WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 23, 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 : 457,273: 72,144 61,600 103,505 248,041 229,979 423,690 395,084: 33,583 62,189
Old : 274,600: 54,480 72,969 37,190 163,657 136,787 255,327 246,946: 19,273 27,654
Other: 182,673: 62,835 33,802 21,144 84,384 93,192 168,363 148,138: 14,310 34,535
: : :
: : Changes in Commitments from: January 16, 2007 :
: 9,515: 6,359 520 4,848 -2,479 2,179 8,728 7,547: 787 1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.5 22.6 54.2 50.3 92.7 86.4: 7.3 13.6
Old : 100.0: 19.8 26.6 13.5 59.6 49.8 93.0 89.9: 7.0 10.1
Other: 100.0: 34.4 18.5 11.6 46.2 51.0 92.2 81.1: 7.8 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 96 103 116 70 104 253 265:
Old : 309: 95 104 64 49 85 185 218:
Other: 243: 66 69 41 49 88 144 173:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 18.5 33.5 26.8 21.1 11.9 31.6 16.8
Old : 33.8 21.7 46.9 32.6 33.8 20.4 46.7 30.7
Other: 27.0 23.9 42.2 31.0 25.3 18.3 36.0 23.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 23, 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 : 1,487,437: 409,616 76,460 219,855 672,784 921,900 1,302,255 1,218,215: 185,182 269,222
Old : 981,549: 233,186 113,227 117,744 502,262 586,138 853,192 817,109: 128,357 164,440
Other: 505,888: 246,479 33,282 32,062 170,522 335,762 449,063 401,106: 56,825 104,782
: : :
: : Changes in Commitments from: January 16, 2007 :
: 36,753: 11,427 1,122 -990 15,004 42,418 25,441 42,550: 11,312 -5,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 5.1 14.8 45.2 62.0 87.6 81.9: 12.4 18.1
Old : 100.0: 23.8 11.5 12.0 51.2 59.7 86.9 83.2: 13.1 16.8
Other: 100.0: 48.7 6.6 6.3 33.7 66.4 88.8 79.3: 11.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 781: 243 101 189 256 340 579 575:
Old : 751: 201 126 157 236 325 518 547:
Other: 591: 147 72 46 138 298 307 400:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.4 21.9 23.2 12.5 16.2 20.4 21.3
Old : 16.3 15.4 26.2 22.2 16.2 13.8 26.1 19.8
Other: 21.1 21.9 31.0 29.4 21.0 21.1 30.2 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 23, 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 : 16,779: 5,212 137 524 7,502 14,220 13,238 14,881: 3,541 1,898
Old : 9,764: 3,469 400 139 3,889 7,881 7,497 8,420: 2,267 1,344
Other: 7,015: 2,006 0 122 3,613 6,339 5,741 6,461: 1,274 554
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,288: 363 33 170 515 934 1,048 1,137: 240 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 0.8 3.1 44.7 84.7 78.9 88.7: 21.1 11.3
Old : 100.0: 35.5 4.1 1.4 39.8 80.7 76.8 86.2: 23.2 13.8
Other: 100.0: 28.6 0.0 1.7 51.5 90.4 81.8 92.1: 18.2 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 27 5 8 15 14 47 23:
Old : 43: 16 8 5 12 14 33 22:
Other: 30: 16 0 3 9 9 26 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 : 30.8 52.5 42.2 77.1 26.0 44.3 35.4 66.0
Old : 33.8 54.6 49.3 71.9 33.8 53.7 49.3 70.4
Other: 45.6 74.7 60.7 91.7 45.5 73.7 60.5 89.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 23, 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 : 430,593: 129,173 41,205 63,882 179,818 242,292 372,873 347,379: 57,720 83,214
Old : 328,287: 93,508 59,305 25,495 165,552 182,827 284,555 267,627: 43,732 60,660
Other: 102,306: 64,660 10,895 9,392 14,266 59,465 88,318 79,752: 13,988 22,554
: : :
: : Changes in Commitments from: January 16, 2007 :
: 14,179: 14,345 -890 684 -1,110 12,911 13,919 12,705: 260 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.6 14.8 41.8 56.3 86.6 80.7: 13.4 19.3
Old : 100.0: 28.5 18.1 7.8 50.4 55.7 86.7 81.5: 13.3 18.5
Other: 100.0: 63.2 10.6 9.2 13.9 58.1 86.3 78.0: 13.7 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 136 80 97 95 138 288 277:
Old : 386: 134 82 76 88 127 260 252:
Other: 237: 68 44 19 38 100 115 156:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 22.3 29.1 32.6 18.5 20.0 28.2 30.0
Old : 25.0 22.3 34.9 32.6 25.0 21.6 33.9 30.3
Other: 27.8 36.5 46.7 45.0 27.7 34.3 45.2 40.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,399: 10,321 3,841 1,264 224 981 11,809 6,086: 3,590 9,313
Old : 9,856: 5,569 3,922 982 224 750 6,775 5,654: 3,081 4,202
Other: 5,543: 5,012 179 22 0 231 5,034 432: 509 5,111
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2,053: 1,058 2,388 -116 198 13 1,140 2,285: 913 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 24.9 8.2 1.5 6.4 76.7 39.5: 23.3 60.5
Old : 100.0: 56.5 39.8 10.0 2.3 7.6 68.7 57.4: 31.3 42.6
Other: 100.0: 90.4 3.2 0.4 0.0 4.2 90.8 7.8: 9.2 92.2
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 7 11 2 3 18 19:
Old : 25: 13 8 11 2 3 18 19:
Other: 14: 9 2 3 0 3 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 47.9 24.8 61.9 33.5 46.7 21.5 59.4 29.0
Old : 37.2 36.7 51.0 50.1 35.5 32.9 48.6 44.9
Other: 78.9 7.4 90.1 7.8 78.5 7.3 89.7 7.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 260,832: 70,107 11,373 42,028 116,416 187,880 228,551 241,281: 32,281 19,551
Old : 230,603: 70,459 18,836 21,445 108,586 173,003 200,490 213,284: 30,113 17,319
Other: 30,229: 16,770 9,659 3,461 7,830 14,877 28,061 27,997: 2,168 2,232
: : :
: : Changes in Commitments from: January 16, 2007 :
: 8,457: 7,146 -3,040 4,438 -5,038 9,766 6,546 11,164: 1,911 -2,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.4 16.1 44.6 72.0 87.6 92.5: 12.4 7.5
Old : 100.0: 30.6 8.2 9.3 47.1 75.0 86.9 92.5: 13.1 7.5
Other: 100.0: 55.5 32.0 11.4 25.9 49.2 92.8 92.6: 7.2 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 82 20 40 55 53 163 104:
Old : 192: 82 28 31 54 53 157 97:
Other: 70: 21 17 10 19 21 47 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 41.6 26.3 53.0 17.6 40.0 24.3 48.9
Old : 19.8 43.9 28.0 54.9 19.8 43.0 27.4 51.2
Other: 35.6 50.8 60.5 67.0 31.3 45.5 55.9 58.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 23, 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 : 839,081: 139,979 209,262 14,294 565,935 436,434 720,208 659,990: 118,873 179,091
Old : 839,081: 139,979 209,262 14,294 565,935 436,434 720,208 659,990: 118,873 179,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 45,741: 14,506 16,794 6,345 17,806 6,201 38,657 29,340: 7,084 16,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 24.9 1.7 67.4 52.0 85.8 78.7: 14.2 21.3
Old : 100.0: 16.7 24.9 1.7 67.4 52.0 85.8 78.7: 14.2 21.3
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 : 183: 36 46 24 69 77 120 132:
Old : 183: 36 46 24 69 77 120 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 30.6 33.6 39.8 22.1 26.7 30.2 34.4
Old : 23.9 30.6 33.6 39.8 22.1 26.7 30.2 34.4
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 23, 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 : 207,992: 52,919 19,943 25,021 97,065 145,160 175,005 190,124: 32,987 17,868
Old : 182,364: 53,224 18,410 14,812 84,331 134,068 152,367 167,290: 29,997 15,074
Other: 25,628: 6,979 8,817 2,925 12,734 11,092 22,638 22,834: 2,990 2,794
: : :
: : Changes in Commitments from: January 16, 2007 :
: 10,205: 9,917 -2,476 2,676 -1,951 11,000 10,642 11,200: -437 -995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 9.6 12.0 46.7 69.8 84.1 91.4: 15.9 8.6
Old : 100.0: 29.2 10.1 8.1 46.2 73.5 83.6 91.7: 16.4 8.3
Other: 100.0: 27.2 34.4 11.4 49.7 43.3 88.3 89.1: 11.7 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 70 28 45 53 50 155 106:
Old : 182: 78 28 42 53 46 153 100:
Other: 76: 19 17 12 24 25 50 47:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 43.9 32.4 53.9 21.5 42.7 29.2 51.6
Old : 23.0 47.7 31.7 58.6 19.8 46.5 28.1 56.2
Other: 42.6 32.8 55.1 48.5 42.6 32.8 55.1 47.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 23, 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 : 17,465: 5,715 386 958 7,276 14,944 13,949 16,288: 3,516 1,177
Old : 14,391: 4,861 413 789 5,798 12,090 11,448 13,292: 2,943 1,099
Other: 3,074: 881 0 142 1,478 2,854 2,501 2,996: 573 78
: : :
: : Changes in Commitments from: January 16, 2007 :
: 223: -367 -38 146 390 -106 169 2: 54 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 2.2 5.5 41.7 85.6 79.9 93.3: 20.1 6.7
Old : 100.0: 33.8 2.9 5.5 40.3 84.0 79.5 92.4: 20.5 7.6
Other: 100.0: 28.7 0.0 4.6 48.1 92.8 81.4 97.5: 18.6 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 31 3 8 29 23 63 32:
Old : 68: 27 3 7 25 22 55 30:
Other: 33: 12 0 5 13 13 25 18:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 61.4 31.8 76.8 17.7 55.5 30.1 69.1
Old : 20.6 61.6 33.1 75.2 19.2 59.9 31.7 71.9
Other: 49.4 75.4 64.8 90.8 32.3 48.7 42.5 63.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 23, 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 : 758,481: 129,760 233,048 4,889 496,866 402,197 631,515 640,134: 126,966 118,347
Old : 758,481: 129,760 233,048 4,889 496,866 402,197 631,515 640,134: 126,966 118,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,059: -1,567 11,614 868 -3,946 -19,481 -4,645 -6,999: 7,704 10,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 30.7 0.6 65.5 53.0 83.3 84.4: 16.7 15.6
Old : 100.0: 17.1 30.7 0.6 65.5 53.0 83.3 84.4: 16.7 15.6
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 : 183: 39 39 10 79 66 122 111:
Old : 183: 39 39 10 79 66 122 111:
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 : 26.9 20.1 38.4 32.6 26.5 20.1 37.8 31.0
Old : 26.9 20.1 38.4 32.6 26.5 20.1 37.8 31.0
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 23, 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 : 2,399,069: 672,918 378,217 64,692 1,344,797 1,488,581 2,082,407 1,931,490: 316,662 467,579
Old : 2,399,069: 672,918 378,217 64,692 1,344,797 1,488,581 2,082,407 1,931,490: 316,662 467,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 84,231: 39,480 34,136 784 18,053 15,800 58,317 50,720: 25,914 33,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 15.8 2.7 56.1 62.0 86.8 80.5: 13.2 19.5
Old : 100.0: 28.0 15.8 2.7 56.1 62.0 86.8 80.5: 13.2 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 : 303: 72 68 35 110 119 195 209:
Old : 303: 72 68 35 110 119 195 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 22.8 36.5 35.5 15.5 21.2 25.8 28.7
Old : 23.4 22.8 36.5 35.5 15.5 21.2 25.8 28.7
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 23, 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 : 1,507,251: 219,776 260,003 30,869 1,045,596 939,897 1,296,241 1,230,769: 211,010 276,482
Old : 1,507,251: 219,776 260,003 30,869 1,045,596 939,897 1,296,241 1,230,769: 211,010 276,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 49,934: -577 26,002 10,391 39,345 27,912 49,159 64,305: 775 -14,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.3 2.0 69.4 62.4 86.0 81.7: 14.0 18.3
Old : 100.0: 14.6 17.3 2.0 69.4 62.4 86.0 81.7: 14.0 18.3
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 : 197: 42 39 27 82 81 138 133:
Old : 197: 42 39 27 82 81 138 133:
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 : 29.6 28.3 41.9 38.2 25.3 26.9 33.5 34.3
Old : 29.6 28.3 41.9 38.2 25.3 26.9 33.5 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, January 23, 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 : 425,347: 119,167 80,413 70,585 203,149 249,560 392,901 400,558: 32,446 24,789
Old : 425,347: 119,167 80,413 70,585 203,149 249,560 392,901 400,558: 32,446 24,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 47,344: 26,522 17,854 6,259 13,529 18,549 46,310 42,662: 1,034 4,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 18.9 16.6 47.8 58.7 92.4 94.2: 7.6 5.8
Old : 100.0: 28.0 18.9 16.6 47.8 58.7 92.4 94.2: 7.6 5.8
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 : 123: 28 29 32 54 46 98 93:
Old : 123: 28 29 32 54 46 98 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 24.1 45.0 38.0 29.6 20.2 38.9 31.1
Old : 31.5 24.1 45.0 38.0 29.6 20.2 38.9 31.1
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 23, 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 : 9,726: 3,335 672 117 896 5,752 4,348 6,541: 5,378 3,185
Old : 9,726: 3,335 672 117 896 5,752 4,348 6,541: 5,378 3,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -107: 531 141 -58 129 -129 602 -46: -709 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 6.9 1.2 9.2 59.1 44.7 67.3: 55.3 32.7
Old : 100.0: 34.3 6.9 1.2 9.2 59.1 44.7 67.3: 55.3 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 3 1 3 9 14 13:
Old : 24: 11 3 1 3 9 14 13:
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 : 21.4 45.3 34.6 58.4 21.4 45.3 32.3 58.0
Old : 21.4 45.3 34.6 58.4 21.4 45.3 32.3 58.0
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 23, 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 : 43,817: 12,386 6,410 1,232 11,591 23,559 25,209 31,201: 18,608 12,616
Old : 43,817: 12,386 6,410 1,232 11,591 23,559 25,209 31,201: 18,608 12,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 5,218: 3,432 722 -137 2,117 3,398 5,412 3,983: -194 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 14.6 2.8 26.5 53.8 57.5 71.2: 42.5 28.8
Old : 100.0: 28.3 14.6 2.8 26.5 53.8 57.5 71.2: 42.5 28.8
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 : 57: 23 15 10 9 14 35 36:
Old : 57: 23 15 10 9 14 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 32.0 34.4 47.2 21.1 29.0 31.1 43.8
Old : 23.5 32.0 34.4 47.2 21.1 29.0 31.1 43.8
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 23, 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 : 68,640: 26,608 4,900 40 19,406 56,533 46,054 61,473: 22,586 7,167
Old : 68,640: 26,608 4,900 40 19,406 56,533 46,054 61,473: 22,586 7,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2,106: 1,043 -711 -2 504 2,586 1,545 1,873: 561 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 7.1 0.1 28.3 82.4 67.1 89.6: 32.9 10.4
Old : 100.0: 38.8 7.1 0.1 28.3 82.4 67.1 89.6: 32.9 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: 22 13 4 18 15 41 31:
Old : 64: 22 13 4 18 15 41 31:
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 : 25.7 58.8 39.1 76.7 25.7 58.8 39.1 76.7
Old : 25.7 58.8 39.1 76.7 25.7 58.8 39.1 76.7
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 23, 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 : 118,879: 47,362 54,048 637 60,102 20,329 108,101 75,014: 10,778 43,865
Old : 118,879: 47,362 54,048 637 60,102 20,329 108,101 75,014: 10,778 43,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 5,752: 868 1,995 -134 7,112 5,715 7,846 7,576: -2,094 -1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 45.5 0.5 50.6 17.1 90.9 63.1: 9.1 36.9
Old : 100.0: 39.8 45.5 0.5 50.6 17.1 90.9 63.1: 9.1 36.9
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 : 108: 36 39 3 19 19 58 58:
Old : 108: 36 39 3 19 19 58 58:
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 : 50.4 25.4 62.1 34.7 48.9 25.4 60.6 34.7
Old : 50.4 25.4 62.1 34.7 48.9 25.4 60.6 34.7
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 23, 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 : 45,666: 3,113 16,341 393 42,039 28,811 45,545 45,545: 121 121
Old : 45,666: 3,113 16,341 393 42,039 28,811 45,545 45,545: 121 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 767: 886 805 -56 -63 235 767 984: 0 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 35.8 0.9 92.1 63.1 99.7 99.7: 0.3 0.3
Old : 100.0: 6.8 35.8 0.9 92.1 63.1 99.7 99.7: 0.3 0.3
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 : 39: 8 13 2 11 12 20 26:
Old : 39: 8 13 2 11 12 20 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 : 78.2 87.8 92.0 93.8 75.0 79.9 86.3 85.7
Old : 78.2 87.8 92.0 93.8 75.0 79.9 86.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2007