WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 480,306: 72,346 76,350 128,406 242,921 214,377 443,673 419,133: 36,634 61,173
Old : 136,264: 24,133 51,732 17,467 82,743 50,423 124,343 119,621: 11,920 16,642
Other: 344,043: 74,601 51,007 84,550 160,179 163,955 319,329 299,512: 24,713 44,531
: : :
: : Changes in Commitments from: April 3, 2007 :
: -15,248: 1,836 -6,213 -10,647 -8,258 1,066 -17,069 -15,794: 1,821 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.9 26.7 50.6 44.6 92.4 87.3: 7.6 12.7
Old : 100.0: 17.7 38.0 12.8 60.7 37.0 91.3 87.8: 8.7 12.2
Other: 100.0: 21.7 14.8 24.6 46.6 47.7 92.8 87.1: 7.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 91 139 140 81 111 273 305:
Old : 260: 64 100 53 55 71 153 190:
Other: 329: 104 105 106 74 99 238 255:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 14.4 30.2 21.6 19.4 12.2 29.6 17.3
Old : 36.6 14.9 47.0 24.4 36.6 14.7 47.0 23.3
Other: 17.9 16.0 27.5 23.5 17.8 14.2 25.8 20.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,064,809: 265,503 65,620 698,831 851,367 983,304 1,815,700 1,747,755: 249,109 317,054
Old : 1,083,234: 126,765 138,196 295,763 519,812 497,842 942,340 931,801: 140,895 151,433
Other: 981,575: 246,847 35,533 294,959 331,555 485,462 873,361 815,954: 108,214 165,621
: : :
: : Changes in Commitments from: April 3, 2007 :
: -9,026: 6,176 -2,647 6,085 -26,329 -9,386 -14,068 -5,947: 5,041 -3,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 3.2 33.8 41.2 47.6 87.9 84.6: 12.1 15.4
Old : 100.0: 11.7 12.8 27.3 48.0 46.0 87.0 86.0: 13.0 14.0
Other: 100.0: 25.1 3.6 30.0 33.8 49.5 89.0 83.1: 11.0 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 841: 222 156 283 352 381 716 704:
Old : 788: 170 187 225 312 343 616 635:
Other: 708: 191 107 160 241 344 498 547:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 16.6 19.8 23.0 8.8 8.6 13.4 12.0
Old : 13.3 15.9 21.5 22.9 13.2 11.6 20.2 15.9
Other: 15.6 18.4 24.4 24.8 8.4 6.5 15.3 10.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 21,497: 6,294 47 1,604 8,032 17,348 15,930 18,999: 5,567 2,498
Old : 5,028: 2,611 215 135 670 3,932 3,416 4,282: 1,611 746
Other: 16,469: 3,963 112 1,189 7,362 13,416 12,513 14,717: 3,956 1,752
: : :
: : Changes in Commitments from: April 3, 2007 :
: 154: 114 9 217 -95 233 236 458: -83 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 0.2 7.5 37.4 80.7 74.1 88.4: 25.9 11.6
Old : 100.0: 51.9 4.3 2.7 13.3 78.2 68.0 85.2: 32.0 14.8
Other: 100.0: 24.1 0.7 7.2 44.7 81.5 76.0 89.4: 24.0 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 28 5 11 18 18 54 29:
Old : 39: 14 6 3 8 14 24 21:
Other: 52: 22 5 9 17 17 45 26:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 48.1 36.1 73.4 20.6 46.1 30.4 61.6
Old : 37.3 55.9 52.2 68.7 37.3 54.2 52.2 66.9
Other: 29.4 59.0 42.9 78.4 26.7 56.9 39.0 70.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 637,031: 103,646 31,344 176,446 277,057 325,488 557,150 533,279: 79,881 103,752
Old : 432,450: 85,940 46,027 89,506 204,633 237,001 380,079 372,534: 52,371 59,916
Other: 204,581: 47,684 15,295 56,962 72,425 88,488 177,071 160,745: 27,510 43,836
: : :
: : Changes in Commitments from: April 3, 2007 :
: -11,401: -11,399 4,402 -494 5,750 -16,315 -6,143 -12,407: -5,258 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.9 27.7 43.5 51.1 87.5 83.7: 12.5 16.3
Old : 100.0: 19.9 10.6 20.7 47.3 54.8 87.9 86.1: 12.1 13.9
Other: 100.0: 23.3 7.5 27.8 35.4 43.3 86.6 78.6: 13.4 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 157 108 173 140 153 393 360:
Old : 440: 146 113 140 122 137 348 321:
Other: 307: 75 77 81 84 130 209 243:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 22.0 28.0 34.1 13.0 15.7 18.4 19.7
Old : 18.9 25.5 30.5 38.5 18.1 20.4 26.0 26.7
Other: 28.7 21.3 36.7 31.0 20.2 12.6 25.8 17.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,565: 13,915 4,384 472 33 895 14,420 5,751: 3,145 11,814
Old : 8,085: 5,258 4,031 406 33 233 5,697 4,670: 2,388 3,415
Other: 9,480: 8,695 391 28 0 662 8,723 1,081: 757 8,399
: : :
: : Changes in Commitments from: April 3, 2007 :
: 303: 268 207 27 -1 -13 294 221: 9 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 25.0 2.7 0.2 5.1 82.1 32.7: 17.9 67.3
Old : 100.0: 65.0 49.9 5.0 0.4 2.9 70.5 57.8: 29.5 42.2
Other: 100.0: 91.7 4.1 0.3 0.0 7.0 92.0 11.4: 8.0 88.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 19 11 7 2 4 22 21:
Old : 33: 18 12 6 2 2 22 18:
Other: 19: 11 4 3 0 4 11 11:
:----------------------------------------------------------------------------------------------------
: 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 : 50.5 14.8 63.7 21.6 49.4 14.6 62.4 21.5
Old : 28.5 30.0 45.8 44.0 27.6 29.6 44.6 43.6
Other: 77.4 8.8 89.3 11.2 77.1 8.8 89.0 11.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 360,431: 97,470 11,379 67,070 161,679 261,489 326,220 339,939: 34,212 20,493
Old : 276,251: 85,629 25,111 36,911 124,849 197,134 247,389 259,156: 28,862 17,095
Other: 84,181: 29,856 4,283 12,145 36,830 64,355 78,831 80,783: 5,350 3,398
: : :
: : Changes in Commitments from: April 3, 2007 :
: 7,624: 5,460 1,658 -419 924 4,632 5,965 5,871: 1,659 1,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.2 18.6 44.9 72.5 90.5 94.3: 9.5 5.7
Old : 100.0: 31.0 9.1 13.4 45.2 71.4 89.6 93.8: 10.4 6.2
Other: 100.0: 35.5 5.1 14.4 43.8 76.4 93.6 96.0: 6.4 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 96 36 62 68 67 204 139:
Old : 225: 84 51 55 63 64 190 133:
Other: 117: 48 12 27 35 43 92 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 37.0 23.2 50.6 14.0 30.6 21.1 42.7
Old : 17.9 41.2 27.0 53.1 17.9 39.3 26.2 48.4
Other: 30.8 45.0 44.4 59.2 29.3 43.0 41.1 53.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 1,047,586: 143,188 192,823 92,335 687,412 564,013 922,935 849,171: 124,651 198,415
Old : 1,047,586: 143,188 192,823 92,335 687,412 564,013 922,935 849,171: 124,651 198,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 53,171: 44,240 13,999 7,539 13,218 16,169 64,997 37,707: -11,826 15,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.4 8.8 65.6 53.8 88.1 81.1: 11.9 18.9
Old : 100.0: 13.7 18.4 8.8 65.6 53.8 88.1 81.1: 11.9 18.9
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 : 183: 33 43 47 83 90 137 159:
Old : 183: 33 43 47 83 90 137 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 21.3 37.9 31.4 20.8 14.5 28.4 21.3
Old : 26.4 21.3 37.9 31.4 20.8 14.5 28.4 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 246,790: 44,774 22,089 42,797 112,611 151,674 200,182 216,560: 46,608 30,230
Old : 173,600: 38,547 17,295 27,682 73,496 105,271 139,725 150,249: 33,875 23,351
Other: 73,190: 10,736 9,303 10,606 39,115 46,403 60,457 66,311: 12,733 6,879
: : :
: : Changes in Commitments from: April 3, 2007 :
: 9,017: -2,782 2,445 467 11,749 3,687 9,434 6,599: -418 2,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.0 17.3 45.6 61.5 81.1 87.8: 18.9 12.2
Old : 100.0: 22.2 10.0 15.9 42.3 60.6 80.5 86.5: 19.5 13.5
Other: 100.0: 14.7 12.7 14.5 53.4 63.4 82.6 90.6: 17.4 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 51 39 61 66 62 159 138:
Old : 173: 55 34 51 62 56 145 125:
Other: 109: 25 25 33 43 36 89 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 30.4 30.2 43.9 21.4 28.9 28.6 40.7
Old : 18.4 34.8 26.4 44.2 17.6 32.6 24.9 42.0
Other: 40.5 34.8 49.4 46.3 39.6 32.5 46.5 42.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,090: 4,173 1,371 2,105 7,539 12,182 13,817 15,658: 3,273 1,432
Old : 8,388: 1,573 1,602 572 4,553 5,211 6,697 7,385: 1,691 1,004
Other: 8,702: 2,832 0 1,302 2,987 6,971 7,120 8,273: 1,581 428
: : :
: : Changes in Commitments from: April 3, 2007 :
: -182: 73 -6 -31 -74 -15 -32 -52: -150 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.0 12.3 44.1 71.3 80.9 91.6: 19.1 8.4
Old : 100.0: 18.7 19.1 6.8 54.3 62.1 79.8 88.0: 20.2 12.0
Other: 100.0: 32.5 0.0 15.0 34.3 80.1 81.8 95.1: 18.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 22 11 10 27 20 54 36:
Old : 59: 14 13 6 22 18 41 32:
Other: 48: 19 0 9 21 15 40 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 54.0 35.5 69.6 18.8 44.8 28.3 57.6
Old : 22.1 49.7 36.9 65.2 21.1 46.8 35.1 60.1
Other: 35.1 71.4 51.2 86.7 28.5 58.8 37.2 65.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,007,144: 154,369 317,369 15,968 686,727 579,327 857,064 912,664: 150,080 94,479
Old : 1,007,144: 154,369 317,369 15,968 686,727 579,327 857,064 912,664: 150,080 94,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 49,226: -3,709 19,444 4,074 47,064 17,182 47,428 40,700: 1,797 8,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 31.5 1.6 68.2 57.5 85.1 90.6: 14.9 9.4
Old : 100.0: 15.3 31.5 1.6 68.2 57.5 85.1 90.6: 14.9 9.4
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 : 212: 46 39 20 92 82 148 131:
Old : 212: 46 39 20 92 82 148 131:
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 : 22.2 29.5 33.3 40.7 21.6 28.5 32.3 39.7
Old : 22.2 29.5 33.3 40.7 21.6 28.5 32.3 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 3,006,861: 753,233 341,455 254,006 1,718,590 1,979,497 2,725,829 2,574,958: 281,032 431,903
Old : 3,006,861: 753,233 341,455 254,006 1,718,590 1,979,497 2,725,829 2,574,958: 281,032 431,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 34,563: -7,087 35,883 17,831 46,460 -51,192 57,203 2,523: -22,641 32,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 11.4 8.4 57.2 65.8 90.7 85.6: 9.3 14.4
Old : 100.0: 25.1 11.4 8.4 57.2 65.8 90.7 85.6: 9.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 62 77 74 140 143 237 259:
Old : 313: 62 77 74 140 143 237 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 28.7 35.8 39.2 22.5 24.3 32.2 34.0
Old : 25.3 28.7 35.8 39.2 22.5 24.3 32.2 34.0
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, April 10, 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 : 1,730,667: 183,835 330,934 112,005 1,187,345 1,006,234 1,483,185 1,449,173: 247,482 281,494
Old : 1,730,667: 183,835 330,934 112,005 1,187,345 1,006,234 1,483,185 1,449,173: 247,482 281,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 45,586: -38,173 -39,904 1,512 88,628 53,084 51,967 14,692: -6,382 30,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 19.1 6.5 68.6 58.1 85.7 83.7: 14.3 16.3
Old : 100.0: 10.6 19.1 6.5 68.6 58.1 85.7 83.7: 14.3 16.3
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 : 203: 35 44 42 97 97 158 157:
Old : 203: 35 44 42 97 97 158 157:
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 : 33.0 27.5 41.9 37.6 28.3 25.6 35.0 33.8
Old : 33.0 27.5 41.9 37.6 28.3 25.6 35.0 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 894,940: 179,623 205,427 257,119 419,808 400,801 856,551 863,348: 38,389 31,592
Old : 894,940: 179,623 205,427 257,119 419,808 400,801 856,551 863,348: 38,389 31,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 4,219: -3,446 6,757 7,857 3,686 -1,629 8,097 12,985: -3,877 -8,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.0 28.7 46.9 44.8 95.7 96.5: 4.3 3.5
Old : 100.0: 20.1 23.0 28.7 46.9 44.8 95.7 96.5: 4.3 3.5
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 : 150: 42 38 52 64 60 136 120:
Old : 150: 42 38 52 64 60 136 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 34.6 39.7 50.8 22.5 26.1 29.4 33.2
Old : 28.1 34.6 39.7 50.8 22.5 26.1 29.4 33.2
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, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 33,233: 12,343 1,815 1,060 2,493 23,069 15,896 25,944: 17,337 7,289
Old : 33,233: 12,343 1,815 1,060 2,493 23,069 15,896 25,944: 17,337 7,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 868: 472 1,129 512 -301 -364 683 1,277: 185 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 5.5 3.2 7.5 69.4 47.8 78.1: 52.2 21.9
Old : 100.0: 37.1 5.5 3.2 7.5 69.4 47.8 78.1: 52.2 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 23 7 7 7 14 33 25:
Old : 46: 23 7 7 7 14 33 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 42.6 25.3 61.7 16.9 42.1 25.3 60.7
Old : 16.9 42.6 25.3 61.7 16.9 42.1 25.3 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 42,578: 17,539 7,212 878 17,537 28,136 35,953 36,226: 6,625 6,352
Old : 42,578: 17,539 7,212 878 17,537 28,136 35,953 36,226: 6,625 6,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 406: 208 346 -122 29 17 115 241: 291 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 16.9 2.1 41.2 66.1 84.4 85.1: 15.6 14.9
Old : 100.0: 41.2 16.9 2.1 41.2 66.1 84.4 85.1: 15.6 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 : 65: 25 13 11 18 14 47 34:
Old : 65: 25 13 11 18 14 47 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 : 26.1 44.7 44.3 60.6 25.3 44.7 43.6 60.6
Old : 26.1 44.7 44.3 60.6 25.3 44.7 43.6 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 77,341: 39,520 28,011 1,079 25,386 32,876 65,985 61,965: 11,356 15,376
Old : 77,341: 39,520 28,011 1,079 25,386 32,876 65,985 61,965: 11,356 15,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -2,318: -3,435 -2,303 336 806 -718 -2,293 -2,685: -25 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 36.2 1.4 32.8 42.5 85.3 80.1: 14.7 19.9
Old : 100.0: 51.1 36.2 1.4 32.8 42.5 85.3 80.1: 14.7 19.9
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 : 110: 30 43 13 24 24 65 69:
Old : 110: 30 43 13 24 24 65 69:
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 : 35.6 27.0 48.7 39.2 33.6 24.8 44.4 35.2
Old : 35.6 27.0 48.7 39.2 33.6 24.8 44.4 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 46,617: 2,572 16,081 333 43,554 28,226 46,459 44,640: 158 1,977
Old : 46,617: 2,572 16,081 333 43,554 28,226 46,459 44,640: 158 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,053: -634 166 0 2,730 1,892 2,096 2,058: -43 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 34.5 0.7 93.4 60.5 99.7 95.8: 0.3 4.2
Old : 100.0: 5.5 34.5 0.7 93.4 60.5 99.7 95.8: 0.3 4.2
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 : 39: 9 13 2 12 10 21 25:
Old : 39: 9 13 2 12 10 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 81.4 92.3 90.3 71.8 68.8 81.0 77.6
Old : 77.8 81.4 92.3 90.3 71.8 68.8 81.0 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2007