WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 12, 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 : 417,081: 73,598 56,045 69,448 237,539 232,901 380,585 358,394: 36,496 58,687
Old : 255,817: 50,317 68,313 13,893 168,092 144,841 232,302 227,047: 23,515 28,770
Other: 161,264: 63,536 27,987 15,300 69,447 88,060 148,283 131,347: 12,981 29,917
: : :
: : Changes in Commitments from: December 5, 2006 :
: -7,043: -10,463 -1,186 126 3,462 -6,610 -6,875 -7,670: -168 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.4 16.7 57.0 55.8 91.2 85.9: 8.8 14.1
Old : 100.0: 19.7 26.7 5.4 65.7 56.6 90.8 88.8: 9.2 11.2
Other: 100.0: 39.4 17.4 9.5 43.1 54.6 92.0 81.4: 8.0 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 102 89 92 67 96 233 226:
Old : 288: 90 95 29 47 77 156 183:
Other: 219: 67 52 44 46 81 134 159:
:----------------------------------------------------------------------------------------------------
: 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 21.6 39.3 31.5 26.4 15.5 37.7 22.1
Old : 42.1 24.7 55.4 37.9 42.1 24.1 55.4 35.6
Other: 29.4 25.5 43.9 34.4 28.7 20.5 38.7 28.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 12, 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 : 1,383,139: 356,663 64,337 197,413 679,443 864,226 1,233,519 1,125,976: 149,620 257,163
Old : 966,953: 229,442 94,120 99,270 527,558 596,187 856,270 789,577: 110,683 177,376
Other: 416,186: 195,096 38,092 30,268 151,885 268,039 377,249 336,399: 38,937 79,787
: : :
: : Changes in Commitments from: December 5, 2006 :
: 8,685: 9,784 -2,997 8,593 -7,321 -1,502 11,056 4,094: -2,371 4,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.7 14.3 49.1 62.5 89.2 81.4: 10.8 18.6
Old : 100.0: 23.7 9.7 10.3 54.6 61.7 88.6 81.7: 11.4 18.3
Other: 100.0: 46.9 9.2 7.3 36.5 64.4 90.6 80.8: 9.4 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 201 105 155 222 338 498 547:
Old : 710: 178 117 116 209 323 451 509:
Other: 540: 111 77 39 107 298 237 400:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 17.6 26.7 23.9 16.4 16.1 24.7 21.3
Old : 20.8 16.6 30.6 23.4 20.8 14.8 30.6 20.5
Other: 25.9 27.3 38.5 33.4 25.2 24.8 37.3 30.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 12, 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 : 13,931: 4,592 334 264 5,742 11,682 10,598 12,280: 3,333 1,651
Old : 10,648: 3,843 467 121 4,026 8,633 7,990 9,221: 2,658 1,427
Other: 3,283: 884 2 8 1,716 3,049 2,608 3,059: 675 224
: : :
: : Changes in Commitments from: December 5, 2006 :
: 341: -186 -204 69 386 399 269 264: 72 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 2.4 1.9 41.2 83.9 76.1 88.1: 23.9 11.9
Old : 100.0: 36.1 4.4 1.1 37.8 81.1 75.0 86.6: 25.0 13.4
Other: 100.0: 26.9 0.1 0.2 52.3 92.9 79.4 93.2: 20.6 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 24 3 4 11 14 37 21:
Old : 45: 19 7 3 9 14 31 21:
Other: 21: 8 2 2 6 7 14 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 : 29.7 56.6 42.1 74.7 29.7 53.1 41.1 69.1
Old : 31.2 55.6 46.1 75.0 31.2 54.0 46.1 72.0
Other: 54.2 80.3 70.9 93.0 54.2 80.3 70.3 91.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 12, 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 : 425,133: 99,936 45,028 79,963 192,375 218,091 372,274 343,082: 52,859 82,051
Old : 354,748: 78,269 62,114 47,887 183,753 175,881 309,909 285,882: 44,839 68,866
Other: 70,385: 48,160 9,407 5,583 8,622 42,210 62,365 57,200: 8,020 13,185
: : :
: : Changes in Commitments from: December 5, 2006 :
: 6,899: 7,860 1,339 12,445 -10,698 -3,156 9,607 10,628: -2,708 -3,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.6 18.8 45.3 51.3 87.6 80.7: 12.4 19.3
Old : 100.0: 22.1 17.5 13.5 51.8 49.6 87.4 80.6: 12.6 19.4
Other: 100.0: 68.4 13.4 7.9 12.2 60.0 88.6 81.3: 11.4 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 126 75 131 93 132 306 299:
Old : 394: 130 78 118 89 126 288 285:
Other: 190: 48 45 16 19 83 78 134:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 19.5 27.6 28.8 17.8 17.0 25.8 23.8
Old : 22.1 20.0 32.0 28.1 22.1 18.0 30.6 24.8
Other: 33.3 38.8 57.3 52.6 33.2 38.4 55.8 47.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,620: 13,477 5,623 1,484 420 486 15,381 7,593: 4,239 12,027
Old : 16,318: 10,447 5,453 1,466 420 468 12,333 7,387: 3,985 8,931
Other: 3,302: 3,034 174 14 0 18 3,048 206: 254 3,096
: : :
: : Changes in Commitments from: December 5, 2006 :
: 2,681: 1,773 56 194 0 21 1,967 271: 714 2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 28.7 7.6 2.1 2.5 78.4 38.7: 21.6 61.3
Old : 100.0: 64.0 33.4 9.0 2.6 2.9 75.6 45.3: 24.4 54.7
Other: 100.0: 91.9 5.3 0.4 0.0 0.5 92.3 6.2: 7.7 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 15 11 1 1 22 24:
Old : 35: 19 14 11 1 1 22 24:
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 : 42.8 15.6 58.8 23.9 42.4 15.6 55.7 23.8
Old : 39.2 18.7 56.0 28.6 38.7 18.7 52.5 28.5
Other: 79.6 6.2 92.3 6.2 79.2 5.8 91.9 5.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 12, 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 : 278,005: 78,329 12,996 41,894 126,734 205,505 246,957 260,395: 31,048 17,610
Old : 252,998: 75,871 14,756 26,146 121,413 195,600 223,430 236,502: 29,568 16,496
Other: 25,007: 13,865 9,647 4,341 5,321 9,905 23,527 23,893: 1,480 1,114
: : :
: : Changes in Commitments from: December 5, 2006 :
: -5,034: 38 63 -2,095 -688 -2,704 -2,745 -4,736: -2,289 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 4.7 15.1 45.6 73.9 88.8 93.7: 11.2 6.3
Old : 100.0: 30.0 5.8 10.3 48.0 77.3 88.3 93.5: 11.7 6.5
Other: 100.0: 55.4 38.6 17.4 21.3 39.6 94.1 95.5: 5.9 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 77 20 50 56 51 166 113:
Old : 194: 81 25 45 56 51 163 110:
Other: 60: 17 13 11 19 13 41 35:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 43.2 28.1 54.3 18.2 41.9 25.8 48.3
Old : 19.9 45.2 28.6 56.4 19.9 44.0 27.3 50.7
Other: 40.9 59.8 66.3 78.3 35.6 54.0 59.8 68.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 12, 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 : 834,901: 147,850 190,332 17,697 496,728 455,783 662,275 663,812: 172,626 171,089
Old : 834,901: 147,850 190,332 17,697 496,728 455,783 662,275 663,812: 172,626 171,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -13,023: 4,267 -2,072 -9,123 -6,171 -8,989 -11,027 -20,184: -1,996 7,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 22.8 2.1 59.5 54.6 79.3 79.5: 20.7 20.5
Old : 100.0: 17.7 22.8 2.1 59.5 54.6 79.3 79.5: 20.7 20.5
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 : 181: 40 42 22 69 72 124 121:
Old : 181: 40 42 22 69 72 124 121:
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 29.2 32.4 38.6 21.3 25.0 28.5 32.8
Old : 23.1 29.2 32.4 38.6 21.3 25.0 28.5 32.8
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 - Futures Only, December 12, 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 : 209,626: 38,024 19,833 27,277 109,606 141,341 174,907 188,451: 34,719 21,175
Old : 194,863: 38,905 18,549 19,831 103,575 136,879 162,311 175,259: 32,552 19,604
Other: 14,763: 4,364 6,529 2,201 6,031 4,462 12,596 13,192: 2,167 1,571
: : :
: : Changes in Commitments from: December 5, 2006 :
: -1,579: -547 -2,168 -854 173 1,250 -1,228 -1,772: -351 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.5 13.0 52.3 67.4 83.4 89.9: 16.6 10.1
Old : 100.0: 20.0 9.5 10.2 53.2 70.2 83.3 89.9: 16.7 10.1
Other: 100.0: 29.6 44.2 14.9 40.9 30.2 85.3 89.4: 14.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 58 31 53 51 46 145 113:
Old : 171: 66 29 49 49 44 141 109:
Other: 57: 11 17 11 22 15 42 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 42.2 39.3 54.9 30.2 40.6 36.9 52.4
Old : 32.5 44.7 40.8 57.5 31.6 43.6 38.8 55.6
Other: 33.6 42.4 50.9 58.1 32.3 39.3 49.3 50.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 12, 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 : 14,322: 3,438 1,146 927 7,281 11,314 11,646 13,387: 2,676 935
Old : 13,046: 3,254 1,147 885 6,514 10,175 10,653 12,207: 2,393 839
Other: 1,276: 201 16 25 767 1,139 993 1,180: 283 96
: : :
: : Changes in Commitments from: December 5, 2006 :
: -29: -2 -129 117 -7 -50 108 -62: -137 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 8.0 6.5 50.8 79.0 81.3 93.5: 18.7 6.5
Old : 100.0: 24.9 8.8 6.8 49.9 78.0 81.7 93.6: 18.3 6.4
Other: 100.0: 15.8 1.3 2.0 60.1 89.3 77.8 92.5: 22.2 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 23 6 8 22 20 48 31:
Old : 62: 22 6 7 20 20 45 30:
Other: 23: 7 1 3 7 11 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 : 23.5 54.3 38.6 69.7 23.5 50.1 37.2 65.3
Old : 25.3 54.6 40.6 69.5 25.3 54.0 39.3 68.9
Other: 57.8 69.4 72.4 86.6 26.0 34.2 32.0 45.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 12, 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 : 701,641: 145,444 189,509 8,245 408,991 394,567 562,680 592,321: 138,961 109,320
Old : 701,641: 145,444 189,509 8,245 408,991 394,567 562,680 592,321: 138,961 109,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -53,197: 9,389 8,483 -18,312 -10,944 -6,308 -19,867 -16,137: -33,330 -37,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 27.0 1.2 58.3 56.2 80.2 84.4: 19.8 15.6
Old : 100.0: 20.7 27.0 1.2 58.3 56.2 80.2 84.4: 19.8 15.6
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 : 176: 41 38 12 65 71 111 116:
Old : 176: 41 38 12 65 71 111 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 19.0 36.9 32.0 26.3 18.6 35.3 30.0
Old : 27.0 19.0 36.9 32.0 26.3 18.6 35.3 30.0
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 - Futures Only, December 12, 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 : 2,248,701: 647,584 292,937 81,619 1,171,343 1,474,218 1,900,546 1,848,774: 348,155 399,927
Old : 2,248,701: 647,584 292,937 81,619 1,171,343 1,474,218 1,900,546 1,848,774: 348,155 399,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -21,168: 15,962 -23,739 -23,791 -7,219 48,362 -15,048 832: -6,120 -22,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.0 3.6 52.1 65.6 84.5 82.2: 15.5 17.8
Old : 100.0: 28.8 13.0 3.6 52.1 65.6 84.5 82.2: 15.5 17.8
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 : 298: 70 63 34 115 124 201 205:
Old : 298: 70 63 34 115 124 201 205:
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 : 22.7 24.8 35.5 35.8 17.3 23.7 27.1 32.0
Old : 22.7 24.8 35.5 35.8 17.3 23.7 27.1 32.0
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 - Futures Only, December 12, 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 : 1,437,726: 211,450 291,217 40,387 898,566 842,790 1,150,403 1,174,394: 287,323 263,332
Old : 1,437,726: 211,450 291,217 40,387 898,566 842,790 1,150,403 1,174,394: 287,323 263,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -79,386: -55,268 29,530 -25,299 18,858 -77,699 -61,709 -73,468: -17,677 -5,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.3 2.8 62.5 58.6 80.0 81.7: 20.0 18.3
Old : 100.0: 14.7 20.3 2.8 62.5 58.6 80.0 81.7: 20.0 18.3
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 : 186: 41 33 22 83 80 134 125:
Old : 186: 41 33 22 83 80 134 125:
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 : 23.5 30.1 34.9 41.5 19.3 29.3 27.2 36.8
Old : 23.5 30.1 34.9 41.5 19.3 29.3 27.2 36.8
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 - Futures Only, December 12, 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 : 380,941: 91,660 94,817 65,084 197,142 192,725 353,886 352,626: 27,055 28,315
Old : 380,941: 91,660 94,817 65,084 197,142 192,725 353,886 352,626: 27,055 28,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 20,452: -6,467 -913 1,911 25,676 20,641 21,120 21,639: -668 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 24.9 17.1 51.8 50.6 92.9 92.6: 7.1 7.4
Old : 100.0: 24.1 24.9 17.1 51.8 50.6 92.9 92.6: 7.1 7.4
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 : 124: 23 40 38 49 48 98 100:
Old : 124: 23 40 38 49 48 98 100:
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 19.4 42.8 33.3 22.9 16.9 35.3 27.8
Old : 26.9 19.4 42.8 33.3 22.9 16.9 35.3 27.8
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 - Futures Only, December 12, 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 : 10,922: 4,814 0 24 769 6,775 5,607 6,799: 5,315 4,123
Old : 10,922: 4,814 0 24 769 6,775 5,607 6,799: 5,315 4,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -405: 788 -186 -179 190 -204 799 -569: -1,204 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 0.0 0.2 7.0 62.0 51.3 62.3: 48.7 37.7
Old : 100.0: 44.1 0.0 0.2 7.0 62.0 51.3 62.3: 48.7 37.7
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 : 21: 10 0 2 3 10 13 12:
Old : 21: 10 0 2 3 10 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 : 28.1 41.2 41.8 58.0 28.0 40.0 41.7 56.8
Old : 28.1 41.2 41.8 58.0 28.0 40.0 41.7 56.8
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 - Futures Only, December 12, 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 : 43,761: 13,262 5,384 1,771 5,411 27,323 20,444 34,478: 23,317 9,283
Old : 43,761: 13,262 5,384 1,771 5,411 27,323 20,444 34,478: 23,317 9,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -3,594: -4,070 -1,336 343 1,817 -2,525 -1,910 -3,518: -1,684 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 12.3 4.0 12.4 62.4 46.7 78.8: 53.3 21.2
Old : 100.0: 30.3 12.3 4.0 12.4 62.4 46.7 78.8: 53.3 21.2
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 : 58: 23 12 8 12 16 37 34:
Old : 58: 23 12 8 12 16 37 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 : 12.8 33.3 21.9 54.3 12.5 32.9 20.7 53.7
Old : 12.8 33.3 21.9 54.3 12.5 32.9 20.7 53.7
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 - Futures Only, December 12, 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 : 93,481: 19,905 13,749 12,688 33,530 55,850 66,123 82,287: 27,358 11,194
Old : 93,481: 19,905 13,749 12,688 33,530 55,850 66,123 82,287: 27,358 11,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 28,228: 1,690 1,217 12,544 12,522 12,384 26,756 26,145: 1,472 2,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 14.7 13.6 35.9 59.7 70.7 88.0: 29.3 12.0
Old : 100.0: 21.3 14.7 13.6 35.9 59.7 70.7 88.0: 29.3 12.0
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 : 77: 28 18 10 24 22 56 46:
Old : 77: 28 18 10 24 22 56 46:
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 : 24.0 40.6 36.8 57.4 12.8 32.5 21.2 45.7
Old : 24.0 40.6 36.8 57.4 12.8 32.5 21.2 45.7
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 - Futures Only, December 12, 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 : 167,024: 42,244 32,901 27,995 72,747 45,533 142,986 106,429: 24,038 60,595
Old : 167,024: 42,244 32,901 27,995 72,747 45,533 142,986 106,429: 24,038 60,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 45,640: 5,641 6,651 26,883 6,502 3,166 39,026 36,700: 6,614 8,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.7 16.8 43.6 27.3 85.6 63.7: 14.4 36.3
Old : 100.0: 25.3 19.7 16.8 43.6 27.3 85.6 63.7: 14.4 36.3
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 : 109: 32 32 21 31 32 77 73:
Old : 109: 32 32 21 31 32 77 73:
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 : 43.9 21.3 55.2 31.3 37.8 12.7 45.8 20.7
Old : 43.9 21.3 55.2 31.3 37.8 12.7 45.8 20.7
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 - Futures Only, December 12, 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 : 46,934: 2,242 14,944 1,270 40,974 28,146 44,486 44,360: 2,448 2,574
Old : 46,934: 2,242 14,944 1,270 40,974 28,146 44,486 44,360: 2,448 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -250: 81 782 -4,001 1,305 515 -2,615 -2,704: 2,365 2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 31.8 2.7 87.3 60.0 94.8 94.5: 5.2 5.5
Old : 100.0: 4.8 31.8 2.7 87.3 60.0 94.8 94.5: 5.2 5.5
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 : 43: 9 12 4 14 15 25 29:
Old : 43: 9 12 4 14 15 25 29:
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 : 74.0 80.8 85.1 89.2 72.4 75.5 81.4 82.3
Old : 74.0 80.8 85.1 89.2 72.4 75.5 81.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2006