WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 24, 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 : 361,987: 81,971 77,278 47,410 202,308 180,518 331,689 305,206: 30,298 56,781
Old : 15,307: 5,697 1,549 0 5,891 8,758 11,588 10,307: 3,719 5,000
Other: 346,680: 82,463 81,918 41,221 196,417 171,760 320,101 294,899: 26,579 51,781
: : :
: : Changes in Commitments from: April 17, 2007 :
: -9,673: 2,898 -2,001 -11,028 1,033 3,929 -7,097 -9,100: -2,576 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 21.3 13.1 55.9 49.9 91.6 84.3: 8.4 15.7
Old : 100.0: 37.2 10.1 0.0 38.5 57.2 75.7 67.3: 24.3 32.7
Other: 100.0: 23.8 23.6 11.9 56.7 49.5 92.3 85.1: 7.7 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 83 109 94 66 97 224 245:
Old : 99: 26 14 0 28 36 54 50:
Other: 322: 86 112 85 58 97 209 242:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 17.5 39.1 25.1 25.0 16.2 38.7 23.5
Old : 38.7 38.8 52.1 48.9 38.7 38.8 52.1 48.3
Other: 26.0 18.0 39.7 25.8 25.6 16.7 39.3 24.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 24, 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 : 1,278,711: 332,370 92,664 171,833 616,843 782,378 1,121,046 1,046,875: 157,665 231,836
Old : 655,255: 134,883 124,217 53,988 379,238 375,023 568,109 553,228: 87,146 102,027
Other: 623,456: 283,299 54,259 32,033 237,605 407,355 552,937 493,647: 70,519 129,809
: : :
: : Changes in Commitments from: April 17, 2007 :
: -84,573: -25,778 -3,301 -49,437 3,191 -21,408 -72,024 -74,146: -12,549 -10,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.2 13.4 48.2 61.2 87.7 81.9: 12.3 18.1
Old : 100.0: 20.6 19.0 8.2 57.9 57.2 86.7 84.4: 13.3 15.6
Other: 100.0: 45.4 8.7 5.1 38.1 65.3 88.7 79.2: 11.3 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 771: 199 118 170 283 347 571 578:
Old : 696: 137 150 99 234 313 442 507:
Other: 656: 180 80 65 163 318 359 450:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 16.5 24.9 22.6 15.6 15.8 23.9 20.7
Old : 21.2 20.9 32.3 28.6 21.2 19.8 32.3 26.8
Other: 20.2 14.0 29.5 21.5 20.1 13.0 29.4 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 24, 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 : 18,524: 5,881 4 910 7,353 15,495 14,144 16,409: 4,380 2,115
Old : 953: 389 36 0 273 700 662 736: 291 217
Other: 17,571: 5,612 88 790 7,080 14,795 13,482 15,673: 4,089 1,898
: : :
: : Changes in Commitments from: April 17, 2007 :
: -572: -754 -78 116 840 -268 202 -230: -774 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 0.0 4.9 39.7 83.6 76.4 88.6: 23.6 11.4
Old : 100.0: 40.8 3.8 0.0 28.6 73.5 69.5 77.2: 30.5 22.8
Other: 100.0: 31.9 0.5 4.5 40.3 84.2 76.7 89.2: 23.3 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 24 2 11 18 17 48 28:
Old : 17: 3 2 0 6 8 9 10:
Other: 54: 23 3 11 16 17 45 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 52.4 38.5 76.3 24.0 51.3 35.6 65.1
Old : 67.3 70.1 69.4 76.6 51.4 53.0 51.9 59.5
Other: 26.2 54.6 40.1 78.0 25.3 53.6 37.5 67.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 24, 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 : 444,969: 99,572 37,469 81,225 213,530 243,933 394,327 362,627: 50,642 82,342
Old : 273,556: 67,929 46,844 23,720 150,143 158,520 241,792 229,084: 31,764 44,472
Other: 171,413: 61,296 20,278 27,852 63,387 85,413 152,535 133,543: 18,878 37,870
: : :
: : Changes in Commitments from: April 17, 2007 :
: -37,987: -21,823 755 -6,044 -6,499 -32,482 -34,366 -37,771: -3,621 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 8.4 18.3 48.0 54.8 88.6 81.5: 11.4 18.5
Old : 100.0: 24.8 17.1 8.7 54.9 57.9 88.4 83.7: 11.6 16.3
Other: 100.0: 35.8 11.8 16.2 37.0 49.8 89.0 77.9: 11.0 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 111 88 141 117 148 329 333:
Old : 408: 121 89 87 100 134 273 286:
Other: 309: 68 76 57 63 131 165 241:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 22.0 31.1 30.3 18.3 19.4 27.7 24.8
Old : 27.1 25.6 38.3 34.8 27.1 24.0 38.3 33.2
Other: 27.2 21.0 35.2 28.4 25.4 17.0 32.8 22.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 24, 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 : 302,458: 84,016 15,231 40,625 147,025 229,352 271,666 285,208: 30,792 17,250
Old : 212,917: 69,291 27,886 14,029 104,364 157,224 187,684 199,139: 25,233 13,778
Other: 89,541: 31,651 4,271 9,670 42,661 72,128 83,982 86,069: 5,559 3,472
: : :
: : Changes in Commitments from: April 17, 2007 :
: -12,390: -9,582 2,964 -2,732 2,691 -8,464 -9,623 -8,232: -2,767 -4,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.0 13.4 48.6 75.8 89.8 94.3: 10.2 5.7
Old : 100.0: 32.5 13.1 6.6 49.0 73.8 88.1 93.5: 11.9 6.5
Other: 100.0: 35.3 4.8 10.8 47.6 80.6 93.8 96.1: 6.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 82 25 50 67 54 179 121:
Old : 202: 70 43 38 62 51 162 112:
Other: 109: 43 10 23 37 36 87 64:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 37.4 26.5 51.6 15.6 31.3 22.8 44.4
Old : 20.5 42.3 29.9 53.4 20.4 41.7 29.1 50.2
Other: 34.2 47.6 46.1 64.1 31.9 46.5 41.8 60.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 24, 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 : 867,816: 122,463 191,048 14,019 595,348 486,028 731,830 691,095: 135,986 176,721
Old : 867,816: 122,463 191,048 14,019 595,348 486,028 731,830 691,095: 135,986 176,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -22,362: 2,834 -40,137 2,320 -47,290 22,257 -42,136 -15,560: 19,774 -6,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 22.0 1.6 68.6 56.0 84.3 79.6: 15.7 20.4
Old : 100.0: 14.1 22.0 1.6 68.6 56.0 84.3 79.6: 15.7 20.4
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 : 177: 25 47 26 64 84 104 142:
Old : 177: 25 47 26 64 84 104 142:
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 : 29.9 25.5 42.8 36.9 24.9 17.9 32.9 25.5
Old : 29.9 25.5 42.8 36.9 24.9 17.9 32.9 25.5
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 24, 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 : 213,595: 43,737 21,332 26,189 104,058 141,591 173,984 189,112: 39,611 24,483
Old : 133,322: 35,215 15,701 11,705 58,110 86,373 105,030 113,779: 28,292 19,543
Other: 80,273: 13,931 11,040 9,075 45,948 55,218 68,954 75,333: 11,319 4,940
: : :
: : Changes in Commitments from: April 17, 2007 :
: -6,716: -2,525 532 -3,077 806 -2,518 -4,796 -5,063: -1,920 -1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 10.0 12.3 48.7 66.3 81.5 88.5: 18.5 11.5
Old : 100.0: 26.4 11.8 8.8 43.6 64.8 78.8 85.3: 21.2 14.7
Other: 100.0: 17.4 13.8 11.3 57.2 68.8 85.9 93.8: 14.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 51 29 43 58 60 135 123:
Old : 160: 52 30 31 52 51 120 103:
Other: 109: 33 18 24 38 36 82 69:
:----------------------------------------------------------------------------------------------------
: 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 34.2 35.5 49.2 24.9 32.8 34.0 45.8
Old : 18.3 34.6 29.0 47.7 17.1 34.3 27.4 45.8
Other: 41.7 43.4 53.3 55.4 41.4 41.7 51.1 52.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 24, 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 : 15,873: 4,172 1,620 1,578 7,005 11,110 12,755 14,308: 3,118 1,565
Old : 7,107: 1,257 1,887 422 3,947 3,776 5,626 6,085: 1,481 1,022
Other: 8,766: 3,236 54 835 3,058 7,334 7,129 8,223: 1,637 543
: : :
: : Changes in Commitments from: April 17, 2007 :
: -56: -156 367 37 260 -337 141 67: -197 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 10.2 9.9 44.1 70.0 80.4 90.1: 19.6 9.9
Old : 100.0: 17.7 26.6 5.9 55.5 53.1 79.2 85.6: 20.8 14.4
Other: 100.0: 36.9 0.6 9.5 34.9 83.7 81.3 93.8: 18.7 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 22 10 11 27 18 53 36:
Old : 59: 16 11 6 19 15 37 31:
Other: 44: 16 2 7 16 12 33 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 54.6 35.2 68.0 20.0 46.1 31.5 58.4
Old : 24.4 45.7 39.6 60.7 24.4 45.7 39.6 60.5
Other: 34.4 69.2 54.6 85.8 31.4 57.7 45.9 69.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 24, 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 : 1,018,643: 162,876 353,097 8,712 711,351 572,829 882,939 934,638: 135,704 84,005
Old : 1,018,643: 162,876 353,097 8,712 711,351 572,829 882,939 934,638: 135,704 84,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 23,076: 9,143 58,222 -5,215 21,444 -29,670 25,372 23,337: -2,296 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 34.7 0.9 69.8 56.2 86.7 91.8: 13.3 8.2
Old : 100.0: 16.0 34.7 0.9 69.8 56.2 86.7 91.8: 13.3 8.2
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 : 213: 45 37 16 93 77 145 123:
Old : 213: 45 37 16 93 77 145 123:
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 : 22.8 31.0 33.0 45.3 22.2 29.9 32.0 42.8
Old : 22.8 31.0 33.0 45.3 22.2 29.9 32.0 42.8
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 24, 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 : 2,619,188: 738,371 323,265 86,133 1,502,538 1,777,570 2,327,042 2,186,968: 292,146 432,220
Old : 2,619,188: 738,371 323,265 86,133 1,502,538 1,777,570 2,327,042 2,186,968: 292,146 432,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 27,836: -6,942 -16,444 13,808 2,490 35,503 9,356 32,867: 18,480 -5,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.3 3.3 57.4 67.9 88.8 83.5: 11.2 16.5
Old : 100.0: 28.2 12.3 3.3 57.4 67.9 88.8 83.5: 11.2 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 50 67 47 114 123 188 213:
Old : 286: 50 67 47 114 123 188 213:
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 : 29.0 30.0 40.4 41.1 24.8 25.1 35.9 33.8
Old : 29.0 30.0 40.4 41.1 24.8 25.1 35.9 33.8
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 24, 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 : 1,704,125: 249,697 400,250 56,007 1,137,575 1,004,831 1,443,279 1,461,088: 260,846 243,037
Old : 1,704,125: 249,697 400,250 56,007 1,137,575 1,004,831 1,443,279 1,461,088: 260,846 243,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 113,993: 38,795 48,905 21,137 45,861 66,258 105,793 136,300: 8,200 -22,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 23.5 3.3 66.8 59.0 84.7 85.7: 15.3 14.3
Old : 100.0: 14.7 23.5 3.3 66.8 59.0 84.7 85.7: 15.3 14.3
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 : 203: 41 39 25 90 84 145 134:
Old : 203: 41 39 25 90 84 145 134:
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 29.3 38.2 40.5 21.4 25.9 28.9 34.3
Old : 27.8 29.3 38.2 40.5 21.4 25.9 28.9 34.3
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 24, 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 : 618,853: 150,580 197,767 70,298 368,598 324,168 589,476 592,233: 29,377 26,620
Old : 618,853: 150,580 197,767 70,298 368,598 324,168 589,476 592,233: 29,377 26,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 22,204: -2,057 -4,334 -4,281 30,562 25,735 24,224 17,120: -2,020 5,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 32.0 11.4 59.6 52.4 95.3 95.7: 4.7 4.3
Old : 100.0: 24.3 32.0 11.4 59.6 52.4 95.3 95.7: 4.7 4.3
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 : 138: 36 31 34 62 49 117 96:
Old : 138: 36 31 34 62 49 117 96:
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 : 33.1 37.4 45.5 53.1 31.6 34.3 41.7 43.4
Old : 33.1 37.4 45.5 53.1 31.6 34.3 41.7 43.4
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 24, 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 : 32,194: 11,022 4,385 807 1,722 19,400 13,551 24,592: 18,643 7,602
Old : 32,194: 11,022 4,385 807 1,722 19,400 13,551 24,592: 18,643 7,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 423: -1,129 1,895 204 -167 -3,140 -1,092 -1,041: 1,515 1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 13.6 2.5 5.3 60.3 42.1 76.4: 57.9 23.6
Old : 100.0: 34.2 13.6 2.5 5.3 60.3 42.1 76.4: 57.9 23.6
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 : 47: 19 12 3 5 14 27 26:
Old : 47: 19 12 3 5 14 27 26:
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 : 15.1 38.2 24.5 54.3 15.1 37.3 23.7 53.4
Old : 15.1 38.2 24.5 54.3 15.1 37.3 23.7 53.4
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 24, 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 : 42,484: 18,451 6,481 49 17,053 28,723 35,553 35,253: 6,931 7,231
Old : 42,484: 18,451 6,481 49 17,053 28,723 35,553 35,253: 6,931 7,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,400: 2,249 -117 3 79 716 2,331 602: -931 798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 15.3 0.1 40.1 67.6 83.7 83.0: 16.3 17.0
Old : 100.0: 43.4 15.3 0.1 40.1 67.6 83.7 83.0: 16.3 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 : 69: 30 12 4 17 14 48 29:
Old : 69: 30 12 4 17 14 48 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 : 26.7 46.0 45.0 62.6 26.0 46.0 44.1 62.6
Old : 26.7 46.0 45.0 62.6 26.0 46.0 44.1 62.6
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 24, 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 : 102,444: 47,722 43,379 444 40,870 33,055 89,036 76,878: 13,408 25,566
Old : 102,444: 47,722 43,379 444 40,870 33,055 89,036 76,878: 13,408 25,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 16,871: 4,320 10,874 -79 13,124 2,218 17,365 13,013: -494 3,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 42.3 0.4 39.9 32.3 86.9 75.0: 13.1 25.0
Old : 100.0: 46.6 42.3 0.4 39.9 32.3 86.9 75.0: 13.1 25.0
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 : 124: 34 53 3 21 23 58 76:
Old : 124: 34 53 3 21 23 58 76:
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 : 47.2 24.1 57.7 36.3 47.2 24.1 57.7 36.2
Old : 47.2 24.1 57.7 36.3 47.2 24.1 57.7 36.2
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 24, 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 : 46,181: 2,346 16,037 337 43,212 27,822 45,895 44,196: 286 1,985
Old : 46,181: 2,346 16,037 337 43,212 27,822 45,895 44,196: 286 1,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -72: 86 -294 4 -171 255 -81 -35: 9 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 34.7 0.7 93.6 60.2 99.4 95.7: 0.6 4.3
Old : 100.0: 5.1 34.7 0.7 93.6 60.2 99.4 95.7: 0.6 4.3
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 : 37: 7 13 3 14 9 22 24:
Old : 37: 7 13 3 14 9 22 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 : 71.5 82.7 89.5 90.3 71.4 74.4 84.5 82.0
Old : 71.5 82.7 89.5 90.3 71.4 74.4 84.5 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007