WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 452,128: 70,145 68,439 100,648 247,579 219,951 418,372 389,038: 33,756 63,090
Old : 272,748: 48,981 73,104 41,583 162,734 129,096 253,298 243,783: 19,450 28,965
Other: 179,380: 61,355 35,526 18,874 84,845 90,855 165,074 145,255: 14,306 34,125
: : :
: : Changes in Commitments from: January 23, 2007 :
: -5,145: -1,999 6,839 -2,857 -462 -10,028 -5,318 -6,046: 173 901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.1 22.3 54.8 48.6 92.5 86.0: 7.5 14.0
Old : 100.0: 18.0 26.8 15.2 59.7 47.3 92.9 89.4: 7.1 10.6
Other: 100.0: 34.2 19.8 10.5 47.3 50.6 92.0 81.0: 8.0 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 93 104 116 69 101 246 268:
Old : 305: 92 105 58 47 77 173 212:
Other: 249: 70 72 41 51 88 147 178:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 17.9 34.1 26.4 21.5 11.7 32.0 16.8
Old : 34.0 21.5 47.2 32.4 34.0 20.1 47.0 30.2
Other: 26.8 22.9 41.6 29.6 25.3 17.1 35.4 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,485,266: 402,322 70,237 226,410 662,744 912,259 1,291,476 1,208,906: 193,790 276,360
Old : 980,259: 237,026 111,724 119,944 484,440 576,233 841,410 807,901: 138,849 172,358
Other: 505,007: 238,978 32,195 32,784 178,304 336,026 450,066 401,005: 54,941 104,002
: : :
: : Changes in Commitments from: January 23, 2007 :
: -2,171: -7,294 -6,223 6,555 -10,040 -9,641 -10,779 -9,309: 8,608 7,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.7 15.2 44.6 61.4 87.0 81.4: 13.0 18.6
Old : 100.0: 24.2 11.4 12.2 49.4 58.8 85.8 82.4: 14.2 17.6
Other: 100.0: 47.3 6.4 6.5 35.3 66.5 89.1 79.4: 10.9 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 781: 251 96 197 248 336 583 576:
Old : 753: 213 126 165 224 318 520 544:
Other: 592: 152 78 49 132 295 307 404:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 17.3 21.5 23.0 12.1 16.2 19.9 21.2
Old : 15.5 15.4 25.1 22.2 15.4 14.4 25.0 20.2
Other: 21.4 21.3 31.2 29.0 21.3 20.5 31.1 27.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 17,778: 5,355 120 641 8,029 14,926 14,025 15,687: 3,753 2,091
Old : 9,376: 3,217 510 135 3,656 7,274 7,008 7,919: 2,368 1,457
Other: 8,402: 2,528 0 116 4,373 7,652 7,017 7,768: 1,385 634
: : :
: : Changes in Commitments from: January 23, 2007 :
: 999: 143 -17 117 527 706 787 806: 212 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 0.7 3.6 45.2 84.0 78.9 88.2: 21.1 11.8
Old : 100.0: 34.3 5.4 1.4 39.0 77.6 74.7 84.5: 25.3 15.5
Other: 100.0: 30.1 0.0 1.4 52.0 91.1 83.5 92.5: 16.5 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 32 3 10 15 14 50 25:
Old : 46: 19 8 5 10 14 32 24:
Other: 33: 18 0 2 9 9 28 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 : 32.1 52.2 44.1 75.7 26.1 43.6 36.3 63.7
Old : 32.2 56.5 48.3 69.6 32.2 56.5 48.3 67.7
Other: 50.0 74.4 62.3 92.0 50.0 73.1 62.2 89.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 441,976: 128,492 36,451 71,038 181,540 249,565 381,070 357,054: 60,906 84,922
Old : 336,310: 96,710 57,423 28,025 164,504 188,833 289,239 274,281: 47,071 62,029
Other: 105,666: 63,939 11,185 10,856 17,036 60,732 91,831 82,773: 13,835 22,893
: : :
: : Changes in Commitments from: January 23, 2007 :
: 11,383: -681 -4,754 7,156 1,722 7,273 8,197 9,675: 3,186 1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 8.2 16.1 41.1 56.5 86.2 80.8: 13.8 19.2
Old : 100.0: 28.8 17.1 8.3 48.9 56.1 86.0 81.6: 14.0 18.4
Other: 100.0: 60.5 10.6 10.3 16.1 57.5 86.9 78.3: 13.1 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 134 76 111 92 134 300 278:
Old : 389: 137 80 92 83 123 271 257:
Other: 232: 64 45 22 40 95 117 153:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 23.1 28.0 33.2 18.0 21.0 27.0 30.8
Old : 24.6 23.2 34.0 33.1 24.6 22.6 33.3 30.8
Other: 27.5 34.1 46.1 44.0 27.5 33.1 44.6 40.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,584: 10,204 3,978 1,345 239 1,021 11,788 6,344: 3,796 9,240
Old : 9,909: 5,288 4,022 1,104 239 783 6,631 5,909: 3,278 4,000
Other: 5,675: 5,139 179 18 0 238 5,157 435: 518 5,240
: : :
: : Changes in Commitments from: January 23, 2007 :
: 185: -117 137 81 15 40 -21 258: 206 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 25.5 8.6 1.5 6.6 75.6 40.7: 24.4 59.3
Old : 100.0: 53.4 40.6 11.1 2.4 7.9 66.9 59.6: 33.1 40.4
Other: 100.0: 90.6 3.2 0.3 0.0 4.2 90.9 7.7: 9.1 92.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 6 11 2 3 18 18:
Old : 24: 13 7 11 2 3 18 18:
Other: 15: 10 2 3 0 3 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 47.9 27.6 60.3 35.8 46.5 26.2 57.7 31.8
Old : 35.1 41.3 49.0 54.1 33.3 39.1 46.1 47.9
Other: 79.0 7.4 89.9 7.7 78.7 7.3 89.6 7.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 259,792: 70,037 7,325 43,358 114,690 190,868 228,085 241,551: 31,707 18,241
Old : 224,385: 68,438 16,083 21,098 106,138 171,999 195,674 209,180: 28,711 15,205
Other: 35,407: 17,987 7,630 5,872 8,552 18,869 32,411 32,371: 2,996 3,036
: : :
: : Changes in Commitments from: January 23, 2007 :
: -1,040: -70 -4,048 1,330 -1,726 2,988 -466 270: -574 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 2.8 16.7 44.1 73.5 87.8 93.0: 12.2 7.0
Old : 100.0: 30.5 7.2 9.4 47.3 76.7 87.2 93.2: 12.8 6.8
Other: 100.0: 50.8 21.5 16.6 24.2 53.3 91.5 91.4: 8.5 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 79 20 38 56 55 161 100:
Old : 184: 78 26 31 55 55 153 96:
Other: 71: 22 13 11 21 24 50 43:
:----------------------------------------------------------------------------------------------------
: 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 41.6 26.2 52.9 17.6 40.5 24.6 49.1
Old : 20.3 44.8 28.7 55.9 20.3 43.9 27.7 52.1
Other: 34.8 42.3 58.5 59.7 29.5 38.4 51.1 51.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 893,358: 142,069 209,288 16,589 608,329 484,400 766,987 710,277: 126,371 183,081
Old : 893,358: 142,069 209,288 16,589 608,329 484,400 766,987 710,277: 126,371 183,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 54,277: 2,090 26 2,295 42,394 47,966 46,779 50,287: 7,498 3,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 23.4 1.9 68.1 54.2 85.9 79.5: 14.1 20.5
Old : 100.0: 15.9 23.4 1.9 68.1 54.2 85.9 79.5: 14.1 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 : 178: 35 38 19 69 78 113 126:
Old : 178: 35 38 19 69 78 113 126:
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 : 24.1 30.2 33.2 38.6 22.7 26.8 30.4 34.3
Old : 24.1 30.2 33.2 38.6 22.7 26.8 30.4 34.3
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, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 217,580: 56,247 20,232 26,470 99,340 152,407 182,057 199,109: 35,523 18,471
Old : 186,757: 55,412 19,291 15,215 83,977 136,786 154,604 171,292: 32,153 15,465
Other: 30,823: 8,579 8,685 3,511 15,363 15,621 27,453 27,817: 3,370 3,006
: : :
: : Changes in Commitments from: January 23, 2007 :
: 9,588: 3,328 289 1,449 2,275 7,247 7,052 8,985: 2,536 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.3 12.2 45.7 70.0 83.7 91.5: 16.3 8.5
Old : 100.0: 29.7 10.3 8.1 45.0 73.2 82.8 91.7: 17.2 8.3
Other: 100.0: 27.8 28.2 11.4 49.8 50.7 89.1 90.2: 10.9 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 74 27 44 54 54 154 112:
Old : 184: 76 31 39 52 51 150 105:
Other: 79: 21 16 13 26 27 54 50:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 42.4 31.9 53.9 19.8 41.5 27.7 50.8
Old : 22.3 47.3 31.3 58.8 17.8 45.8 26.6 54.6
Other: 42.4 31.0 55.7 47.4 42.4 30.9 55.5 47.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,199: 5,303 587 847 7,582 14,473 13,732 15,907: 3,467 1,292
Old : 13,829: 4,385 592 657 5,992 11,415 11,034 12,664: 2,795 1,165
Other: 3,370: 935 12 173 1,590 3,058 2,698 3,243: 672 127
: : :
: : Changes in Commitments from: January 23, 2007 :
: -266: -412 201 -111 306 -471 -217 -381: -49 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 3.4 4.9 44.1 84.2 79.8 92.5: 20.2 7.5
Old : 100.0: 31.7 4.3 4.8 43.3 82.5 79.8 91.6: 20.2 8.4
Other: 100.0: 27.7 0.4 5.1 47.2 90.7 80.1 96.2: 19.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 27 3 7 29 22 58 30:
Old : 61: 22 4 6 24 21 49 28:
Other: 32: 11 1 5 13 13 25 18:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 61.5 33.7 76.4 18.6 55.7 31.3 69.6
Old : 21.6 61.6 34.7 75.8 20.2 60.8 33.3 73.1
Other: 48.0 75.3 62.9 91.2 29.7 48.1 39.6 61.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 788,759: 136,954 225,480 4,627 522,879 431,725 664,460 661,832: 124,299 126,927
Old : 788,759: 136,954 225,480 4,627 522,879 431,725 664,460 661,832: 124,299 126,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 30,278: 7,194 -7,568 -262 26,013 29,528 32,945 21,698: -2,667 8,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 28.6 0.6 66.3 54.7 84.2 83.9: 15.8 16.1
Old : 100.0: 17.4 28.6 0.6 66.3 54.7 84.2 83.9: 15.8 16.1
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: 42 38 12 84 67 130 113:
Old : 188: 42 38 12 84 67 130 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 18.0 37.7 30.5 25.8 17.8 37.4 28.0
Old : 26.1 18.0 37.7 30.5 25.8 17.8 37.4 28.0
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, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,412,726: 632,355 378,953 75,880 1,400,097 1,530,132 2,108,332 1,984,965: 304,394 427,761
Old : 2,412,726: 632,355 378,953 75,880 1,400,097 1,530,132 2,108,332 1,984,965: 304,394 427,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 13,657: -40,563 736 11,188 55,300 41,551 25,925 53,475: -12,268 -39,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 15.7 3.1 58.0 63.4 87.4 82.3: 12.6 17.7
Old : 100.0: 26.2 15.7 3.1 58.0 63.4 87.4 82.3: 12.6 17.7
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 : 285: 63 62 32 115 114 190 196:
Old : 285: 63 62 32 115 114 190 196:
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 24.2 37.3 37.0 16.2 21.7 25.3 29.0
Old : 23.4 24.2 37.3 37.0 16.2 21.7 25.3 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,522,255: 242,488 220,636 38,190 1,033,030 959,333 1,313,708 1,218,159: 208,547 304,096
Old : 1,522,255: 242,488 220,636 38,190 1,033,030 959,333 1,313,708 1,218,159: 208,547 304,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 15,004: 22,712 -39,367 7,321 -12,566 19,436 17,467 -12,610: -2,463 27,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.5 2.5 67.9 63.0 86.3 80.0: 13.7 20.0
Old : 100.0: 15.9 14.5 2.5 67.9 63.0 86.3 80.0: 13.7 20.0
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 : 188: 39 36 24 80 81 132 129:
Old : 188: 39 36 24 80 81 132 129:
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 : 30.0 30.5 41.7 38.8 25.4 29.3 33.8 36.1
Old : 30.0 30.5 41.7 38.8 25.4 29.3 33.8 36.1
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, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 463,980: 130,538 87,501 85,238 217,763 263,376 433,539 436,115: 30,441 27,865
Old : 463,980: 130,538 87,501 85,238 217,763 263,376 433,539 436,115: 30,441 27,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 38,633: 11,371 7,088 14,653 14,614 13,816 40,638 35,557: -2,005 3,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 18.9 18.4 46.9 56.8 93.4 94.0: 6.6 6.0
Old : 100.0: 28.1 18.9 18.4 46.9 56.8 93.4 94.0: 6.6 6.0
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 : 122: 24 34 35 52 49 97 98:
Old : 122: 24 34 35 52 49 97 98:
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 : 30.4 23.7 44.7 37.6 26.8 19.2 37.3 30.1
Old : 30.4 23.7 44.7 37.6 26.8 19.2 37.3 30.1
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, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 9,989: 2,953 668 344 828 5,647 4,125 6,659: 5,864 3,330
Old : 9,989: 2,953 668 344 828 5,647 4,125 6,659: 5,864 3,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 263: -382 -4 227 -68 -105 -223 118: 486 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 6.7 3.4 8.3 56.5 41.3 66.7: 58.7 33.3
Old : 100.0: 29.6 6.7 3.4 8.3 56.5 41.3 66.7: 58.7 33.3
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 : 20: 8 3 1 3 7 11 11:
Old : 20: 8 3 1 3 7 11 11:
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 44.7 37.9 60.2 25.8 44.7 35.2 59.1
Old : 25.8 44.7 37.9 60.2 25.8 44.7 35.2 59.1
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, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 36,750: 11,143 5,068 1,640 7,197 23,543 19,980 30,251: 16,770 6,499
Old : 36,750: 11,143 5,068 1,640 7,197 23,543 19,980 30,251: 16,770 6,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -7,067: -1,243 -1,342 408 -4,394 -16 -5,229 -950: -1,838 -6,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 13.8 4.5 19.6 64.1 54.4 82.3: 45.6 17.7
Old : 100.0: 30.3 13.8 4.5 19.6 64.1 54.4 82.3: 45.6 17.7
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 : 46: 17 11 8 8 15 28 31:
Old : 46: 17 11 8 8 15 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 39.4 30.8 55.9 17.7 35.1 29.5 51.0
Old : 17.7 39.4 30.8 55.9 17.7 35.1 29.5 51.0
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, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 70,239: 27,491 5,467 48 19,714 56,986 47,253 62,501: 22,986 7,738
Old : 70,239: 27,491 5,467 48 19,714 56,986 47,253 62,501: 22,986 7,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,599: 883 567 8 308 453 1,199 1,028: 400 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 7.8 0.1 28.1 81.1 67.3 89.0: 32.7 11.0
Old : 100.0: 39.1 7.8 0.1 28.1 81.1 67.3 89.0: 32.7 11.0
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 : 66: 23 14 6 19 14 44 32:
Old : 66: 23 14 6 19 14 44 32:
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 57.4 37.9 75.7 25.8 57.4 37.9 75.7
Old : 25.8 57.4 37.9 75.7 25.8 57.4 37.9 75.7
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, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 120,197: 48,229 56,068 356 61,122 22,741 109,707 79,165: 10,490 41,032
Old : 120,197: 48,229 56,068 356 61,122 22,741 109,707 79,165: 10,490 41,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,318: 867 2,020 -281 1,020 2,412 1,606 4,151: -288 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 46.6 0.3 50.9 18.9 91.3 65.9: 8.7 34.1
Old : 100.0: 40.1 46.6 0.3 50.9 18.9 91.3 65.9: 8.7 34.1
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 : 108: 37 37 5 20 20 61 58:
Old : 108: 37 37 5 20 20 61 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 25.4 61.9 35.5 49.2 25.4 60.4 35.5
Old : 50.8 25.4 61.9 35.5 49.2 25.4 60.4 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 43,477: 2,130 15,763 548 40,677 27,041 43,355 43,352: 122 125
Old : 43,477: 2,130 15,763 548 40,677 27,041 43,355 43,352: 122 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -2,189: -983 -578 155 -1,362 -1,770 -2,190 -2,193: 1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 36.3 1.3 93.6 62.2 99.7 99.7: 0.3 0.3
Old : 100.0: 4.9 36.3 1.3 93.6 62.2 99.7 99.7: 0.3 0.3
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 : 35: 8 10 3 12 11 21 23:
Old : 35: 8 10 3 12 11 21 23:
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 : 80.3 90.9 93.3 95.3 77.2 82.9 86.7 87.0
Old : 80.3 90.9 93.3 95.3 77.2 82.9 86.7 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2007