WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 6, 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 : 454,387: 69,735 72,762 99,203 251,032 220,294 419,970 392,259: 34,417 62,128
Old : 270,417: 47,716 75,136 39,668 163,757 128,158 251,141 242,962: 19,276 27,455
Other: 183,970: 63,109 38,716 18,445 87,275 92,136 168,829 149,297: 15,141 34,673
: : :
: : Changes in Commitments from: January 30, 2007 :
: 2,259: -410 4,323 -1,445 3,453 343 1,598 3,221: 661 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.0 21.8 55.2 48.5 92.4 86.3: 7.6 13.7
Old : 100.0: 17.6 27.8 14.7 60.6 47.4 92.9 89.8: 7.1 10.2
Other: 100.0: 34.3 21.0 10.0 47.4 50.1 91.8 81.2: 8.2 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 97 119 124 70 102 256 280:
Old : 315: 92 116 65 46 77 176 223:
Other: 257: 75 72 49 53 90 157 186:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 17.5 34.3 26.5 21.6 12.0 32.6 17.2
Old : 34.5 21.0 48.7 31.1 34.5 19.8 47.9 29.3
Other: 26.1 22.5 40.0 29.0 24.5 16.8 34.2 22.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 6, 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 : 1,488,786: 407,330 80,353 227,688 660,308 907,034 1,295,326 1,215,075: 193,460 273,711
Old : 976,437: 230,011 112,988 125,518 483,214 566,752 838,743 805,258: 137,694 171,179
Other: 512,349: 247,510 37,556 31,979 177,094 340,282 456,583 409,817: 55,766 102,532
: : :
: : Changes in Commitments from: January 30, 2007 :
: 3,520: 5,008 10,116 1,278 -2,436 -5,225 3,850 6,169: -330 -2,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 5.4 15.3 44.4 60.9 87.0 81.6: 13.0 18.4
Old : 100.0: 23.6 11.6 12.9 49.5 58.0 85.9 82.5: 14.1 17.5
Other: 100.0: 48.3 7.3 6.2 34.6 66.4 89.1 80.0: 10.9 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 801: 256 103 211 256 334 608 591:
Old : 766: 212 129 177 230 314 539 554:
Other: 609: 154 86 48 138 298 312 418:
:----------------------------------------------------------------------------------------------------
: 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 17.4 21.4 23.1 12.2 16.2 19.8 21.1
Old : 15.7 16.1 25.4 22.5 15.6 14.6 25.3 20.5
Other: 20.6 20.9 30.1 28.6 20.5 19.9 30.1 26.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 6, 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 : 18,851: 5,550 114 603 9,162 16,283 15,315 17,000: 3,536 1,851
Old : 9,331: 2,996 503 112 4,099 7,457 7,207 8,072: 2,124 1,259
Other: 9,520: 2,943 0 102 5,063 8,826 8,108 8,928: 1,412 592
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,073: 195 -6 -38 1,133 1,357 1,290 1,313: -217 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 0.6 3.2 48.6 86.4 81.2 90.2: 18.8 9.8
Old : 100.0: 32.1 5.4 1.2 43.9 79.9 77.2 86.5: 22.8 13.5
Other: 100.0: 30.9 0.0 1.1 53.2 92.7 85.2 93.8: 14.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 30 3 9 18 18 52 28:
Old : 47: 18 7 4 14 17 34 26:
Other: 38: 20 0 3 10 12 31 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 : 34.3 52.4 46.3 76.5 28.6 43.9 38.5 63.7
Old : 33.9 58.1 50.2 70.8 33.8 57.3 50.1 67.0
Other: 50.0 72.2 63.9 91.3 50.0 71.3 63.4 90.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 6, 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 : 461,503: 143,740 36,050 68,990 185,742 266,713 398,472 371,753: 63,031 89,750
Old : 347,327: 105,912 48,916 30,715 163,744 203,993 300,371 283,624: 46,956 63,703
Other: 114,176: 62,749 12,055 13,354 21,998 62,720 98,101 88,129: 16,075 26,047
: : :
: : Changes in Commitments from: January 30, 2007 :
: 19,527: 15,248 -401 -2,048 4,202 17,148 17,402 14,699: 2,125 4,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 7.8 14.9 40.2 57.8 86.3 80.6: 13.7 19.4
Old : 100.0: 30.5 14.1 8.8 47.1 58.7 86.5 81.7: 13.5 18.3
Other: 100.0: 55.0 10.6 11.7 19.3 54.9 85.9 77.2: 14.1 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 151 82 114 97 140 318 289:
Old : 399: 144 84 92 89 127 284 261:
Other: 249: 69 51 25 44 104 127 168:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 23.0 27.6 33.7 17.7 21.0 26.7 31.5
Old : 24.0 24.4 33.0 34.7 24.0 24.0 32.9 32.8
Other: 27.4 30.8 43.3 39.4 26.8 29.0 40.5 35.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,469: 11,628 5,057 1,220 239 1,033 13,087 7,310: 4,382 10,159
Old : 11,157: 6,329 5,132 887 239 805 7,455 6,824: 3,702 4,333
Other: 6,312: 5,553 179 79 0 228 5,632 486: 680 5,826
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,885: 1,424 1,079 -125 0 12 1,299 966: 586 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 28.9 7.0 1.4 5.9 74.9 41.8: 25.1 58.2
Old : 100.0: 56.7 46.0 8.0 2.1 7.2 66.8 61.2: 33.2 38.8
Other: 100.0: 88.0 2.8 1.3 0.0 3.6 89.2 7.7: 10.8 92.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 14 8 12 2 3 19 20:
Old : 26: 12 10 11 2 3 18 20:
Other: 15: 10 2 4 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: 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 : 44.2 28.5 59.0 36.3 43.1 27.4 57.5 32.6
Old : 37.7 42.7 52.7 54.9 36.6 41.1 50.8 50.7
Other: 76.1 7.3 87.4 7.7 75.9 6.4 86.1 6.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 6, 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 : 275,698: 85,181 15,637 42,427 116,054 201,766 243,662 259,830: 32,036 15,868
Old : 239,772: 79,171 18,675 25,941 105,775 182,082 210,887 226,698: 28,885 13,074
Other: 35,926: 16,140 7,092 6,356 10,279 19,684 32,775 33,132: 3,151 2,794
: : :
: : Changes in Commitments from: January 30, 2007 :
: 15,906: 15,144 8,312 -931 1,364 10,898 15,577 18,279: 329 -2,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.7 15.4 42.1 73.2 88.4 94.2: 11.6 5.8
Old : 100.0: 33.0 7.8 10.8 44.1 75.9 88.0 94.5: 12.0 5.5
Other: 100.0: 44.9 19.7 17.7 28.6 54.8 91.2 92.2: 8.8 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 87 27 46 54 56 174 110:
Old : 199: 88 31 41 53 56 167 107:
Other: 75: 24 14 11 21 24 52 44:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 41.2 25.6 52.5 16.9 40.5 24.3 49.3
Old : 19.4 44.0 27.2 55.3 19.4 43.4 26.9 52.5
Other: 37.1 42.3 60.5 59.5 31.9 38.1 52.5 51.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 6, 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 : 893,751: 130,727 203,984 19,728 614,361 482,315 764,816 706,027: 128,935 187,724
Old : 893,751: 130,727 203,984 19,728 614,361 482,315 764,816 706,027: 128,935 187,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 393: -11,342 -5,304 3,139 6,032 -2,085 -2,171 -4,250: 2,564 4,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 22.8 2.2 68.7 54.0 85.6 79.0: 14.4 21.0
Old : 100.0: 14.6 22.8 2.2 68.7 54.0 85.6 79.0: 14.4 21.0
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 : 184: 35 45 25 70 80 115 140:
Old : 184: 35 45 25 70 80 115 140:
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 30.0 36.9 37.8 26.1 26.3 34.0 33.5
Old : 27.4 30.0 36.9 37.8 26.1 26.3 34.0 33.5
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, February 6, 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 : 220,617: 59,464 17,963 25,738 97,076 157,232 182,278 200,933: 38,339 19,684
Old : 188,801: 57,914 17,441 15,701 80,464 138,716 154,079 171,858: 34,722 16,943
Other: 31,816: 8,012 6,984 3,575 16,612 18,516 28,199 29,075: 3,617 2,741
: : :
: : Changes in Commitments from: January 30, 2007 :
: 3,037: 3,217 -2,269 -732 -2,264 4,825 221 1,824: 2,816 1,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.1 11.7 44.0 71.3 82.6 91.1: 17.4 8.9
Old : 100.0: 30.7 9.2 8.3 42.6 73.5 81.6 91.0: 18.4 9.0
Other: 100.0: 25.2 22.0 11.2 52.2 58.2 88.6 91.4: 11.4 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 72 27 47 54 52 156 111:
Old : 182: 76 28 41 53 48 152 103:
Other: 79: 19 16 14 27 28 54 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 43.0 31.0 55.6 18.1 42.2 26.8 52.0
Old : 20.0 47.5 29.8 59.6 15.2 45.7 24.7 55.2
Other: 45.9 30.6 59.6 48.3 45.9 30.5 59.4 48.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 6, 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 : 16,458: 4,706 674 741 7,426 13,716 12,873 15,131: 3,585 1,327
Old : 12,592: 3,719 674 471 5,681 10,271 9,871 11,416: 2,721 1,176
Other: 3,866: 1,017 30 240 1,745 3,445 3,002 3,715: 864 151
: : :
: : Changes in Commitments from: January 30, 2007 :
: -741: -597 87 -106 -156 -757 -859 -776: 118 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 4.1 4.5 45.1 83.3 78.2 91.9: 21.8 8.1
Old : 100.0: 29.5 5.4 3.7 45.1 81.6 78.4 90.7: 21.6 9.3
Other: 100.0: 26.3 0.8 6.2 45.1 89.1 77.7 96.1: 22.3 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 28 3 6 25 20 53 29:
Old : 60: 24 3 6 23 19 47 28:
Other: 31: 10 1 5 12 12 23 17:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 63.1 35.0 77.6 18.2 56.5 31.2 69.9
Old : 20.7 63.6 34.5 77.2 19.1 62.1 32.2 73.4
Other: 44.5 74.2 62.8 92.0 31.3 51.1 41.0 64.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 6, 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 : 821,706: 130,063 242,273 12,206 548,717 441,188 690,986 695,667: 130,720 126,039
Old : 821,706: 130,063 242,273 12,206 548,717 441,188 690,986 695,667: 130,720 126,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 32,947: -6,891 16,793 7,579 25,838 9,463 26,526 33,835: 6,421 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 29.5 1.5 66.8 53.7 84.1 84.7: 15.9 15.3
Old : 100.0: 15.8 29.5 1.5 66.8 53.7 84.1 84.7: 15.9 15.3
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 : 189: 43 41 14 76 70 123 121:
Old : 189: 43 41 14 76 70 123 121:
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 : 29.4 17.7 38.4 29.3 29.1 17.5 38.1 27.4
Old : 29.4 17.7 38.4 29.3 29.1 17.5 38.1 27.4
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, February 6, 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 : 2,368,690: 602,080 341,932 81,400 1,408,614 1,556,503 2,092,094 1,979,835: 276,596 388,855
Old : 2,368,690: 602,080 341,932 81,400 1,408,614 1,556,503 2,092,094 1,979,835: 276,596 388,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -44,036: -30,275 -37,021 5,520 8,517 26,371 -16,238 -5,130: -27,798 -38,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 14.4 3.4 59.5 65.7 88.3 83.6: 11.7 16.4
Old : 100.0: 25.4 14.4 3.4 59.5 65.7 88.3 83.6: 11.7 16.4
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 : 295: 68 60 35 115 122 194 206:
Old : 295: 68 60 35 115 122 194 206:
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 : 24.4 24.2 36.4 37.9 15.9 20.7 26.5 29.6
Old : 24.4 24.2 36.4 37.9 15.9 20.7 26.5 29.6
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, February 6, 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 : 1,548,259: 227,097 269,685 38,527 1,065,630 951,703 1,331,254 1,259,915: 217,005 288,344
Old : 1,548,259: 227,097 269,685 38,527 1,065,630 951,703 1,331,254 1,259,915: 217,005 288,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 26,004: -15,391 49,049 337 32,600 -7,630 17,546 41,756: 8,458 -15,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.4 2.5 68.8 61.5 86.0 81.4: 14.0 18.6
Old : 100.0: 14.7 17.4 2.5 68.8 61.5 86.0 81.4: 14.0 18.6
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 : 193: 36 45 28 80 83 131 141:
Old : 193: 36 45 28 80 83 131 141:
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 30.0 41.7 39.3 25.9 28.3 34.0 35.3
Old : 30.0 30.0 41.7 39.3 25.9 28.3 34.0 35.3
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, February 6, 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 : 387,497: 110,052 73,789 81,849 165,500 206,646 357,401 362,284: 30,096 25,213
Old : 387,497: 110,052 73,789 81,849 165,500 206,646 357,401 362,284: 30,096 25,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -76,483: -20,486 -13,712 -3,389 -52,263 -56,730 -76,138 -73,831: -345 -2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 19.0 21.1 42.7 53.3 92.2 93.5: 7.8 6.5
Old : 100.0: 28.4 19.0 21.1 42.7 53.3 92.2 93.5: 7.8 6.5
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 : 117: 28 29 36 49 44 97 91:
Old : 117: 28 29 36 49 44 97 91:
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 : 30.8 23.9 45.5 38.5 26.6 18.0 34.6 26.5
Old : 30.8 23.9 45.5 38.5 26.6 18.0 34.6 26.5
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, February 6, 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 : 38,492: 10,773 4,713 1,539 7,220 22,297 19,532 28,549: 18,960 9,943
Old : 38,492: 10,773 4,713 1,539 7,220 22,297 19,532 28,549: 18,960 9,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,742: -370 -355 -101 23 -1,246 -448 -1,702: 2,190 3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 12.2 4.0 18.8 57.9 50.7 74.2: 49.3 25.8
Old : 100.0: 28.0 12.2 4.0 18.8 57.9 50.7 74.2: 49.3 25.8
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 : 46: 21 10 3 6 12 28 24:
Old : 46: 21 10 3 6 12 28 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 : 21.7 36.4 32.9 52.3 21.7 35.8 31.1 51.7
Old : 21.7 36.4 32.9 52.3 21.7 35.8 31.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 6, 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 : 71,833: 29,631 7,114 49 19,477 57,402 49,157 64,565: 22,676 7,268
Old : 71,833: 29,631 7,114 49 19,477 57,402 49,157 64,565: 22,676 7,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,594: 2,140 1,647 1 -237 416 1,904 2,064: -310 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 9.9 0.1 27.1 79.9 68.4 89.9: 31.6 10.1
Old : 100.0: 41.2 9.9 0.1 27.1 79.9 68.4 89.9: 31.6 10.1
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 : 69: 23 17 5 18 13 43 33:
Old : 69: 23 17 5 18 13 43 33:
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 56.2 37.9 74.0 25.4 56.2 37.9 74.0
Old : 25.4 56.2 37.9 74.0 25.4 56.2 37.9 74.0
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, February 6, 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 : 123,736: 52,919 53,166 403 58,159 26,302 111,481 79,871: 12,255 43,865
Old : 123,736: 52,919 53,166 403 58,159 26,302 111,481 79,871: 12,255 43,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 3,539: 4,690 -2,902 47 -2,963 3,561 1,774 706: 1,765 2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 43.0 0.3 47.0 21.3 90.1 64.5: 9.9 35.5
Old : 100.0: 42.8 43.0 0.3 47.0 21.3 90.1 64.5: 9.9 35.5
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 : 115: 42 35 6 23 20 69 57:
Old : 115: 42 35 6 23 20 69 57:
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 : 46.3 24.1 56.3 35.5 44.8 24.1 54.7 35.5
Old : 46.3 24.1 56.3 35.5 44.8 24.1 54.7 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, February 6, 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 : 44,153: 3,106 16,620 398 40,528 27,029 44,032 44,047: 121 106
Old : 44,153: 3,106 16,620 398 40,528 27,029 44,032 44,047: 121 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 676: 976 857 -150 -149 -12 677 695: -1 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 37.6 0.9 91.8 61.2 99.7 99.8: 0.3 0.2
Old : 100.0: 7.0 37.6 0.9 91.8 61.2 99.7 99.8: 0.3 0.2
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 : 36: 7 11 3 13 11 21 24:
Old : 36: 7 11 3 13 11 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 : 79.1 91.0 91.5 95.4 79.0 86.3 89.1 90.5
Old : 79.1 91.0 91.5 95.4 79.0 86.3 89.1 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2007