WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 445,887: 78,675 58,791 108,356 225,395 217,994 412,425 385,141: 33,462 60,746
Old : 15,307: 5,697 1,549 0 5,891 8,758 11,588 10,307: 3,719 5,000
Other: 430,580: 78,923 63,187 102,411 219,504 209,236 400,837 374,834: 29,743 55,746
: : :
: : Changes in Commitments from: April 17, 2007 :
: -23,973: 3,770 -2,010 -21,233 -2,624 653 -20,087 -22,590: -3,886 -1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.2 24.3 50.5 48.9 92.5 86.4: 7.5 13.6
Old : 100.0: 37.2 10.1 0.0 38.5 57.2 75.7 67.3: 24.3 32.7
Other: 100.0: 18.3 14.7 23.8 51.0 48.6 93.1 87.1: 6.9 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 89 115 120 78 105 260 265:
Old : 99: 26 14 0 28 36 54 50:
Other: 339: 89 121 115 72 105 250 264:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 17.1 32.3 24.9 20.5 15.8 31.6 22.5
Old : 38.7 38.8 52.1 48.9 38.7 38.8 52.1 48.3
Other: 21.5 17.5 32.5 25.3 20.8 16.2 31.8 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 1,843,103: 252,111 73,762 545,949 826,379 927,572 1,624,438 1,547,283: 218,664 295,820
Old : 856,457: 111,992 113,425 184,204 446,307 435,823 742,502 733,451: 113,955 123,006
Other: 986,646: 211,128 31,346 290,736 380,072 491,749 881,936 813,831: 104,709 172,814
: : :
: : Changes in Commitments from: April 17, 2007 :
: -183,690: 4,474 1,724 -130,984 -38,413 -36,311 -164,923 -165,571: -18,767 -18,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 4.0 29.6 44.8 50.3 88.1 83.9: 11.9 16.1
Old : 100.0: 13.1 13.2 21.5 52.1 50.9 86.7 85.6: 13.3 14.4
Other: 100.0: 21.4 3.2 29.5 38.5 49.8 89.4 82.5: 10.6 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 803: 193 147 249 344 381 669 673:
Old : 736: 137 175 192 292 344 552 603:
Other: 689: 173 103 154 251 343 493 534:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 17.2 20.9 23.7 9.6 9.7 14.8 13.5
Old : 16.4 17.9 25.6 25.6 16.3 15.3 24.8 20.5
Other: 16.1 17.9 25.0 24.3 8.6 6.6 14.6 9.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 19,680: 5,274 35 1,767 8,209 15,666 15,250 17,467: 4,431 2,213
Old : 953: 389 36 0 273 700 662 736: 291 217
Other: 18,727: 5,004 118 1,648 7,936 14,966 14,588 16,731: 4,140 1,996
: : :
: : Changes in Commitments from: April 17, 2007 :
: -524: -770 -46 116 936 -206 282 -136: -806 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 0.2 9.0 41.7 79.6 77.5 88.8: 22.5 11.2
Old : 100.0: 40.8 3.8 0.0 28.6 73.5 69.5 77.2: 30.5 22.8
Other: 100.0: 26.7 0.6 8.8 42.4 79.9 77.9 89.3: 22.1 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 20 6 13 19 18 49 31:
Old : 17: 3 2 0 6 8 9 10:
Other: 54: 19 7 13 17 18 46 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 49.4 40.1 71.9 22.5 48.4 33.4 59.3
Old : 67.3 70.1 69.4 76.6 51.4 53.0 51.9 59.5
Other: 26.8 51.3 40.7 73.3 23.7 50.4 35.1 61.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 551,120: 81,061 34,152 148,879 253,648 269,883 483,587 452,914: 67,532 98,206
Old : 326,863: 58,373 48,633 56,050 173,585 171,186 288,008 275,868: 38,855 50,995
Other: 224,256: 52,440 15,271 63,077 80,063 98,697 195,579 177,045: 28,677 47,211
: : :
: : Changes in Commitments from: April 17, 2007 :
: -90,645: -12,949 1,937 -40,283 -33,557 -50,555 -86,789 -88,901: -3,856 -1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.2 27.0 46.0 49.0 87.7 82.2: 12.3 17.8
Old : 100.0: 17.9 14.9 17.1 53.1 52.4 88.1 84.4: 11.9 15.6
Other: 100.0: 23.4 6.8 28.1 35.7 44.0 87.2 78.9: 12.8 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 132 88 169 143 156 381 359:
Old : 424: 132 93 123 118 142 314 321:
Other: 328: 78 81 91 91 143 226 266:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 21.3 27.9 29.9 14.8 15.5 22.1 19.4
Old : 22.7 23.8 33.0 32.6 22.7 19.5 32.0 25.8
Other: 24.2 21.3 33.0 30.5 17.4 12.4 23.1 16.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 329,345: 79,080 15,404 55,690 162,051 239,683 296,821 310,776: 32,524 18,569
Old : 233,197: 64,540 28,000 25,858 116,197 164,420 206,596 218,278: 26,602 14,919
Other: 96,148: 31,537 4,401 12,835 45,854 75,262 90,225 92,498: 5,923 3,650
: : :
: : Changes in Commitments from: April 17, 2007 :
: -21,969: -11,294 2,379 -5,284 -2,596 -14,903 -19,173 -17,807: -2,796 -4,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 4.7 16.9 49.2 72.8 90.1 94.4: 9.9 5.6
Old : 100.0: 27.7 12.0 11.1 49.8 70.5 88.6 93.6: 11.4 6.4
Other: 100.0: 32.8 4.6 13.3 47.7 78.3 93.8 96.2: 6.2 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 76 32 59 69 64 184 137:
Old : 204: 65 49 51 63 59 167 130:
Other: 115: 41 14 30 40 44 93 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 35.7 25.2 49.0 14.2 27.7 20.9 39.9
Old : 18.8 39.8 27.3 50.5 18.6 38.4 26.5 45.7
Other: 32.2 44.8 43.9 60.3 30.1 42.3 39.5 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 1,000,527: 122,668 178,870 75,402 656,358 555,981 854,429 810,253: 146,098 190,274
Old : 1,000,527: 122,668 178,870 75,402 656,358 555,981 854,429 810,253: 146,098 190,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -50,172: 5,382 -37,415 -12,857 -61,490 9,358 -68,965 -40,915: 18,793 -9,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.9 7.5 65.6 55.6 85.4 81.0: 14.6 19.0
Old : 100.0: 12.3 17.9 7.5 65.6 55.6 85.4 81.0: 14.6 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 : 184: 27 48 49 74 92 132 158:
Old : 184: 27 48 49 74 92 132 158:
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 : 26.6 22.2 38.3 32.5 21.5 15.9 28.3 22.4
Old : 26.6 22.2 38.3 32.5 21.5 15.9 28.3 22.4
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, April 24, 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 : 234,577: 35,270 21,693 40,610 117,366 146,199 193,245 208,501: 41,331 26,075
Old : 147,143: 28,888 16,017 21,005 67,828 89,235 117,721 126,257: 29,423 20,886
Other: 87,434: 11,856 11,149 14,131 49,537 56,964 75,525 82,244: 11,909 5,189
: : :
: : Changes in Commitments from: April 17, 2007 :
: -12,680: -4,488 -1,245 -4,385 -1,877 -5,732 -10,750 -11,362: -1,930 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.2 17.3 50.0 62.3 82.4 88.9: 17.6 11.1
Old : 100.0: 19.6 10.9 14.3 46.1 60.6 80.0 85.8: 20.0 14.2
Other: 100.0: 13.6 12.8 16.2 56.7 65.2 86.4 94.1: 13.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 42 39 49 64 63 141 133:
Old : 163: 45 38 40 60 55 128 117:
Other: 113: 28 24 32 44 39 89 80:
:----------------------------------------------------------------------------------------------------
: 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 31.7 34.7 45.4 24.3 29.2 32.6 40.8
Old : 18.3 31.4 29.0 43.7 16.8 30.9 26.2 40.6
Other: 40.7 40.6 51.4 51.6 40.1 38.4 48.9 48.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 17,013: 4,049 1,734 2,253 7,451 11,382 13,753 15,369: 3,259 1,644
Old : 7,315: 1,264 1,885 543 3,991 3,849 5,799 6,276: 1,516 1,038
Other: 9,698: 3,101 166 1,393 3,459 7,533 7,954 9,092: 1,744 606
: : :
: : Changes in Commitments from: April 17, 2007 :
: -680: -62 350 -301 -61 -587 -423 -538: -256 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 10.2 13.2 43.8 66.9 80.8 90.3: 19.2 9.7
Old : 100.0: 17.3 25.8 7.4 54.6 52.6 79.3 85.8: 20.7 14.2
Other: 100.0: 32.0 1.7 14.4 35.7 77.7 82.0 93.8: 18.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 19 15 11 28 19 54 38:
Old : 59: 16 11 8 20 17 39 34:
Other: 48: 14 6 9 21 14 40 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 : 20.4 51.9 34.3 65.4 19.0 43.6 29.7 54.7
Old : 24.0 44.4 38.8 59.0 23.9 44.4 38.7 58.8
Other: 31.6 64.2 51.1 81.3 28.9 52.7 41.6 63.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 1,031,372: 162,048 356,465 13,808 716,433 574,941 892,289 945,214: 139,083 86,159
Old : 1,031,372: 162,048 356,465 13,808 716,433 574,941 892,289 945,214: 139,083 86,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 23,040: 8,968 58,364 -4,494 21,785 -30,907 26,260 22,963: -3,220 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 34.6 1.3 69.5 55.7 86.5 91.6: 13.5 8.4
Old : 100.0: 15.7 34.6 1.3 69.5 55.7 86.5 91.6: 13.5 8.4
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 : 213: 48 34 22 96 79 154 125:
Old : 213: 48 34 22 96 79 154 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 30.9 32.6 44.9 21.9 29.7 31.6 42.4
Old : 22.5 30.9 32.6 44.9 21.9 29.7 31.6 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 2,999,062: 728,973 307,055 250,668 1,709,948 1,992,943 2,689,590 2,550,667: 309,473 448,395
Old : 2,999,062: 728,973 307,055 250,668 1,709,948 1,992,943 2,689,590 2,550,667: 309,473 448,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -57,061: -2,021 -23,964 -22,436 -46,990 3,973 -71,447 -42,428: 14,386 -14,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 10.2 8.4 57.0 66.5 89.7 85.0: 10.3 15.0
Old : 100.0: 24.3 10.2 8.4 57.0 66.5 89.7 85.0: 10.3 15.0
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 : 298: 49 76 66 139 144 226 248:
Old : 298: 49 76 66 139 144 226 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 28.0 37.3 38.6 22.3 23.7 32.6 31.8
Old : 26.4 28.0 37.3 38.6 22.3 23.7 32.6 31.8
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 24, 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 : 1,853,791: 235,601 385,822 140,784 1,206,459 1,073,953 1,582,844 1,600,558: 270,946 253,232
Old : 1,853,791: 235,601 385,822 140,784 1,206,459 1,073,953 1,582,844 1,600,558: 270,946 253,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 100,096: 33,214 48,080 19,096 41,078 55,573 93,388 122,749: 6,707 -22,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 20.8 7.6 65.1 57.9 85.4 86.3: 14.6 13.7
Old : 100.0: 12.7 20.8 7.6 65.1 57.9 85.4 86.3: 14.6 13.7
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 : 208: 42 40 38 99 91 162 148:
Old : 208: 42 40 38 99 91 162 148:
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 27.2 35.9 38.1 19.7 24.0 26.9 31.7
Old : 26.1 27.2 35.9 38.1 19.7 24.0 26.9 31.7
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 24, 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 : 939,623: 173,082 209,516 277,449 454,829 420,770 905,359 907,735: 34,264 31,888
Old : 939,623: 173,082 209,516 277,449 454,829 420,770 905,359 907,735: 34,264 31,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 40,619: -7,690 -8,313 15,417 34,916 28,323 42,643 35,426: -2,023 5,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 22.3 29.5 48.4 44.8 96.4 96.6: 3.6 3.4
Old : 100.0: 18.4 22.3 29.5 48.4 44.8 96.4 96.6: 3.6 3.4
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 : 157: 47 37 55 66 63 143 125:
Old : 157: 47 37 55 66 63 143 125:
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 : 28.2 31.9 40.8 48.7 22.2 24.0 28.4 30.6
Old : 28.2 31.9 40.8 48.7 22.2 24.0 28.4 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 33,937: 11,039 4,170 1,664 1,966 19,677 14,669 25,511: 19,268 8,426
Old : 33,937: 11,039 4,170 1,664 1,966 19,677 14,669 25,511: 19,268 8,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 330: -1,119 1,871 358 -122 -3,081 -883 -852: 1,213 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 12.3 4.9 5.8 58.0 43.2 75.2: 56.8 24.8
Old : 100.0: 32.5 12.3 4.9 5.8 58.0 43.2 75.2: 56.8 24.8
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 : 49: 20 12 8 7 15 32 30:
Old : 49: 20 12 8 7 15 32 30:
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 : 14.3 36.2 23.3 51.9 14.3 35.4 22.5 50.8
Old : 14.3 36.2 23.3 51.9 14.3 35.4 22.5 50.8
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 24, 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 : 44,906: 19,257 7,252 696 17,894 29,173 37,847 37,121: 7,059 7,785
Old : 44,906: 19,257 7,252 696 17,894 29,173 37,847 37,121: 7,059 7,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,494: 2,057 -386 81 288 1,132 2,425 827: -932 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 16.1 1.6 39.8 65.0 84.3 82.7: 15.7 17.3
Old : 100.0: 42.9 16.1 1.6 39.8 65.0 84.3 82.7: 15.7 17.3
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 : 69: 30 12 10 18 14 51 33:
Old : 69: 30 12 10 18 14 51 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 : 25.3 43.5 42.6 59.3 24.6 43.5 41.8 59.2
Old : 25.3 43.5 42.6 59.3 24.6 43.5 41.8 59.2
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 24, 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 : 105,021: 47,835 43,784 1,115 42,479 33,887 91,429 78,787: 13,592 26,234
Old : 105,021: 47,835 43,784 1,115 42,479 33,887 91,429 78,787: 13,592 26,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 14,865: 4,121 9,731 -205 11,456 1,935 15,372 11,461: -508 3,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 41.7 1.1 40.4 32.3 87.1 75.0: 12.9 25.0
Old : 100.0: 45.5 41.7 1.1 40.4 32.3 87.1 75.0: 12.9 25.0
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 : 127: 35 55 14 22 26 69 83:
Old : 127: 35 55 14 22 26 69 83:
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 : 46.4 23.5 57.2 35.4 46.1 23.5 56.3 35.3
Old : 46.4 23.5 57.2 35.4 46.1 23.5 56.3 35.3
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 24, 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 : 46,181: 2,346 16,037 337 43,212 27,822 45,895 44,196: 286 1,985
Old : 46,181: 2,346 16,037 337 43,212 27,822 45,895 44,196: 286 1,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -72: 86 -294 4 -171 255 -81 -35: 9 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 34.7 0.7 93.6 60.2 99.4 95.7: 0.6 4.3
Old : 100.0: 5.1 34.7 0.7 93.6 60.2 99.4 95.7: 0.6 4.3
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 : 37: 7 13 3 14 9 22 24:
Old : 37: 7 13 3 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 : 71.5 82.7 89.5 90.3 71.4 74.4 84.5 82.0
Old : 71.5 82.7 89.5 90.3 71.4 74.4 84.5 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007