WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 26, 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 : 439,130: 76,522 54,355 78,653 250,293 246,562 405,468 379,570: 33,662 59,560
Old : 271,319: 55,276 69,059 17,784 175,906 154,980 248,966 241,823: 22,353 29,496
Other: 167,811: 65,715 29,765 16,400 74,387 91,582 156,502 137,747: 11,309 30,064
: : :
: : Changes in Commitments from: December 19, 2006 :
: 13,453: 3,962 -4,301 5,880 2,190 8,042 12,032 9,621: 1,421 3,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.4 17.9 57.0 56.1 92.3 86.4: 7.7 13.6
Old : 100.0: 20.4 25.5 6.6 64.8 57.1 91.8 89.1: 8.2 10.9
Other: 100.0: 39.2 17.7 9.8 44.3 54.6 93.3 82.1: 6.7 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 111 94 101 68 101 254 238:
Old : 309: 104 98 41 51 85 182 198:
Other: 227: 69 54 45 46 88 140 166:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 21.7 38.0 31.2 25.1 15.4 36.6 21.8
Old : 39.5 24.9 53.6 37.4 39.5 24.2 53.5 35.3
Other: 30.9 24.6 45.5 33.9 30.1 20.1 39.9 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 26, 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 : 1,390,388: 371,910 62,046 197,757 675,664 870,449 1,245,331 1,130,252: 145,057 260,136
Old : 958,042: 234,768 96,282 94,220 524,771 591,736 853,759 782,238: 104,283 175,804
Other: 432,346: 211,414 40,036 29,265 150,893 278,713 391,572 348,014: 40,774 84,332
: : :
: : Changes in Commitments from: December 19, 2006 :
: 10,559: 4,811 -1,372 -52 3,206 9,616 7,965 8,192: 2,594 2,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.5 14.2 48.6 62.6 89.6 81.3: 10.4 18.7
Old : 100.0: 24.5 10.0 9.8 54.8 61.8 89.1 81.6: 10.9 18.4
Other: 100.0: 48.9 9.3 6.8 34.9 64.5 90.6 80.5: 9.4 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 215 94 139 219 337 494 528:
Old : 707: 195 104 110 201 320 448 494:
Other: 540: 121 68 36 112 294 250 385:
:----------------------------------------------------------------------------------------------------
: 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 26.5 23.9 16.4 16.1 24.6 21.3
Old : 20.9 16.9 31.1 23.7 20.9 15.3 31.1 20.8
Other: 23.8 26.3 36.1 32.6 23.6 23.8 34.9 30.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,265: 4,792 93 206 5,482 12,319 10,480 12,618: 3,785 1,647
Old : 10,322: 3,955 243 45 3,276 8,689 7,276 8,977: 3,046 1,345
Other: 3,943: 987 0 11 2,206 3,630 3,204 3,641: 739 302
: : :
: : Changes in Commitments from: December 19, 2006 :
: 706: 402 8 -8 193 769 587 769: 119 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 0.7 1.4 38.4 86.4 73.5 88.5: 26.5 11.5
Old : 100.0: 38.3 2.4 0.4 31.7 84.2 70.5 87.0: 29.5 13.0
Other: 100.0: 25.0 0.0 0.3 55.9 92.1 81.3 92.3: 18.7 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 3 6 13 14 40 21:
Old : 43: 19 5 3 8 14 29 20:
Other: 22: 9 0 3 7 8 16 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 : 27.2 57.3 39.1 77.1 27.2 53.6 38.1 72.2
Old : 28.0 55.8 43.1 76.8 28.0 55.4 43.1 75.9
Other: 53.1 78.8 68.5 92.2 53.1 78.8 68.2 90.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 26, 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 : 397,897: 91,973 37,231 67,793 190,397 217,143 350,163 322,167: 47,734 75,730
Old : 318,500: 67,643 56,169 32,975 179,641 168,101 280,259 257,245: 38,241 61,255
Other: 79,397: 52,797 9,529 6,351 10,756 49,042 69,904 64,922: 9,493 14,475
: : :
: : Changes in Commitments from: December 19, 2006 :
: -25,846: -4,649 -5,083 -7,455 -11,229 -8,670 -23,333 -21,208: -2,513 -4,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 9.4 17.0 47.9 54.6 88.0 81.0: 12.0 19.0
Old : 100.0: 21.2 17.6 10.4 56.4 52.8 88.0 80.8: 12.0 19.2
Other: 100.0: 66.5 12.0 8.0 13.5 61.8 88.0 81.8: 12.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 118 60 112 101 134 293 270:
Old : 364: 125 60 96 97 127 274 252:
Other: 199: 47 46 15 21 90 79 141:
:----------------------------------------------------------------------------------------------------
: 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 20.1 29.9 30.7 19.1 16.9 27.8 23.8
Old : 24.6 20.7 36.4 28.8 24.6 18.2 33.6 25.5
Other: 31.6 40.9 54.3 53.6 31.6 40.6 53.2 48.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 26, 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 : 265,040: 65,791 11,880 37,663 129,582 194,522 233,036 244,065: 32,004 20,975
Old : 238,589: 64,006 15,811 20,105 124,045 182,953 208,156 218,869: 30,433 19,720
Other: 26,451: 14,614 8,898 4,729 5,537 11,569 24,880 25,196: 1,571 1,255
: : :
: : Changes in Commitments from: December 19, 2006 :
: -8,198: -1,756 -1,480 -2,872 -1,829 -1,530 -6,457 -5,882: -1,741 -2,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.5 14.2 48.9 73.4 87.9 92.1: 12.1 7.9
Old : 100.0: 26.8 6.6 8.4 52.0 76.7 87.2 91.7: 12.8 8.3
Other: 100.0: 55.2 33.6 17.9 20.9 43.7 94.1 95.3: 5.9 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 77 19 43 56 53 162 105:
Old : 189: 79 23 36 56 53 157 102:
Other: 61: 16 14 10 20 14 43 34:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 43.2 29.9 53.1 18.6 38.8 24.8 45.3
Old : 21.7 44.6 30.5 54.8 20.0 39.9 26.5 47.0
Other: 38.9 61.8 62.0 77.7 34.0 56.7 55.9 67.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 26, 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 : 761,767: 111,078 179,878 9,211 510,397 427,771 630,686 616,860: 131,081 144,907
Old : 761,767: 111,078 179,878 9,211 510,397 427,771 630,686 616,860: 131,081 144,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -26,116: -5,791 -5,571 485 -4,528 -8,981 -9,834 -14,067: -16,282 -12,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.6 1.2 67.0 56.2 82.8 81.0: 17.2 19.0
Old : 100.0: 14.6 23.6 1.2 67.0 56.2 82.8 81.0: 17.2 19.0
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 : 168: 29 41 22 66 73 107 125:
Old : 168: 29 41 22 66 73 107 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 31.8 34.7 42.1 22.8 27.8 30.7 36.3
Old : 25.4 31.8 34.7 42.1 22.8 27.8 30.7 36.3
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 - Futures Only, December 26, 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 : 197,584: 36,811 21,164 26,815 102,671 131,557 166,297 179,536: 31,287 18,048
Old : 181,479: 40,025 20,710 17,271 94,847 126,942 152,143 164,923: 29,336 16,556
Other: 16,105: 4,332 8,000 1,998 7,824 4,615 14,154 14,613: 1,951 1,492
: : :
: : Changes in Commitments from: December 19, 2006 :
: -11,205: 841 -525 -2,572 -8,347 -5,138 -10,078 -8,235: -1,127 -2,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 10.7 13.6 52.0 66.6 84.2 90.9: 15.8 9.1
Old : 100.0: 22.1 11.4 9.5 52.3 69.9 83.8 90.9: 16.2 9.1
Other: 100.0: 26.9 49.7 12.4 48.6 28.7 87.9 90.7: 12.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 59 28 48 51 50 142 113:
Old : 169: 69 26 44 50 47 139 108:
Other: 63: 12 19 11 22 19 43 40:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 43.0 38.6 54.5 30.2 41.4 37.1 52.5
Old : 31.0 45.4 39.4 57.1 30.2 44.0 37.6 55.1
Other: 41.8 42.8 59.3 58.2 40.1 42.8 57.6 55.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 26, 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 : 14,213: 3,553 1,134 837 6,930 11,449 11,320 13,420: 2,893 793
Old : 12,729: 3,393 1,142 750 6,060 10,122 10,203 12,014: 2,526 715
Other: 1,484: 230 62 17 870 1,327 1,117 1,406: 367 78
: : :
: : Changes in Commitments from: December 19, 2006 :
: 290: 229 24 16 -68 404 177 444: 113 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 8.0 5.9 48.8 80.6 79.6 94.4: 20.4 5.6
Old : 100.0: 26.7 9.0 5.9 47.6 79.5 80.2 94.4: 19.8 5.6
Other: 100.0: 15.5 4.2 1.1 58.6 89.4 75.3 94.7: 24.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 21 6 7 23 18 47 28:
Old : 59: 20 6 7 21 18 44 28:
Other: 26: 6 3 3 8 11 15 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 58.3 38.7 73.6 23.2 53.6 38.4 68.3
Old : 25.1 58.7 41.1 73.6 25.0 58.1 41.0 72.2
Other: 53.8 70.6 68.4 88.3 22.4 36.1 30.5 49.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 26, 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 : 705,857: 134,284 198,401 3,842 444,127 393,411 582,253 595,654: 123,604 110,203
Old : 705,857: 134,284 198,401 3,842 444,127 393,411 582,253 595,654: 123,604 110,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 6,898: -1,574 613 -489 22,277 14,271 20,214 14,395: -13,316 -7,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 28.1 0.5 62.9 55.7 82.5 84.4: 17.5 15.6
Old : 100.0: 19.0 28.1 0.5 62.9 55.7 82.5 84.4: 17.5 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 : 168: 42 32 9 69 64 114 102:
Old : 168: 42 32 9 69 64 114 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 19.0 37.2 31.2 26.2 18.7 35.5 29.5
Old : 26.5 19.0 37.2 31.2 26.2 18.7 35.5 29.5
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 26, 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 : 2,143,478: 589,801 276,112 70,458 1,218,288 1,434,212 1,878,547 1,780,782: 264,931 362,696
Old : 2,143,478: 589,801 276,112 70,458 1,218,288 1,434,212 1,878,547 1,780,782: 264,931 362,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -103,785: -37,814 -19,323 4,001 -48,428 -80,393 -82,241 -95,715: -21,544 -8,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 12.9 3.3 56.8 66.9 87.6 83.1: 12.4 16.9
Old : 100.0: 27.5 12.9 3.3 56.8 66.9 87.6 83.1: 12.4 16.9
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 : 283: 68 54 31 113 115 191 190:
Old : 283: 68 54 31 113 115 191 190:
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 : 24.5 28.1 38.2 39.3 19.1 26.5 29.6 35.2
Old : 24.5 28.1 38.2 39.3 19.1 26.5 29.6 35.2
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 26, 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 : 1,342,579: 191,481 253,476 22,534 893,438 819,936 1,107,453 1,095,946: 235,126 246,633
Old : 1,342,579: 191,481 253,476 22,534 893,438 819,936 1,107,453 1,095,946: 235,126 246,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -35,750: -2,975 -8,696 -4,541 -8,852 -6,545 -16,368 -19,782: -19,382 -15,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.9 1.7 66.5 61.1 82.5 81.6: 17.5 18.4
Old : 100.0: 14.3 18.9 1.7 66.5 61.1 82.5 81.6: 17.5 18.4
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 : 179: 41 27 18 82 81 130 119:
Old : 179: 41 27 18 82 81 130 119:
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 : 25.8 30.3 37.4 42.1 21.2 29.3 29.0 38.4
Old : 25.8 30.3 37.4 42.1 21.2 29.3 29.0 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 26, 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 : 409,544: 90,287 86,069 62,052 226,717 237,935 379,056 386,056: 30,488 23,488
Old : 409,544: 90,287 86,069 62,052 226,717 237,935 379,056 386,056: 30,488 23,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 8,534: 1,143 -2,436 -753 6,988 14,911 7,378 11,722: 1,156 -3,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 21.0 15.2 55.4 58.1 92.6 94.3: 7.4 5.7
Old : 100.0: 22.0 21.0 15.2 55.4 58.1 92.6 94.3: 7.4 5.7
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 : 129: 28 38 35 49 48 99 100:
Old : 129: 28 38 35 49 48 99 100:
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 : 24.3 24.8 38.2 38.1 20.9 21.7 31.3 30.2
Old : 24.3 24.8 38.2 38.1 20.9 21.7 31.3 30.2
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 26, 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 : 9,848: 2,271 1,467 184 986 5,424 3,441 7,075: 6,407 2,773
Old : 9,848: 2,271 1,467 184 986 5,424 3,441 7,075: 6,407 2,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,137: -866 -660 184 -78 -344 -760 -820: -377 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.9 1.9 10.0 55.1 34.9 71.8: 65.1 28.2
Old : 100.0: 23.1 14.9 1.9 10.0 55.1 34.9 71.8: 65.1 28.2
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 : 25: 7 5 1 5 9 13 14:
Old : 25: 7 5 1 5 9 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 41.6 27.6 58.3 17.8 41.5 27.5 57.1
Old : 17.8 41.6 27.6 58.3 17.8 41.5 27.5 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, December 26, 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 : 41,191: 11,277 5,214 1,414 8,036 25,477 20,727 32,105: 20,464 9,086
Old : 41,191: 11,277 5,214 1,414 8,036 25,477 20,727 32,105: 20,464 9,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,588: -529 41 -8 408 517 -129 550: -1,459 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 12.7 3.4 19.5 61.9 50.3 77.9: 49.7 22.1
Old : 100.0: 27.4 12.7 3.4 19.5 61.9 50.3 77.9: 49.7 22.1
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 : 57: 26 10 7 13 12 40 28:
Old : 57: 26 10 7 13 12 40 28:
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 : 14.9 36.2 23.4 54.2 12.3 35.8 18.9 53.6
Old : 14.9 36.2 23.4 54.2 12.3 35.8 18.9 53.6
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 26, 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 : 65,298: 27,474 7,924 26 19,956 51,333 47,456 59,283: 17,842 6,015
Old : 65,298: 27,474 7,924 26 19,956 51,333 47,456 59,283: 17,842 6,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -463: 73 410 0 -132 143 -59 553: -404 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 12.1 0.0 30.6 78.6 72.7 90.8: 27.3 9.2
Old : 100.0: 42.1 12.1 0.0 30.6 78.6 72.7 90.8: 27.3 9.2
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 : 63: 24 12 2 17 12 42 25:
Old : 63: 24 12 2 17 12 42 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 : 27.3 58.6 42.0 75.9 27.3 58.6 42.0 75.9
Old : 27.3 58.6 42.0 75.9 27.3 58.6 42.0 75.9
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 26, 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 : 99,396: 38,500 48,626 625 50,011 14,347 89,136 63,598: 10,260 35,798
Old : 99,396: 38,500 48,626 625 50,011 14,347 89,136 63,598: 10,260 35,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -5,523: -5,542 2,706 -45 -625 -6,323 -6,212 -3,662: 689 -1,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 48.9 0.6 50.3 14.4 89.7 64.0: 10.3 36.0
Old : 100.0: 38.7 48.9 0.6 50.3 14.4 89.7 64.0: 10.3 36.0
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 : 98: 29 36 1 19 18 48 55:
Old : 98: 29 36 1 19 18 48 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 29.6 65.4 40.5 53.5 29.6 65.4 40.3
Old : 53.5 29.6 65.4 40.5 53.5 29.6 65.4 40.3
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 26, 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 : 45,576: 3,094 15,323 393 42,001 29,664 45,488 45,380: 88 196
Old : 45,576: 3,094 15,323 393 42,001 29,664 45,488 45,380: 88 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -760: -38 514 0 864 280 826 794: -1,586 -1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 33.6 0.9 92.2 65.1 99.8 99.6: 0.2 0.4
Old : 100.0: 6.8 33.6 0.9 92.2 65.1 99.8 99.6: 0.2 0.4
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 : 39: 9 11 2 11 13 21 25:
Old : 39: 9 11 2 11 13 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 : 78.5 86.6 92.5 94.2 75.9 78.9 87.0 86.4
Old : 78.5 86.6 92.5 94.2 75.9 78.9 87.0 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2006