WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 3, 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 : 399,702: 72,913 94,325 74,550 222,211 174,127 369,674 343,002: 30,028 56,700
Old : 149,409: 28,504 74,327 2,670 108,076 55,722 139,250 132,719: 10,159 16,690
Other: 250,293: 83,023 58,612 33,266 114,135 118,405 230,424 210,283: 19,869 40,010
: : :
: : Changes in Commitments from: March 27, 2007 :
: -9,538: -8,486 5,877 -4,302 3,528 -10,156 -9,260 -8,581: -278 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 23.6 18.7 55.6 43.6 92.5 85.8: 7.5 14.2
Old : 100.0: 19.1 49.7 1.8 72.3 37.3 93.2 88.8: 6.8 11.2
Other: 100.0: 33.2 23.4 13.3 45.6 47.3 92.1 84.0: 7.9 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 69 140 117 69 102 232 289:
Old : 264: 60 113 12 33 61 101 178:
Other: 294: 85 95 67 59 92 187 216:
:----------------------------------------------------------------------------------------------------
: 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 13.5 36.5 19.9 23.7 11.2 35.9 16.6
Old : 47.0 15.7 63.9 25.8 47.0 15.6 63.9 25.7
Other: 20.8 15.7 30.7 23.0 19.5 13.7 28.9 20.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 3, 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 : 1,428,352: 350,584 82,338 248,816 653,927 847,061 1,253,327 1,178,215: 175,025 250,137
Old : 809,833: 175,140 136,983 104,014 426,994 446,366 706,148 687,363: 103,685 122,470
Other: 618,519: 283,116 53,027 37,130 226,933 400,695 547,179 490,852: 71,340 127,667
: : :
: : Changes in Commitments from: March 27, 2007 :
: 21,889: -36,302 -4,833 47,658 5,557 -21,621 16,913 21,204: 4,976 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 5.8 17.4 45.8 59.3 87.7 82.5: 12.3 17.5
Old : 100.0: 21.6 16.9 12.8 52.7 55.1 87.2 84.9: 12.8 15.1
Other: 100.0: 45.8 8.6 6.0 36.7 64.8 88.5 79.4: 11.5 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 786: 209 117 207 264 345 578 600:
Old : 725: 159 149 137 225 308 467 527:
Other: 657: 181 84 62 151 318 350 450:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 16.5 23.0 22.0 14.8 15.5 22.1 20.0
Old : 18.0 19.0 27.8 25.6 18.0 18.0 27.8 23.9
Other: 19.9 15.1 30.7 22.4 19.8 13.3 30.6 19.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 3, 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 : 20,317: 6,740 61 610 7,448 16,982 14,798 17,653: 5,519 2,664
Old : 5,705: 2,927 257 0 658 4,253 3,585 4,510: 2,120 1,195
Other: 14,612: 4,105 96 318 6,790 12,729 11,213 13,143: 3,399 1,469
: : :
: : Changes in Commitments from: March 27, 2007 :
: -666: -325 -63 -78 -629 -941 -1,032 -1,082: 366 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 0.3 3.0 36.7 83.6 72.8 86.9: 27.2 13.1
Old : 100.0: 51.3 4.5 0.0 11.5 74.5 62.8 79.1: 37.2 20.9
Other: 100.0: 28.1 0.7 2.2 46.5 87.1 76.7 89.9: 23.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 32 2 8 17 16 54 24:
Old : 39: 16 4 0 7 14 23 18:
Other: 49: 22 2 6 16 13 41 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 : 23.2 50.6 35.3 76.3 21.3 48.2 31.6 64.7
Old : 32.1 54.0 46.6 65.9 32.1 52.7 46.6 64.6
Other: 30.1 63.4 44.8 84.3 28.0 61.7 40.6 76.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 3, 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 : 489,702: 139,928 33,549 72,870 213,527 298,710 426,325 405,129: 63,377 84,573
Old : 336,275: 108,953 44,141 23,579 161,194 220,728 293,726 288,448: 42,549 47,827
Other: 153,427: 59,418 17,851 20,848 52,333 77,982 132,599 116,681: 20,828 36,746
: : :
: : Changes in Commitments from: March 27, 2007 :
: 9,356: 2,541 273 3,611 6,486 8,423 12,638 12,307: -3,282 -2,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.9 14.9 43.6 61.0 87.1 82.7: 12.9 17.3
Old : 100.0: 32.4 13.1 7.0 47.9 65.6 87.3 85.8: 12.7 14.2
Other: 100.0: 38.7 11.6 13.6 34.1 50.8 86.4 76.0: 13.6 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 153 80 115 104 136 327 288:
Old : 393: 145 84 76 86 119 277 243:
Other: 270: 67 63 45 56 108 152 195:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 26.3 29.5 36.8 17.4 21.5 26.2 29.6
Old : 23.8 30.8 34.3 44.0 23.8 29.3 33.9 41.7
Other: 33.2 21.6 42.0 29.4 31.6 18.8 38.8 24.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,262: 13,647 4,177 445 34 908 14,126 5,530: 3,136 11,732
Old : 7,934: 5,188 3,890 328 34 261 5,550 4,479: 2,384 3,455
Other: 9,328: 8,562 390 14 0 647 8,576 1,051: 752 8,277
: : :
: : Changes in Commitments from: March 27, 2007 :
: 2,820: 2,271 2,128 -10 -148 201 2,113 2,319: 707 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 24.2 2.6 0.2 5.3 81.8 32.0: 18.2 68.0
Old : 100.0: 65.4 49.0 4.1 0.4 3.3 70.0 56.5: 30.0 43.5
Other: 100.0: 91.8 4.2 0.2 0.0 6.9 91.9 11.3: 8.1 88.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 14 11 6 2 4 16 21:
Old : 28: 12 13 5 2 2 15 19:
Other: 19: 11 4 2 0 4 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 : 51.1 13.4 70.3 20.3 49.9 13.4 69.2 20.3
Old : 41.3 26.9 60.2 41.5 41.1 26.9 58.7 41.5
Other: 77.0 8.8 89.2 11.2 76.8 8.8 89.0 11.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 3, 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 : 316,037: 95,499 9,847 49,309 140,535 239,700 285,343 298,856: 30,694 17,181
Old : 241,229: 83,984 22,369 24,010 106,928 180,967 214,922 227,346: 26,307 13,883
Other: 74,808: 28,351 4,314 8,463 33,607 58,733 70,421 71,510: 4,387 3,298
: : :
: : Changes in Commitments from: March 27, 2007 :
: 5,567: 3,893 -1,324 -5,163 6,491 10,314 5,221 3,827: 346 1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.1 15.6 44.5 75.8 90.3 94.6: 9.7 5.4
Old : 100.0: 34.8 9.3 10.0 44.3 75.0 89.1 94.2: 10.9 5.8
Other: 100.0: 37.9 5.8 11.3 44.9 78.5 94.1 95.6: 5.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 94 26 55 61 58 188 124:
Old : 212: 87 39 45 57 54 173 116:
Other: 100: 37 13 18 31 36 76 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 : 16.7 37.0 26.1 52.7 15.6 33.3 23.7 46.9
Old : 20.2 42.7 29.8 55.3 20.2 42.0 29.6 52.8
Other: 35.3 47.1 50.3 62.2 34.0 44.8 47.0 57.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 3, 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 : 835,051: 103,770 192,420 8,090 599,120 466,133 710,980 666,643: 124,071 168,408
Old : 835,051: 103,770 192,420 8,090 599,120 466,133 710,980 666,643: 124,071 168,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 16,436: 12,444 -6,004 -678 7,239 21,291 19,005 14,609: -2,569 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.0 1.0 71.7 55.8 85.1 79.8: 14.9 20.2
Old : 100.0: 12.4 23.0 1.0 71.7 55.8 85.1 79.8: 14.9 20.2
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 : 175: 30 45 26 65 78 107 137:
Old : 175: 30 45 26 65 78 107 137:
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 27.6 39.7 39.0 21.9 18.4 29.6 26.1
Old : 29.1 27.6 39.7 39.0 21.9 18.4 29.6 26.1
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, April 3, 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 : 211,355: 51,732 18,776 26,852 88,455 139,618 167,039 185,246: 44,316 26,109
Old : 152,327: 45,246 13,296 17,225 56,140 101,284 118,611 131,805: 33,716 20,522
Other: 59,028: 9,621 8,615 6,492 32,315 38,334 48,428 53,441: 10,600 5,587
: : :
: : Changes in Commitments from: March 27, 2007 :
: 4,799: -2,809 579 1,155 4,826 1,216 3,172 2,950: 1,627 1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.9 12.7 41.9 66.1 79.0 87.6: 21.0 12.4
Old : 100.0: 29.7 8.7 11.3 36.9 66.5 77.9 86.5: 22.1 13.5
Other: 100.0: 16.3 14.6 11.0 54.7 64.9 82.0 90.5: 18.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 64 27 52 56 52 153 117:
Old : 169: 56 32 46 51 44 140 104:
Other: 102: 32 17 19 36 32 76 62:
:----------------------------------------------------------------------------------------------------
: 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 33.4 30.3 48.1 20.2 33.1 29.0 46.3
Old : 16.7 39.9 25.9 50.4 15.4 39.6 24.4 50.1
Other: 43.4 33.9 52.7 45.7 43.1 33.6 49.9 45.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 3, 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 : 15,435: 4,220 1,242 1,180 6,888 11,609 12,288 14,031: 3,147 1,404
Old : 7,800: 1,592 1,459 287 4,238 4,947 6,117 6,693: 1,683 1,107
Other: 7,635: 2,877 32 644 2,650 6,662 6,171 7,338: 1,464 297
: : :
: : Changes in Commitments from: March 27, 2007 :
: 8: 168 68 375 -409 -697 134 -254: -126 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 8.0 7.6 44.6 75.2 79.6 90.9: 20.4 9.1
Old : 100.0: 20.4 18.7 3.7 54.3 63.4 78.4 85.8: 21.6 14.2
Other: 100.0: 37.7 0.4 8.4 34.7 87.3 80.8 96.1: 19.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 24 8 9 23 18 49 34:
Old : 59: 15 12 4 19 15 37 28:
Other: 42: 16 2 7 13 14 30 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 58.0 36.0 73.0 20.6 50.1 31.6 64.2
Old : 23.8 53.6 39.6 69.7 23.8 53.6 39.6 67.9
Other: 39.5 77.7 55.7 89.7 32.5 64.5 43.1 72.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 3, 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 : 944,919: 158,078 294,857 7,645 635,059 558,832 800,782 861,334: 144,137 83,585
Old : 944,919: 158,078 294,857 7,645 635,059 558,832 800,782 861,334: 144,137 83,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -6,737: 23,453 27,524 -1,497 -39,113 -16,236 -17,157 9,791: 10,420 -16,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 31.2 0.8 67.2 59.1 84.7 91.2: 15.3 8.8
Old : 100.0: 16.7 31.2 0.8 67.2 59.1 84.7 91.2: 15.3 8.8
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 : 197: 44 33 15 83 79 134 120:
Old : 197: 44 33 15 83 79 134 120:
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 : 23.7 32.6 34.1 43.9 23.2 31.9 33.2 43.1
Old : 23.7 32.6 34.1 43.9 23.2 31.9 33.2 43.1
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, April 3, 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 : 2,525,436: 760,700 317,796 55,406 1,426,623 1,781,205 2,242,729 2,154,407: 282,707 371,029
Old : 2,525,436: 760,700 317,796 55,406 1,426,623 1,781,205 2,242,729 2,154,407: 282,707 371,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 118,418: 22,623 18,568 12,880 84,887 69,209 120,390 100,657: -1,972 17,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 12.6 2.2 56.5 70.5 88.8 85.3: 11.2 14.7
Old : 100.0: 30.1 12.6 2.2 56.5 70.5 88.8 85.3: 11.2 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 : 295: 63 68 38 110 119 192 206:
Old : 295: 63 68 38 110 119 192 206:
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 : 26.7 34.1 37.6 44.4 23.8 29.6 34.6 39.4
Old : 26.7 34.1 37.6 44.4 23.8 29.6 34.6 39.4
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, April 3, 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 : 1,528,837: 227,937 388,943 25,992 1,030,555 872,637 1,284,484 1,287,572: 244,353 241,265
Old : 1,528,837: 227,937 388,943 25,992 1,030,555 872,637 1,284,484 1,287,572: 244,353 241,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -10,369: 22,247 -8,188 -4,411 -12,221 -4,083 5,615 -16,682: -15,984 6,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 25.4 1.7 67.4 57.1 84.0 84.2: 16.0 15.8
Old : 100.0: 14.9 25.4 1.7 67.4 57.1 84.0 84.2: 16.0 15.8
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 : 199: 38 40 18 82 83 130 131:
Old : 199: 38 40 18 82 83 130 131:
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 : 31.6 29.8 42.0 42.5 26.7 28.3 34.9 39.5
Old : 31.6 29.8 42.0 42.5 26.7 28.3 34.9 39.5
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, April 3, 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 : 613,465: 169,355 195,476 69,989 335,499 311,477 574,843 576,942: 38,622 36,523
Old : 613,465: 169,355 195,476 69,989 335,499 311,477 574,843 576,942: 38,622 36,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -86,095: -22,778 -6,864 -19,212 -43,070 -61,863 -85,060 -87,939: -1,035 1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 31.9 11.4 54.7 50.8 93.7 94.0: 6.3 6.0
Old : 100.0: 27.6 31.9 11.4 54.7 50.8 93.7 94.0: 6.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 35 29 32 60 48 113 92:
Old : 132: 35 29 32 60 48 113 92:
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 : 31.9 39.0 43.7 53.9 31.9 35.7 42.1 45.0
Old : 31.9 39.0 43.7 53.9 31.9 35.7 42.1 45.0
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, April 3, 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 : 31,397: 11,844 689 321 2,780 23,324 14,945 24,334: 16,452 7,063
Old : 31,397: 11,844 689 321 2,780 23,324 14,945 24,334: 16,452 7,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -3,865: 55 -3,666 -1,133 -2,558 -328 -3,636 -5,127: -229 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 2.2 1.0 8.9 74.3 47.6 77.5: 52.4 22.5
Old : 100.0: 37.7 2.2 1.0 8.9 74.3 47.6 77.5: 52.4 22.5
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 : 37: 20 3 1 4 13 25 16:
Old : 37: 20 3 1 4 13 25 16:
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 : 19.2 48.8 29.3 67.0 19.2 48.3 28.7 65.4
Old : 19.2 48.8 29.3 67.0 19.2 48.3 28.7 65.4
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, April 3, 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 : 40,143: 16,767 6,196 253 17,014 28,018 34,034 34,467: 6,109 5,676
Old : 40,143: 16,767 6,196 253 17,014 28,018 34,034 34,467: 6,109 5,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,325: 438 1,255 192 661 -160 1,291 1,287: 34 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 15.4 0.6 42.4 69.8 84.8 85.9: 15.2 14.1
Old : 100.0: 41.8 15.4 0.6 42.4 69.8 84.8 85.9: 15.2 14.1
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 : 61: 24 10 4 17 14 42 27:
Old : 61: 24 10 4 17 14 42 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 47.5 45.7 64.2 26.7 47.5 44.9 64.2
Old : 27.4 47.5 45.7 64.2 26.7 47.5 44.9 64.2
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, April 3, 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 : 76,675: 42,499 29,562 146 22,867 32,646 65,512 62,354: 11,163 14,321
Old : 76,675: 42,499 29,562 146 22,867 32,646 65,512 62,354: 11,163 14,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 8,121: 10,160 1,254 -227 -1,788 5,278 8,145 6,305: -24 1,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 38.6 0.2 29.8 42.6 85.4 81.3: 14.6 18.7
Old : 100.0: 55.4 38.6 0.2 29.8 42.6 85.4 81.3: 14.6 18.7
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 : 108: 31 39 2 20 23 52 63:
Old : 108: 31 39 2 20 23 52 63:
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 : 37.3 26.3 47.8 40.3 33.3 25.1 42.8 37.3
Old : 37.3 26.3 47.8 40.3 33.3 25.1 42.8 37.3
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, April 3, 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 : 44,564: 3,206 15,915 333 40,824 26,334 44,363 42,582: 201 1,982
Old : 44,564: 3,206 15,915 333 40,824 26,334 44,363 42,582: 201 1,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -373: -241 -157 -1 -29 -116 -271 -274: -102 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 35.7 0.7 91.6 59.1 99.5 95.6: 0.5 4.4
Old : 100.0: 7.2 35.7 0.7 91.6 59.1 99.5 95.6: 0.5 4.4
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 : 38: 9 12 2 13 9 22 23:
Old : 38: 9 12 2 13 9 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 : 76.0 84.1 91.8 90.9 72.0 73.1 82.9 79.9
Old : 76.0 84.1 91.8 90.9 72.0 73.1 82.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2007