WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 401,810: 76,061 70,034 75,672 221,311 201,888 373,044 347,594: 28,766 54,216
Old : 198,741: 41,061 73,985 1,885 142,738 104,627 185,684 180,497: 13,057 18,244
Other: 203,069: 82,748 43,797 26,039 78,573 97,261 187,360 167,097: 15,709 35,972
: : :
: : Changes in Commitments from: March 6, 2007 :
: 51: 1,990 -74 2,298 -4,217 -4,136 71 -1,912: -20 1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 17.4 18.8 55.1 50.2 92.8 86.5: 7.2 13.5
Old : 100.0: 20.7 37.2 0.9 71.8 52.6 93.4 90.8: 6.6 9.2
Other: 100.0: 40.7 21.6 12.8 38.7 47.9 92.3 82.3: 7.7 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 95 113 119 64 104 248 273:
Old : 282: 80 106 9 28 71 113 181:
Other: 286: 97 72 61 55 93 184 200:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 17.5 36.4 25.9 24.7 14.0 35.8 20.8
Old : 42.9 22.6 60.4 33.4 42.9 22.5 60.4 33.3
Other: 20.7 19.5 33.4 26.5 20.6 15.3 29.7 21.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 13, 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 : 1,428,403: 409,176 87,168 201,475 643,996 889,126 1,254,647 1,177,769: 173,756 250,634
Old : 848,342: 210,517 128,919 81,591 444,739 505,867 736,847 716,377: 111,495 131,965
Other: 580,061: 289,105 48,695 29,438 199,257 383,259 517,800 461,392: 62,261 118,669
: : :
: : Changes in Commitments from: March 6, 2007 :
: -13,485: -32,871 5,087 16,185 13,702 -22,260 -2,984 -988: -10,501 -12,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.1 14.1 45.1 62.2 87.8 82.5: 12.2 17.5
Old : 100.0: 24.8 15.2 9.6 52.4 59.6 86.9 84.4: 13.1 15.6
Other: 100.0: 49.8 8.4 5.1 34.4 66.1 89.3 79.5: 10.7 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 802: 231 116 190 247 353 571 600:
Old : 752: 187 139 137 214 321 479 539:
Other: 650: 170 93 58 142 318 333 453:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 18.7 23.8 24.7 15.2 18.0 22.9 23.0
Old : 18.0 20.3 28.3 26.5 17.9 19.5 28.1 25.3
Other: 20.6 18.3 31.5 24.6 20.6 16.8 31.5 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 18,253: 5,487 571 489 8,508 15,447 14,484 16,507: 3,769 1,746
Old : 7,093: 2,283 611 0 3,348 5,588 5,631 6,199: 1,462 894
Other: 11,160: 3,322 78 371 5,160 9,859 8,853 10,308: 2,307 852
: : :
: : Changes in Commitments from: March 6, 2007 :
: 223: 509 -460 -257 -132 884 120 167: 103 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 3.1 2.7 46.6 84.6 79.4 90.4: 20.6 9.6
Old : 100.0: 32.2 8.6 0.0 47.2 78.8 79.4 87.4: 20.6 12.6
Other: 100.0: 29.8 0.7 3.3 46.2 88.3 79.3 92.4: 20.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 28 4 6 17 15 47 24:
Old : 41: 15 4 0 10 15 25 19:
Other: 39: 16 3 5 14 11 33 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 51.3 42.1 77.9 28.4 47.7 39.7 68.5
Old : 38.3 59.3 58.3 72.3 38.3 58.7 58.3 71.6
Other: 39.0 70.5 54.2 88.5 39.0 68.2 51.8 83.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 13, 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 : 462,504: 128,566 32,500 66,471 198,227 275,743 393,264 374,714: 69,240 87,790
Old : 319,487: 95,845 46,641 18,521 156,985 199,765 271,351 264,927: 48,136 54,560
Other: 143,017: 62,644 15,782 18,027 41,242 75,978 121,913 109,787: 21,104 33,230
: : :
: : Changes in Commitments from: March 6, 2007 :
: -2,336: 2,892 -6,053 -3,655 -2,378 6,570 -3,141 -3,138: 805 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 7.0 14.4 42.9 59.6 85.0 81.0: 15.0 19.0
Old : 100.0: 30.0 14.6 5.8 49.1 62.5 84.9 82.9: 15.1 17.1
Other: 100.0: 43.8 11.0 12.6 28.8 53.1 85.2 76.8: 14.8 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 131 86 101 99 149 291 293:
Old : 392: 127 93 58 84 131 245 252:
Other: 272: 73 57 31 52 119 140 195:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 24.5 29.3 35.0 18.0 21.3 26.5 29.5
Old : 25.9 28.6 35.3 39.5 25.9 27.4 35.3 38.1
Other: 30.0 24.7 40.1 33.4 29.0 21.7 37.4 27.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,550: 10,983 2,305 724 182 694 11,889 3,723: 2,661 10,827
Old : 6,316: 3,672 2,125 525 182 284 4,379 2,934: 1,937 3,382
Other: 8,234: 7,495 364 15 0 410 7,510 789: 724 7,445
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,297: 1,463 613 87 5 19 1,555 719: -258 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 15.8 5.0 1.3 4.8 81.7 25.6: 18.3 74.4
Old : 100.0: 58.1 33.6 8.3 2.9 4.5 69.3 46.5: 30.7 53.5
Other: 100.0: 91.0 4.4 0.2 0.0 5.0 91.2 9.6: 8.8 90.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 6 7 2 3 18 15:
Old : 24: 13 8 6 2 2 18 13:
Other: 16: 10 3 3 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 14.0 68.2 21.5 51.5 13.8 65.7 19.6
Old : 35.1 29.6 50.1 43.1 33.4 28.5 47.5 36.5
Other: 76.8 9.1 88.9 9.6 76.6 9.1 88.8 9.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 13, 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 : 272,616: 74,340 8,564 45,482 124,680 202,535 244,502 256,581: 28,114 16,035
Old : 213,256: 64,550 16,176 21,809 102,099 162,133 188,458 200,118: 24,798 13,138
Other: 59,360: 22,302 4,900 11,161 22,581 40,402 56,044 56,463: 3,316 2,897
: : :
: : Changes in Commitments from: March 6, 2007 :
: 3,783: 868 -9,952 4,371 -752 12,675 4,487 7,094: -704 -3,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 3.1 16.7 45.7 74.3 89.7 94.1: 10.3 5.9
Old : 100.0: 30.3 7.6 10.2 47.9 76.0 88.4 93.8: 11.6 6.2
Other: 100.0: 37.6 8.3 18.8 38.0 68.1 94.4 95.1: 5.6 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 86 16 44 55 52 164 104:
Old : 188: 82 24 34 52 50 150 97:
Other: 88: 29 13 17 27 30 66 53:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 39.4 26.5 52.8 17.2 35.9 24.1 47.0
Old : 21.6 43.8 30.1 57.5 21.6 42.4 29.3 54.2
Other: 30.8 40.1 48.9 56.4 29.8 36.9 44.7 50.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 13, 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 : 856,609: 128,581 223,531 9,529 566,564 463,594 704,674 696,654: 151,935 159,955
Old : 856,609: 128,581 223,531 9,529 566,564 463,594 704,674 696,654: 151,935 159,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -48,389: 12,867 -3,486 -28,641 -35,577 -14,659 -51,351 -46,786: 2,962 -1,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 26.1 1.1 66.1 54.1 82.3 81.3: 17.7 18.7
Old : 100.0: 15.0 26.1 1.1 66.1 54.1 82.3 81.3: 17.7 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 : 179: 28 46 20 72 81 111 136:
Old : 179: 28 46 20 72 81 111 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 27.6 35.2 36.4 22.0 22.7 30.9 30.3
Old : 24.1 27.6 35.2 36.4 22.0 22.7 30.9 30.3
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 13, 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 : 212,767: 58,072 15,781 24,854 85,278 148,376 168,204 189,011: 44,563 23,756
Old : 160,428: 54,658 10,066 14,739 55,155 116,144 124,552 140,949: 35,876 19,479
Other: 52,339: 7,584 9,885 5,945 30,123 32,232 43,652 48,062: 8,687 4,277
: : :
: : Changes in Commitments from: March 6, 2007 :
: -2,917: -4,087 -8,749 686 1 5,488 -3,400 -2,575: 483 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.4 11.7 40.1 69.7 79.1 88.8: 20.9 11.2
Old : 100.0: 34.1 6.3 9.2 34.4 72.4 77.6 87.9: 22.4 12.1
Other: 100.0: 14.5 18.9 11.4 57.6 61.6 83.4 91.8: 16.6 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 62 25 45 56 51 150 111:
Old : 171: 67 29 35 52 43 141 92:
Other: 100: 27 20 19 33 33 68 66:
:----------------------------------------------------------------------------------------------------
: 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 35.0 29.2 51.1 14.4 33.8 23.8 46.2
Old : 14.0 42.2 25.0 56.1 13.6 39.8 23.9 52.3
Other: 47.5 30.0 57.7 44.7 46.6 28.9 54.6 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,473: 5,696 619 1,296 7,034 14,482 14,026 16,397: 3,447 1,076
Old : 10,911: 3,394 1,148 488 4,855 8,421 8,737 10,057: 2,174 854
Other: 6,562: 2,831 0 279 2,179 6,061 5,289 6,340: 1,273 222
: : :
: : Changes in Commitments from: March 6, 2007 :
: 64: 315 -251 -84 -153 512 78 177: -14 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 3.5 7.4 40.3 82.9 80.3 93.8: 19.7 6.2
Old : 100.0: 31.1 10.5 4.5 44.5 77.2 80.1 92.2: 19.9 7.8
Other: 100.0: 43.1 0.0 4.3 33.2 92.4 80.6 96.6: 19.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 26 4 6 28 22 57 29:
Old : 58: 15 7 3 23 19 41 26:
Other: 42: 17 0 6 14 16 31 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 : 17.2 60.9 32.1 78.2 16.7 55.7 30.2 68.9
Old : 23.0 59.7 39.0 77.9 23.0 59.5 38.8 73.3
Other: 38.1 80.0 52.8 90.9 30.5 66.4 41.8 75.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 13, 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 : 839,710: 111,525 220,011 20,949 612,658 520,131 745,132 761,091: 94,578 78,619
Old : 839,710: 111,525 220,011 20,949 612,658 520,131 745,132 761,091: 94,578 78,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,684: -10,963 -28,405 3,540 50,644 48,704 43,221 23,839: -41,537 -22,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 26.2 2.5 73.0 61.9 88.7 90.6: 11.3 9.4
Old : 100.0: 13.3 26.2 2.5 73.0 61.9 88.7 90.6: 11.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 34 42 13 83 80 123 129:
Old : 192: 34 42 13 83 80 123 129:
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 : 26.0 22.1 38.8 34.4 25.1 20.6 37.4 31.7
Old : 26.0 22.1 38.8 34.4 25.1 20.6 37.4 31.7
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 13, 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 : 2,244,799: 630,702 263,144 49,869 1,232,356 1,559,641 1,912,927 1,872,654: 331,872 372,145
Old : 2,244,799: 630,702 263,144 49,869 1,232,356 1,559,641 1,912,927 1,872,654: 331,872 372,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 80,376: 40,923 -1,441 -4,031 16,269 94,124 53,161 88,652: 27,215 -8,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 11.7 2.2 54.9 69.5 85.2 83.4: 14.8 16.6
Old : 100.0: 28.1 11.7 2.2 54.9 69.5 85.2 83.4: 14.8 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 65 70 31 113 126 192 213:
Old : 305: 65 70 31 113 126 192 213:
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 : 20.8 27.9 31.9 40.1 18.3 23.2 28.8 35.0
Old : 20.8 27.9 31.9 40.1 18.3 23.2 28.8 35.0
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 13, 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 : 1,449,841: 188,197 300,620 26,337 965,694 873,148 1,180,228 1,200,105: 269,613 249,736
Old : 1,449,841: 188,197 300,620 26,337 965,694 873,148 1,180,228 1,200,105: 269,613 249,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 30,062: -63,991 17,360 -546 77,685 -7,688 13,148 9,126: 16,914 20,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.7 1.8 66.6 60.2 81.4 82.8: 18.6 17.2
Old : 100.0: 13.0 20.7 1.8 66.6 60.2 81.4 82.8: 18.6 17.2
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 : 186: 39 34 19 86 71 136 113:
Old : 186: 39 34 19 86 71 136 113:
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 : 30.7 29.1 40.5 41.1 26.6 27.4 33.8 36.8
Old : 30.7 29.1 40.5 41.1 26.6 27.4 33.8 36.8
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 13, 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 : 588,166: 217,746 167,989 56,890 281,005 334,088 555,641 558,967: 32,525 29,199
Old : 588,166: 217,746 167,989 56,890 281,005 334,088 555,641 558,967: 32,525 29,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 64,539: 20,408 15,622 -18,753 62,043 69,004 63,698 65,873: 841 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 28.6 9.7 47.8 56.8 94.5 95.0: 5.5 5.0
Old : 100.0: 37.0 28.6 9.7 47.8 56.8 94.5 95.0: 5.5 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 : 129: 43 27 34 52 44 110 90:
Old : 129: 43 27 34 52 44 110 90:
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 : 28.7 38.6 42.9 54.1 27.8 34.3 39.3 44.5
Old : 28.7 38.6 42.9 54.1 27.8 34.3 39.3 44.5
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 13, 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 : 39,354: 10,714 8,704 1,691 9,399 22,664 21,804 33,059: 17,550 6,295
Old : 39,354: 10,714 8,704 1,691 9,399 22,664 21,804 33,059: 17,550 6,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,603: -551 475 -183 1,028 -1,389 294 -1,097: -1,897 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 22.1 4.3 23.9 57.6 55.4 84.0: 44.6 16.0
Old : 100.0: 27.2 22.1 4.3 23.9 57.6 55.4 84.0: 44.6 16.0
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 : 58: 19 19 8 12 13 38 33:
Old : 58: 19 19 8 12 13 38 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 : 17.1 35.6 29.0 56.0 16.2 35.1 27.1 54.9
Old : 17.1 35.6 29.0 56.0 16.2 35.1 27.1 54.9
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 13, 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 : 78,601: 30,845 6,269 4,297 20,716 60,412 55,858 70,978: 22,743 7,623
Old : 78,601: 30,845 6,269 4,297 20,716 60,412 55,858 70,978: 22,743 7,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 5,837: -740 425 3,454 1,306 1,290 4,020 5,169: 1,817 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 8.0 5.5 26.4 76.9 71.1 90.3: 28.9 9.7
Old : 100.0: 39.2 8.0 5.5 26.4 76.9 71.1 90.3: 28.9 9.7
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 : 77: 28 18 16 21 18 56 46:
Old : 77: 28 18 16 21 18 56 46:
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 : 23.1 54.2 35.6 69.4 23.0 54.2 34.4 69.0
Old : 23.1 54.2 35.6 69.4 23.0 54.2 34.4 69.0
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 13, 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 : 165,868: 43,227 64,402 6,245 101,036 49,431 150,508 120,078: 15,360 45,790
Old : 165,868: 43,227 64,402 6,245 101,036 49,431 150,508 120,078: 15,360 45,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 29,477: -404 -141 4,559 21,595 20,055 25,750 24,473: 3,727 5,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 38.8 3.8 60.9 29.8 90.7 72.4: 9.3 27.6
Old : 100.0: 26.1 38.8 3.8 60.9 29.8 90.7 72.4: 9.3 27.6
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 : 119: 36 42 25 28 26 78 80:
Old : 119: 36 42 25 28 26 78 80:
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 : 42.3 24.3 60.6 37.0 33.7 21.0 47.8 29.8
Old : 42.3 24.3 60.6 37.0 33.7 21.0 47.8 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, March 13, 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 : 57,951: 2,599 22,067 2,965 50,694 29,597 56,258 54,629: 1,693 3,322
Old : 57,951: 2,599 22,067 2,965 50,694 29,597 56,258 54,629: 1,693 3,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,875: 146 2,073 416 2,775 -803 3,337 1,686: 1,538 3,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 38.1 5.1 87.5 51.1 97.1 94.3: 2.9 5.7
Old : 100.0: 4.5 38.1 5.1 87.5 51.1 97.1 94.3: 2.9 5.7
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 : 39: 10 11 4 13 11 24 25:
Old : 39: 10 11 4 13 11 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 78.3 90.2 89.3 72.9 70.0 79.7 77.1
Old : 75.7 78.3 90.2 89.3 72.9 70.0 79.7 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2007