WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 16, 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 : 447,758: 65,785 61,080 98,657 250,520 227,800 414,962 387,537: 32,796 60,221
Old : 268,754: 51,594 73,347 32,337 165,224 135,698 249,155 241,382: 19,599 27,372
Other: 179,004: 61,941 35,483 18,570 85,296 92,102 165,807 146,155: 13,197 32,849
: : :
: : Changes in Commitments from: January 9, 2007 :
: -8,676: -3,670 -1,509 4,540 -8,301 -12,127 -7,431 -9,096: -1,245 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 13.6 22.0 55.9 50.9 92.7 86.6: 7.3 13.4
Old : 100.0: 19.2 27.3 12.0 61.5 50.5 92.7 89.8: 7.3 10.2
Other: 100.0: 34.6 19.8 10.4 47.7 51.5 92.6 81.6: 7.4 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 95 109 125 71 106 258 274:
Old : 313: 96 105 69 49 86 187 224:
Other: 251: 69 73 43 49 91 147 181:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 18.5 34.6 27.6 21.9 11.2 32.8 16.4
Old : 35.2 21.6 48.7 33.0 35.1 19.9 48.4 31.1
Other: 28.7 23.2 43.9 30.9 27.3 17.5 37.5 23.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 16, 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 : 1,450,684: 398,189 75,338 220,845 657,780 879,482 1,276,814 1,175,665: 173,870 275,019
Old : 966,411: 242,549 109,420 112,537 491,153 568,944 846,239 790,901: 120,172 175,510
Other: 484,273: 232,834 43,112 31,114 166,627 310,538 430,575 384,764: 53,698 99,509
: : :
: : Changes in Commitments from: January 9, 2007 :
: 45,842: 38,477 -4,448 4,606 -23,714 37,092 19,369 37,250: 26,473 8,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 5.2 15.2 45.3 60.6 88.0 81.0: 12.0 19.0
Old : 100.0: 25.1 11.3 11.6 50.8 58.9 87.6 81.8: 12.4 18.2
Other: 100.0: 48.1 8.9 6.4 34.4 64.1 88.9 79.5: 11.1 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 769: 244 95 180 245 337 559 564:
Old : 740: 210 115 145 222 323 499 531:
Other: 577: 138 79 48 130 294 290 400:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 16.2 23.0 22.0 13.4 15.2 21.2 20.0
Old : 17.5 14.5 26.4 21.1 17.5 13.3 26.4 19.1
Other: 21.7 23.0 31.9 30.1 21.7 20.9 31.5 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 16, 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 : 15,491: 4,849 104 354 6,987 13,286 12,190 13,744: 3,301 1,747
Old : 9,316: 3,343 297 55 3,831 7,715 7,229 8,067: 2,087 1,249
Other: 6,175: 1,699 0 106 3,156 5,571 4,961 5,677: 1,214 498
: : :
: : Changes in Commitments from: January 9, 2007 :
: 773: 169 23 -23 650 882 796 882: -23 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 0.7 2.3 45.1 85.8 78.7 88.7: 21.3 11.3
Old : 100.0: 35.9 3.2 0.6 41.1 82.8 77.6 86.6: 22.4 13.4
Other: 100.0: 27.5 0.0 1.7 51.1 90.2 80.3 91.9: 19.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 3 8 13 14 41 23:
Old : 42: 15 8 4 10 13 29 21:
Other: 27: 13 0 3 9 9 23 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 53.5 43.2 77.9 28.2 46.6 37.8 68.5
Old : 35.4 55.1 51.3 74.2 35.4 54.4 51.3 72.6
Other: 46.1 75.1 62.6 91.4 46.1 74.0 62.5 88.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 16, 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 : 416,414: 114,828 42,095 63,198 180,928 229,381 358,954 334,674: 57,460 81,740
Old : 320,942: 83,762 62,201 24,245 167,813 172,779 275,820 259,225: 45,122 61,717
Other: 95,472: 61,245 10,073 8,774 13,115 56,602 83,134 75,449: 12,338 20,023
: : :
: : Changes in Commitments from: January 9, 2007 :
: 24,415: 10,198 3,601 575 3,573 13,645 14,346 17,821: 10,069 6,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 10.1 15.2 43.4 55.1 86.2 80.4: 13.8 19.6
Old : 100.0: 26.1 19.4 7.6 52.3 53.8 85.9 80.8: 14.1 19.2
Other: 100.0: 64.1 10.6 9.2 13.7 59.3 87.1 79.0: 12.9 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 130 81 103 92 132 281 277:
Old : 383: 129 85 83 85 123 258 255:
Other: 223: 63 44 16 31 95 102 148:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 22.1 29.6 31.9 18.8 18.5 28.5 27.6
Old : 25.3 21.8 35.6 31.1 25.3 20.0 34.3 28.5
Other: 28.6 36.9 48.0 47.9 28.5 35.1 46.6 42.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,346: 9,263 1,453 1,380 26 968 10,669 3,801: 2,677 9,545
Old : 8,486: 5,220 1,688 954 26 942 6,200 3,584: 2,286 4,902
Other: 4,860: 4,457 179 12 0 26 4,469 217: 391 4,643
: : :
: : Changes in Commitments from: January 9, 2007 :
: 2,179: 1,802 102 -29 8 -77 1,781 -4: 398 2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 10.9 10.3 0.2 7.3 79.9 28.5: 20.1 71.5
Old : 100.0: 61.5 19.9 11.2 0.3 11.1 73.1 42.2: 26.9 57.8
Other: 100.0: 91.7 3.7 0.2 0.0 0.5 92.0 4.5: 8.0 95.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 7 11 1 3 18 19:
Old : 25: 15 7 11 1 3 18 19:
Other: 13: 10 2 3 0 1 10 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 13.5 63.3 20.6 45.0 10.7 59.3 16.4
Old : 36.2 20.9 51.6 32.1 34.8 17.7 48.3 27.4
Other: 80.9 4.4 91.0 4.5 80.7 4.2 90.8 4.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 16, 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 : 252,375: 62,961 14,413 37,590 121,454 178,114 222,005 230,117: 30,370 22,258
Old : 221,198: 61,728 21,576 17,331 113,919 162,147 192,978 201,054: 28,220 20,144
Other: 31,177: 17,625 9,229 3,867 7,535 15,967 29,027 29,063: 2,150 2,114
: : :
: : Changes in Commitments from: January 9, 2007 :
: -3,121: -3,093 -2,359 3,055 -4,026 -4,237 -4,064 -3,541: 943 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.7 14.9 48.1 70.6 88.0 91.2: 12.0 8.8
Old : 100.0: 27.9 9.8 7.8 51.5 73.3 87.2 90.9: 12.8 9.1
Other: 100.0: 56.5 29.6 12.4 24.2 51.2 93.1 93.2: 6.9 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 75 21 38 59 54 156 106:
Old : 184: 75 30 30 57 54 148 102:
Other: 63: 21 14 10 21 16 46 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 : 18.4 41.2 27.4 52.7 18.0 38.5 24.7 47.3
Old : 19.8 42.0 28.0 53.5 19.7 39.5 27.1 48.3
Other: 32.3 63.3 56.0 77.7 28.0 59.2 51.6 69.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 16, 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 : 793,340: 125,473 192,468 7,949 548,129 430,233 681,551 630,650: 111,789 162,690
Old : 793,340: 125,473 192,468 7,949 548,129 430,233 681,551 630,650: 111,789 162,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 10,469: 7,736 22,064 -2,729 21,229 -5,978 26,236 13,357: -15,767 -2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.3 1.0 69.1 54.2 85.9 79.5: 14.1 20.5
Old : 100.0: 15.8 24.3 1.0 69.1 54.2 85.9 79.5: 14.1 20.5
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 : 184: 33 49 21 70 73 118 128:
Old : 184: 33 49 21 70 73 118 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 32.4 35.0 41.9 22.6 27.9 30.4 36.7
Old : 25.2 32.4 35.0 41.9 22.6 27.9 30.4 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 16, 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 : 197,787: 43,002 22,419 22,345 99,016 134,160 164,363 178,924: 33,424 18,863
Old : 177,751: 43,477 21,160 13,846 89,852 126,557 147,175 161,563: 30,576 16,188
Other: 20,036: 5,993 7,727 2,031 9,164 7,603 17,188 17,361: 2,848 2,675
: : :
: : Changes in Commitments from: January 9, 2007 :
: 7,796: 6,883 -1,102 -2,284 -831 11,483 3,768 8,097: 4,028 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 11.3 11.3 50.1 67.8 83.1 90.5: 16.9 9.5
Old : 100.0: 24.5 11.9 7.8 50.5 71.2 82.8 90.9: 17.2 9.1
Other: 100.0: 29.9 38.6 10.1 45.7 37.9 85.8 86.6: 14.2 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 65 29 42 52 45 147 100:
Old : 173: 74 28 39 52 42 145 96:
Other: 71: 15 18 9 25 20 46 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 44.8 35.6 56.8 26.8 43.1 34.1 55.1
Old : 27.7 47.5 36.0 59.5 27.1 46.1 34.3 58.0
Other: 37.5 41.1 52.9 56.1 37.5 41.1 52.6 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 16, 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 : 17,242: 6,082 424 812 6,886 15,050 13,780 16,286: 3,462 956
Old : 14,609: 5,440 447 623 5,657 12,661 11,720 13,731: 2,889 878
Other: 2,633: 698 33 133 1,229 2,389 2,060 2,555: 573 78
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,805: 1,339 -312 143 -35 1,791 1,447 1,622: 358 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 2.5 4.7 39.9 87.3 79.9 94.5: 20.1 5.5
Old : 100.0: 37.2 3.1 4.3 38.7 86.7 80.2 94.0: 19.8 6.0
Other: 100.0: 26.5 1.3 5.1 46.7 90.7 78.2 97.0: 21.8 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 30 6 7 28 22 62 31:
Old : 70: 28 6 7 24 22 56 31:
Other: 30: 10 2 4 11 11 21 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 : 18.4 59.5 30.8 75.9 17.2 54.4 29.5 69.6
Old : 19.8 59.3 33.2 75.1 18.4 57.8 31.8 72.2
Other: 46.7 72.9 62.9 90.5 30.2 46.9 41.5 63.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 16, 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 : 755,422: 131,327 221,434 4,021 500,812 421,678 636,160 647,133: 119,262 108,289
Old : 755,422: 131,327 221,434 4,021 500,812 421,678 636,160 647,133: 119,262 108,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -24,003: -8,902 2,368 999 8,591 -4,114 688 -747: -24,691 -23,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 29.3 0.5 66.3 55.8 84.2 85.7: 15.8 14.3
Old : 100.0: 17.4 29.3 0.5 66.3 55.8 84.2 85.7: 15.8 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 : 181: 43 35 12 78 65 125 108:
Old : 181: 43 35 12 78 65 125 108:
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 : 26.6 21.7 37.9 34.2 26.1 21.7 37.4 32.8
Old : 26.6 21.7 37.9 34.2 26.1 21.7 37.4 32.8
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, January 16, 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 : 2,314,838: 633,438 344,081 63,908 1,326,744 1,472,781 2,024,090 1,880,770: 290,748 434,068
Old : 2,314,838: 633,438 344,081 63,908 1,326,744 1,472,781 2,024,090 1,880,770: 290,748 434,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 18,777: 6,970 19,018 2,736 -9,990 -45,863 -284 -24,109: 19,061 42,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 14.9 2.8 57.3 63.6 87.4 81.2: 12.6 18.8
Old : 100.0: 27.4 14.9 2.8 57.3 63.6 87.4 81.2: 12.6 18.8
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 : 285: 66 62 35 108 118 186 203:
Old : 285: 66 62 35 108 118 186 203:
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 : 26.2 23.8 39.8 34.9 17.7 22.0 30.2 31.6
Old : 26.2 23.8 39.8 34.9 17.7 22.0 30.2 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 16, 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 : 1,457,317: 220,353 234,001 20,478 1,006,251 911,985 1,247,082 1,166,464: 210,235 290,853
Old : 1,457,317: 220,353 234,001 20,478 1,006,251 911,985 1,247,082 1,166,464: 210,235 290,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 36,777: 11,284 231 1,804 36,677 21,099 49,765 23,134: -12,988 13,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.1 1.4 69.0 62.6 85.6 80.0: 14.4 20.0
Old : 100.0: 15.1 16.1 1.4 69.0 62.6 85.6 80.0: 14.4 20.0
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 : 196: 43 34 21 80 84 133 129:
Old : 196: 43 34 21 80 84 133 129:
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 : 28.9 30.6 41.1 40.4 25.6 29.1 33.1 35.8
Old : 28.9 30.6 41.1 40.4 25.6 29.1 33.1 35.8
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, January 16, 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 : 378,003: 92,645 62,559 64,326 189,620 231,011 346,591 357,896: 31,412 20,107
Old : 378,003: 92,645 62,559 64,326 189,620 231,011 346,591 357,896: 31,412 20,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 26,234: 10,994 -4,830 9,873 7,772 23,687 28,639 28,730: -2,405 -2,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 16.5 17.0 50.2 61.1 91.7 94.7: 8.3 5.3
Old : 100.0: 24.5 16.5 17.0 50.2 61.1 91.7 94.7: 8.3 5.3
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 : 122: 30 27 38 52 46 100 95:
Old : 122: 30 27 38 52 46 100 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 : 30.5 24.5 43.3 36.8 26.4 19.7 36.2 28.9
Old : 30.5 24.5 43.3 36.8 26.4 19.7 36.2 28.9
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 16, 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 : 9,833: 2,804 531 175 767 5,881 3,746 6,587: 6,087 3,246
Old : 9,833: 2,804 531 175 767 5,881 3,746 6,587: 6,087 3,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 296: 407 -185 -226 -100 -177 81 -588: 215 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.4 1.8 7.8 59.8 38.1 67.0: 61.9 33.0
Old : 100.0: 28.5 5.4 1.8 7.8 59.8 38.1 67.0: 61.9 33.0
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 : 21: 9 2 1 3 9 12 12:
Old : 21: 9 2 1 3 9 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 45.4 32.2 58.5 18.0 45.4 28.5 58.5
Old : 19.1 45.4 32.2 58.5 18.0 45.4 28.5 58.5
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, January 16, 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 : 38,599: 8,954 5,688 1,369 9,474 20,161 19,797 27,218: 18,802 11,381
Old : 38,599: 8,954 5,688 1,369 9,474 20,161 19,797 27,218: 18,802 11,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 994: 1,167 -835 348 658 393 2,173 -94: -1,179 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.7 3.5 24.5 52.2 51.3 70.5: 48.7 29.5
Old : 100.0: 23.2 14.7 3.5 24.5 52.2 51.3 70.5: 48.7 29.5
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 : 59: 20 15 8 14 16 36 37:
Old : 59: 20 15 8 14 16 36 37:
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 28.3 26.0 42.3 14.6 25.1 23.6 39.2
Old : 15.9 28.3 26.0 42.3 14.6 25.1 23.6 39.2
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 16, 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 : 66,534: 25,565 5,611 42 18,902 53,947 44,509 59,600: 22,025 6,934
Old : 66,534: 25,565 5,611 42 18,902 53,947 44,509 59,600: 22,025 6,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -183: 790 -1,813 15 315 2,531 1,120 733: -1,303 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 8.4 0.1 28.4 81.1 66.9 89.6: 33.1 10.4
Old : 100.0: 38.4 8.4 0.1 28.4 81.1 66.9 89.6: 33.1 10.4
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 : 64: 24 13 4 17 13 42 29:
Old : 64: 24 13 4 17 13 42 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 : 25.9 59.2 39.8 77.0 25.9 59.2 39.8 77.0
Old : 25.9 59.2 39.8 77.0 25.9 59.2 39.8 77.0
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, January 16, 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 : 113,127: 46,494 52,053 771 52,990 14,614 100,255 67,438: 12,872 45,689
Old : 113,127: 46,494 52,053 771 52,990 14,614 100,255 67,438: 12,872 45,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 5,669: 3,939 2,321 74 -132 2,005 3,881 4,400: 1,788 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 46.0 0.7 46.8 12.9 88.6 59.6: 11.4 40.4
Old : 100.0: 41.1 46.0 0.7 46.8 12.9 88.6 59.6: 11.4 40.4
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 : 100: 30 37 1 22 17 53 54:
Old : 100: 30 37 1 22 17 53 54:
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 : 47.6 25.5 58.8 34.7 46.2 25.5 57.4 34.6
Old : 47.6 25.5 58.8 34.7 46.2 25.5 57.4 34.6
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 16, 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 : 44,899: 2,227 15,536 449 42,102 28,576 44,778 44,561: 121 338
Old : 44,899: 2,227 15,536 449 42,102 28,576 44,778 44,561: 121 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -367: -388 106 56 80 -362 -252 -200: -115 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 34.6 1.0 93.8 63.6 99.7 99.2: 0.3 0.8
Old : 100.0: 5.0 34.6 1.0 93.8 63.6 99.7 99.2: 0.3 0.8
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 : 38: 8 12 3 12 11 21 25:
Old : 38: 8 12 3 12 11 21 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 : 79.1 88.5 93.5 94.6 75.8 80.4 86.8 86.2
Old : 79.1 88.5 93.5 94.6 75.8 80.4 86.8 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2007