WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 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 : 449,743: 75,393 61,491 85,502 255,199 242,332 416,094 389,325: 33,649 60,418
Old : 277,368: 56,536 77,278 20,751 178,036 149,338 255,323 247,367: 22,045 30,001
Other: 172,375: 66,586 31,942 17,022 77,163 92,994 160,771 141,958: 11,604 30,417
: : :
: : Changes in Commitments from: December 26, 2006 :
: 10,613: -1,129 7,136 6,849 4,906 -4,230 10,626 9,755: -13 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.7 19.0 56.7 53.9 92.5 86.6: 7.5 13.4
Old : 100.0: 20.4 27.9 7.5 64.2 53.8 92.1 89.2: 7.9 10.8
Other: 100.0: 38.6 18.5 9.9 44.8 53.9 93.3 82.4: 6.7 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 103 104 104 68 103 252 250:
Old : 315: 99 103 48 49 84 184 204:
Other: 234: 70 57 39 46 88 139 166:
:----------------------------------------------------------------------------------------------------
: 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 20.2 37.3 29.3 24.6 13.9 36.0 19.7
Old : 38.8 22.4 52.9 34.5 38.8 21.7 52.7 32.4
Other: 30.1 24.1 44.6 33.2 29.3 19.7 39.8 26.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 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 : 1,411,619: 372,509 71,994 206,243 676,974 865,423 1,255,726 1,143,660: 155,893 267,959
Old : 968,659: 234,612 107,305 100,440 520,057 583,075 855,109 790,820: 113,550 177,839
Other: 442,960: 213,104 39,896 30,596 156,917 282,348 400,617 352,840: 42,343 90,120
: : :
: : Changes in Commitments from: December 26, 2006 :
: 21,231: 599 9,948 8,486 1,310 -5,026 10,395 13,408: 10,836 7,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.1 14.6 48.0 61.3 89.0 81.0: 11.0 19.0
Old : 100.0: 24.2 11.1 10.4 53.7 60.2 88.3 81.6: 11.7 18.4
Other: 100.0: 48.1 9.0 6.9 35.4 63.7 90.4 79.7: 9.6 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 213 90 145 222 332 493 529:
Old : 698: 185 107 117 203 314 444 498:
Other: 538: 122 67 38 117 289 256 379:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 17.4 26.1 23.6 16.0 16.1 24.2 21.2
Old : 20.6 16.5 30.8 23.2 20.6 14.9 30.8 20.5
Other: 23.3 25.9 35.3 32.3 23.2 23.2 34.2 29.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 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 : 14,935: 5,051 95 392 5,809 12,589 11,252 13,076: 3,683 1,859
Old : 10,333: 4,123 273 193 3,377 8,395 7,693 8,861: 2,640 1,472
Other: 4,602: 1,106 0 21 2,432 4,194 3,559 4,215: 1,043 387
: : :
: : Changes in Commitments from: December 26, 2006 :
: 670: 259 2 186 327 270 772 458: -102 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 0.6 2.6 38.9 84.3 75.3 87.6: 24.7 12.4
Old : 100.0: 39.9 2.6 1.9 32.7 81.2 74.5 85.8: 25.5 14.2
Other: 100.0: 24.0 0.0 0.5 52.8 91.1 77.3 91.6: 22.7 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 29 2 6 13 14 44 21:
Old : 47: 23 5 3 7 14 32 20:
Other: 24: 11 0 3 8 7 19 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 : 27.5 56.0 39.2 75.6 27.5 51.9 38.1 70.3
Old : 29.9 56.0 45.1 74.5 29.9 55.7 45.1 74.1
Other: 47.7 74.5 62.5 91.4 47.7 74.5 62.2 89.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 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 : 398,484: 106,770 35,488 65,112 177,919 223,175 349,801 323,775: 48,683 74,709
Old : 314,343: 80,691 54,821 28,371 167,169 172,954 276,231 256,146: 38,112 58,197
Other: 84,141: 55,990 10,578 6,830 10,750 50,221 73,570 67,629: 10,571 16,512
: : :
: : Changes in Commitments from: December 26, 2006 :
: 587: 14,797 -1,743 -2,681 -12,478 6,032 -362 1,608: 949 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.9 16.3 44.6 56.0 87.8 81.3: 12.2 18.7
Old : 100.0: 25.7 17.4 9.0 53.2 55.0 87.9 81.5: 12.1 18.5
Other: 100.0: 66.5 12.6 8.1 12.8 59.7 87.4 80.4: 12.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 131 58 102 87 136 281 267:
Old : 374: 132 60 85 83 129 260 248:
Other: 210: 51 45 17 23 94 85 148:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 21.2 30.2 31.8 19.5 18.7 28.9 27.3
Old : 25.2 22.1 35.7 31.3 25.2 20.9 34.6 29.0
Other: 31.1 38.6 52.8 50.6 30.8 38.4 51.4 46.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 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 : 11,167: 7,461 1,351 1,409 18 1,045 8,888 3,805: 2,279 7,362
Old : 7,329: 4,578 1,578 830 18 1,021 5,426 3,429: 1,903 3,900
Other: 3,838: 3,452 342 10 0 24 3,462 376: 376 3,462
: : :
: : Changes in Commitments from: December 26, 2006 :
: -2,441: -105 -952 63 -252 356 -294 -533: -2,147 -1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 12.1 12.6 0.2 9.4 79.6 34.1: 20.4 65.9
Old : 100.0: 62.5 21.5 11.3 0.2 13.9 74.0 46.8: 26.0 53.2
Other: 100.0: 89.9 8.9 0.3 0.0 0.6 90.2 9.8: 9.8 90.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 5 9 1 3 15 15:
Old : 20: 11 6 8 1 3 15 14:
Other: 13: 8 4 1 0 1 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 49.1 18.6 66.1 27.2 46.3 16.5 59.9 21.3
Old : 42.7 28.1 61.6 40.6 42.0 24.8 58.9 34.5
Other: 79.7 9.4 90.2 9.8 79.4 9.4 89.9 9.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 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 : 260,181: 68,351 14,353 36,148 124,506 187,719 229,005 238,220: 31,176 21,961
Old : 233,070: 66,259 18,450 18,405 119,014 175,538 203,678 212,393: 29,392 20,677
Other: 27,111: 15,547 9,358 4,288 5,492 12,181 25,327 25,827: 1,784 1,284
: : :
: : Changes in Commitments from: December 26, 2006 :
: -4,859: 2,560 2,473 -1,515 -5,076 -6,803 -4,031 -5,845: -828 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 5.5 13.9 47.9 72.1 88.0 91.6: 12.0 8.4
Old : 100.0: 28.4 7.9 7.9 51.1 75.3 87.4 91.1: 12.6 8.9
Other: 100.0: 57.3 34.5 15.8 20.3 44.9 93.4 95.3: 6.6 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 75 26 37 57 53 158 102:
Old : 188: 82 25 31 55 53 152 99:
Other: 62: 16 16 9 20 14 44 34:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 42.9 28.7 53.5 19.1 40.6 25.6 46.6
Old : 21.5 44.2 29.1 55.2 20.7 42.0 27.5 48.4
Other: 38.0 62.1 60.1 77.4 33.2 57.0 54.4 67.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 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 : 768,769: 106,859 176,921 6,542 531,238 426,576 644,639 610,039: 124,130 158,730
Old : 768,769: 106,859 176,921 6,542 531,238 426,576 644,639 610,039: 124,130 158,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 7,002: -4,219 -2,957 -2,669 20,841 -1,195 13,953 -6,821: -6,951 13,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 23.0 0.9 69.1 55.5 83.9 79.4: 16.1 20.6
Old : 100.0: 13.9 23.0 0.9 69.1 55.5 83.9 79.4: 16.1 20.6
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 : 168: 33 39 21 67 70 110 120:
Old : 168: 33 39 21 67 70 110 120:
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 : 25.8 32.8 34.5 43.2 23.1 28.6 30.1 37.7
Old : 25.8 32.8 34.5 43.2 23.1 28.6 30.1 37.7
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, January 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 : 191,811: 39,227 23,179 24,940 98,494 125,724 162,661 173,843: 29,150 17,968
Old : 175,071: 42,237 22,198 15,419 90,354 121,079 148,010 158,696: 27,061 16,375
Other: 16,740: 4,203 8,194 2,308 8,140 4,645 14,651 15,147: 2,089 1,593
: : :
: : Changes in Commitments from: December 26, 2006 :
: -5,773: 2,416 2,015 -1,875 -4,177 -5,833 -3,636 -5,693: -2,137 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.1 13.0 51.3 65.5 84.8 90.6: 15.2 9.4
Old : 100.0: 24.1 12.7 8.8 51.6 69.2 84.5 90.6: 15.5 9.4
Other: 100.0: 25.1 48.9 13.8 48.6 27.7 87.5 90.5: 12.5 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 59 33 46 51 49 142 113:
Old : 174: 68 31 42 50 46 139 108:
Other: 66: 11 21 10 25 19 44 42:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 42.8 36.8 54.3 28.9 40.0 35.1 51.5
Old : 29.6 45.3 37.4 57.0 28.8 42.7 35.6 54.1
Other: 41.2 43.0 58.3 59.7 39.6 42.8 56.6 56.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 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 : 14,706: 4,266 1,144 872 6,786 11,886 11,924 13,902: 2,782 804
Old : 13,072: 4,063 1,155 809 5,892 10,383 10,764 12,347: 2,308 725
Other: 1,634: 256 42 10 894 1,503 1,160 1,555: 474 79
: : :
: : Changes in Commitments from: December 26, 2006 :
: 493: 713 10 35 -144 437 604 482: -111 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 7.8 5.9 46.1 80.8 81.1 94.5: 18.9 5.5
Old : 100.0: 31.1 8.8 6.2 45.1 79.4 82.3 94.5: 17.7 5.5
Other: 100.0: 15.7 2.6 0.6 54.7 92.0 71.0 95.2: 29.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 7 7 26 21 52 31:
Old : 64: 22 6 7 24 21 49 31:
Other: 27: 7 2 2 9 11 16 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 57.1 38.4 72.1 21.9 52.9 38.2 67.2
Old : 23.8 57.0 41.2 71.4 23.6 56.9 41.0 70.4
Other: 49.0 73.6 63.3 89.9 20.3 40.9 29.1 53.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 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 : 744,276: 130,532 196,502 3,093 480,833 418,839 614,458 618,434: 129,818 125,842
Old : 744,276: 130,532 196,502 3,093 480,833 418,839 614,458 618,434: 129,818 125,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 38,419: -3,752 -1,899 -749 36,706 25,428 32,205 22,780: 6,214 15,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 26.4 0.4 64.6 56.3 82.6 83.1: 17.4 16.9
Old : 100.0: 17.5 26.4 0.4 64.6 56.3 82.6 83.1: 17.4 16.9
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 : 165: 40 32 8 71 60 113 98:
Old : 165: 40 32 8 71 60 113 98:
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 19.2 37.9 32.3 26.9 18.9 36.0 30.6
Old : 27.4 19.2 37.9 32.3 26.9 18.9 36.0 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 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 : 2,257,271: 629,643 295,872 68,278 1,285,041 1,510,489 1,982,962 1,874,639: 274,309 382,632
Old : 2,257,271: 629,643 295,872 68,278 1,285,041 1,510,489 1,982,962 1,874,639: 274,309 382,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 113,793: 39,842 19,760 -2,180 66,753 76,277 104,415 93,857: 9,378 19,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 13.1 3.0 56.9 66.9 87.8 83.0: 12.2 17.0
Old : 100.0: 27.9 13.1 3.0 56.9 66.9 87.8 83.0: 12.2 17.0
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 : 274: 65 51 33 109 118 184 192:
Old : 274: 65 51 33 109 118 184 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 28.0 39.2 39.5 19.8 25.9 31.1 35.6
Old : 25.0 28.0 39.2 39.5 19.8 25.9 31.1 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 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 : 1,363,687: 186,681 243,638 21,685 915,015 838,173 1,123,381 1,103,496: 240,306 260,191
Old : 1,363,687: 186,681 243,638 21,685 915,015 838,173 1,123,381 1,103,496: 240,306 260,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 21,108: -4,800 -9,838 -849 21,577 18,237 15,928 7,550: 5,180 13,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.9 1.6 67.1 61.5 82.4 80.9: 17.6 19.1
Old : 100.0: 13.7 17.9 1.6 67.1 61.5 82.4 80.9: 17.6 19.1
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 : 178: 38 30 18 79 76 125 116:
Old : 178: 38 30 18 79 76 125 116:
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 : 27.8 30.0 38.4 40.8 23.0 28.6 30.4 37.0
Old : 27.8 30.0 38.4 40.8 23.0 28.6 30.4 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, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 323,952: 79,009 71,195 42,968 171,711 188,362 293,688 302,525: 30,264 21,427
Old : 323,952: 79,009 71,195 42,968 171,711 188,362 293,688 302,525: 30,264 21,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -85,592: -11,278 -14,874 -19,084 -55,006 -49,573 -85,368 -83,531: -224 -2,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 22.0 13.3 53.0 58.1 90.7 93.4: 9.3 6.6
Old : 100.0: 24.4 22.0 13.3 53.0 58.1 90.7 93.4: 9.3 6.6
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 : 118: 24 35 33 47 44 91 93:
Old : 118: 24 35 33 47 44 91 93:
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 : 27.1 27.2 41.0 39.5 21.7 21.6 32.2 29.8
Old : 27.1 27.2 41.0 39.5 21.7 21.6 32.2 29.8
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, January 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 TROY OUNCES) :
: : :
All : 10,978: 2,294 1,065 407 796 6,008 3,497 7,480: 7,481 3,498
Old : 10,978: 2,294 1,065 407 796 6,008 3,497 7,480: 7,481 3,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 1,130: 23 -402 223 -190 584 56 405: 1,074 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 9.7 3.7 7.3 54.7 31.9 68.1: 68.1 31.9
Old : 100.0: 20.9 9.7 3.7 7.3 54.7 31.9 68.1: 68.1 31.9
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 : 21: 6 4 2 4 8 12 12:
Old : 21: 6 4 2 4 8 12 12:
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 : 17.8 42.8 28.3 58.3 17.1 42.8 26.3 56.8
Old : 17.8 42.8 28.3 58.3 17.1 42.8 26.3 56.8
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, January 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 : 44,571: 14,006 5,345 1,061 5,819 27,910 20,886 34,316: 23,685 10,255
Old : 44,571: 14,006 5,345 1,061 5,819 27,910 20,886 34,316: 23,685 10,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 3,380: 2,729 131 -353 -2,217 2,433 159 2,211: 3,221 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.0 2.4 13.1 62.6 46.9 77.0: 53.1 23.0
Old : 100.0: 31.4 12.0 2.4 13.1 62.6 46.9 77.0: 53.1 23.0
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 : 56: 24 12 9 11 14 37 33:
Old : 56: 24 12 9 11 14 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 37.4 23.3 54.8 14.3 37.0 22.3 53.6
Old : 14.6 37.4 23.3 54.8 14.3 37.0 22.3 53.6
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, January 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 : 64,476: 24,385 6,697 26 20,168 51,564 44,579 58,287: 19,897 6,189
Old : 64,476: 24,385 6,697 26 20,168 51,564 44,579 58,287: 19,897 6,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -822: -3,089 -1,227 0 212 231 -2,877 -996: 2,055 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 10.4 0.0 31.3 80.0 69.1 90.4: 30.9 9.6
Old : 100.0: 37.8 10.4 0.0 31.3 80.0 69.1 90.4: 30.9 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 : 65: 22 15 2 17 13 40 29:
Old : 65: 22 15 2 17 13 40 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 59.3 41.9 76.9 27.5 59.3 41.9 76.9
Old : 27.5 59.3 41.9 76.9 27.5 59.3 41.9 76.9
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, January 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 : 105,554: 42,248 45,821 802 51,369 16,371 94,419 62,994: 11,135 42,560
Old : 105,554: 42,248 45,821 802 51,369 16,371 94,419 62,994: 11,135 42,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 6,158: 3,748 -2,805 177 1,358 2,024 5,283 -604: 875 6,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 43.4 0.8 48.7 15.5 89.5 59.7: 10.5 40.3
Old : 100.0: 40.0 43.4 0.8 48.7 15.5 89.5 59.7: 10.5 40.3
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 : 94: 34 26 2 20 17 54 45:
Old : 94: 34 26 2 20 17 54 45:
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 : 51.3 28.8 63.8 38.3 51.3 28.8 63.8 38.1
Old : 51.3 28.8 63.8 38.3 51.3 28.8 63.8 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 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 NOTIONAL PRINCIPAL) :
: : :
All : 45,678: 3,198 15,533 393 41,949 29,536 45,540 45,462: 138 216
Old : 45,678: 3,198 15,533 393 41,949 29,536 45,540 45,462: 138 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 102: 104 210 0 -52 -128 52 82: 50 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 34.0 0.9 91.8 64.7 99.7 99.5: 0.3 0.5
Old : 100.0: 7.0 34.0 0.9 91.8 64.7 99.7 99.5: 0.3 0.5
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 : 38: 8 11 2 11 12 20 24:
Old : 38: 8 11 2 11 12 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 86.8 92.5 94.3 75.4 79.1 86.9 86.4
Old : 78.3 86.8 92.5 94.3 75.4 79.1 86.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2007