WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 27, 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 : 427,668: 86,471 70,707 81,313 226,945 217,994 394,729 370,014: 32,939 57,654
Old : 228,360: 50,210 74,826 9,270 150,678 122,415 210,158 206,511: 18,202 21,849
Other: 199,308: 85,226 44,846 23,078 76,267 95,579 184,571 163,503: 14,737 35,805
: : :
: : Changes in Commitments from: February 20, 2007 :
: -5,557: 9,759 -4,167 -6,515 -7,086 6,783 -3,842 -3,899: -1,715 -1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 16.5 19.0 53.1 51.0 92.3 86.5: 7.7 13.5
Old : 100.0: 22.0 32.8 4.1 66.0 53.6 92.0 90.4: 8.0 9.6
Other: 100.0: 42.8 22.5 11.6 38.3 48.0 92.6 82.0: 7.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 96 111 131 66 102 270 277:
Old : 301: 85 106 41 34 74 147 205:
Other: 284: 98 72 58 52 91 185 192:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 18.9 34.9 27.5 23.5 15.0 34.2 21.7
Old : 38.9 23.3 54.1 34.5 38.9 23.2 54.1 34.4
Other: 20.9 20.5 34.2 27.3 20.0 15.5 28.9 21.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 27, 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 : 1,486,994: 464,223 69,142 200,845 629,188 939,675 1,294,256 1,209,662: 192,738 277,332
Old : 932,156: 254,348 95,662 108,310 440,049 566,196 802,707 770,168: 129,449 161,988
Other: 554,838: 274,542 38,147 27,868 189,139 373,479 491,549 439,494: 63,289 115,344
: : :
: : Changes in Commitments from: February 20, 2007 :
: -36,932: -2,127 -9,828 -9,412 -27,540 -20,062 -39,079 -39,302: 2,147 2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 4.6 13.5 42.3 63.2 87.0 81.3: 13.0 18.7
Old : 100.0: 27.3 10.3 11.6 47.2 60.7 86.1 82.6: 13.9 17.4
Other: 100.0: 49.5 6.9 5.0 34.1 67.3 88.6 79.2: 11.4 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 853: 250 104 235 253 358 637 639:
Old : 809: 212 134 195 215 333 548 593:
Other: 654: 175 87 51 148 320 343 444:
:----------------------------------------------------------------------------------------------------
: 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 19.4 23.2 25.3 14.8 18.6 22.4 23.6
Old : 16.6 20.7 25.8 26.9 16.5 19.7 25.7 25.4
Other: 21.5 19.0 31.7 26.3 21.4 17.7 31.5 24.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 27, 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 : 18,233: 5,465 899 521 8,341 15,140 14,327 16,560: 3,906 1,673
Old : 7,383: 2,049 1,004 0 3,510 5,520 5,559 6,524: 1,824 859
Other: 10,850: 3,546 25 391 4,831 9,620 8,768 10,036: 2,082 814
: : :
: : Changes in Commitments from: February 20, 2007 :
: -109: 282 79 -380 -72 547 -170 246: 61 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 4.9 2.9 45.7 83.0 78.6 90.8: 21.4 9.2
Old : 100.0: 27.8 13.6 0.0 47.5 74.8 75.3 88.4: 24.7 11.6
Other: 100.0: 32.7 0.2 3.6 44.5 88.7 80.8 92.5: 19.2 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 28 3 9 16 15 46 26:
Old : 39: 13 5 0 11 13 24 18:
Other: 39: 19 2 6 12 11 32 19:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 51.9 41.4 77.9 27.9 45.5 37.5 67.6
Old : 35.2 66.0 53.7 78.7 35.2 64.9 53.7 77.0
Other: 39.7 71.9 53.2 87.8 39.7 70.0 51.5 84.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 27, 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 : 488,437: 148,520 37,137 82,960 193,322 282,787 424,802 402,884: 63,635 85,553
Old : 354,344: 114,131 51,553 36,967 157,457 210,556 308,555 299,076: 45,789 55,268
Other: 134,093: 62,573 13,768 17,809 35,865 72,231 116,247 103,808: 17,846 30,285
: : :
: : Changes in Commitments from: February 20, 2007 :
: -8,327: -92 -6,918 -140 -5,345 3,952 -5,577 -3,106: -2,750 -5,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.6 17.0 39.6 57.9 87.0 82.5: 13.0 17.5
Old : 100.0: 32.2 14.5 10.4 44.4 59.4 87.1 84.4: 12.9 15.6
Other: 100.0: 46.7 10.3 13.3 26.7 53.9 86.7 77.4: 13.3 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 474: 138 97 146 106 162 354 347:
Old : 451: 146 97 113 91 144 303 314:
Other: 302: 78 72 39 48 125 147 219:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 23.2 26.1 32.5 16.5 21.0 24.8 29.4
Old : 23.4 25.6 33.4 35.9 23.4 25.2 33.4 35.1
Other: 27.2 25.5 38.8 33.2 27.0 22.1 36.3 27.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,817: 9,284 1,595 1,033 27 670 10,344 3,298: 3,473 10,519
Old : 5,897: 2,318 1,334 922 27 286 3,267 2,542: 2,630 3,355
Other: 7,920: 7,060 355 17 0 384 7,077 756: 843 7,164
: : :
: : Changes in Commitments from: February 20, 2007 :
: -3,574: -1,298 -1,863 -80 -292 -429 -1,670 -2,372: -1,904 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 11.5 7.5 0.2 4.8 74.9 23.9: 25.1 76.1
Old : 100.0: 39.3 22.6 15.6 0.5 4.8 55.4 43.1: 44.6 56.9
Other: 100.0: 89.1 4.5 0.2 0.0 4.8 89.4 9.5: 10.6 90.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 13 4 8 1 3 14 15:
Old : 19: 11 6 8 1 2 14 14:
Other: 15: 9 3 3 0 3 9 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 : 53.7 12.9 67.7 20.0 51.0 12.4 62.8 16.2
Old : 31.6 26.8 46.0 39.5 25.3 22.7 36.6 27.0
Other: 76.5 9.1 88.5 9.5 76.3 9.1 88.3 9.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 27, 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 : 284,444: 83,812 14,302 46,123 122,914 207,467 252,849 267,892: 31,595 16,552
Old : 236,342: 78,609 18,086 25,586 104,131 179,459 208,326 223,131: 28,016 13,211
Other: 48,102: 16,382 7,395 9,358 18,783 28,008 44,523 44,761: 3,579 3,341
: : :
: : Changes in Commitments from: February 20, 2007 :
: -1,592: 4,133 950 -1,634 1,606 1,476 4,105 792: -5,697 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.0 16.2 43.2 72.9 88.9 94.2: 11.1 5.8
Old : 100.0: 33.3 7.7 10.8 44.1 75.9 88.1 94.4: 11.9 5.6
Other: 100.0: 34.1 15.4 19.5 39.0 58.2 92.6 93.1: 7.4 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 91 21 54 52 52 183 114:
Old : 204: 94 22 48 51 51 174 109:
Other: 84: 21 17 16 26 28 58 55:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 44.3 25.7 55.9 16.9 40.2 24.4 50.0
Old : 19.9 48.4 28.3 60.7 19.9 46.2 28.3 56.9
Other: 34.9 37.0 52.3 51.5 30.8 31.1 45.8 43.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 27, 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 : 955,433: 112,018 199,517 51,086 623,683 506,374 786,787 756,977: 168,646 198,456
Old : 955,433: 112,018 199,517 51,086 623,683 506,374 786,787 756,977: 168,646 198,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 72,280: -12,851 15,045 24,704 23,389 -2,272 35,242 37,477: 37,038 34,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 20.9 5.3 65.3 53.0 82.3 79.2: 17.7 20.8
Old : 100.0: 11.7 20.9 5.3 65.3 53.0 82.3 79.2: 17.7 20.8
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 : 178: 30 42 25 70 94 114 148:
Old : 178: 30 42 25 70 94 114 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 25.8 34.9 35.1 22.2 21.6 30.6 28.4
Old : 23.6 25.8 34.9 35.1 22.2 21.6 30.6 28.4
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 27, 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 : 230,463: 73,840 23,421 29,612 84,305 154,508 187,757 207,541: 42,706 22,922
Old : 185,963: 73,538 18,674 17,357 57,978 130,218 148,873 166,249: 37,090 19,714
Other: 44,500: 7,920 12,365 4,637 26,327 24,290 38,884 41,292: 5,616 3,208
: : :
: : Changes in Commitments from: February 20, 2007 :
: -5,138: -4,076 10,082 -265 -879 -15,274 -5,220 -5,457: 82 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 10.2 12.8 36.6 67.0 81.5 90.1: 18.5 9.9
Old : 100.0: 39.5 10.0 9.3 31.2 70.0 80.1 89.4: 19.9 10.6
Other: 100.0: 17.8 27.8 10.4 59.2 54.6 87.4 92.8: 12.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 77 27 47 55 54 163 116:
Old : 187: 85 23 40 52 50 156 105:
Other: 88: 25 20 15 26 30 58 58:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 40.9 27.4 55.0 12.2 38.0 21.7 47.7
Old : 13.4 47.6 23.6 59.1 13.3 44.3 23.5 55.7
Other: 50.3 30.9 61.9 45.8 48.6 30.2 59.1 45.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 27, 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 : 17,265: 5,093 670 1,867 7,271 13,543 14,231 16,080: 3,034 1,185
Old : 11,526: 3,085 877 1,153 5,253 8,450 9,491 10,480: 2,035 1,046
Other: 5,739: 2,224 9 498 2,018 5,093 4,740 5,600: 999 139
: : :
: : Changes in Commitments from: February 20, 2007 :
: 71: 594 -13 477 -536 67 535 531: -464 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 3.9 10.8 42.1 78.4 82.4 93.1: 17.6 6.9
Old : 100.0: 26.8 7.6 10.0 45.6 73.3 82.3 90.9: 17.7 9.1
Other: 100.0: 38.8 0.2 8.7 35.2 88.7 82.6 97.6: 17.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 27 4 6 27 19 55 28:
Old : 59: 16 8 6 23 18 44 27:
Other: 39: 15 1 6 13 15 29 21:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 58.7 34.3 75.9 18.3 53.2 31.1 66.0
Old : 22.2 58.3 38.2 76.3 22.2 58.0 36.9 70.8
Other: 41.5 75.6 58.1 89.5 32.3 59.7 41.5 69.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 27, 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 : 870,038: 116,808 232,109 49,294 564,673 469,339 730,775 750,742: 139,263 119,296
Old : 870,038: 116,808 232,109 49,294 564,673 469,339 730,775 750,742: 139,263 119,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 34,893: -3,355 -936 33,083 -21,201 -15,928 8,527 16,219: 26,366 18,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 26.7 5.7 64.9 53.9 84.0 86.3: 16.0 13.7
Old : 100.0: 13.4 26.7 5.7 64.9 53.9 84.0 86.3: 16.0 13.7
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 : 178: 35 36 21 81 81 124 130:
Old : 178: 35 36 21 81 81 124 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 15.0 37.8 25.4 25.1 14.5 35.2 22.6
Old : 25.6 15.0 37.8 25.4 25.1 14.5 35.2 22.6
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 27, 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 : 2,320,566: 613,800 317,648 98,995 1,250,170 1,455,859 1,962,965 1,872,502: 357,601 448,064
Old : 2,320,566: 613,800 317,648 98,995 1,250,170 1,455,859 1,962,965 1,872,502: 357,601 448,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -12,502: 57,369 -31,494 -10,093 -138,746 -59,207 -91,470 -100,794: 78,968 88,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 13.7 4.3 53.9 62.7 84.6 80.7: 15.4 19.3
Old : 100.0: 26.5 13.7 4.3 53.9 62.7 84.6 80.7: 15.4 19.3
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 : 282: 60 64 45 114 127 190 220:
Old : 282: 60 64 45 114 127 190 220:
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 : 19.3 24.3 31.8 35.0 16.3 20.7 27.7 29.7
Old : 19.3 24.3 31.8 35.0 16.3 20.7 27.7 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 27, 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 : 1,552,491: 230,242 262,170 55,890 1,001,766 931,937 1,287,898 1,249,997: 264,593 302,494
Old : 1,552,491: 230,242 262,170 55,890 1,001,766 931,937 1,287,898 1,249,997: 264,593 302,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 83,533: 41,254 7,057 11,251 -7,973 37,509 44,532 55,817: 39,001 27,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.9 3.6 64.5 60.0 83.0 80.5: 17.0 19.5
Old : 100.0: 14.8 16.9 3.6 64.5 60.0 83.0 80.5: 17.0 19.5
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 : 169: 34 36 21 74 73 118 120:
Old : 169: 34 36 21 74 73 118 120:
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 : 27.2 27.4 41.2 38.3 22.9 25.2 31.5 32.5
Old : 27.2 27.4 41.2 38.3 22.9 25.2 31.5 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 27, 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 : 542,258: 186,448 131,812 104,871 221,483 276,938 512,802 513,621: 29,456 28,637
Old : 542,258: 186,448 131,812 104,871 221,483 276,938 512,802 513,621: 29,456 28,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 86,265: 41,339 36,680 4,553 34,248 38,582 80,140 79,815: 6,125 6,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 24.3 19.3 40.8 51.1 94.6 94.7: 5.4 5.3
Old : 100.0: 34.4 24.3 19.3 40.8 51.1 94.6 94.7: 5.4 5.3
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 : 130: 38 30 42 50 52 111 102:
Old : 130: 38 30 42 50 52 111 102:
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 : 33.0 38.9 47.5 51.7 30.4 29.3 41.2 37.3
Old : 33.0 38.9 47.5 51.7 30.4 29.3 41.2 37.3
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, February 27, 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 : 12,102: 3,868 307 742 2,284 7,795 6,894 8,844: 5,208 3,258
Old : 12,102: 3,868 307 742 2,284 7,795 6,894 8,844: 5,208 3,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,255: 993 78 455 257 839 1,705 1,372: -450 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 2.5 6.1 18.9 64.4 57.0 73.1: 43.0 26.9
Old : 100.0: 32.0 2.5 6.1 18.9 64.4 57.0 73.1: 43.0 26.9
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 : 25: 9 1 4 3 12 14 17:
Old : 25: 9 1 4 3 12 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 39.3 43.9 55.6 26.0 39.3 38.1 52.7
Old : 26.9 39.3 43.9 55.6 26.0 39.3 38.1 52.7
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 27, 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 : 45,832: 15,227 4,059 2,203 7,203 29,618 24,633 35,880: 21,199 9,952
Old : 45,832: 15,227 4,059 2,203 7,203 29,618 24,633 35,880: 21,199 9,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 5,430: 3,651 -1,910 689 -1,270 4,987 3,070 3,766: 2,360 1,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 8.9 4.8 15.7 64.6 53.7 78.3: 46.3 21.7
Old : 100.0: 33.2 8.9 4.8 15.7 64.6 53.7 78.3: 46.3 21.7
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 : 56: 24 14 6 8 14 37 29:
Old : 56: 24 14 6 8 14 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 41.3 26.6 57.2 16.7 41.0 26.1 56.4
Old : 16.7 41.3 26.6 57.2 16.7 41.0 26.1 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 27, 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 : 74,274: 31,622 6,930 281 19,327 60,060 51,230 67,271: 23,044 7,003
Old : 74,274: 31,622 6,930 281 19,327 60,060 51,230 67,271: 23,044 7,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -717: -1,399 -749 223 -436 463 -1,612 -63: 895 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 9.3 0.4 26.0 80.9 69.0 90.6: 31.0 9.4
Old : 100.0: 42.6 9.3 0.4 26.0 80.9 69.0 90.6: 31.0 9.4
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 : 75: 28 19 6 18 13 49 35:
Old : 75: 28 19 6 18 13 49 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 55.4 35.8 73.4 23.6 55.4 35.8 73.4
Old : 23.6 55.4 35.8 73.4 23.6 55.4 35.8 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, February 27, 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 : 143,245: 52,341 61,056 6,291 67,615 31,457 126,247 98,804: 16,998 44,441
Old : 143,245: 52,341 61,056 6,291 67,615 31,457 126,247 98,804: 16,998 44,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,108: -3,928 -802 5,359 -3,250 306 -1,819 4,863: 4,927 -1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 42.6 4.4 47.2 22.0 88.1 69.0: 11.9 31.0
Old : 100.0: 36.5 42.6 4.4 47.2 22.0 88.1 69.0: 11.9 31.0
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 : 125: 47 37 8 28 20 78 62:
Old : 125: 47 37 8 28 20 78 62:
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 : 40.0 25.2 53.3 37.6 38.8 25.2 50.2 36.1
Old : 40.0 25.2 53.3 37.6 38.8 25.2 50.2 36.1
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 27, 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 : 51,962: 2,419 17,311 2,654 45,717 30,862 50,790 50,827: 1,172 1,135
Old : 51,962: 2,419 17,311 2,654 45,717 30,862 50,790 50,827: 1,172 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 5,424: -939 762 2,176 3,151 1,486 4,388 4,424: 1,036 1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 33.3 5.1 88.0 59.4 97.7 97.8: 2.3 2.2
Old : 100.0: 4.7 33.3 5.1 88.0 59.4 97.7 97.8: 2.3 2.2
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 11 12 20 24:
Old : 36: 7 11 3 11 12 20 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 : 75.3 80.1 90.0 92.7 75.3 75.0 83.5 83.4
Old : 75.3 80.1 90.0 92.7 75.3 75.0 83.5 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007