WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 513,744: 74,650 54,895 132,366 269,458 261,790 476,474 449,052: 37,269 64,692
Old : 310,668: 54,520 74,369 45,172 186,194 158,408 285,886 277,949: 24,783 32,719
Other: 203,075: 63,365 23,759 43,961 83,264 103,382 190,589 171,102: 12,487 31,973
: : :
: : Changes in Commitments from: December 26, 2006 :
: 4,369: -978 7,598 1,662 3,702 -5,836 4,386 3,424: -17 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 10.7 25.8 52.4 51.0 92.7 87.4: 7.3 12.6
Old : 100.0: 17.5 23.9 14.5 59.9 51.0 92.0 89.5: 8.0 10.5
Other: 100.0: 31.2 11.7 21.6 41.0 50.9 93.9 84.3: 6.1 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 119 107 127 77 111 280 279:
Old : 333: 107 109 87 62 96 224 242:
Other: 247: 86 51 64 52 94 162 189:
:----------------------------------------------------------------------------------------------------
: 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 20.0 33.5 28.7 21.6 13.2 31.6 18.3
Old : 34.7 21.4 47.6 32.4 34.6 19.1 47.0 28.5
Other: 25.8 22.6 38.7 32.0 23.9 18.5 32.6 24.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,962,900: 339,566 57,741 574,273 835,139 1,014,300 1,748,979 1,646,315: 213,922 316,586
Old : 1,297,012: 219,316 81,095 315,292 606,444 691,697 1,141,052 1,088,083: 155,961 208,929
Other: 665,888: 175,451 31,848 203,781 228,695 322,603 607,927 558,232: 57,961 107,657
: : :
: : Changes in Commitments from: December 26, 2006 :
: -2,559: -13,383 2,189 3,843 533 -23,600 -9,008 -17,567: 6,449 15,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.9 29.3 42.5 51.7 89.1 83.9: 10.9 16.1
Old : 100.0: 16.9 6.3 24.3 46.8 53.3 88.0 83.9: 12.0 16.1
Other: 100.0: 26.3 4.8 30.6 34.3 48.4 91.3 83.8: 8.7 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 218 110 204 295 367 597 611:
Old : 735: 203 116 182 274 349 556 578:
Other: 560: 112 88 98 153 312 315 450:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 19.7 23.4 25.8 11.8 12.6 17.7 16.1
Old : 16.3 18.1 26.1 24.3 15.4 12.2 22.9 16.6
Other: 19.7 25.7 32.4 33.0 13.6 13.7 21.6 17.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 16,128: 4,470 103 1,250 6,657 12,826 12,376 14,179: 3,752 1,949
Old : 10,719: 4,110 219 396 3,506 8,552 8,012 9,167: 2,706 1,552
Other: 5,409: 496 21 717 3,150 4,274 4,364 5,012: 1,046 398
: : :
: : Changes in Commitments from: December 26, 2006 :
: 680: 243 7 195 356 261 795 463: -115 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.6 7.7 41.3 79.5 76.7 87.9: 23.3 12.1
Old : 100.0: 38.3 2.0 3.7 32.7 79.8 74.8 85.5: 25.2 14.5
Other: 100.0: 9.2 0.4 13.3 58.2 79.0 80.7 92.6: 19.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 26 5 7 13 15 44 23:
Old : 47: 22 6 5 11 14 37 21:
Other: 25: 7 4 6 8 8 19 14:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 52.7 40.5 71.0 25.5 45.1 35.2 61.3
Old : 28.9 55.3 43.5 73.3 28.9 54.5 43.5 71.7
Other: 52.5 63.4 66.4 88.1 50.3 63.4 58.0 75.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 497,953: 92,640 33,061 130,550 213,444 248,855 436,634 412,467: 61,319 85,487
Old : 395,182: 73,884 52,497 78,134 194,003 197,164 346,021 327,794: 49,161 67,388
Other: 102,772: 48,378 10,187 22,794 19,442 51,692 90,614 84,673: 12,158 18,099
: : :
: : Changes in Commitments from: December 26, 2006 :
: 1,785: 10,239 -2,738 2,666 -12,336 2,701 570 2,629: 1,215 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 6.6 26.2 42.9 50.0 87.7 82.8: 12.3 17.2
Old : 100.0: 18.7 13.3 19.8 49.1 49.9 87.6 82.9: 12.4 17.1
Other: 100.0: 47.1 9.9 22.2 18.9 50.3 88.2 82.4: 11.8 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 139 71 129 115 143 328 299:
Old : 392: 129 78 112 111 136 303 282:
Other: 224: 47 57 35 42 99 115 168:
:----------------------------------------------------------------------------------------------------
: 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 21.9 27.7 32.7 15.8 15.2 22.4 21.0
Old : 20.3 22.4 32.0 31.5 20.1 18.1 27.6 24.2
Other: 29.4 36.1 47.4 49.2 22.6 29.0 39.3 33.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 11,167: 7,461 1,351 1,409 18 1,045 8,888 3,805: 2,279 7,362
Old : 7,329: 4,578 1,578 830 18 1,021 5,426 3,429: 1,903 3,900
Other: 3,838: 3,452 342 10 0 24 3,462 376: 376 3,462
: : :
: : Changes in Commitments from: December 26, 2006 :
: -2,441: -105 -952 63 -252 356 -294 -533: -2,147 -1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 12.1 12.6 0.2 9.4 79.6 34.1: 20.4 65.9
Old : 100.0: 62.5 21.5 11.3 0.2 13.9 74.0 46.8: 26.0 53.2
Other: 100.0: 89.9 8.9 0.3 0.0 0.6 90.2 9.8: 9.8 90.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 5 9 1 3 15 15:
Old : 20: 11 6 8 1 3 15 14:
Other: 13: 8 4 1 0 1 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 49.1 18.6 66.1 27.2 46.3 16.5 59.9 21.3
Old : 42.7 28.1 61.6 40.6 42.0 24.8 58.9 34.5
Other: 79.7 9.4 90.2 9.8 79.4 9.4 89.9 9.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 287,650: 62,847 15,190 54,449 138,021 194,869 255,317 264,508: 32,332 23,142
Old : 259,678: 60,971 18,825 36,381 131,785 182,629 229,137 237,835: 30,541 21,844
Other: 27,971: 15,055 9,544 4,890 6,236 12,240 26,180 26,673: 1,791 1,298
: : :
: : Changes in Commitments from: December 26, 2006 :
: -4,362: 2,971 2,904 -1,777 -4,812 -6,588 -3,618 -5,461: -744 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 5.3 18.9 48.0 67.7 88.8 92.0: 11.2 8.0
Old : 100.0: 23.5 7.2 14.0 50.7 70.3 88.2 91.6: 11.8 8.4
Other: 100.0: 53.8 34.1 17.5 22.3 43.8 93.6 95.4: 6.4 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 70 32 47 58 60 161 118:
Old : 190: 76 32 42 56 60 156 115:
Other: 63: 14 19 13 20 15 46 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 : 18.9 39.4 28.4 49.6 17.3 36.6 23.6 42.2
Old : 20.3 40.3 29.5 50.4 18.7 37.6 25.2 43.3
Other: 36.8 60.2 59.7 75.0 32.2 55.2 54.6 65.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 936,608: 105,961 179,289 79,023 614,034 505,374 799,018 763,687: 137,590 172,921
Old : 936,608: 105,961 179,289 79,023 614,034 505,374 799,018 763,687: 137,590 172,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 29,459: -14,558 -983 5,212 42,855 8,554 33,508 12,783: -4,049 16,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 19.1 8.4 65.6 54.0 85.3 81.5: 14.7 18.5
Old : 100.0: 11.3 19.1 8.4 65.6 54.0 85.3 81.5: 14.7 18.5
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 : 182: 39 41 44 76 80 135 145:
Old : 182: 39 41 44 76 80 135 145:
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 : 22.6 27.8 32.0 36.7 19.4 22.4 25.7 29.9
Old : 22.6 27.8 32.0 36.7 19.4 22.4 25.7 29.9
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, January 3, 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 : 206,889: 35,717 23,406 33,948 106,108 130,758 175,772 188,112: 31,116 18,777
Old : 189,758: 38,864 22,397 24,141 97,897 126,045 160,902 172,583: 28,857 17,176
Other: 17,130: 4,034 8,190 2,626 8,211 4,713 14,871 15,529: 2,259 1,601
: : :
: : Changes in Commitments from: December 26, 2006 :
: -5,753: 2,466 1,995 -2,050 -3,754 -5,566 -3,338 -5,620: -2,414 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.3 16.4 51.3 63.2 85.0 90.9: 15.0 9.1
Old : 100.0: 20.5 11.8 12.7 51.6 66.4 84.8 90.9: 15.2 9.1
Other: 100.0: 23.5 47.8 15.3 47.9 27.5 86.8 90.7: 13.2 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 50 43 54 56 53 147 125:
Old : 175: 59 41 50 55 51 144 121:
Other: 66: 7 25 15 26 20 45 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 40.6 35.7 51.4 28.2 37.7 33.9 48.5
Old : 29.0 42.8 36.2 53.8 28.1 40.0 34.4 50.7
Other: 40.4 42.0 57.1 58.3 38.6 41.8 54.5 55.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 15,367: 4,054 1,165 1,350 6,949 12,012 12,353 14,526: 3,014 841
Old : 13,612: 3,948 1,234 1,141 6,045 10,486 11,134 12,861: 2,478 751
Other: 1,755: 218 43 96 905 1,526 1,219 1,666: 536 90
: : :
: : Changes in Commitments from: December 26, 2006 :
: 493: 735 38 12 -134 424 613 474: -120 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 7.6 8.8 45.2 78.2 80.4 94.5: 19.6 5.5
Old : 100.0: 29.0 9.1 8.4 44.4 77.0 81.8 94.5: 18.2 5.5
Other: 100.0: 12.4 2.5 5.5 51.6 86.9 69.5 94.9: 30.5 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 19 10 7 29 21 55 31:
Old : 64: 19 9 7 28 21 53 31:
Other: 28: 7 3 4 9 11 17 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 : 21.1 54.9 36.8 69.6 20.8 50.7 36.5 64.7
Old : 22.9 54.9 39.6 69.2 22.6 54.7 39.3 67.9
Other: 46.3 69.3 60.4 85.3 18.9 38.1 25.9 49.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 758,453: 134,097 196,914 7,407 485,607 427,001 627,110 631,322: 131,342 127,131
Old : 758,453: 134,097 196,914 7,407 485,607 427,001 627,110 631,322: 131,342 127,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 39,952: -3,027 -1,970 -224 37,047 26,589 33,796 24,394: 6,155 15,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 26.0 1.0 64.0 56.3 82.7 83.2: 17.3 16.8
Old : 100.0: 17.7 26.0 1.0 64.0 56.3 82.7 83.2: 17.3 16.8
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 : 166: 39 34 12 71 63 115 104:
Old : 166: 39 34 12 71 63 115 104:
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 18.9 37.2 31.9 26.4 18.7 35.3 30.1
Old : 26.9 18.9 37.2 31.9 26.4 18.7 35.3 30.1
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, January 3, 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 : 2,733,005: 582,549 293,694 254,416 1,597,549 1,773,202 2,434,514 2,321,312: 298,491 411,693
Old : 2,733,005: 582,549 293,694 254,416 1,597,549 1,773,202 2,434,514 2,321,312: 298,491 411,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 135,571: 26,055 18,293 17,734 75,867 69,113 119,656 105,140: 15,915 30,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 10.7 9.3 58.5 64.9 89.1 84.9: 10.9 15.1
Old : 100.0: 21.3 10.7 9.3 58.5 64.9 89.1 84.9: 10.9 15.1
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 : 285: 50 72 59 131 135 217 230:
Old : 285: 50 72 59 131 135 217 230:
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 : 23.3 23.6 36.0 34.0 18.0 21.0 27.2 29.0
Old : 23.3 23.6 36.0 34.0 18.0 21.0 27.2 29.0
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, January 3, 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 : 1,516,092: 159,975 244,221 104,809 999,041 895,380 1,263,825 1,244,410: 252,267 271,682
Old : 1,516,092: 159,975 244,221 104,809 999,041 895,380 1,263,825 1,244,410: 252,267 271,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 47,552: -12,759 -11,318 20,706 31,523 22,480 39,470 31,869: 8,082 15,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.1 6.9 65.9 59.1 83.4 82.1: 16.6 17.9
Old : 100.0: 10.6 16.1 6.9 65.9 59.1 83.4 82.1: 16.6 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 : 182: 34 36 28 89 84 140 131:
Old : 182: 34 36 28 89 84 140 131:
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 27.0 36.5 36.7 21.8 25.7 28.9 33.2
Old : 26.5 27.0 36.5 36.7 21.8 25.7 28.9 33.2
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, January 3, 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 : 547,680: 98,030 70,138 185,636 230,407 267,562 514,072 523,336: 33,607 24,344
Old : 547,680: 98,030 70,138 185,636 230,407 267,562 514,072 523,336: 33,607 24,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -145,644: -15,268 -23,105 -46,392 -84,118 -73,207 -145,778 -142,704: 135 -2,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 12.8 33.9 42.1 48.9 93.9 95.6: 6.1 4.4
Old : 100.0: 17.9 12.8 33.9 42.1 48.9 93.9 95.6: 6.1 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 : 130: 32 35 46 54 51 111 108:
Old : 130: 32 35 46 54 51 111 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 26.4 41.7 39.2 14.6 13.3 20.9 18.8
Old : 27.3 26.4 41.7 39.2 14.6 13.3 20.9 18.8
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, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 11,062: 2,294 1,065 407 813 6,008 3,514 7,480: 7,548 3,582
Old : 11,062: 2,294 1,065 407 813 6,008 3,514 7,480: 7,548 3,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 1,129: 23 -402 223 -192 584 54 405: 1,075 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.6 3.7 7.4 54.3 31.8 67.6: 68.2 32.4
Old : 100.0: 20.7 9.6 3.7 7.4 54.3 31.8 67.6: 68.2 32.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 2 5 8 13 12:
Old : 21: 6 4 2 5 8 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 42.5 28.1 57.9 17.0 42.3 26.1 56.2
Old : 17.6 42.5 28.1 57.9 17.0 42.3 26.1 56.2
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, January 3, 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 : 46,774: 13,759 4,914 2,736 6,004 28,255 22,499 35,905: 24,274 10,869
Old : 46,774: 13,759 4,914 2,736 6,004 28,255 22,499 35,905: 24,274 10,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 3,815: 2,723 49 53 -2,092 2,625 684 2,727: 3,131 1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 10.5 5.9 12.8 60.4 48.1 76.8: 51.9 23.2
Old : 100.0: 29.4 10.5 5.9 12.8 60.4 48.1 76.8: 51.9 23.2
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 : 60: 30 10 15 14 15 46 38:
Old : 60: 30 10 15 14 15 46 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 : 13.9 35.7 22.8 52.7 13.7 35.1 21.2 51.3
Old : 13.9 35.7 22.8 52.7 13.7 35.1 21.2 51.3
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, January 3, 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 : 65,702: 24,447 6,694 697 20,392 51,658 45,536 59,048: 20,166 6,654
Old : 65,702: 24,447 6,694 697 20,392 51,658 45,536 59,048: 20,166 6,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -739: -3,137 -1,276 100 231 248 -2,806 -928: 2,067 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 10.2 1.1 31.0 78.6 69.3 89.9: 30.7 10.1
Old : 100.0: 37.2 10.2 1.1 31.0 78.6 69.3 89.9: 30.7 10.1
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 : 66: 23 15 6 18 13 44 31:
Old : 66: 23 15 6 18 13 44 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 58.2 41.1 75.5 27.0 58.2 41.1 75.5
Old : 27.0 58.2 41.1 75.5 27.0 58.2 41.1 75.5
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, January 3, 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 : 108,302: 42,143 45,196 2,025 52,747 17,964 96,916 65,186: 11,386 43,116
Old : 108,302: 42,143 45,196 2,025 52,747 17,964 96,916 65,186: 11,386 43,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 6,383: 3,690 -2,930 306 1,450 2,127 5,445 -497: 938 6,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 41.7 1.9 48.7 16.6 89.5 60.2: 10.5 39.8
Old : 100.0: 38.9 41.7 1.9 48.7 16.6 89.5 60.2: 10.5 39.8
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 : 99: 33 32 15 22 20 64 58:
Old : 99: 33 32 15 22 20 64 58:
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 : 50.4 28.2 62.6 37.5 50.0 27.4 61.6 36.5
Old : 50.4 28.2 62.6 37.5 50.0 27.4 61.6 36.5
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, January 3, 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 : 45,678: 3,198 15,533 393 41,949 29,536 45,540 45,462: 138 216
Old : 45,678: 3,198 15,533 393 41,949 29,536 45,540 45,462: 138 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 102: 104 210 0 -52 -128 52 82: 50 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 34.0 0.9 91.8 64.7 99.7 99.5: 0.3 0.5
Old : 100.0: 7.0 34.0 0.9 91.8 64.7 99.7 99.5: 0.3 0.5
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 : 38: 8 11 2 11 12 20 24:
Old : 38: 8 11 2 11 12 20 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 : 78.3 86.8 92.5 94.3 75.4 79.1 86.9 86.4
Old : 78.3 86.8 92.5 94.3 75.4 79.1 86.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2007