WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 488,917: 81,940 45,851 121,359 245,670 259,124 448,969 426,333: 39,948 62,584
Old : 299,601: 60,391 65,353 39,300 173,608 163,863 273,299 268,516: 26,302 31,084
Other: 189,317: 61,289 20,237 42,319 72,062 95,261 175,670 157,817: 13,646 31,500
: : :
: : Changes in Commitments from: November 28, 2006 :
: 9,602: 5,589 -1,406 4,226 1,788 7,406 11,603 10,226: -2,001 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.4 24.8 50.2 53.0 91.8 87.2: 8.2 12.8
Old : 100.0: 20.2 21.8 13.1 57.9 54.7 91.2 89.6: 8.8 10.4
Other: 100.0: 32.4 10.7 22.4 38.1 50.3 92.8 83.4: 7.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 126 96 112 70 105 271 248:
Old : 319: 105 107 72 59 91 216 219:
Other: 232: 85 43 63 46 89 152 178:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 21.7 34.3 31.4 22.6 16.3 32.4 21.9
Old : 36.0 25.0 48.0 36.7 35.9 23.2 47.3 32.7
Other: 24.7 23.8 37.8 32.6 22.5 19.2 31.2 25.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,897,803: 330,634 51,405 530,670 828,852 1,016,741 1,690,156 1,598,816: 207,647 298,987
Old : 1,292,160: 222,947 65,319 298,127 612,380 719,917 1,133,454 1,083,363: 158,706 208,797
Other: 605,643: 152,754 31,153 187,476 216,473 296,824 556,703 515,453: 48,940 90,190
: : :
: : Changes in Commitments from: November 28, 2006 :
: -2,530: -7,335 -2,099 19,002 3,362 -10,237 15,030 6,667: -17,560 -9,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 2.7 28.0 43.7 53.6 89.1 84.2: 10.9 15.8
Old : 100.0: 17.3 5.1 23.1 47.4 55.7 87.7 83.8: 12.3 16.2
Other: 100.0: 25.2 5.1 31.0 35.7 49.0 91.9 85.1: 8.1 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 234 107 215 294 379 611 639:
Old : 764: 222 112 186 280 361 573 602:
Other: 570: 103 98 91 136 324 286 471:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 20.3 23.9 26.4 12.3 13.4 18.5 17.3
Old : 16.5 18.7 26.2 25.1 15.6 13.1 23.0 17.6
Other: 22.6 26.8 35.9 34.5 16.5 14.9 24.7 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,703: 4,290 546 960 6,121 11,504 11,372 13,011: 3,331 1,692
Old : 10,907: 4,111 595 276 3,886 8,578 8,273 9,450: 2,634 1,457
Other: 3,796: 249 20 615 2,235 2,926 3,099 3,561: 697 234
: : :
: : Changes in Commitments from: November 28, 2006 :
: 338: -760 17 218 911 137 369 373: -31 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 3.7 6.5 41.6 78.2 77.3 88.5: 22.7 11.5
Old : 100.0: 37.7 5.5 2.5 35.6 78.6 75.9 86.6: 24.1 13.4
Other: 100.0: 6.5 0.5 16.2 58.9 77.1 81.6 93.8: 18.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 23 6 7 13 15 40 24:
Old : 46: 20 6 6 12 14 36 22:
Other: 21: 6 3 6 6 8 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 51.1 41.5 69.4 26.3 44.4 37.5 59.1
Old : 28.8 53.7 43.9 73.0 28.8 53.3 43.9 70.6
Other: 60.9 61.9 74.9 88.9 55.4 60.9 63.2 75.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 538,390: 79,438 34,381 149,486 239,444 255,059 468,368 438,926: 70,022 99,464
Old : 457,608: 65,459 52,831 106,173 225,823 213,836 397,455 372,841: 60,153 84,767
Other: 80,782: 40,030 7,601 17,262 13,621 41,222 70,912 66,085: 9,870 14,697
: : :
: : Changes in Commitments from: November 28, 2006 :
: 8,892: -5,118 -2,178 2,987 6,799 4,400 4,669 5,210: 4,223 3,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.4 27.8 44.5 47.4 87.0 81.5: 13.0 18.5
Old : 100.0: 14.3 11.5 23.2 49.3 46.7 86.9 81.5: 13.1 18.5
Other: 100.0: 49.6 9.4 21.4 16.9 51.0 87.8 81.8: 12.2 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 140 74 140 118 138 330 303:
Old : 389: 136 79 126 114 134 311 292:
Other: 186: 42 43 30 33 84 96 137:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 21.0 28.9 31.1 14.4 13.3 20.1 18.2
Old : 20.4 21.0 32.1 30.0 17.0 14.5 24.9 19.5
Other: 32.5 36.0 51.5 50.3 26.7 29.0 41.7 35.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,939: 11,704 5,567 1,290 420 465 13,414 7,322: 3,525 9,617
Old : 13,750: 8,879 5,467 1,204 420 447 10,503 7,118: 3,247 6,632
Other: 3,189: 2,899 174 12 0 18 2,911 204: 278 2,985
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,168: 1,245 1,079 -156 0 20 1,089 943: 79 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 32.9 7.6 2.5 2.7 79.2 43.2: 20.8 56.8
Old : 100.0: 64.6 39.8 8.8 3.1 3.3 76.4 51.8: 23.6 48.2
Other: 100.0: 90.9 5.5 0.4 0.0 0.6 91.3 6.4: 8.7 93.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 16 11 8 1 1 19 18:
Old : 29: 15 12 8 1 1 19 18:
Other: 11: 9 1 2 0 1 9 4:
:----------------------------------------------------------------------------------------------------
: 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 : 47.7 25.0 61.2 33.3 45.9 24.9 57.6 32.3
Old : 44.0 29.5 57.8 39.7 41.9 29.4 54.3 38.4
Other: 78.1 6.4 91.3 6.4 77.7 6.0 90.9 6.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 313,362: 75,341 12,964 62,766 140,757 218,621 278,864 294,351: 34,498 19,011
Old : 288,212: 72,595 14,885 47,005 135,675 208,400 255,275 270,290: 32,937 17,922
Other: 25,150: 13,799 9,132 4,709 5,081 10,221 23,590 24,061: 1,560 1,089
: : :
: : Changes in Commitments from: November 28, 2006 :
: -7,381: 368 3,808 -3,121 -1,862 -5,708 -4,615 -5,022: -2,767 -2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 4.1 20.0 44.9 69.8 89.0 93.9: 11.0 6.1
Old : 100.0: 25.2 5.2 16.3 47.1 72.3 88.6 93.8: 11.4 6.2
Other: 100.0: 54.9 36.3 18.7 20.2 40.6 93.8 95.7: 6.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 83 31 56 59 57 177 121:
Old : 201: 86 31 52 59 57 174 119:
Other: 57: 13 15 13 17 16 38 38:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 39.6 26.8 51.6 16.1 37.2 22.8 43.3
Old : 18.9 41.2 27.8 53.0 17.4 38.8 24.0 45.1
Other: 40.5 56.8 66.2 74.8 35.3 50.6 59.7 64.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,049,628: 165,709 188,190 117,920 578,059 560,145 861,689 866,255: 187,939 183,373
Old : 1,049,628: 165,709 188,190 117,920 578,059 560,145 861,689 866,255: 187,939 183,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -7,740: 26,315 15,637 -14,692 -4,785 -8,343 6,838 -7,398: -14,578 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.9 11.2 55.1 53.4 82.1 82.5: 17.9 17.5
Old : 100.0: 15.8 17.9 11.2 55.1 53.4 82.1 82.5: 17.9 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 : 189: 41 44 45 78 88 141 155:
Old : 189: 41 44 45 78 88 141 155:
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 : 18.9 24.3 28.8 33.5 17.8 20.9 25.1 27.0
Old : 18.9 24.3 28.8 33.5 17.8 20.9 25.1 27.0
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 226,476: 37,169 21,757 37,109 114,812 145,125 189,091 203,991: 37,385 22,485
Old : 212,224: 38,026 20,531 29,845 109,006 140,961 176,878 191,337: 35,346 20,887
Other: 14,252: 4,292 6,375 2,115 5,806 4,164 12,213 12,654: 2,039 1,598
: : :
: : Changes in Commitments from: November 28, 2006 :
: -7,301: -10,223 4,551 -1,317 7,599 -12,351 -3,941 -9,118: -3,360 1,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 9.6 16.4 50.7 64.1 83.5 90.1: 16.5 9.9
Old : 100.0: 17.9 9.7 14.1 51.4 66.4 83.3 90.2: 16.7 9.8
Other: 100.0: 30.1 44.7 14.8 40.7 29.2 85.7 88.8: 14.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 56 40 52 53 55 144 123:
Old : 170: 63 39 48 53 52 142 118:
Other: 56: 10 18 14 20 16 40 38:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 40.7 37.1 52.2 29.1 39.2 35.3 50.0
Old : 31.2 43.0 38.3 54.2 30.0 42.0 36.6 52.7
Other: 34.7 40.1 52.8 57.4 33.5 40.1 50.7 51.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,461: 3,129 1,237 1,600 7,578 11,610 12,306 14,447: 3,155 1,014
Old : 14,222: 2,975 1,212 1,541 6,807 10,549 11,323 13,302: 2,899 919
Other: 1,239: 169 40 43 771 1,061 983 1,144: 256 95
: : :
: : Changes in Commitments from: November 28, 2006 :
: -595: 17 35 -501 -70 85 -553 -380: -43 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.0 10.3 49.0 75.1 79.6 93.4: 20.4 6.6
Old : 100.0: 20.9 8.5 10.8 47.9 74.2 79.6 93.5: 20.4 6.5
Other: 100.0: 13.6 3.2 3.5 62.2 85.6 79.3 92.3: 20.7 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 21 8 8 27 23 52 35:
Old : 63: 22 6 8 27 23 51 35:
Other: 23: 5 4 5 6 11 14 17:
:----------------------------------------------------------------------------------------------------
: 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 50.1 36.5 66.5 21.9 45.8 34.4 60.2
Old : 23.6 50.3 38.1 66.3 23.2 49.5 36.0 63.4
Other: 59.6 65.8 75.0 82.9 26.6 32.4 33.8 42.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 765,852: 134,468 181,512 30,923 424,761 405,481 590,152 617,915: 175,700 147,937
Old : 765,852: 134,468 181,512 30,923 424,761 405,481 590,152 617,915: 175,700 147,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -33,107: 36,982 2,605 -29,141 -40,300 -22,471 -32,460 -49,007: -647 15,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 23.7 4.0 55.5 52.9 77.1 80.7: 22.9 19.3
Old : 100.0: 17.6 23.7 4.0 55.5 52.9 77.1 80.7: 22.9 19.3
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 : 171: 40 35 15 65 69 111 113:
Old : 171: 40 35 15 65 69 111 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 19.6 35.0 31.6 24.0 17.4 31.9 26.9
Old : 24.9 19.6 35.0 31.6 24.0 17.4 31.9 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,848,950: 618,765 293,192 345,334 1,509,581 1,764,498 2,473,680 2,403,024: 375,270 445,925
Old : 2,848,950: 618,765 293,192 345,334 1,509,581 1,764,498 2,473,680 2,403,024: 375,270 445,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -214,477: -20,653 25,225 -61,094 -3,744 -45,880 -85,490 -81,749: -128,987 -132,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 10.3 12.1 53.0 61.9 86.8 84.3: 13.2 15.7
Old : 100.0: 21.7 10.3 12.1 53.0 61.9 86.8 84.3: 13.2 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 : 299: 66 67 67 134 137 229 242:
Old : 299: 66 67 67 134 137 229 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 21.2 30.5 33.3 13.5 19.9 21.0 27.8
Old : 20.2 21.2 30.5 33.3 13.5 19.9 21.0 27.8
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,635,277: 248,776 262,367 134,046 936,298 958,812 1,319,120 1,355,226: 316,157 280,051
Old : 1,635,277: 248,776 262,367 134,046 936,298 958,812 1,319,120 1,355,226: 316,157 280,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -150,198: 70,945 29,096 -110,402 -95,642 -36,111 -135,099 -117,418: -15,099 -32,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.0 8.2 57.3 58.6 80.7 82.9: 19.3 17.1
Old : 100.0: 15.2 16.0 8.2 57.3 58.6 80.7 82.9: 19.3 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 40 40 36 84 85 145 140:
Old : 185: 40 40 36 84 85 145 140:
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 : 21.7 29.7 33.5 39.7 16.7 28.5 23.6 34.2
Old : 21.7 29.7 33.5 39.7 16.7 28.5 23.6 34.2
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 595,620: 87,018 91,454 221,429 254,588 246,536 563,034 559,418: 32,586 36,202
Old : 595,620: 87,018 91,454 221,429 254,588 246,536 563,034 559,418: 32,586 36,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -26,194: 11,655 18,482 -22,194 -22,519 -20,488 -33,058 -24,200: 6,864 -1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.4 37.2 42.7 41.4 94.5 93.9: 5.5 6.1
Old : 100.0: 14.6 15.4 37.2 42.7 41.4 94.5 93.9: 5.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 35 40 51 54 62 114 128:
Old : 143: 35 40 51 54 62 114 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 19.7 36.7 32.0 14.2 9.6 22.4 16.1
Old : 20.6 19.7 36.7 32.0 14.2 9.6 22.4 16.1
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,383: 4,026 186 203 579 6,979 4,808 7,368: 6,575 4,015
Old : 11,383: 4,026 186 203 579 6,979 4,808 7,368: 6,575 4,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -480: -520 186 -825 -220 -744 -1,565 -1,383: 1,085 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 1.6 1.8 5.1 61.3 42.2 64.7: 57.8 35.3
Old : 100.0: 35.4 1.6 1.8 5.1 61.3 42.2 64.7: 57.8 35.3
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 : 23: 9 2 2 3 11 13 14:
Old : 23: 9 2 2 3 11 13 14:
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 : 25.9 36.5 34.7 54.4 25.8 35.4 34.0 51.3
Old : 25.9 36.5 34.7 54.4 25.8 35.4 34.0 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,038: 17,172 6,422 3,148 3,682 30,082 24,002 39,652: 26,036 10,386
Old : 50,038: 17,172 6,422 3,148 3,682 30,082 24,002 39,652: 26,036 10,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -2,601: 3,107 950 -1,416 -1,688 -2,243 2 -2,710: -2,604 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 12.8 6.3 7.4 60.1 48.0 79.2: 52.0 20.8
Old : 100.0: 34.3 12.8 6.3 7.4 60.1 48.0 79.2: 52.0 20.8
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 : 65: 31 15 11 10 16 45 38:
Old : 65: 31 15 11 10 16 45 38:
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 : 13.2 31.3 21.7 49.1 13.1 30.9 20.4 48.2
Old : 13.2 31.3 21.7 49.1 13.1 30.9 20.4 48.2
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,449: 18,519 12,736 1,026 21,428 43,663 40,973 57,425: 26,476 10,024
Old : 67,449: 18,519 12,736 1,026 21,428 43,663 40,973 57,425: 26,476 10,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 3,620: 485 -616 262 2,749 2,588 3,495 2,234: 125 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 18.9 1.5 31.8 64.7 60.7 85.1: 39.3 14.9
Old : 100.0: 27.5 18.9 1.5 31.8 64.7 60.7 85.1: 39.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 24 15 8 21 14 46 36:
Old : 68: 24 15 8 21 14 46 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 : 16.3 46.2 28.1 64.3 16.3 43.4 27.8 61.5
Old : 16.3 46.2 28.1 64.3 16.3 43.4 27.8 61.5
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 129,125: 36,916 26,981 3,473 70,953 46,323 111,342 76,777: 17,783 52,348
Old : 129,125: 36,916 26,981 3,473 70,953 46,323 111,342 76,777: 17,783 52,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 608: -1,171 649 640 -5,109 -754 -5,640 535: 6,248 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 20.9 2.7 54.9 35.9 86.2 59.5: 13.8 40.5
Old : 100.0: 28.6 20.9 2.7 54.9 35.9 86.2 59.5: 13.8 40.5
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 : 106: 37 28 16 21 30 70 62:
Old : 106: 37 28 16 21 30 70 62:
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 : 48.1 18.3 57.8 28.7 46.1 17.5 55.3 27.3
Old : 48.1 18.3 57.8 28.7 46.1 17.5 55.3 27.3
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,184: 2,161 14,162 5,271 39,669 27,631 47,101 47,064: 83 120
Old : 47,184: 2,161 14,162 5,271 39,669 27,631 47,101 47,064: 83 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,381: -184 -1,252 2,165 -507 571 1,474 1,484: -93 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 30.0 11.2 84.1 58.6 99.8 99.7: 0.2 0.3
Old : 100.0: 4.6 30.0 11.2 84.1 58.6 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 9 12 4 14 10 25 24:
Old : 40: 9 12 4 14 10 25 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 : 77.2 82.3 90.5 95.4 70.5 72.8 80.0 81.3
Old : 77.2 82.3 90.5 95.4 70.5 72.8 80.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2006