WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 532,827: 69,855 64,438 155,310 270,182 247,124 495,347 466,872: 37,481 65,955
Old : 310,687: 45,743 71,457 69,302 174,483 140,399 289,527 281,157: 21,160 29,530
Other: 222,140: 59,170 28,039 50,951 95,699 106,725 205,820 185,715: 16,321 36,425
: : :
: : Changes in Commitments from: January 30, 2007 :
: 6,068: 1,535 3,606 -634 4,617 3,051 5,518 6,023: 551 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 12.1 29.1 50.7 46.4 93.0 87.6: 7.0 12.4
Old : 100.0: 14.7 23.0 22.3 56.2 45.2 93.2 90.5: 6.8 9.5
Other: 100.0: 26.6 12.6 22.9 43.1 48.0 92.7 83.6: 7.3 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 117 115 151 82 110 291 306:
Old : 334: 97 127 103 70 88 232 256:
Other: 274: 100 61 77 59 98 187 211:
:----------------------------------------------------------------------------------------------------
: 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 17.9 30.0 26.3 18.4 11.6 27.7 16.1
Old : 30.0 19.9 43.1 29.8 29.9 17.3 41.5 25.6
Other: 21.6 22.2 33.6 29.4 19.7 17.1 27.3 22.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,124,616: 364,759 63,219 647,171 843,022 1,078,375 1,854,952 1,788,765: 269,664 335,851
Old : 1,344,781: 218,532 88,065 362,069 573,836 688,095 1,154,437 1,138,229: 190,343 206,552
Other: 779,835: 211,188 40,114 220,141 269,186 390,280 700,515 650,536: 79,320 129,300
: : :
: : Changes in Commitments from: January 30, 2007 :
: 6,882: -4,247 7,572 10,545 3,029 -9,539 9,327 8,578: -2,446 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.0 30.5 39.7 50.8 87.3 84.2: 12.7 15.8
Old : 100.0: 16.3 6.5 26.9 42.7 51.2 85.8 84.6: 14.2 15.4
Other: 100.0: 27.1 5.1 28.2 34.5 50.0 89.8 83.4: 10.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 840: 261 127 286 322 372 709 690:
Old : 812: 229 148 253 295 353 649 652:
Other: 647: 151 109 134 197 331 411 515:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 19.3 18.8 24.9 8.8 12.1 13.6 15.4
Old : 12.5 17.8 21.0 23.7 11.3 12.6 17.8 16.8
Other: 17.8 22.3 27.8 28.6 10.3 11.8 17.3 16.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 19,975: 5,052 133 1,393 9,950 16,507 16,394 18,033: 3,581 1,942
Old : 9,685: 2,984 505 279 4,266 7,572 7,530 8,357: 2,155 1,329
Other: 10,290: 2,446 7 735 5,683 8,934 8,864 9,676: 1,426 614
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,121: 190 9 -23 1,168 1,362 1,334 1,348: -214 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 0.7 7.0 49.8 82.6 82.1 90.3: 17.9 9.7
Old : 100.0: 30.8 5.2 2.9 44.1 78.2 77.7 86.3: 22.3 13.7
Other: 100.0: 23.8 0.1 7.1 55.2 86.8 86.1 94.0: 13.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 27 6 11 19 19 53 31:
Old : 48: 16 10 5 17 17 38 27:
Other: 39: 19 1 7 10 13 31 20:
:----------------------------------------------------------------------------------------------------
: 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 : 35.7 50.1 47.1 72.8 27.0 41.7 36.6 58.8
Old : 32.6 57.1 48.3 69.4 32.6 55.2 48.3 64.6
Other: 51.8 66.9 65.3 87.6 51.8 65.8 63.4 83.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 607,699: 125,607 28,820 166,820 230,796 305,784 523,222 501,424: 84,477 106,275
Old : 458,672: 96,435 40,954 102,639 195,943 238,844 395,016 382,437: 63,657 76,235
Other: 149,027: 53,761 12,455 39,593 34,853 66,940 128,207 118,987: 20,820 30,040
: : :
: : Changes in Commitments from: January 30, 2007 :
: 36,125: 11,398 -1,529 10,576 7,128 19,912 29,103 28,959: 7,022 7,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.7 27.5 38.0 50.3 86.1 82.5: 13.9 17.5
Old : 100.0: 21.0 8.9 22.4 42.7 52.1 86.1 83.4: 13.9 16.6
Other: 100.0: 36.1 8.4 26.6 23.4 44.9 86.0 79.8: 14.0 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 154 108 163 132 150 388 341:
Old : 433: 148 109 141 125 138 355 315:
Other: 265: 69 62 50 60 113 158 198:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 21.9 25.7 33.3 13.6 17.5 19.6 23.0
Old : 18.5 22.9 29.0 33.4 18.2 18.4 24.9 24.3
Other: 25.5 30.2 37.8 40.8 17.0 20.6 28.1 24.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,469: 11,628 5,057 1,220 239 1,033 13,087 7,310: 4,382 10,159
Old : 11,157: 6,329 5,132 887 239 805 7,455 6,824: 3,702 4,333
Other: 6,312: 5,553 179 79 0 228 5,632 486: 680 5,826
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,885: 1,424 1,079 -125 0 12 1,299 966: 586 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 28.9 7.0 1.4 5.9 74.9 41.8: 25.1 58.2
Old : 100.0: 56.7 46.0 8.0 2.1 7.2 66.8 61.2: 33.2 38.8
Other: 100.0: 88.0 2.8 1.3 0.0 3.6 89.2 7.7: 10.8 92.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 14 8 12 2 3 19 20:
Old : 26: 12 10 11 2 3 18 20:
Other: 15: 10 2 4 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 28.5 59.0 36.3 43.1 27.4 57.5 32.6
Old : 37.7 42.7 52.7 54.9 36.6 41.1 50.8 50.7
Other: 76.1 7.3 87.4 7.7 75.9 6.4 86.1 6.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 317,960: 82,875 13,850 67,142 134,450 219,682 284,467 300,674: 33,493 17,286
Old : 280,296: 77,386 16,424 49,724 122,994 199,745 250,104 265,893: 30,191 14,403
Other: 37,664: 15,380 7,317 7,527 11,456 19,938 34,362 34,782: 3,302 2,882
: : :
: : Changes in Commitments from: January 30, 2007 :
: 19,992: 15,308 6,227 1,421 2,569 14,410 19,298 22,059: 694 -2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 4.4 21.1 42.3 69.1 89.5 94.6: 10.5 5.4
Old : 100.0: 27.6 5.9 17.7 43.9 71.3 89.2 94.9: 10.8 5.1
Other: 100.0: 40.8 19.4 20.0 30.4 52.9 91.2 92.3: 8.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 87 29 53 58 63 179 123:
Old : 202: 89 32 48 57 63 172 121:
Other: 76: 23 16 16 22 24 56 47:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 39.0 23.5 49.0 14.7 35.1 21.1 42.6
Old : 17.4 41.4 25.5 51.2 16.6 37.8 23.0 44.8
Other: 35.4 40.4 57.7 57.0 30.4 36.3 50.1 48.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,105,736: 112,216 195,952 117,795 731,747 584,324 961,757 898,071: 143,978 207,665
Old : 1,105,736: 112,216 195,952 117,795 731,747 584,324 961,757 898,071: 143,978 207,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 10,707: -10,077 -14,809 11,958 10,301 8,608 12,182 5,757: -1,475 4,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 17.7 10.7 66.2 52.8 87.0 81.2: 13.0 18.8
Old : 100.0: 10.1 17.7 10.7 66.2 52.8 87.0 81.2: 13.0 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 : 195: 46 39 51 81 90 146 161:
Old : 195: 46 39 51 81 90 146 161:
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 : 22.3 24.3 32.8 32.4 21.0 20.0 27.6 25.9
Old : 22.3 24.3 32.8 32.4 21.0 20.0 27.6 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 242,641: 56,594 17,244 38,415 106,701 166,160 201,710 221,819: 40,931 20,821
Old : 209,540: 55,565 16,501 27,632 89,375 147,350 172,573 191,484: 36,967 18,056
Other: 33,101: 7,297 7,011 4,514 17,326 18,811 29,138 30,336: 3,963 2,765
: : :
: : Changes in Commitments from: January 30, 2007 :
: 4,924: 3,377 -2,407 -235 -1,124 6,290 2,017 3,647: 2,906 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.1 15.8 44.0 68.5 83.1 91.4: 16.9 8.6
Old : 100.0: 26.5 7.9 13.2 42.7 70.3 82.4 91.4: 17.6 8.6
Other: 100.0: 22.0 21.2 13.6 52.3 56.8 88.0 91.6: 12.0 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 70 31 52 58 58 161 123:
Old : 186: 77 29 48 58 55 158 118:
Other: 81: 17 20 20 28 31 57 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 40.6 29.7 52.1 17.4 39.0 25.3 47.8
Old : 19.6 44.5 28.4 55.4 14.6 41.9 23.2 50.3
Other: 45.8 29.6 58.9 46.6 45.4 29.5 58.2 46.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,619: 4,383 689 1,492 7,900 14,005 13,774 16,186: 3,845 1,432
Old : 13,382: 3,385 686 1,051 6,094 10,394 10,530 12,131: 2,852 1,251
Other: 4,237: 1,046 52 392 1,806 3,611 3,244 4,055: 993 182
: : :
: : Changes in Commitments from: January 30, 2007 :
: -527: -544 174 -89 -31 -690 -664 -606: 137 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.9 8.5 44.8 79.5 78.2 91.9: 21.8 8.1
Old : 100.0: 25.3 5.1 7.9 45.5 77.7 78.7 90.7: 21.3 9.3
Other: 100.0: 24.7 1.2 9.3 42.6 85.2 76.6 95.7: 23.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 25 6 6 28 21 56 30:
Old : 62: 23 5 6 26 20 51 29:
Other: 33: 7 5 5 12 14 24 19:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 59.5 34.8 73.8 17.1 51.3 29.2 64.2
Old : 19.6 59.9 33.4 73.3 18.0 55.7 30.4 66.8
Other: 41.4 70.2 58.0 86.4 28.5 49.0 38.3 61.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 838,979: 138,238 245,594 15,092 552,201 451,092 705,531 711,778: 133,448 127,201
Old : 838,979: 138,238 245,594 15,092 552,201 451,092 705,531 711,778: 133,448 127,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 32,017: -7,331 18,534 7,048 25,176 7,760 24,893 33,343: 7,124 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 29.3 1.8 65.8 53.8 84.1 84.8: 15.9 15.2
Old : 100.0: 16.5 29.3 1.8 65.8 53.8 84.1 84.8: 15.9 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 : 191: 44 42 16 76 73 124 127:
Old : 191: 44 42 16 76 73 124 127:
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 17.4 37.6 28.7 28.5 17.2 37.3 26.8
Old : 28.8 17.4 37.6 28.7 28.5 17.2 37.3 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,876,472: 543,014 343,851 277,831 1,750,143 1,840,724 2,570,987 2,462,406: 305,485 414,066
Old : 2,876,472: 543,014 343,851 277,831 1,750,143 1,840,724 2,570,987 2,462,406: 305,485 414,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -79,030: -24,681 -44,045 -20,701 -6,686 38,394 -52,068 -26,352: -26,962 -52,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.0 9.7 60.8 64.0 89.4 85.6: 10.6 14.4
Old : 100.0: 18.9 12.0 9.7 60.8 64.0 89.4 85.6: 10.6 14.4
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 : 307: 58 74 70 142 145 232 257:
Old : 307: 58 74 70 142 145 232 257:
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 : 23.1 21.7 34.7 34.5 15.3 16.8 24.3 24.7
Old : 23.1 21.7 34.7 34.5 15.3 16.8 24.3 24.7
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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,720,971: 217,674 260,850 120,773 1,156,961 1,038,464 1,495,408 1,420,088: 225,563 300,883
Old : 1,720,971: 217,674 260,850 120,773 1,156,961 1,038,464 1,495,408 1,420,088: 225,563 300,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 10,890: -2,926 45,445 -9,610 15,942 -4,984 3,405 30,852: 7,485 -19,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.2 7.0 67.2 60.3 86.9 82.5: 13.1 17.5
Old : 100.0: 12.6 15.2 7.0 67.2 60.3 86.9 82.5: 13.1 17.5
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 : 198: 40 43 39 90 91 148 155:
Old : 198: 40 43 39 90 91 148 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 27.1 39.3 35.9 23.3 25.4 31.6 31.7
Old : 28.1 27.1 39.3 35.9 23.3 25.4 31.6 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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 681,305: 106,518 69,261 285,454 255,148 296,343 647,119 651,058: 34,185 30,246
Old : 681,305: 106,518 69,261 285,454 255,148 296,343 647,119 651,058: 34,185 30,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -115,850: -28,906 -1,161 -25,140 -61,940 -86,554 -115,986 -112,854: 136 -2,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.2 41.9 37.4 43.5 95.0 95.6: 5.0 4.4
Old : 100.0: 15.6 10.2 41.9 37.4 43.5 95.0 95.6: 5.0 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 : 132: 31 36 49 57 56 114 116:
Old : 132: 31 36 49 57 56 114 116:
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 : 31.6 28.3 44.1 43.3 14.5 10.0 19.2 14.2
Old : 31.6 28.3 44.1 43.3 14.5 10.0 19.2 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 39,918: 10,817 4,716 1,971 7,424 22,504 20,211 29,190: 19,706 10,728
Old : 39,918: 10,817 4,716 1,971 7,424 22,504 20,211 29,190: 19,706 10,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 2,041: -354 -323 -85 170 -1,185 -268 -1,593: 2,310 3,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 11.8 4.9 18.6 56.4 50.6 73.1: 49.4 26.9
Old : 100.0: 27.1 11.8 4.9 18.6 56.4 50.6 73.1: 49.4 26.9
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 : 46: 22 9 5 7 13 31 25:
Old : 46: 22 9 5 7 13 31 25:
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 : 21.0 35.1 31.8 50.9 21.0 34.5 30.1 49.9
Old : 21.0 35.1 31.8 50.9 21.0 34.5 30.1 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 72,758: 29,773 6,996 518 19,625 57,484 49,916 64,998: 22,842 7,760
Old : 72,758: 29,773 6,996 518 19,625 57,484 49,916 64,998: 22,842 7,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,762: 2,195 1,613 102 -223 416 2,075 2,132: -313 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 9.6 0.7 27.0 79.0 68.6 89.3: 31.4 10.7
Old : 100.0: 40.9 9.6 0.7 27.0 79.0 68.6 89.3: 31.4 10.7
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 : 69: 23 17 9 18 14 45 36:
Old : 69: 23 17 9 18 14 45 36:
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 : 25.1 55.4 37.5 73.1 25.1 55.4 37.5 73.1
Old : 25.1 55.4 37.5 73.1 25.1 55.4 37.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 126,771: 52,838 52,857 1,558 59,950 28,008 114,345 82,423: 12,425 44,348
Old : 126,771: 52,838 52,857 1,558 59,950 28,008 114,345 82,423: 12,425 44,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 3,878: 4,641 -2,627 40 -2,572 3,547 2,109 960: 1,769 2,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 41.7 1.2 47.3 22.1 90.2 65.0: 9.8 35.0
Old : 100.0: 41.7 41.7 1.2 47.3 22.1 90.2 65.0: 9.8 35.0
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 : 123: 43 42 23 25 22 85 70:
Old : 123: 43 42 23 25 22 85 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 : 45.2 23.7 55.3 34.8 43.7 23.1 53.1 34.2
Old : 45.2 23.7 55.3 34.8 43.7 23.1 53.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 44,153: 3,106 16,620 398 40,528 27,029 44,032 44,047: 121 106
Old : 44,153: 3,106 16,620 398 40,528 27,029 44,032 44,047: 121 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 676: 976 857 -150 -149 -12 677 695: -1 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 37.6 0.9 91.8 61.2 99.7 99.8: 0.3 0.2
Old : 100.0: 7.0 37.6 0.9 91.8 61.2 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 11 3 13 11 21 24:
Old : 36: 7 11 3 13 11 21 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 : 79.1 91.0 91.5 95.4 79.0 86.3 89.1 90.5
Old : 79.1 91.0 91.5 95.4 79.0 86.3 89.1 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2007