WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 409,240: 81,399 88,448 78,852 218,683 184,283 378,934 351,583: 30,306 57,657
Old : 183,601: 39,120 85,205 863 131,896 79,681 171,879 165,749: 11,722 17,852
Other: 225,639: 87,989 48,953 32,279 86,787 104,602 207,055 185,834: 18,584 39,805
: : :
: : Changes in Commitments from: March 20, 2007 :
: 7,586: 3,297 4,006 1,905 1,359 465 6,561 6,376: 1,025 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.6 19.3 53.4 45.0 92.6 85.9: 7.4 14.1
Old : 100.0: 21.3 46.4 0.5 71.8 43.4 93.6 90.3: 6.4 9.7
Other: 100.0: 39.0 21.7 14.3 38.5 46.4 91.8 82.4: 8.2 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 90 123 117 69 104 244 282:
Old : 286: 73 117 10 36 65 116 185:
Other: 290: 95 80 66 55 93 186 207:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 14.9 35.4 22.0 24.0 12.1 35.1 18.2
Old : 41.8 18.4 60.1 28.8 41.8 18.4 60.1 28.7
Other: 19.9 16.6 31.1 24.0 18.9 13.9 28.3 20.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,406,463: 386,886 87,171 201,158 648,370 868,682 1,236,414 1,157,011: 170,049 249,452
Old : 799,909: 169,359 117,691 90,558 433,556 466,876 693,473 675,125: 106,436 124,784
Other: 606,554: 291,834 43,787 36,293 214,814 401,806 542,941 481,886: 63,613 124,668
: : :
: : Changes in Commitments from: March 20, 2007 :
: -12,340: -16,197 5,991 -380 9,589 -15,019 -6,988 -9,408: -5,352 -2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 6.2 14.3 46.1 61.8 87.9 82.3: 12.1 17.7
Old : 100.0: 21.2 14.7 11.3 54.2 58.4 86.7 84.4: 13.3 15.6
Other: 100.0: 48.1 7.2 6.0 35.4 66.2 89.5 79.4: 10.5 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 766: 211 115 177 241 342 539 576:
Old : 705: 155 138 128 209 310 440 518:
Other: 629: 160 85 57 140 317 323 444:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 18.3 24.6 24.2 16.4 17.1 23.8 22.0
Old : 18.5 20.3 29.1 26.4 18.5 18.8 29.1 24.5
Other: 21.5 17.4 32.3 24.3 21.5 15.7 32.3 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 20,983: 7,065 124 688 8,077 17,923 15,830 18,735: 5,153 2,248
Old : 8,376: 3,739 472 0 2,800 6,829 6,539 7,301: 1,837 1,075
Other: 12,607: 3,726 52 288 5,277 11,094 9,291 11,434: 3,316 1,173
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,840: 815 98 124 -120 1,233 819 1,455: 1,021 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 0.6 3.3 38.5 85.4 75.4 89.3: 24.6 10.7
Old : 100.0: 44.6 5.6 0.0 33.4 81.5 78.1 87.2: 21.9 12.8
Other: 100.0: 29.6 0.4 2.3 41.9 88.0 73.7 90.7: 26.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 34 3 8 17 16 56 25:
Old : 48: 19 7 0 8 15 27 22:
Other: 44: 21 2 6 14 12 37 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 51.0 35.7 77.8 23.2 49.4 33.3 68.9
Old : 29.3 55.0 49.0 72.1 29.3 55.0 49.0 72.1
Other: 35.1 68.9 49.0 86.7 34.6 67.0 46.1 81.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 480,346: 137,387 33,276 69,259 207,041 290,287 413,687 392,822: 66,659 87,524
Old : 329,184: 103,628 45,359 21,238 160,269 211,394 285,135 277,991: 44,049 51,193
Other: 151,162: 61,840 15,998 19,940 46,772 78,893 128,552 114,831: 22,610 36,331
: : :
: : Changes in Commitments from: March 20, 2007 :
: 6,273: 3,961 781 -1,514 6,516 9,075 8,963 8,342: -2,690 -2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.9 14.4 43.1 60.4 86.1 81.8: 13.9 18.2
Old : 100.0: 31.5 13.8 6.5 48.7 64.2 86.6 84.4: 13.4 15.6
Other: 100.0: 40.9 10.6 13.2 30.9 52.2 85.0 76.0: 15.0 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 144 79 108 105 146 316 293:
Old : 399: 140 82 70 89 128 266 254:
Other: 279: 74 58 42 55 120 153 202:
:----------------------------------------------------------------------------------------------------
: 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 25.6 30.2 35.8 17.7 21.3 26.6 28.9
Old : 25.4 29.6 35.6 41.9 25.4 28.3 35.6 40.0
Other: 33.4 22.6 41.7 30.8 31.7 20.0 39.1 26.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 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 : 14,442: 11,376 2,049 455 182 707 12,013 3,211: 2,429 11,231
Old : 5,634: 3,492 1,810 295 182 265 3,969 2,370: 1,665 3,264
Other: 8,808: 8,029 384 15 0 442 8,044 841: 764 7,967
: : :
: : Changes in Commitments from: March 20, 2007 :
: -714: 47 -605 -126 0 25 -79 -706: -635 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 14.2 3.2 1.3 4.9 83.2 22.2: 16.8 77.8
Old : 100.0: 62.0 32.1 5.2 3.2 4.7 70.4 42.1: 29.6 57.9
Other: 100.0: 91.2 4.4 0.2 0.0 5.0 91.3 9.5: 8.7 90.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 9 8 2 3 17 19:
Old : 25: 14 9 6 2 1 16 16:
Other: 18: 11 4 3 0 3 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 57.2 8.1 71.2 14.8 55.9 7.9 69.4 14.3
Old : 35.8 19.6 52.7 33.9 34.0 19.0 49.6 33.3
Other: 76.4 8.9 88.8 9.5 76.3 8.9 88.6 9.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 310,470: 91,606 11,171 54,472 134,044 229,386 280,122 295,029: 30,348 15,441
Old : 241,077: 80,901 21,852 27,889 105,930 178,855 214,720 228,596: 26,357 12,481
Other: 69,393: 25,862 4,476 11,426 28,114 50,531 65,402 66,433: 3,991 2,960
: : :
: : Changes in Commitments from: March 20, 2007 :
: 26,380: 12,171 1,540 6,231 5,646 19,543 24,048 27,314: 2,332 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 3.6 17.5 43.2 73.9 90.2 95.0: 9.8 5.0
Old : 100.0: 33.6 9.1 11.6 43.9 74.2 89.1 94.8: 10.9 5.2
Other: 100.0: 37.3 6.5 16.5 40.5 72.8 94.2 95.7: 5.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 95 29 54 60 56 188 123:
Old : 216: 85 44 45 58 55 175 117:
Other: 99: 40 11 19 30 34 78 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 : 15.7 37.5 24.3 51.6 15.0 33.9 22.1 45.4
Old : 19.1 42.2 28.2 55.2 19.1 41.2 27.7 52.7
Other: 30.4 41.7 45.9 57.7 28.9 39.3 41.7 50.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 818,615: 91,326 198,424 8,768 591,881 444,842 691,975 652,034: 126,640 166,581
Old : 818,615: 91,326 198,424 8,768 591,881 444,842 691,975 652,034: 126,640 166,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -20,814: -30,673 -22,874 2,857 18,330 -20,690 -9,486 -40,707: -11,328 19,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.2 1.1 72.3 54.3 84.5 79.7: 15.5 20.3
Old : 100.0: 11.2 24.2 1.1 72.3 54.3 84.5 79.7: 15.5 20.3
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 : 171: 27 45 24 66 76 105 133:
Old : 171: 27 45 24 66 76 105 133:
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 : 27.0 28.2 39.3 39.4 22.1 20.8 30.9 27.9
Old : 27.0 28.2 39.3 39.4 22.1 20.8 30.9 27.9
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 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 : 206,556: 54,541 18,197 25,697 83,629 138,402 163,867 182,296: 42,689 24,260
Old : 153,005: 49,293 12,756 15,476 54,736 106,079 119,505 134,311: 33,500 18,694
Other: 53,551: 9,656 9,849 5,813 28,893 32,323 44,362 47,985: 9,189 5,566
: : :
: : Changes in Commitments from: March 20, 2007 :
: -5,609: -2,280 890 -740 183 -5,163 -2,837 -5,013: -2,772 -596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.8 12.4 40.5 67.0 79.3 88.3: 20.7 11.7
Old : 100.0: 32.2 8.3 10.1 35.8 69.3 78.1 87.8: 21.9 12.2
Other: 100.0: 18.0 18.4 10.9 54.0 60.4 82.8 89.6: 17.2 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 59 25 43 55 51 142 109:
Old : 164: 61 28 34 51 45 133 95:
Other: 96: 28 17 16 35 29 69 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 : 19.3 33.6 28.8 48.1 17.6 33.3 26.7 45.8
Old : 15.1 41.1 24.7 52.1 13.9 40.4 22.5 50.9
Other: 42.5 30.7 53.6 44.1 41.6 30.2 50.0 43.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 15,427: 4,052 1,174 805 7,297 12,306 12,154 14,285: 3,273 1,142
Old : 8,390: 1,843 1,280 90 4,624 6,096 6,557 7,466: 1,833 924
Other: 7,037: 2,409 94 515 2,673 6,210 5,597 6,819: 1,440 218
: : :
: : Changes in Commitments from: March 20, 2007 :
: -710: -440 621 -44 -21 -1,341 -505 -764: -205 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.6 5.2 47.3 79.8 78.8 92.6: 21.2 7.4
Old : 100.0: 22.0 15.3 1.1 55.1 72.7 78.2 89.0: 21.8 11.0
Other: 100.0: 34.2 1.3 7.3 38.0 88.2 79.5 96.9: 20.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 23 8 9 27 21 53 37:
Old : 63: 16 11 2 22 18 40 29:
Other: 44: 16 2 7 15 15 32 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 60.2 37.4 74.2 20.9 50.6 32.6 64.5
Old : 23.0 59.8 38.4 73.9 23.0 56.0 38.4 70.0
Other: 42.7 77.1 56.3 89.8 34.4 62.8 43.9 71.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 951,656: 134,625 267,333 9,142 674,172 575,068 817,939 851,543: 133,717 100,113
Old : 951,656: 134,625 267,333 9,142 674,172 575,068 817,939 851,543: 133,717 100,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 47,334: 17,133 25,591 -4,408 32,355 30,198 45,080 51,381: 2,254 -4,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 28.1 1.0 70.8 60.4 85.9 89.5: 14.1 10.5
Old : 100.0: 14.1 28.1 1.0 70.8 60.4 85.9 89.5: 14.1 10.5
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 : 199: 42 33 12 88 78 136 117:
Old : 199: 42 33 12 88 78 136 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 28.9 36.3 40.8 25.3 27.9 34.8 39.4
Old : 26.5 28.9 36.3 40.8 25.3 27.9 34.8 39.4
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, March 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 : 2,407,018: 738,077 299,228 42,526 1,341,736 1,711,996 2,122,339 2,053,750: 284,679 353,268
Old : 2,407,018: 738,077 299,228 42,526 1,341,736 1,711,996 2,122,339 2,053,750: 284,679 353,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 99,747: 42,989 47,097 -7,219 97,054 53,209 132,824 93,087: -33,077 6,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.4 1.8 55.7 71.1 88.2 85.3: 11.8 14.7
Old : 100.0: 30.7 12.4 1.8 55.7 71.1 88.2 85.3: 11.8 14.7
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 : 298: 61 71 37 110 117 190 206:
Old : 298: 61 71 37 110 117 190 206:
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 : 27.2 31.9 37.9 43.3 24.8 27.3 35.1 38.2
Old : 27.2 31.9 37.9 43.3 24.8 27.3 35.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, March 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 : 1,539,206: 205,690 397,131 30,403 1,042,776 876,720 1,278,869 1,304,254: 260,337 234,952
Old : 1,539,206: 205,690 397,131 30,403 1,042,776 876,720 1,278,869 1,304,254: 260,337 234,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 66,043: 20,822 47,031 2,204 32,772 15,471 55,798 64,706: 10,245 1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 25.8 2.0 67.7 57.0 83.1 84.7: 16.9 15.3
Old : 100.0: 13.4 25.8 2.0 67.7 57.0 83.1 84.7: 16.9 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 : 195: 39 37 14 84 78 131 121:
Old : 195: 39 37 14 84 78 131 121:
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 : 31.8 28.0 41.7 40.6 27.8 26.7 35.0 37.0
Old : 31.8 28.0 41.7 40.6 27.8 26.7 35.0 37.0
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 699,560: 192,133 202,340 89,201 378,569 373,340 659,903 664,881: 39,657 34,679
Old : 699,560: 192,133 202,340 89,201 378,569 373,340 659,903 664,881: 39,657 34,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 35,977: 14,597 24,939 629 19,344 6,703 34,570 32,271: 1,407 3,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 28.9 12.8 54.1 53.4 94.3 95.0: 5.7 5.0
Old : 100.0: 27.5 28.9 12.8 54.1 53.4 94.3 95.0: 5.7 5.0
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 : 138: 37 32 38 60 47 119 97:
Old : 138: 37 32 38 60 47 119 97:
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 : 29.3 40.3 42.7 52.8 28.4 37.2 40.4 45.5
Old : 29.3 40.3 42.7 52.8 28.4 37.2 40.4 45.5
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, March 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 : 35,262: 11,789 4,355 1,454 5,338 23,652 18,581 29,461: 16,681 5,801
Old : 35,262: 11,789 4,355 1,454 5,338 23,652 18,581 29,461: 16,681 5,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -4,387: 359 -2,077 133 -3,174 -954 -2,682 -2,898: -1,705 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 12.4 4.1 15.1 67.1 52.7 83.5: 47.3 16.5
Old : 100.0: 33.4 12.4 4.1 15.1 67.1 52.7 83.5: 47.3 16.5
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 : 51: 22 11 9 10 15 39 28:
Old : 51: 22 11 9 10 15 39 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 38.0 27.1 55.9 16.7 37.9 26.0 55.8
Old : 16.8 38.0 27.1 55.9 16.7 37.9 26.0 55.8
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 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 : 38,818: 16,329 4,941 61 16,353 28,178 32,743 33,180: 6,075 5,638
Old : 38,818: 16,329 4,941 61 16,353 28,178 32,743 33,180: 6,075 5,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 361: 122 70 26 326 -149 474 -53: -113 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 12.7 0.2 42.1 72.6 84.4 85.5: 15.6 14.5
Old : 100.0: 42.1 12.7 0.2 42.1 72.6 84.4 85.5: 15.6 14.5
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 : 58: 23 9 3 16 13 40 24:
Old : 58: 23 9 3 16 13 40 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 : 26.7 47.9 45.4 67.1 26.0 47.9 44.7 67.1
Old : 26.7 47.9 45.4 67.1 26.0 47.9 44.7 67.1
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 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 : 68,554: 32,339 28,308 373 24,655 27,368 57,367 56,049: 11,187 12,505
Old : 68,554: 32,339 28,308 373 24,655 27,368 57,367 56,049: 11,187 12,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -2,579: -1,714 913 -3 -1,818 -1,119 -3,535 -209: 956 -2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 41.3 0.5 36.0 39.9 83.7 81.8: 16.3 18.2
Old : 100.0: 47.2 41.3 0.5 36.0 39.9 83.7 81.8: 16.3 18.2
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 : 102: 24 43 2 20 19 46 62:
Old : 102: 24 43 2 20 19 46 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 : 46.8 29.0 56.4 40.1 42.3 28.1 51.9 37.5
Old : 46.8 29.0 56.4 40.1 42.3 28.1 51.9 37.5
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, March 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) :
: : :
All : 44,937: 3,447 16,072 334 40,853 26,450 44,634 42,856: 303 2,081
Old : 44,937: 3,447 16,072 334 40,853 26,450 44,634 42,856: 303 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -84: -640 26 1 513 -285 -126 -258: 42 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 35.8 0.7 90.9 58.9 99.3 95.4: 0.7 4.6
Old : 100.0: 7.7 35.8 0.7 90.9 58.9 99.3 95.4: 0.7 4.6
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 : 37: 10 11 3 11 10 21 24:
Old : 37: 10 11 3 11 10 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 : 74.9 83.9 91.6 90.7 70.1 72.6 82.4 79.3
Old : 74.9 83.9 91.6 90.7 70.1 72.6 82.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2007