WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 488,929: 70,695 50,979 121,166 261,629 257,231 453,489 429,376: 35,440 59,553
Old : 295,723: 49,242 68,305 40,602 181,910 157,032 271,754 265,939: 23,970 29,784
Other: 193,206: 60,502 21,723 41,514 79,719 100,199 181,736 163,437: 11,470 29,769
: : :
: : Changes in Commitments from: December 12, 2006 :
: 10,089: 168 3,693 3,081 11,289 6,667 14,537 13,441: -4,448 -3,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 10.4 24.8 53.5 52.6 92.8 87.8: 7.2 12.2
Old : 100.0: 16.7 23.1 13.7 61.5 53.1 91.9 89.9: 8.1 10.1
Other: 100.0: 31.3 11.2 21.5 41.3 51.9 94.1 84.6: 5.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 120 98 116 78 110 267 268:
Old : 317: 95 110 71 62 96 199 236:
Other: 241: 88 44 65 53 93 160 186:
:----------------------------------------------------------------------------------------------------
: 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 21.3 34.9 30.3 22.6 14.1 32.7 19.8
Old : 36.3 23.5 48.9 35.3 36.3 20.9 48.6 30.9
Other: 26.6 24.0 40.0 33.8 24.7 19.7 33.0 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 1,926,939: 350,435 56,202 547,517 828,861 1,015,902 1,726,814 1,619,621: 200,125 307,318
Old : 1,292,940: 227,197 73,147 303,492 616,295 708,676 1,146,984 1,085,315: 145,956 207,625
Other: 633,999: 172,574 32,391 194,690 212,566 307,225 579,830 534,306: 54,169 99,693
: : :
: : Changes in Commitments from: December 12, 2006 :
: 8,144: 8,203 5,845 5,923 88 -3,830 14,214 7,938: -6,070 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 2.9 28.4 43.0 52.7 89.6 84.1: 10.4 15.9
Old : 100.0: 17.6 5.7 23.5 47.7 54.8 88.7 83.9: 11.3 16.1
Other: 100.0: 27.2 5.1 30.7 33.5 48.5 91.5 84.3: 8.5 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 219 120 210 294 371 608 619:
Old : 751: 204 126 179 277 352 566 581:
Other: 562: 113 89 96 141 314 301 456:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 20.4 23.7 26.5 12.1 13.0 17.9 16.7
Old : 16.3 18.6 26.1 24.8 15.5 12.5 22.9 16.9
Other: 20.4 26.9 33.8 34.3 14.5 14.4 22.6 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 14,756: 3,801 109 1,077 6,146 11,782 11,024 12,969: 3,732 1,788
Old : 10,392: 3,619 181 272 3,463 8,432 7,354 8,885: 3,038 1,507
Other: 4,364: 275 21 712 2,684 3,351 3,670 4,084: 694 281
: : :
: : Changes in Commitments from: December 12, 2006 :
: -388: -192 -237 -58 -453 -121 -704 -416: 316 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 0.7 7.3 41.7 79.8 74.7 87.9: 25.3 12.1
Old : 100.0: 34.8 1.7 2.6 33.3 81.1 70.8 85.5: 29.2 14.5
Other: 100.0: 6.3 0.5 16.3 61.5 76.8 84.1 93.6: 15.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 4 6 12 15 37 22:
Old : 43: 19 5 5 12 14 34 21:
Other: 21: 4 4 6 6 9 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 : 28.5 53.6 40.8 70.2 25.6 47.1 36.0 61.2
Old : 26.8 55.3 41.6 73.4 26.8 55.2 41.6 70.4
Other: 61.1 65.3 76.1 88.0 55.9 65.1 62.9 72.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 546,420: 81,344 36,137 157,226 243,366 259,652 481,936 453,015: 64,484 93,405
Old : 454,637: 63,809 52,925 111,437 225,344 211,770 400,590 376,132: 54,047 78,505
Other: 91,783: 44,837 10,514 18,486 18,022 47,883 81,346 76,883: 10,437 14,900
: : :
: : Changes in Commitments from: December 12, 2006 :
: -4,434: -5,983 -2 -7,536 12,443 5,842 -1,076 -1,697: -3,358 -2,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 6.6 28.8 44.5 47.5 88.2 82.9: 11.8 17.1
Old : 100.0: 14.0 11.6 24.5 49.6 46.6 88.1 82.7: 11.9 17.3
Other: 100.0: 48.9 11.5 20.1 19.6 52.2 88.6 83.8: 11.4 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 135 85 167 124 140 361 328:
Old : 409: 137 85 154 121 136 345 316:
Other: 206: 45 55 32 37 90 104 156:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 21.3 28.6 32.0 14.1 13.5 20.0 18.7
Old : 20.0 22.4 32.2 30.6 17.2 15.3 25.0 20.4
Other: 29.7 37.0 49.5 50.9 24.9 30.4 42.6 36.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,608: 7,566 2,303 1,346 270 689 9,182 4,338: 4,426 9,270
Old : 10,200: 4,614 2,303 1,160 270 671 6,044 4,134: 4,156 6,066
Other: 3,408: 3,126 174 12 0 18 3,138 204: 270 3,204
: : :
: : Changes in Commitments from: December 12, 2006 :
: -6,012: -5,911 -3,320 -138 -150 203 -6,199 -3,255: 187 -2,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 16.9 9.9 2.0 5.1 67.5 31.9: 32.5 68.1
Old : 100.0: 45.2 22.6 11.4 2.6 6.6 59.3 40.5: 40.7 59.5
Other: 100.0: 91.7 5.1 0.4 0.0 0.5 92.1 6.0: 7.9 94.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 5 9 2 2 15 16:
Old : 21: 13 5 9 2 2 15 16:
Other: 10: 8 1 2 0 1 8 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 : 42.0 17.7 55.3 25.5 38.2 17.5 48.8 22.0
Old : 35.4 23.4 48.2 33.9 30.3 23.2 42.1 29.1
Other: 79.8 6.0 92.1 6.0 79.4 5.6 91.7 5.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 305,179: 63,575 12,671 60,816 145,847 207,150 270,238 280,637: 34,941 24,542
Old : 278,758: 62,938 15,987 42,795 139,630 196,490 245,363 255,272: 33,395 23,486
Other: 26,421: 13,862 9,910 4,796 6,217 10,660 24,875 25,365: 1,546 1,055
: : :
: : Changes in Commitments from: December 12, 2006 :
: -4,108: -11,432 -144 -549 5,105 -9,029 -6,876 -9,722: 2,768 5,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 4.2 19.9 47.8 67.9 88.6 92.0: 11.4 8.0
Old : 100.0: 22.6 5.7 15.4 50.1 70.5 88.0 91.6: 12.0 8.4
Other: 100.0: 52.5 37.5 18.2 23.5 40.3 94.2 96.0: 5.8 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 75 26 51 63 59 169 122:
Old : 195: 79 29 46 63 59 166 119:
Other: 63: 15 16 13 20 16 44 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 39.4 27.9 49.8 16.1 35.8 22.4 41.4
Old : 19.2 40.6 28.6 51.3 17.3 37.0 23.7 42.7
Other: 39.0 61.0 62.8 78.0 34.1 55.8 57.4 67.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 968,569: 126,076 185,512 86,628 591,695 525,258 804,399 797,398: 164,170 171,170
Old : 968,569: 126,076 185,512 86,628 591,695 525,258 804,399 797,398: 164,170 171,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -69,345: -47,522 -3,309 -20,009 19,839 -30,434 -47,692 -53,751: -21,653 -15,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 19.2 8.9 61.1 54.2 83.1 82.3: 16.9 17.7
Old : 100.0: 13.0 19.2 8.9 61.1 54.2 83.1 82.3: 16.9 17.7
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 : 189: 44 40 50 78 85 142 155:
Old : 189: 44 40 50 78 85 142 155:
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 : 20.2 25.9 30.2 34.4 18.1 21.2 25.1 27.9
Old : 20.2 25.9 30.2 34.4 18.1 21.2 25.1 27.9
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, December 19, 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 : 225,546: 32,802 21,795 39,920 118,230 142,083 190,952 203,799: 34,594 21,747
Old : 209,238: 35,890 21,120 30,392 110,489 137,596 176,771 189,108: 32,467 20,130
Other: 16,309: 4,064 7,827 2,376 7,741 4,488 14,181 14,691: 2,128 1,618
: : :
: : Changes in Commitments from: December 12, 2006 :
: -616: -3,346 1,906 2,974 2,195 -4,780 1,824 100: -2,440 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.7 17.7 52.4 63.0 84.7 90.4: 15.3 9.6
Old : 100.0: 17.2 10.1 14.5 52.8 65.8 84.5 90.4: 15.5 9.6
Other: 100.0: 24.9 48.0 14.6 47.5 27.5 87.0 90.1: 13.0 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 54 37 56 57 56 145 131:
Old : 172: 62 36 52 57 54 143 127:
Other: 63: 9 22 16 24 19 45 45:
:----------------------------------------------------------------------------------------------------
: 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 : 31.1 40.0 38.0 51.3 30.3 38.1 36.3 49.1
Old : 31.4 42.1 38.9 53.8 30.6 40.5 37.2 51.6
Other: 38.0 41.8 55.2 57.9 36.1 41.7 52.4 55.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 14,975: 2,980 1,141 1,614 7,298 11,192 11,891 13,947: 3,084 1,028
Old : 13,574: 2,819 1,129 1,536 6,482 9,986 10,837 12,651: 2,737 924
Other: 1,401: 166 18 72 815 1,207 1,054 1,297: 347 104
: : :
: : Changes in Commitments from: December 12, 2006 :
: -410: -68 14 -158 -300 -281 -525 -425: 115 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.6 10.8 48.7 74.7 79.4 93.1: 20.6 6.9
Old : 100.0: 20.8 8.3 11.3 47.8 73.6 79.8 93.2: 20.2 6.8
Other: 100.0: 11.9 1.3 5.2 58.2 86.2 75.2 92.6: 24.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 7 7 27 20 49 30:
Old : 57: 16 8 7 26 20 47 30:
Other: 23: 5 2 5 8 11 15 16:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 53.2 37.9 69.0 22.8 48.8 35.7 62.0
Old : 25.1 53.3 40.0 68.6 24.6 52.6 37.8 65.4
Other: 54.7 67.7 68.7 85.8 23.7 34.6 28.3 45.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 716,001: 138,876 198,830 9,661 425,647 384,815 574,184 593,306: 141,817 122,695
Old : 716,001: 138,876 198,830 9,661 425,647 384,815 574,184 593,306: 141,817 122,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -87: -7,031 9,233 -4,283 10,666 -15,894 -648 -10,943: 562 10,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 27.8 1.3 59.4 53.7 80.2 82.9: 19.8 17.1
Old : 100.0: 19.4 27.8 1.3 59.4 53.7 80.2 82.9: 19.8 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 : 168: 39 37 12 65 66 110 109:
Old : 168: 39 37 12 65 66 110 109:
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 : 26.5 18.6 36.9 30.5 26.1 18.3 35.4 28.4
Old : 26.5 18.6 36.9 30.5 26.1 18.3 35.4 28.4
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, December 19, 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 : 2,832,866: 590,207 294,707 291,756 1,644,638 1,852,435 2,526,601 2,438,898: 306,265 393,967
Old : 2,832,866: 590,207 294,707 291,756 1,644,638 1,852,435 2,526,601 2,438,898: 306,265 393,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -1,257: -35,874 18,512 -15,301 111,093 23,977 59,918 27,188: -61,175 -28,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.4 10.3 58.1 65.4 89.2 86.1: 10.8 13.9
Old : 100.0: 20.8 10.4 10.3 58.1 65.4 89.2 86.1: 10.8 13.9
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 : 313: 63 76 71 139 146 239 256:
Old : 313: 63 76 71 139 146 239 256:
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 : 23.5 22.3 34.1 33.4 16.7 20.1 24.3 27.0
Old : 23.5 22.3 34.1 33.4 16.7 20.1 24.3 27.0
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 19, 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 : 1,514,200: 178,688 264,004 100,629 970,667 878,978 1,249,984 1,243,611: 264,216 270,590
Old : 1,514,200: 178,688 264,004 100,629 970,667 878,978 1,249,984 1,243,611: 264,216 270,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -49,260: -19,457 -26,985 -9,286 13,461 -8,457 -15,282 -44,727: -33,979 -4,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 17.4 6.6 64.1 58.0 82.6 82.1: 17.4 17.9
Old : 100.0: 11.8 17.4 6.6 64.1 58.0 82.6 82.1: 17.4 17.9
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 : 189: 39 40 36 89 88 149 143:
Old : 189: 39 40 36 89 88 149 143:
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 : 24.3 27.2 34.9 37.8 19.7 26.5 27.0 34.4
Old : 24.3 27.2 34.9 37.8 19.7 26.5 27.0 34.4
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 19, 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 : 684,616: 111,320 93,940 233,924 306,534 325,530 651,779 653,395: 32,837 31,221
Old : 684,616: 111,320 93,940 233,924 306,534 325,530 651,779 653,395: 32,837 31,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 54,649: 19,885 -3,934 11,873 22,505 48,432 54,263 56,371: 387 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.7 34.2 44.8 47.5 95.2 95.4: 4.8 4.6
Old : 100.0: 16.3 13.7 34.2 44.8 47.5 95.2 95.4: 4.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 32 46 52 56 57 119 125:
Old : 146: 32 46 52 56 57 119 125:
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 : 25.2 23.9 39.9 35.0 14.2 10.6 21.0 15.8
Old : 25.2 23.9 39.9 35.0 14.2 10.6 21.0 15.8
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 19, 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 : 11,113: 3,137 2,127 0 1,064 5,768 4,201 7,895: 6,912 3,218
Old : 11,113: 3,137 2,127 0 1,064 5,768 4,201 7,895: 6,912 3,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 102: -1,677 2,127 -24 295 -1,007 -1,406 1,096: 1,508 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 19.1 0.0 9.6 51.9 37.8 71.0: 62.2 29.0
Old : 100.0: 28.2 19.1 0.0 9.6 51.9 37.8 71.0: 62.2 29.0
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 : 23: 6 5 0 5 8 11 13:
Old : 23: 6 5 0 5 8 11 13:
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 43.5 33.8 60.1 23.1 43.5 33.8 60.1
Old : 23.1 43.5 33.8 60.1 23.1 43.5 33.8 60.1
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 19, 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 : 45,745: 11,704 4,690 3,440 7,977 25,545 23,121 33,675: 22,625 12,071
Old : 45,745: 11,704 4,690 3,440 7,977 25,545 23,121 33,675: 22,625 12,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -979: -1,520 -177 -403 2,259 -2,286 336 -2,866: -1,315 1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.3 7.5 17.4 55.8 50.5 73.6: 49.5 26.4
Old : 100.0: 25.6 10.3 7.5 17.4 55.8 50.5 73.6: 49.5 26.4
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 : 60: 27 11 15 17 13 49 34:
Old : 60: 27 11 15 17 13 49 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 32.5 21.3 50.1 11.3 32.0 18.9 49.4
Old : 12.6 32.5 21.3 50.1 11.3 32.0 18.9 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 66,871: 27,456 7,545 596 20,293 51,275 48,344 59,416: 18,527 7,455
Old : 66,871: 27,456 7,545 596 20,293 51,275 48,344 59,416: 18,527 7,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -28,693: 7,273 -6,364 -12,943 -13,624 -4,784 -19,294 -24,092: -9,399 -4,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 11.3 0.9 30.3 76.7 72.3 88.9: 27.7 11.1
Old : 100.0: 41.1 11.3 0.9 30.3 76.7 72.3 88.9: 27.7 11.1
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 : 64: 25 12 6 18 12 46 27:
Old : 64: 25 12 6 18 12 46 27:
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 : 26.9 57.2 41.3 74.2 26.9 57.2 41.3 74.2
Old : 26.9 57.2 41.3 74.2 26.9 57.2 41.3 74.2
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, December 19, 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 : 107,291: 44,029 45,379 1,629 51,865 22,043 97,523 69,051: 9,768 38,240
Old : 107,291: 44,029 45,379 1,629 51,865 22,043 97,523 69,051: 9,768 38,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -67,594: 1,446 11,662 -28,737 -25,700 -27,496 -52,991 -44,570: -14,603 -23,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 42.3 1.5 48.3 20.5 90.9 64.4: 9.1 35.6
Old : 100.0: 41.0 42.3 1.5 48.3 20.5 90.9 64.4: 9.1 35.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 29 36 11 21 22 57 62:
Old : 98: 29 36 11 21 22 57 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 : 53.6 28.9 64.5 39.7 53.5 28.9 64.4 39.0
Old : 53.6 28.9 64.5 39.7 53.5 28.9 64.4 39.0
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 19, 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 : 46,336: 3,132 14,809 393 41,137 29,384 44,662 44,586: 1,674 1,750
Old : 46,336: 3,132 14,809 393 41,137 29,384 44,662 44,586: 1,674 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -598: 890 -135 -877 163 1,238 176 226: -774 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 32.0 0.8 88.8 63.4 96.4 96.2: 3.6 3.8
Old : 100.0: 6.8 32.0 0.8 88.8 63.4 96.4 96.2: 3.6 3.8
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 : 38: 9 10 2 11 13 21 24:
Old : 38: 9 10 2 11 13 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 : 76.8 84.6 89.1 91.9 73.6 77.6 84.2 84.6
Old : 76.8 84.6 89.1 91.9 73.6 77.6 84.2 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2006