WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 425,677: 72,560 58,656 72,773 248,103 238,520 393,436 369,949: 32,241 55,728
Old : 261,510: 50,292 70,066 16,097 173,849 148,148 240,238 234,311: 21,272 27,199
Other: 164,167: 63,182 29,504 15,762 74,254 90,372 153,198 135,638: 10,969 28,529
: : :
: : Changes in Commitments from: December 12, 2006 :
: 8,596: -1,038 2,611 3,325 10,564 5,619 12,851 11,555: -4,255 -2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 13.8 17.1 58.3 56.0 92.4 86.9: 7.6 13.1
Old : 100.0: 19.2 26.8 6.2 66.5 56.7 91.9 89.6: 8.1 10.4
Other: 100.0: 38.5 18.0 9.6 45.2 55.0 93.3 82.6: 6.7 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 104 95 97 70 102 241 241:
Old : 300: 92 99 32 52 84 161 199:
Other: 226: 70 50 45 48 86 138 165:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 21.5 39.1 31.2 25.8 14.9 37.4 21.5
Old : 41.0 24.7 54.9 37.9 41.0 24.1 54.9 35.7
Other: 31.0 25.4 46.1 34.7 30.2 20.8 40.6 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,379,829: 367,099 63,418 197,809 672,458 860,833 1,237,366 1,122,060: 142,463 257,769
Old : 960,064: 233,367 97,354 97,381 526,736 590,942 857,484 785,677: 102,580 174,387
Other: 419,765: 204,490 36,822 29,670 145,722 269,891 379,882 336,383: 39,883 83,382
: : :
: : Changes in Commitments from: December 12, 2006 :
: -3,310: 10,436 -919 396 -6,985 -3,393 3,847 -3,916: -7,157 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 4.6 14.3 48.7 62.4 89.7 81.3: 10.3 18.7
Old : 100.0: 24.3 10.1 10.1 54.9 61.6 89.3 81.8: 10.7 18.2
Other: 100.0: 48.7 8.8 7.1 34.7 64.3 90.5 80.1: 9.5 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 727: 210 100 140 220 332 493 527:
Old : 703: 188 110 108 203 315 444 492:
Other: 533: 117 69 40 109 291 244 386:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 17.9 26.5 24.3 16.4 16.4 24.7 21.6
Old : 20.9 16.5 30.9 23.3 20.9 14.7 30.8 20.2
Other: 24.3 27.4 36.6 33.8 24.1 24.8 35.4 31.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,559: 4,390 85 214 5,289 11,550 9,893 11,849: 3,666 1,710
Old : 10,006: 3,633 212 73 3,328 8,281 7,034 8,566: 2,972 1,440
Other: 3,553: 884 0 14 1,961 3,269 2,859 3,283: 694 270
: : :
: : Changes in Commitments from: December 12, 2006 :
: -372: -202 -249 -50 -453 -132 -705 -431: 333 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 0.6 1.6 39.0 85.2 73.0 87.4: 27.0 12.6
Old : 100.0: 36.3 2.1 0.7 33.3 82.8 70.3 85.6: 29.7 14.4
Other: 100.0: 24.9 0.0 0.4 55.2 92.0 80.5 92.4: 19.5 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 24 2 5 11 14 36 20:
Old : 43: 18 6 3 7 14 28 20:
Other: 20: 8 0 3 6 8 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 : 27.8 57.4 39.7 75.3 27.8 54.5 39.2 70.0
Old : 27.8 56.1 43.2 74.7 27.8 56.1 43.2 73.0
Other: 57.1 80.0 72.4 92.1 57.1 80.0 71.7 90.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 423,743: 96,622 42,314 75,248 201,626 225,813 373,496 343,375: 50,247 80,368
Old : 347,662: 73,784 60,146 41,652 191,158 179,093 306,594 280,891: 41,068 66,771
Other: 76,081: 50,571 9,901 5,863 10,468 46,720 66,902 62,484: 9,179 13,597
: : :
: : Changes in Commitments from: December 12, 2006 :
: -1,390: -3,314 -2,714 -4,715 9,251 7,722 1,222 293: -2,612 -1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 10.0 17.8 47.6 53.3 88.1 81.0: 11.9 19.0
Old : 100.0: 21.2 17.3 12.0 55.0 51.5 88.2 80.8: 11.8 19.2
Other: 100.0: 66.5 13.0 7.7 13.8 61.4 87.9 82.1: 12.1 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 125 70 130 101 132 307 293:
Old : 385: 133 66 118 97 127 291 279:
Other: 195: 48 46 14 21 86 78 138:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 20.8 28.8 30.7 17.9 17.4 26.5 24.2
Old : 22.5 21.6 34.1 29.5 22.5 18.8 30.9 26.2
Other: 32.2 39.8 55.5 53.2 32.2 39.5 54.6 48.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,608: 7,566 2,303 1,346 270 689 9,182 4,338: 4,426 9,270
Old : 10,200: 4,614 2,303 1,160 270 671 6,044 4,134: 4,156 6,066
Other: 3,408: 3,126 174 12 0 18 3,138 204: 270 3,204
: : :
: : Changes in Commitments from: December 12, 2006 :
: -6,012: -5,911 -3,320 -138 -150 203 -6,199 -3,255: 187 -2,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 16.9 9.9 2.0 5.1 67.5 31.9: 32.5 68.1
Old : 100.0: 45.2 22.6 11.4 2.6 6.6 59.3 40.5: 40.7 59.5
Other: 100.0: 91.7 5.1 0.4 0.0 0.5 92.1 6.0: 7.9 94.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 5 9 2 2 15 16:
Old : 21: 13 5 9 2 2 15 16:
Other: 10: 8 1 2 0 1 8 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 17.7 55.3 25.5 38.2 17.5 48.8 22.0
Old : 35.4 23.4 48.2 33.9 30.3 23.2 42.1 29.1
Other: 79.8 6.0 92.1 6.0 79.4 5.6 91.7 5.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 273,238: 67,547 13,360 40,535 131,411 196,052 239,493 249,947: 33,745 23,291
Old : 247,452: 66,624 16,840 22,919 125,705 185,446 215,248 225,205: 32,204 22,247
Other: 25,786: 14,192 9,789 4,347 5,706 10,606 24,245 24,742: 1,541 1,044
: : :
: : Changes in Commitments from: December 12, 2006 :
: -4,767: -10,782 364 -1,359 4,677 -9,453 -7,464 -10,448: 2,697 5,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.9 14.8 48.1 71.8 87.6 91.5: 12.4 8.5
Old : 100.0: 26.9 6.8 9.3 50.8 74.9 87.0 91.0: 13.0 9.0
Other: 100.0: 55.0 38.0 16.9 22.1 41.1 94.0 96.0: 6.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 77 23 46 60 53 165 111:
Old : 192: 80 27 40 60 53 162 107:
Other: 62: 17 13 9 20 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 : 18.8 43.3 28.0 53.3 18.0 40.4 24.7 45.8
Old : 20.1 45.1 28.7 55.3 19.5 42.0 26.3 47.6
Other: 39.9 62.5 63.8 79.9 34.9 57.2 57.5 69.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 787,883: 116,869 185,449 8,726 514,925 436,752 640,520 630,927: 147,363 156,956
Old : 787,883: 116,869 185,449 8,726 514,925 436,752 640,520 630,927: 147,363 156,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -47,018: -30,981 -4,883 -8,971 18,197 -19,031 -21,755 -32,885: -25,263 -14,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 23.5 1.1 65.4 55.4 81.3 80.1: 18.7 19.9
Old : 100.0: 14.8 23.5 1.1 65.4 55.4 81.3 80.1: 18.7 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 : 177: 40 37 19 69 72 118 119:
Old : 177: 40 37 19 69 72 118 119:
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 : 23.6 30.6 32.9 40.9 21.9 27.0 29.4 35.5
Old : 23.6 30.6 32.9 40.9 21.9 27.0 29.4 35.5
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 208,789: 35,970 21,689 29,387 111,018 136,695 176,375 187,771: 32,414 21,018
Old : 192,844: 38,948 21,022 20,152 103,346 132,267 162,446 173,441: 30,398 19,403
Other: 15,945: 4,216 7,861 2,041 7,672 4,428 13,929 14,330: 2,016 1,615
: : :
: : Changes in Commitments from: December 12, 2006 :
: -837: -2,054 1,856 2,110 1,412 -4,646 1,468 -680: -2,305 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.4 14.1 53.2 65.5 84.5 89.9: 15.5 10.1
Old : 100.0: 20.2 10.9 10.4 53.6 68.6 84.2 89.9: 15.8 10.1
Other: 100.0: 26.4 49.3 12.8 48.1 27.8 87.4 89.9: 12.6 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 57 30 49 52 48 137 117:
Old : 167: 65 30 45 52 45 135 112:
Other: 63: 10 21 12 23 17 44 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 42.1 39.9 54.3 31.6 40.4 38.3 52.3
Old : 32.8 44.5 41.0 57.2 32.0 43.1 39.2 55.1
Other: 38.6 42.8 56.3 59.2 37.0 42.7 54.6 56.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,923: 3,324 1,110 821 6,998 11,045 11,143 12,976: 2,780 947
Old : 12,597: 3,134 1,110 794 6,195 9,849 10,123 11,753: 2,474 844
Other: 1,326: 190 0 27 803 1,196 1,020 1,223: 306 103
: : :
: : Changes in Commitments from: December 12, 2006 :
: -399: -114 -36 -106 -283 -269 -503 -411: 104 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 8.0 5.9 50.3 79.3 80.0 93.2: 20.0 6.8
Old : 100.0: 24.9 8.8 6.3 49.2 78.2 80.4 93.3: 19.6 6.7
Other: 100.0: 14.3 0.0 2.0 60.6 90.2 76.9 92.2: 23.1 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 21 4 6 22 18 44 27:
Old : 56: 20 4 6 19 18 40 27:
Other: 23: 7 0 4 8 11 15 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 : 24.5 57.0 40.2 71.8 24.5 52.5 38.5 67.2
Old : 26.6 57.3 42.6 71.6 26.6 56.7 40.9 71.0
Other: 56.9 70.7 70.4 87.6 25.0 36.5 30.5 47.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 698,959: 135,858 197,788 4,331 421,850 379,140 562,039 581,259: 136,920 117,700
Old : 698,959: 135,858 197,788 4,331 421,850 379,140 562,039 581,259: 136,920 117,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -2,682: -9,586 8,279 -3,914 12,859 -15,427 -641 -11,062: -2,041 8,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 28.3 0.6 60.4 54.2 80.4 83.2: 19.6 16.8
Old : 100.0: 19.4 28.3 0.6 60.4 54.2 80.4 83.2: 19.6 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 : 167: 38 37 9 65 64 106 107:
Old : 167: 38 37 9 65 64 106 107:
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 : 27.1 18.9 37.8 31.0 26.7 18.6 36.2 28.9
Old : 27.1 18.9 37.8 31.0 26.7 18.6 36.2 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,247,263: 627,615 295,435 66,457 1,266,716 1,514,605 1,960,788 1,876,497: 286,475 370,766
Old : 2,247,263: 627,615 295,435 66,457 1,266,716 1,514,605 1,960,788 1,876,497: 286,475 370,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -1,438: -19,969 2,498 -15,162 95,373 40,387 60,242 27,723: -61,680 -29,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 13.1 3.0 56.4 67.4 87.3 83.5: 12.7 16.5
Old : 100.0: 27.9 13.1 3.0 56.4 67.4 87.3 83.5: 12.7 16.5
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 : 301: 73 58 33 112 127 197 206:
Old : 301: 73 58 33 112 127 197 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 27.1 37.7 37.5 19.4 25.6 29.0 33.7
Old : 24.9 27.1 37.7 37.5 19.4 25.6 29.0 33.7
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,378,329: 194,456 262,172 27,075 902,290 826,481 1,123,821 1,115,728: 254,508 262,601
Old : 1,378,329: 194,456 262,172 27,075 902,290 826,481 1,123,821 1,115,728: 254,508 262,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -59,397: -16,994 -29,045 -13,312 3,724 -16,309 -26,582 -58,666: -32,815 -731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.0 2.0 65.5 60.0 81.5 80.9: 18.5 19.1
Old : 100.0: 14.1 19.0 2.0 65.5 60.0 81.5 80.9: 18.5 19.1
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 : 188: 45 33 16 80 80 133 121:
Old : 188: 45 33 16 80 80 133 121:
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 : 25.2 29.6 36.7 41.3 20.7 28.8 28.4 37.5
Old : 25.2 29.6 36.7 41.3 20.7 28.8 28.4 37.5
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 401,010: 89,144 88,505 62,805 219,729 223,024 371,678 374,334: 29,332 26,676
Old : 401,010: 89,144 88,505 62,805 219,729 223,024 371,678 374,334: 29,332 26,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 20,069: -2,516 -6,312 -2,279 22,587 30,299 17,792 21,708: 2,277 -1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 22.1 15.7 54.8 55.6 92.7 93.3: 7.3 6.7
Old : 100.0: 22.2 22.1 15.7 54.8 55.6 92.7 93.3: 7.3 6.7
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 : 127: 27 38 38 49 47 100 100:
Old : 127: 27 38 38 49 47 100 100:
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 : 25.6 23.3 40.4 36.7 21.9 20.1 32.0 29.0
Old : 25.6 23.3 40.4 36.7 21.9 20.1 32.0 29.0
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 10,985: 3,137 2,127 0 1,064 5,768 4,201 7,895: 6,784 3,090
Old : 10,985: 3,137 2,127 0 1,064 5,768 4,201 7,895: 6,784 3,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 63: -1,677 2,127 -24 295 -1,007 -1,406 1,096: 1,469 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 19.4 0.0 9.7 52.5 38.2 71.9: 61.8 28.1
Old : 100.0: 28.6 19.4 0.0 9.7 52.5 38.2 71.9: 61.8 28.1
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 : 23: 6 5 0 5 8 11 13:
Old : 23: 6 5 0 5 8 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 44.0 34.2 60.8 23.4 44.0 34.2 60.8
Old : 23.4 44.0 34.2 60.8 23.4 44.0 34.2 60.8
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 42,779: 11,806 5,173 1,422 7,628 24,960 20,856 31,555: 21,923 11,224
Old : 42,779: 11,806 5,173 1,422 7,628 24,960 20,856 31,555: 21,923 11,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -982: -1,456 -211 -349 2,217 -2,363 412 -2,923: -1,394 1,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.1 3.3 17.8 58.3 48.8 73.8: 51.2 26.2
Old : 100.0: 27.6 12.1 3.3 17.8 58.3 48.8 73.8: 51.2 26.2
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: 25 11 9 14 12 41 30:
Old : 58: 25 11 9 14 12 41 30:
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 : 13.4 34.3 22.4 52.8 12.0 33.8 20.1 52.4
Old : 13.4 34.3 22.4 52.8 12.0 33.8 20.1 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 65,761: 27,401 7,514 26 20,088 51,190 47,515 58,730: 18,246 7,031
Old : 65,761: 27,401 7,514 26 20,088 51,190 47,515 58,730: 18,246 7,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -27,720: 7,496 -6,235 -12,662 -13,442 -4,660 -18,608 -23,557: -9,112 -4,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 11.4 0.0 30.5 77.8 72.3 89.3: 27.7 10.7
Old : 100.0: 41.7 11.4 0.0 30.5 77.8 72.3 89.3: 27.7 10.7
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 : 62: 24 11 2 17 12 42 24:
Old : 62: 24 11 2 17 12 42 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 : 27.4 58.2 42.0 75.4 27.4 58.2 42.0 75.4
Old : 27.4 58.2 42.0 75.4 27.4 58.2 42.0 75.4
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 104,919: 44,042 45,920 670 50,636 20,670 95,348 67,260: 9,571 37,659
Old : 104,919: 44,042 45,920 670 50,636 20,670 95,348 67,260: 9,571 37,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -62,105: 1,798 13,019 -27,325 -22,111 -24,863 -47,638 -39,169: -14,467 -22,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 43.8 0.6 48.3 19.7 90.9 64.1: 9.1 35.9
Old : 100.0: 42.0 43.8 0.6 48.3 19.7 90.9 64.1: 9.1 35.9
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 : 94: 28 33 1 18 20 46 54:
Old : 94: 28 33 1 18 20 46 54:
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 : 54.8 29.5 65.9 40.4 54.7 29.5 65.9 40.4
Old : 54.8 29.5 65.9 40.4 54.7 29.5 65.9 40.4
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 46,336: 3,132 14,809 393 41,137 29,384 44,662 44,586: 1,674 1,750
Old : 46,336: 3,132 14,809 393 41,137 29,384 44,662 44,586: 1,674 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -598: 890 -135 -877 163 1,238 176 226: -774 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 32.0 0.8 88.8 63.4 96.4 96.2: 3.6 3.8
Old : 100.0: 6.8 32.0 0.8 88.8 63.4 96.4 96.2: 3.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 10 2 11 13 21 24:
Old : 38: 9 10 2 11 13 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 84.6 89.1 91.9 73.6 77.6 84.2 84.6
Old : 76.8 84.6 89.1 91.9 73.6 77.6 84.2 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2006