WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 401,759: 74,071 70,108 73,374 225,528 206,024 372,973 349,506: 28,786 52,253
Old : 203,440: 39,775 74,938 1,722 147,951 109,693 189,448 186,353: 13,992 17,087
Other: 198,319: 82,708 43,582 23,240 77,577 96,331 183,525 163,153: 14,794 35,166
: : :
: : Changes in Commitments from: February 27, 2007 :
: -25,909: -12,400 -599 -7,939 -1,417 -11,970 -21,756 -20,508: -4,153 -5,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.5 18.3 56.1 51.3 92.8 87.0: 7.2 13.0
Old : 100.0: 19.6 36.8 0.8 72.7 53.9 93.1 91.6: 6.9 8.4
Other: 100.0: 41.7 22.0 11.7 39.1 48.6 92.5 82.3: 7.5 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 91 116 121 65 105 251 274:
Old : 285: 82 105 13 31 73 120 184:
Other: 281: 90 72 58 55 92 183 192:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 18.4 37.4 27.4 25.2 14.3 36.5 21.5
Old : 43.5 23.5 60.5 35.3 43.5 23.2 60.5 34.9
Other: 21.5 20.3 34.7 27.2 21.0 15.3 29.6 21.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,441,888: 442,047 82,081 185,290 630,294 911,386 1,257,631 1,178,757: 184,257 263,131
Old : 876,171: 232,318 110,090 87,928 435,526 532,202 755,772 730,220: 120,399 145,951
Other: 565,717: 278,913 41,175 28,178 194,768 379,184 501,859 448,537: 63,858 117,180
: : :
: : Changes in Commitments from: February 27, 2007 :
: -45,106: -22,176 12,939 -15,555 1,106 -28,289 -36,625 -30,905: -8,481 -14,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.7 12.9 43.7 63.2 87.2 81.8: 12.8 18.2
Old : 100.0: 26.5 12.6 10.0 49.7 60.7 86.3 83.3: 13.7 16.7
Other: 100.0: 49.3 7.3 5.0 34.4 67.0 88.7 79.3: 11.3 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 809: 250 99 192 241 354 580 599:
Old : 761: 202 133 150 206 328 494 549:
Other: 641: 172 84 57 140 316 332 442:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 19.0 23.8 25.0 15.2 18.3 23.0 23.4
Old : 17.6 20.6 27.5 26.9 17.6 19.7 27.4 25.5
Other: 21.2 18.7 31.4 25.7 21.2 17.6 31.2 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 18,030: 4,978 1,031 746 8,640 14,563 14,364 16,340: 3,666 1,690
Old : 6,957: 1,779 1,281 0 3,604 4,849 5,383 6,130: 1,574 827
Other: 11,073: 3,480 31 465 5,036 9,714 8,981 10,210: 2,092 863
: : :
: : Changes in Commitments from: February 27, 2007 :
: -203: -487 132 225 299 -577 37 -220: -240 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.7 4.1 47.9 80.8 79.7 90.6: 20.3 9.4
Old : 100.0: 25.6 18.4 0.0 51.8 69.7 77.4 88.1: 22.6 11.9
Other: 100.0: 31.4 0.3 4.2 45.5 87.7 81.1 92.2: 18.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 26 4 8 17 15 46 26:
Old : 42: 14 6 0 11 13 25 19:
Other: 37: 17 2 6 12 10 31 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 : 30.3 50.0 42.5 76.3 29.0 45.8 39.7 66.0
Old : 38.0 60.6 56.2 74.9 38.0 59.8 56.2 73.9
Other: 39.5 70.5 54.5 88.2 39.5 68.3 52.1 82.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 464,840: 125,674 38,553 70,126 200,605 269,173 396,405 377,852: 68,435 86,988
Old : 323,120: 94,967 52,699 22,186 158,558 194,549 275,711 269,434: 47,409 53,686
Other: 141,720: 59,711 14,858 18,936 42,047 74,624 120,694 108,418: 21,026 33,302
: : :
: : Changes in Commitments from: February 27, 2007 :
: -23,597: -22,846 1,416 -12,834 7,283 -13,614 -28,397 -25,032: 4,800 1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.3 15.1 43.2 57.9 85.3 81.3: 14.7 18.7
Old : 100.0: 29.4 16.3 6.9 49.1 60.2 85.3 83.4: 14.7 16.6
Other: 100.0: 42.1 10.5 13.4 29.7 52.7 85.2 76.5: 14.8 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 135 91 109 103 158 307 306:
Old : 401: 129 94 71 89 138 259 266:
Other: 283: 71 62 30 53 126 138 206:
:----------------------------------------------------------------------------------------------------
: 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 23.3 28.7 33.9 18.0 21.3 26.3 28.5
Old : 25.9 27.0 35.0 37.2 25.9 26.0 35.0 36.0
Other: 28.4 24.8 38.4 33.0 27.3 21.8 35.7 27.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 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 : 13,253: 9,520 1,692 637 177 675 10,334 3,004: 2,919 10,249
Old : 5,202: 2,454 1,476 477 177 286 3,108 2,239: 2,094 2,963
Other: 8,051: 7,212 362 14 0 389 7,226 765: 825 7,286
: : :
: : Changes in Commitments from: February 27, 2007 :
: -564: 236 97 -396 150 5 -10 -294: -554 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 12.8 4.8 1.3 5.1 78.0 22.7: 22.0 77.3
Old : 100.0: 47.2 28.4 9.2 3.4 5.5 59.7 43.0: 40.3 57.0
Other: 100.0: 89.6 4.5 0.2 0.0 4.8 89.8 9.5: 10.2 90.5
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 6 7 2 3 14 15:
Old : 20: 9 8 5 2 2 13 13:
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 : 56.9 11.3 70.5 18.5 55.3 10.8 67.3 16.5
Old : 33.9 25.2 51.4 38.8 31.7 22.1 47.1 32.0
Other: 77.2 9.0 89.2 9.5 77.0 9.0 89.0 9.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 268,833: 73,472 18,516 41,111 125,432 189,860 240,015 249,487: 28,818 19,346
Old : 213,795: 65,480 23,452 17,974 104,803 156,192 188,257 197,618: 25,538 16,177
Other: 55,038: 20,497 7,569 10,632 20,629 33,668 51,758 51,869: 3,280 3,169
: : :
: : Changes in Commitments from: February 27, 2007 :
: -15,611: -10,340 4,214 -5,012 2,518 -17,607 -12,834 -18,405: -2,777 2,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.9 15.3 46.7 70.6 89.3 92.8: 10.7 7.2
Old : 100.0: 30.6 11.0 8.4 49.0 73.1 88.1 92.4: 11.9 7.6
Other: 100.0: 37.2 13.8 19.3 37.5 61.2 94.0 94.2: 6.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 83 24 45 54 49 162 105:
Old : 186: 77 32 37 53 46 151 98:
Other: 85: 30 10 17 26 29 65 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 : 17.7 40.0 26.7 53.1 17.6 36.6 24.9 46.8
Old : 21.8 45.0 30.4 57.5 21.8 43.6 30.0 53.7
Other: 31.5 38.3 47.1 54.4 27.9 34.5 42.4 46.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 904,998: 115,714 227,017 38,170 602,141 478,253 756,025 743,440: 148,973 161,558
Old : 904,998: 115,714 227,017 38,170 602,141 478,253 756,025 743,440: 148,973 161,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -50,435: 3,696 27,500 -12,916 -21,542 -28,121 -30,762 -13,537: -19,673 -36,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 25.1 4.2 66.5 52.8 83.5 82.1: 16.5 17.9
Old : 100.0: 12.8 25.1 4.2 66.5 52.8 83.5 82.1: 16.5 17.9
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 : 176: 23 48 24 75 84 114 140:
Old : 176: 23 48 24 75 84 114 140:
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 : 24.1 27.3 36.1 35.9 22.7 22.6 32.0 29.7
Old : 24.1 27.3 36.1 35.9 22.7 22.6 32.0 29.7
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, March 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 : 215,684: 62,159 24,530 24,168 85,277 142,888 171,604 191,586: 44,080 24,098
Old : 166,568: 58,776 15,674 15,076 57,123 116,426 130,975 147,176: 35,593 19,392
Other: 49,116: 7,605 13,078 4,870 28,154 26,462 40,629 44,410: 8,487 4,706
: : :
: : Changes in Commitments from: February 27, 2007 :
: -14,779: -11,681 1,109 -5,444 972 -11,620 -16,153 -15,955: 1,374 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 11.4 11.2 39.5 66.2 79.6 88.8: 20.4 11.2
Old : 100.0: 35.3 9.4 9.1 34.3 69.9 78.6 88.4: 21.4 11.6
Other: 100.0: 15.5 26.6 9.9 57.3 53.9 82.7 90.4: 17.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 72 30 47 56 52 156 115:
Old : 178: 72 32 38 52 47 148 99:
Other: 97: 31 18 17 31 29 67 60:
:----------------------------------------------------------------------------------------------------
: 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 37.3 28.8 53.1 14.3 36.3 23.8 48.0
Old : 13.7 44.3 25.1 57.8 13.6 42.6 24.0 54.0
Other: 45.8 29.4 56.1 43.9 45.6 28.3 53.3 41.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 17,409: 5,381 870 1,380 7,187 13,970 13,948 16,220: 3,461 1,189
Old : 11,048: 3,238 1,191 707 5,057 8,228 9,002 10,126: 2,046 922
Other: 6,361: 2,464 0 352 2,130 5,742 4,946 6,094: 1,415 267
: : :
: : Changes in Commitments from: February 27, 2007 :
: 144: 288 200 -487 -84 427 -283 140: 427 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.0 7.9 41.3 80.2 80.1 93.2: 19.9 6.8
Old : 100.0: 29.3 10.8 6.4 45.8 74.5 81.5 91.7: 18.5 8.3
Other: 100.0: 38.7 0.0 5.5 33.5 90.3 77.8 95.8: 22.2 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 25 6 6 28 20 56 29:
Old : 61: 15 9 5 25 18 45 27:
Other: 39: 16 0 5 13 15 29 20:
:----------------------------------------------------------------------------------------------------
: 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 59.6 32.7 77.5 16.5 54.3 29.7 67.0
Old : 22.0 58.2 39.7 77.3 22.0 57.8 37.7 71.4
Other: 38.1 78.6 52.8 90.4 30.1 64.5 39.9 73.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 838,026: 122,488 248,416 17,409 562,014 471,427 701,911 737,252: 136,115 100,774
Old : 838,026: 122,488 248,416 17,409 562,014 471,427 701,911 737,252: 136,115 100,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -32,012: 5,680 16,307 -31,885 -2,659 2,088 -28,864 -13,490: -3,148 -18,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 29.6 2.1 67.1 56.3 83.8 88.0: 16.2 12.0
Old : 100.0: 14.6 29.6 2.1 67.1 56.3 83.8 88.0: 16.2 12.0
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 : 187: 40 43 16 80 71 128 122:
Old : 187: 40 43 16 80 71 128 122:
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 : 26.2 21.0 37.7 33.6 25.4 20.6 36.5 33.1
Old : 26.2 21.0 37.7 33.6 25.4 20.6 36.5 33.1
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, March 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 : 2,164,423: 589,779 264,585 53,900 1,216,087 1,465,517 1,859,766 1,784,002: 304,657 380,421
Old : 2,164,423: 589,779 264,585 53,900 1,216,087 1,465,517 1,859,766 1,784,002: 304,657 380,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -156,143: -24,021 -53,063 -45,095 -34,083 9,658 -103,199 -88,500: -52,944 -67,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.2 2.5 56.2 67.7 85.9 82.4: 14.1 17.6
Old : 100.0: 27.2 12.2 2.5 56.2 67.7 85.9 82.4: 14.1 17.6
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 : 298: 59 67 42 112 130 190 220:
Old : 298: 59 67 42 112 130 190 220:
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 : 21.3 25.7 33.3 37.9 19.5 22.0 30.6 32.4
Old : 21.3 25.7 33.3 37.9 19.5 22.0 30.6 32.4
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, March 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 : 1,419,779: 252,188 283,260 26,883 888,009 880,836 1,167,080 1,190,979: 252,699 228,800
Old : 1,419,779: 252,188 283,260 26,883 888,009 880,836 1,167,080 1,190,979: 252,699 228,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -132,712: 21,946 21,090 -29,007 -113,757 -51,101 -120,818 -59,018: -11,894 -73,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.0 1.9 62.5 62.0 82.2 83.9: 17.8 16.1
Old : 100.0: 17.8 20.0 1.9 62.5 62.0 82.2 83.9: 17.8 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 : 177: 36 33 17 78 78 123 119:
Old : 177: 36 33 17 78 78 123 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 29.4 36.8 40.9 22.3 27.1 28.7 36.0
Old : 26.1 29.4 36.8 40.9 22.3 27.1 28.7 36.0
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 523,627: 197,338 152,367 75,643 218,962 265,084 491,943 493,094: 31,684 30,533
Old : 523,627: 197,338 152,367 75,643 218,962 265,084 491,943 493,094: 31,684 30,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -18,631: 10,890 20,555 -29,228 -2,521 -11,854 -20,859 -20,527: 2,228 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 29.1 14.4 41.8 50.6 93.9 94.2: 6.1 5.8
Old : 100.0: 37.7 29.1 14.4 41.8 50.6 93.9 94.2: 6.1 5.8
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 : 127: 36 27 37 53 54 107 101:
Old : 127: 36 27 37 53 54 107 101:
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 : 29.1 39.3 44.4 54.1 27.8 29.0 39.2 39.1
Old : 29.1 39.3 44.4 54.1 27.8 29.0 39.2 39.1
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, March 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 TROY OUNCES) :
: : :
All : 10,192: 2,225 1,258 22 1,758 6,298 4,005 7,578: 6,187 2,614
Old : 10,192: 2,225 1,258 22 1,758 6,298 4,005 7,578: 6,187 2,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,910: -1,643 951 -720 -526 -1,497 -2,889 -1,266: 979 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 12.3 0.2 17.2 61.8 39.3 74.4: 60.7 25.6
Old : 100.0: 21.8 12.3 0.2 17.2 61.8 39.3 74.4: 60.7 25.6
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 : 21: 8 3 1 4 9 12 13:
Old : 21: 8 3 1 4 9 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 44.6 34.7 63.0 21.6 44.5 31.0 61.6
Old : 23.8 44.6 34.7 63.0 21.6 44.5 31.0 61.6
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, March 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 : 40,957: 11,265 8,229 1,874 8,371 24,053 21,510 34,156: 19,447 6,801
Old : 40,957: 11,265 8,229 1,874 8,371 24,053 21,510 34,156: 19,447 6,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -4,875: -3,962 4,170 -329 1,168 -5,565 -3,123 -1,724: -1,752 -3,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.1 4.6 20.4 58.7 52.5 83.4: 47.5 16.6
Old : 100.0: 27.5 20.1 4.6 20.4 58.7 52.5 83.4: 47.5 16.6
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 : 59: 23 16 7 11 13 40 30:
Old : 59: 23 16 7 11 13 40 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 39.3 25.8 58.4 16.4 38.9 25.8 57.1
Old : 16.4 39.3 25.8 58.4 16.4 38.9 25.8 57.1
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, March 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 : 72,764: 31,585 5,844 843 19,410 59,122 51,838 65,809: 20,926 6,955
Old : 72,764: 31,585 5,844 843 19,410 59,122 51,838 65,809: 20,926 6,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,510: -37 -1,086 562 83 -938 608 -1,462: -2,118 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 8.0 1.2 26.7 81.3 71.2 90.4: 28.8 9.6
Old : 100.0: 43.4 8.0 1.2 26.7 81.3 71.2 90.4: 28.8 9.6
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 : 74: 29 16 13 18 13 52 37:
Old : 74: 29 16 13 18 13 52 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 56.5 37.0 74.8 24.4 56.5 36.9 74.8
Old : 24.5 56.5 37.0 74.8 24.4 56.5 36.9 74.8
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, March 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 : 136,391: 43,631 64,543 1,686 79,441 29,376 124,758 95,605: 11,633 40,786
Old : 136,391: 43,631 64,543 1,686 79,441 29,376 124,758 95,605: 11,633 40,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -6,854: -8,710 3,487 -4,605 11,826 -2,081 -1,489 -3,199: -5,365 -3,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 47.3 1.2 58.2 21.5 91.5 70.1: 8.5 29.9
Old : 100.0: 32.0 47.3 1.2 58.2 21.5 91.5 70.1: 8.5 29.9
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 : 117: 37 41 16 28 19 76 66:
Old : 117: 37 41 16 28 19 76 66:
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 : 45.3 25.8 61.9 37.1 43.9 25.7 60.5 36.8
Old : 45.3 25.8 61.9 37.1 43.9 25.7 60.5 36.8
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, March 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) :
: : :
All : 53,076: 2,453 19,994 2,549 47,919 30,400 52,921 52,943: 155 133
Old : 53,076: 2,453 19,994 2,549 47,919 30,400 52,921 52,943: 155 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 1,114: 34 2,683 -105 2,202 -462 2,131 2,116: -1,017 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 37.7 4.8 90.3 57.3 99.7 99.7: 0.3 0.3
Old : 100.0: 4.6 37.7 4.8 90.3 57.3 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 : 36: 9 10 4 11 11 22 23:
Old : 36: 9 10 4 11 11 22 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 : 78.4 82.9 92.5 95.1 77.7 77.3 85.2 85.7
Old : 78.4 82.9 92.5 95.1 77.7 77.3 85.2 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2007