WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 9, 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 : 456,434: 69,455 62,589 94,117 258,821 239,927 422,393 396,633: 34,041 59,801
Old : 281,657: 53,574 78,466 28,508 178,784 145,965 260,866 252,939: 20,791 28,718
Other: 174,777: 64,505 32,747 16,985 80,037 93,962 161,527 143,694: 13,250 31,083
: : :
: : Changes in Commitments from: January 3, 2007 :
: 6,691: -5,938 1,098 8,615 3,622 -2,405 6,299 7,308: 392 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.7 20.6 56.7 52.6 92.5 86.9: 7.5 13.1
Old : 100.0: 19.0 27.9 10.1 63.5 51.8 92.6 89.8: 7.4 10.2
Other: 100.0: 36.9 18.7 9.7 45.8 53.8 92.4 82.2: 7.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 102 108 123 71 101 259 271:
Old : 319: 98 110 73 51 83 193 229:
Other: 238: 70 64 42 47 87 142 172:
:----------------------------------------------------------------------------------------------------
: 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 19.1 36.7 28.2 24.1 12.4 35.2 18.1
Old : 37.9 21.9 51.6 33.4 37.8 20.7 51.4 31.3
Other: 30.0 23.9 45.4 32.8 28.9 19.1 39.4 25.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 9, 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 : 1,404,842: 359,712 79,786 216,239 681,494 842,390 1,257,445 1,138,415: 147,397 266,427
Old : 948,837: 218,550 117,251 105,033 519,607 551,460 843,190 773,744: 105,647 175,093
Other: 456,005: 221,139 42,512 31,229 161,887 290,930 414,255 364,671: 41,750 91,334
: : :
: : Changes in Commitments from: January 3, 2007 :
: -6,777: -12,797 7,792 9,996 4,520 -23,033 1,719 -5,245: -8,496 -1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.7 15.4 48.5 60.0 89.5 81.0: 10.5 19.0
Old : 100.0: 23.0 12.4 11.1 54.8 58.1 88.9 81.5: 11.1 18.5
Other: 100.0: 48.5 9.3 6.8 35.5 63.8 90.8 80.0: 9.2 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 194 105 159 228 331 497 543:
Old : 701: 168 123 128 212 315 448 515:
Other: 534: 122 62 40 122 290 260 378:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 16.5 25.4 22.7 15.6 15.5 23.6 20.5
Old : 20.2 14.7 30.6 21.3 20.2 13.2 30.5 19.0
Other: 22.7 26.1 33.5 32.9 22.5 23.5 33.3 30.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 9, 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 : 14,718: 4,680 81 377 6,337 12,404 11,394 12,862: 3,324 1,856
Old : 9,753: 3,623 306 139 3,764 7,936 7,526 8,381: 2,227 1,372
Other: 4,965: 1,282 0 13 2,573 4,468 3,868 4,481: 1,097 484
: : :
: : Changes in Commitments from: January 3, 2007 :
: -217: -371 -14 -15 528 -185 142 -214: -359 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 0.6 2.6 43.1 84.3 77.4 87.4: 22.6 12.6
Old : 100.0: 37.1 3.1 1.4 38.6 81.4 77.2 85.9: 22.8 14.1
Other: 100.0: 25.8 0.0 0.3 51.8 90.0 77.9 90.3: 22.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 29 2 7 13 13 44 21:
Old : 46: 21 6 4 9 13 32 21:
Other: 26: 13 0 2 9 7 22 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 : 29.4 56.1 41.4 76.3 29.4 50.8 39.6 69.3
Old : 33.7 56.9 49.1 74.9 33.7 56.5 49.1 73.3
Other: 45.9 73.7 60.4 90.2 45.8 72.3 60.3 88.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 9, 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 : 391,999: 104,630 38,494 62,623 177,355 215,736 344,608 316,853: 47,391 75,146
Old : 304,562: 76,600 58,654 23,743 166,223 163,725 266,566 246,122: 37,996 58,440
Other: 87,437: 59,221 11,031 7,689 11,132 52,011 78,042 70,731: 9,395 16,706
: : :
: : Changes in Commitments from: January 3, 2007 :
: -6,485: -2,140 3,006 -2,489 -564 -7,439 -5,193 -6,922: -1,292 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.8 16.0 45.2 55.0 87.9 80.8: 12.1 19.2
Old : 100.0: 25.2 19.3 7.8 54.6 53.8 87.5 80.8: 12.5 19.2
Other: 100.0: 67.7 12.6 8.8 12.7 59.5 89.3 80.9: 10.7 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 118 70 97 87 133 261 266:
Old : 358: 116 74 76 83 123 238 242:
Other: 216: 57 45 18 24 93 93 148:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 21.3 31.3 31.0 20.0 18.5 30.0 26.8
Old : 26.2 21.1 37.5 30.1 26.2 20.7 35.7 29.0
Other: 30.8 38.9 51.8 50.3 30.2 38.6 49.9 45.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 9, 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 : 255,496: 66,054 16,772 34,535 125,480 182,351 226,069 233,658: 29,427 21,838
Old : 226,949: 63,444 21,339 15,400 120,262 170,161 199,106 206,900: 27,843 20,049
Other: 28,547: 16,724 9,547 5,021 5,218 12,190 26,963 26,758: 1,584 1,789
: : :
: : Changes in Commitments from: January 3, 2007 :
: -4,685: -2,297 2,419 -1,613 974 -5,368 -2,936 -4,562: -1,749 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 6.6 13.5 49.1 71.4 88.5 91.5: 11.5 8.5
Old : 100.0: 28.0 9.4 6.8 53.0 75.0 87.7 91.2: 12.3 8.8
Other: 100.0: 58.6 33.4 17.6 18.3 42.7 94.5 93.7: 5.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 73 20 36 58 54 153 102:
Old : 181: 76 26 30 56 54 146 99:
Other: 65: 18 17 8 21 15 44 37:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 40.8 29.1 52.4 19.1 38.9 26.2 46.4
Old : 21.3 42.2 30.2 54.4 20.9 40.4 28.4 48.1
Other: 36.1 58.6 60.0 73.6 31.5 53.7 55.2 64.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 9, 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 : 782,871: 117,737 170,404 10,678 526,900 436,211 655,315 617,293: 127,556 165,578
Old : 782,871: 117,737 170,404 10,678 526,900 436,211 655,315 617,293: 127,556 165,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 14,102: 10,878 -6,517 4,136 -4,338 9,635 10,676 7,254: 3,426 6,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.8 1.4 67.3 55.7 83.7 78.8: 16.3 21.2
Old : 100.0: 15.0 21.8 1.4 67.3 55.7 83.7 78.8: 16.3 21.2
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 : 177: 35 41 20 69 73 118 120:
Old : 177: 35 41 20 69 73 118 120:
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 : 24.6 32.7 34.0 42.7 22.0 28.6 29.9 37.5
Old : 24.6 32.7 34.0 42.7 22.0 28.6 29.9 37.5
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, January 9, 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 : 189,991: 36,119 23,521 24,629 99,847 122,677 160,595 170,827: 29,396 19,164
Old : 171,897: 38,293 21,800 15,493 90,788 117,396 144,574 154,689: 27,323 17,208
Other: 18,094: 4,430 8,325 2,532 9,059 5,281 16,021 16,138: 2,073 1,956
: : :
: : Changes in Commitments from: January 3, 2007 :
: -1,820: -3,108 342 -311 1,353 -3,047 -2,066 -3,016: 246 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 12.4 13.0 52.6 64.6 84.5 89.9: 15.5 10.1
Old : 100.0: 22.3 12.7 9.0 52.8 68.3 84.1 90.0: 15.9 10.0
Other: 100.0: 24.5 46.0 14.0 50.1 29.2 88.5 89.2: 11.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 52 30 45 53 48 135 110:
Old : 164: 62 29 41 52 45 132 105:
Other: 67: 14 19 10 26 17 46 40:
:----------------------------------------------------------------------------------------------------
: 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 41.8 38.2 53.8 30.0 39.6 36.5 51.6
Old : 30.7 44.2 38.9 56.7 29.8 42.4 37.1 54.9
Other: 41.4 45.6 57.4 60.3 39.9 45.6 55.6 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 9, 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 : 15,437: 4,743 736 669 6,921 13,259 12,333 14,664: 3,104 773
Old : 13,517: 4,545 755 525 5,792 11,537 10,862 12,817: 2,655 700
Other: 1,920: 297 80 45 1,129 1,722 1,471 1,847: 449 73
: : :
: : Changes in Commitments from: January 3, 2007 :
: 731: 477 -408 -203 135 1,373 409 762: 322 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.8 4.3 44.8 85.9 79.9 95.0: 20.1 5.0
Old : 100.0: 33.6 5.6 3.9 42.8 85.4 80.4 94.8: 19.6 5.2
Other: 100.0: 15.5 4.2 2.3 58.8 89.7 76.6 96.2: 23.4 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 26 6 7 28 22 57 32:
Old : 68: 26 5 6 25 22 52 32:
Other: 28: 7 3 2 10 11 18 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 : 21.5 58.5 35.4 73.6 20.2 54.1 34.0 68.2
Old : 22.5 58.1 37.3 73.1 21.0 58.0 35.9 72.1
Other: 50.0 71.5 65.7 88.7 25.6 38.6 35.0 52.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 9, 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 : 779,425: 140,229 219,066 3,022 492,221 425,792 635,472 647,880: 143,953 131,545
Old : 779,425: 140,229 219,066 3,022 492,221 425,792 635,472 647,880: 143,953 131,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 35,149: 9,697 22,564 -71 11,388 6,953 21,014 29,446: 14,135 5,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.1 0.4 63.2 54.6 81.5 83.1: 18.5 16.9
Old : 100.0: 18.0 28.1 0.4 63.2 54.6 81.5 83.1: 18.5 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 : 172: 44 29 8 73 63 119 98:
Old : 172: 44 29 8 73 63 119 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 : 27.0 22.3 35.8 34.5 26.5 22.2 35.1 33.0
Old : 27.0 22.3 35.8 34.5 26.5 22.2 35.1 33.0
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 9, 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 : 2,296,061: 626,468 325,063 61,172 1,336,734 1,518,644 2,024,374 1,904,879: 271,687 391,182
Old : 2,296,061: 626,468 325,063 61,172 1,336,734 1,518,644 2,024,374 1,904,879: 271,687 391,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 38,790: -3,175 29,191 -7,106 51,693 8,155 41,412 30,240: -2,622 8,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 14.2 2.7 58.2 66.1 88.2 83.0: 11.8 17.0
Old : 100.0: 27.3 14.2 2.7 58.2 66.1 88.2 83.0: 11.8 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 : 278: 63 63 31 106 116 179 200:
Old : 278: 63 63 31 106 116 179 200:
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 : 26.4 27.5 40.1 38.5 19.1 25.7 31.5 35.3
Old : 26.4 27.5 40.1 38.5 19.1 25.7 31.5 35.3
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 9, 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 : 1,420,540: 209,069 233,770 18,674 969,574 890,886 1,197,317 1,143,330: 223,223 277,210
Old : 1,420,540: 209,069 233,770 18,674 969,574 890,886 1,197,317 1,143,330: 223,223 277,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 56,853: 22,388 -9,868 -3,011 54,559 52,713 73,936 39,834: -17,083 17,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.5 1.3 68.3 62.7 84.3 80.5: 15.7 19.5
Old : 100.0: 14.7 16.5 1.3 68.3 62.7 84.3 80.5: 15.7 19.5
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 : 186: 41 30 18 82 79 131 119:
Old : 186: 41 30 18 82 79 131 119:
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 : 28.2 31.5 40.0 41.1 24.2 30.2 31.9 37.4
Old : 28.2 31.5 40.0 41.1 24.2 30.2 31.9 37.4
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 9, 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 : 351,769: 81,651 67,389 54,453 181,848 207,324 317,952 329,166: 33,817 22,603
Old : 351,769: 81,651 67,389 54,453 181,848 207,324 317,952 329,166: 33,817 22,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 27,817: 2,642 -3,806 11,485 10,137 18,962 24,264 26,641: 3,553 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 19.2 15.5 51.7 58.9 90.4 93.6: 9.6 6.4
Old : 100.0: 23.2 19.2 15.5 51.7 58.9 90.4 93.6: 9.6 6.4
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 : 118: 28 31 38 47 44 94 95:
Old : 118: 28 31 38 47 44 94 95:
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 : 29.5 23.8 42.4 36.1 24.6 20.3 34.7 30.0
Old : 29.5 23.8 42.4 36.1 24.6 20.3 34.7 30.0
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 9, 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 : 9,537: 2,397 716 401 867 6,058 3,665 7,175: 5,872 2,362
Old : 9,537: 2,397 716 401 867 6,058 3,665 7,175: 5,872 2,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -1,441: 103 -349 -6 71 50 168 -305: -1,609 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.5 4.2 9.1 63.5 38.4 75.2: 61.6 24.8
Old : 100.0: 25.1 7.5 4.2 9.1 63.5 38.4 75.2: 61.6 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 3 1 3 10 10 14:
Old : 21: 7 3 1 3 10 10 14:
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 : 21.8 45.1 36.3 61.9 19.9 45.1 29.9 60.4
Old : 21.8 45.1 36.3 61.9 19.9 45.1 29.9 60.4
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, January 9, 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 : 37,605: 7,787 6,523 1,021 8,816 19,768 17,624 27,312: 19,981 10,293
Old : 37,605: 7,787 6,523 1,021 8,816 19,768 17,624 27,312: 19,981 10,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -6,966: -6,219 1,178 -40 2,997 -8,142 -3,262 -7,004: -3,704 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.3 2.7 23.4 52.6 46.9 72.6: 53.1 27.4
Old : 100.0: 20.7 17.3 2.7 23.4 52.6 46.9 72.6: 53.1 27.4
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 : 51: 16 14 7 13 15 31 34:
Old : 51: 16 14 7 13 15 31 34:
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 : 15.9 28.4 27.2 44.3 14.6 27.5 25.9 41.4
Old : 15.9 28.4 27.2 44.3 14.6 27.5 25.9 41.4
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, January 9, 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 : 66,717: 24,775 7,424 27 18,587 51,416 43,389 58,867: 23,328 7,850
Old : 66,717: 24,775 7,424 27 18,587 51,416 43,389 58,867: 23,328 7,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,241: 390 727 1 -1,581 -148 -1,190 580: 3,431 1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 11.1 0.0 27.9 77.1 65.0 88.2: 35.0 11.8
Old : 100.0: 37.1 11.1 0.0 27.9 77.1 65.0 88.2: 35.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 22 15 3 16 13 39 30:
Old : 64: 22 15 3 16 13 39 30:
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 : 26.4 57.4 40.3 74.3 26.4 57.4 40.3 74.3
Old : 26.4 57.4 40.3 74.3 26.4 57.4 40.3 74.3
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 9, 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 : 107,458: 42,555 49,732 697 53,122 12,609 96,374 63,038: 11,084 44,420
Old : 107,458: 42,555 49,732 697 53,122 12,609 96,374 63,038: 11,084 44,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,904: 307 3,911 -105 1,753 -3,762 1,955 44: -51 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 46.3 0.6 49.4 11.7 89.7 58.7: 10.3 41.3
Old : 100.0: 39.6 46.3 0.6 49.4 11.7 89.7 58.7: 10.3 41.3
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 : 93: 31 32 1 20 15 51 48:
Old : 93: 31 32 1 20 15 51 48:
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 : 51.2 27.5 63.6 35.7 50.5 27.5 62.9 35.5
Old : 51.2 27.5 63.6 35.7 50.5 27.5 62.9 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 9, 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 : 45,266: 2,615 15,430 393 42,022 28,938 45,030 44,761: 236 505
Old : 45,266: 2,615 15,430 393 42,022 28,938 45,030 44,761: 236 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -412: -583 -103 0 73 -598 -510 -701: 98 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 34.1 0.9 92.8 63.9 99.5 98.9: 0.5 1.1
Old : 100.0: 5.8 34.1 0.9 92.8 63.9 99.5 98.9: 0.5 1.1
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 : 38: 8 12 2 11 11 20 24:
Old : 38: 8 12 2 11 11 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 : 79.2 87.2 92.7 93.7 75.7 79.3 86.4 85.7
Old : 79.2 87.2 92.7 93.7 75.7 79.3 86.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2007