11.7
Old : 13.8 16.2 22.3 23.7 13.8 12.0 21.0 16.3
Other: 15.7 17.1 24.6 23.5 8.7 6.5 15.0 9.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 20,204: 6,044 81 1,650 7,274 15,872 14,968 17,603: 5,236 2,601
Old : 2,928: 1,310 103 145 388 1,889 1,842 2,137: 1,086 792
Other: 17,276: 4,898 141 1,342 6,886 13,983 13,126 15,467: 4,150 1,809
: : :
: : Changes in Commitments from: April 10, 2007 :
: -1,293: -250 34 47 -759 -1,476 -962 -1,395: -331 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 0.4 8.2 36.0 78.6 74.1 87.1: 25.9 12.9
Old : 100.0: 44.7 3.5 4.9 13.2 64.5 62.9 73.0: 37.1 27.0
Other: 100.0: 28.4 0.8 7.8 39.9 80.9 76.0 89.5: 24.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 28 7 13 18 18 57 31:
Old : 34: 11 5 4 6 15 20 21:
Other: 57: 24 6 12 17 17 49 30:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 49.0 36.3 71.2 22.5 47.8 33.0 61.4
Old : 37.2 42.6 50.9 55.9 37.2 40.3 50.6 53.5
Other: 26.6 55.3 40.7 77.3 25.5 54.0 37.9 68.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 641,764: 94,009 32,215 189,162 287,205 320,438 570,376 541,815: 71,388 99,950
Old : 421,007: 70,426 45,955 96,639 210,154 223,374 377,219 365,968: 43,788 55,039
Other: 220,758: 54,383 17,060 61,723 77,051 97,064 193,158 175,847: 27,600 44,911
: : :
: : Changes in Commitments from: April 10, 2007 :
: 4,734: -9,637 871 12,716 10,148 -5,050 13,226 8,536: -8,493 -3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.0 29.5 44.8 49.9 88.9 84.4: 11.1 15.6
Old : 100.0: 16.7 10.9 23.0 49.9 53.1 89.6 86.9: 10.4 13.1
Other: 100.0: 24.6 7.7 28.0 34.9 44.0 87.5 79.7: 12.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 499: 166 102 197 149 165 425 399:
Old : 471: 155 113 158 130 151 371 359:
Other: 333: 82 84 88 92 143 224 270:
:----------------------------------------------------------------------------------------------------
: 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 20.2 27.8 31.9 12.8 14.4 18.4 17.9
Old : 19.1 23.9 31.3 36.1 18.0 17.8 25.1 23.2
Other: 25.6 20.8 33.9 29.9 18.2 12.0 23.7 16.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,576: 11,833 1,731 1,051 0 655 12,884 3,437: 2,692 12,139
Old : 5,657: 3,170 1,593 678 0 11 3,848 2,282: 1,809 3,375
Other: 9,919: 8,922 397 114 0 644 9,036 1,155: 883 8,764
: : :
: : Changes in Commitments from: April 10, 2007 :
: -1,989: -2,082 -2,653 579 -33 -240 -1,536 -2,314: -453 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 11.1 6.7 0.0 4.2 82.7 22.1: 17.3 77.9
Old : 100.0: 56.0 28.2 12.0 0.0 0.2 68.0 40.3: 32.0 59.7
Other: 100.0: 89.9 4.0 1.1 0.0 6.5 91.1 11.6: 8.9 88.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 7 9 0 3 17 17:
Old : 24: 12 10 8 0 2 16 16:
Other: 17: 10 4 3 0 3 10 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 : 57.8 8.7 71.1 14.9 55.5 7.5 68.2 13.1
Old : 36.0 20.6 53.2 33.4 34.8 15.7 49.4 26.0
Other: 76.9 8.6 88.9 11.5 75.8 8.6 87.8 10.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 351,314: 90,374 13,025 60,973 164,647 254,586 315,994 328,583: 35,320 22,731
Old : 259,174: 73,577 27,043 30,463 125,188 182,565 229,227 240,070: 29,947 19,104
Other: 92,140: 34,659 3,843 12,649 39,460 72,021 86,767 88,513: 5,373 3,627
: : :
: : Changes in Commitments from: April 10, 2007 :
: -9,117: -7,096 1,645 -6,097 2,968 -6,904 -10,226 -11,355: 1,109 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 3.7 17.4 46.9 72.5 89.9 93.5: 10.1 6.5
Old : 100.0: 28.4 10.4 11.8 48.3 70.4 88.4 92.6: 11.6 7.4
Other: 100.0: 37.6 4.2 13.7 42.8 78.2 94.2 96.1: 5.8 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 92 25 62 71 68 195 138:
Old : 211: 78 42 54 66 64 180 131:
Other: 113: 43 13 30 37 43 91 76:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 35.8 24.5 49.9 14.2 29.9 21.2 41.0
Old : 18.4 40.0 27.9 50.6 18.4 39.1 26.4 46.2
Other: 30.3 44.2 43.6 59.8 28.0 42.1 39.1 54.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 1,050,699: 117,286 216,286 88,259 717,848 546,623 923,394 851,168: 127,305 199,530
Old : 1,050,699: 117,286 216,286 88,259 717,848 546,623 923,394 851,168: 127,305 199,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,112: -25,901 23,463 -4,076 30,436 -17,389 458 1,997: 2,654 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 20.6 8.4 68.3 52.0 87.9 81.0: 12.1 19.0
Old : 100.0: 11.2 20.6 8.4 68.3 52.0 87.9 81.0: 12.1 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 27 50 50 81 94 139 163:
Old : 187: 27 50 50 81 94 139 163:
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 : 25.7 21.5 38.1 31.0 20.3 15.3 29.0 21.5
Old : 25.7 21.5 38.1 31.0 20.3 15.3 29.0 21.5
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 17, 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 : 247,257: 39,758 22,937 44,995 119,243 151,931 203,996 219,864: 43,261 27,393
Old : 166,688: 34,119 18,224 27,087 73,861 99,396 135,068 144,707: 31,621 21,981
Other: 80,568: 11,158 10,233 12,388 45,382 52,535 68,928 75,156: 11,640 5,412
: : :
: : Changes in Commitments from: April 10, 2007 :
: 467: -5,016 849 2,198 6,632 257 3,814 3,304: -3,346 -2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 9.3 18.2 48.2 61.4 82.5 88.9: 17.5 11.1
Old : 100.0: 20.5 10.9 16.3 44.3 59.6 81.0 86.8: 19.0 13.2
Other: 100.0: 13.8 12.7 15.4 56.3 65.2 85.6 93.3: 14.4 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 50 38 59 68 65 158 139:
Old : 172: 52 35 51 65 58 146 124:
Other: 112: 26 25 33 46 36 92 76:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 30.9 32.7 45.5 23.2 28.0 30.7 40.9
Old : 18.8 34.4 28.0 44.9 17.8 31.5 25.9 41.0
Other: 42.0 39.9 51.8 50.5 41.3 37.5 48.7 47.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 17,692: 4,111 1,385 2,554 7,512 11,968 14,177 15,906: 3,516 1,786
Old : 8,452: 1,238 1,720 872 4,507 4,597 6,617 7,189: 1,835 1,263
Other: 9,241: 3,226 17 1,330 3,004 7,371 7,560 8,718: 1,681 523
: : :
: : Changes in Commitments from: April 10, 2007 :
: 602: -62 13 449 -28 -214 359 248: 243 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.8 14.4 42.5 67.6 80.1 89.9: 19.9 10.1
Old : 100.0: 14.6 20.3 10.3 53.3 54.4 78.3 85.1: 21.7 14.9
Other: 100.0: 34.9 0.2 14.4 32.5 79.8 81.8 94.3: 18.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 23 11 11 25 18 52 36:
Old : 57: 15 12 8 20 16 40 32:
Other: 46: 18 2 9 19 14 38 24:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 52.8 35.0 67.3 18.2 42.9 28.1 54.8
Old : 21.6 46.2 36.5 60.8 20.4 42.4 34.0 54.6
Other: 33.1 67.5 50.1 82.5 28.9 55.6 39.4 64.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 1,008,332: 153,080 298,101 18,302 694,647 605,848 866,029 922,251: 142,303 86,081
Old : 1,008,332: 153,080 298,101 18,302 694,647 605,848 866,029 922,251: 142,303 86,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 1,188: -1,289 -19,268 2,334 7,920 26,521 8,965 9,586: -7,777 -8,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 29.6 1.8 68.9 60.1 85.9 91.5: 14.1 8.5
Old : 100.0: 15.2 29.6 1.8 68.9 60.1 85.9 91.5: 14.1 8.5
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 : 206: 41 41 21 89 79 141 130:
Old : 206: 41 41 21 89 79 141 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 31.1 32.9 43.6 19.6 29.7 30.3 40.7
Old : 21.9 31.1 32.9 43.6 19.6 29.7 30.3 40.7
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 17, 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 : 3,056,124: 730,993 331,019 273,105 1,756,939 1,988,971 2,761,037 2,593,095: 295,087 463,029
Old : 3,056,124: 730,993 331,019 273,105 1,756,939 1,988,971 2,761,037 2,593,095: 295,087 463,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 49,263: -22,239 -10,436 19,099 38,349 9,474 35,208 18,137: 14,055 31,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.8 8.9 57.5 65.1 90.3 84.8: 9.7 15.2
Old : 100.0: 23.9 10.8 8.9 57.5 65.1 90.3 84.8: 9.7 15.2
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 : 323: 62 77 75 147 154 244 271:
Old : 323: 62 77 75 147 154 244 271:
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 26.5 35.9 36.3 21.8 22.3 31.3 30.8
Old : 25.4 26.5 35.9 36.3 21.8 22.3 31.3 30.8
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 17, 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 : 1,753,695: 202,387 337,741 121,688 1,165,382 1,018,380 1,489,456 1,477,809: 264,239 275,886
Old : 1,753,695: 202,387 337,741 121,688 1,165,382 1,018,380 1,489,456 1,477,809: 264,239 275,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 23,028: 18,552 6,808 9,682 -21,963 12,147 6,271 28,636: 16,757 -5,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 19.3 6.9 66.5 58.1 84.9 84.3: 15.1 15.7
Old : 100.0: 11.5 19.3 6.9 66.5 58.1 84.9 84.3: 15.1 15.7
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 : 206: 41 40 38 98 94 161 150:
Old : 206: 41 40 38 98 94 161 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 26.5 36.1 37.1 21.1 24.6 27.6 32.2
Old : 27.8 26.5 36.1 37.1 21.1 24.6 27.6 32.2
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, April 17, 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 : 899,004: 180,771 217,829 262,032 419,913 392,447 862,716 872,308: 36,287 26,695
Old : 899,004: 180,771 217,829 262,032 419,913 392,447 862,716 872,308: 36,287 26,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 4,064: 1,148 12,401 4,913 105 -8,353 6,165 8,961: -2,102 -4,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 24.2 29.1 46.7 43.7 96.0 97.0: 4.0 3.0
Old : 100.0: 20.1 24.2 29.1 46.7 43.7 96.0 97.0: 4.0 3.0
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 : 152: 42 38 53 66 61 139 121:
Old : 152: 42 38 53 66 61 139 121:
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 : 29.6 31.2 41.9 47.8 23.9 23.2 30.0 31.0
Old : 29.6 31.2 41.9 47.8 23.9 23.2 30.0 31.0
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, April 17, 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 : 10,817: 2,101 1,779 356 1,423 5,506 3,880 7,641: 6,937 3,176
Old : 10,817: 2,101 1,779 356 1,423 5,506 3,880 7,641: 6,937 3,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.4 3.3 13.2 50.9 35.9 70.6: 64.1 29.4
Old : 100.0: 19.4 16.4 3.3 13.2 50.9 35.9 70.6: 64.1 29.4
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 : 21: 8 4 1 3 7 11 12:
Old : 21: 8 4 1 3 7 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 43.5 30.7 60.0 18.8 43.5 27.5 59.9
Old : 19.6 43.5 30.7 60.0 18.8 43.5 27.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 33,607: 12,158 2,299 1,306 2,088 22,758 15,552 26,364: 18,055 7,243
Old : 33,607: 12,158 2,299 1,306 2,088 22,758 15,552 26,364: 18,055 7,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 374: -185 484 246 -405 -310 -344 420: 718 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 6.8 3.9 6.2 67.7 46.3 78.4: 53.7 21.6
Old : 100.0: 36.2 6.8 3.9 6.2 67.7 46.3 78.4: 53.7 21.6
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 : 49: 25 8 8 6 15 34 28:
Old : 49: 25 8 8 6 15 34 28:
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 : 16.8 40.0 25.4 57.3 16.8 39.8 25.4 56.4
Old : 16.8 40.0 25.4 57.3 16.8 39.8 25.4 56.4
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 17, 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 : 43,412: 17,200 7,638 615 17,607 28,040 35,422 36,294: 7,990 7,118
Old : 43,412: 17,200 7,638 615 17,607 28,040 35,422 36,294: 7,990 7,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 834: -339 426 -263 70 -96 -531 68: 1,366 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 17.6 1.4 40.6 64.6 81.6 83.6: 18.4 16.4
Old : 100.0: 39.6 17.6 1.4 40.6 64.6 81.6 83.6: 18.4 16.4
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 : 64: 25 13 11 17 14 46 34:
Old : 64: 25 13 11 17 14 46 34:
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 43.9 43.5 59.3 24.6 43.9 42.8 59.3
Old : 25.4 43.9 43.5 59.3 24.6 43.9 42.8 59.3
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 17, 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 : 90,156: 43,714 34,053 1,320 31,022 31,952 76,056 67,325: 14,100 22,831
Old : 90,156: 43,714 34,053 1,320 31,022 31,952 76,056 67,325: 14,100 22,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 12,815: 4,194 6,043 241 5,636 -924 10,072 5,360: 2,743 7,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 37.8 1.5 34.4 35.4 84.4 74.7: 15.6 25.3
Old : 100.0: 48.5 37.8 1.5 34.4 35.4 84.4 74.7: 15.6 25.3
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 : 121: 30 52 15 25 26 67 81:
Old : 121: 30 52 15 25 26 67 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 23.6 51.3 34.1 39.4 22.1 49.9 32.3
Old : 39.8 23.6 51.3 34.1 39.4 22.1 49.9 32.3
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 17, 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 : 46,253: 2,260 16,331 333 43,383 27,567 45,976 44,231: 277 2,022
Old : 46,253: 2,260 16,331 333 43,383 27,567 45,976 44,231: 277 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -364: -312 250 0 -171 -659 -483 -409: 119 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 35.3 0.7 93.8 59.6 99.4 95.6: 0.6 4.4
Old : 100.0: 4.9 35.3 0.7 93.8 59.6 99.4 95.6: 0.6 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: 8 13 2 14 9 22 24:
Old : 38: 8 13 2 14 9 22 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 : 73.9 82.6 90.1 89.6 69.9 70.6 81.1 77.6
Old : 73.9 82.6 90.1 89.6 69.9 70.6 81.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2007