WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 442,793: 73,463 72,110 94,414 240,061 216,214 407,938 382,738: 34,855 60,055
Old : 254,846: 46,665 71,851 31,232 157,034 125,815 234,931 228,898: 19,915 25,948
Other: 187,947: 70,953 44,414 19,027 83,027 90,399 173,007 153,840: 14,940 34,107
: : :
: : Changes in Commitments from: February 6, 2007 :
: -11,594: 3,728 -652 -4,789 -10,971 -4,080 -12,032 -9,521: 438 -2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.3 21.3 54.2 48.8 92.1 86.4: 7.9 13.6
Old : 100.0: 18.3 28.2 12.3 61.6 49.4 92.2 89.8: 7.8 10.2
Other: 100.0: 37.8 23.6 10.1 44.2 48.1 92.1 81.9: 7.9 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 103 107 135 71 101 275 281:
Old : 321: 102 102 66 44 77 189 216:
Other: 268: 84 73 54 54 88 174 185:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 18.3 35.1 27.6 22.3 13.6 33.4 19.5
Old : 35.6 21.6 49.7 33.1 35.6 20.7 49.7 31.3
Other: 23.8 21.7 36.6 28.2 22.0 16.5 31.3 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,499,458: 445,419 75,871 218,429 643,181 926,263 1,307,029 1,220,563: 192,429 278,895
Old : 973,118: 251,668 109,227 119,729 465,492 571,846 836,889 800,802: 136,229 172,316
Other: 526,340: 261,424 34,317 31,027 177,689 354,417 470,140 419,761: 56,200 106,579
: : :
: : Changes in Commitments from: February 6, 2007 :
: 10,672: 38,089 -4,482 -9,259 -17,127 19,229 11,703 5,488: -1,031 5,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 5.1 14.6 42.9 61.8 87.2 81.4: 12.8 18.6
Old : 100.0: 25.9 11.2 12.3 47.8 58.8 86.0 82.3: 14.0 17.7
Other: 100.0: 49.7 6.5 5.9 33.8 67.3 89.3 79.8: 10.7 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 825: 274 102 215 257 345 625 607:
Old : 795: 231 137 183 230 326 564 570:
Other: 630: 168 87 49 135 304 324 426:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 18.4 21.5 24.0 12.9 17.0 20.3 22.1
Old : 15.5 17.4 25.0 23.9 15.3 15.6 24.8 21.7
Other: 21.4 21.5 30.9 29.0 21.3 20.3 30.8 27.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 18,283: 5,409 400 783 8,536 15,192 14,728 16,375: 3,555 1,908
Old : 8,477: 2,340 798 68 3,876 6,352 6,284 7,218: 2,193 1,259
Other: 9,806: 3,540 73 244 4,660 8,840 8,444 9,157: 1,362 649
: : :
: : Changes in Commitments from: February 6, 2007 :
: -568: -141 286 180 -626 -1,091 -587 -625: 19 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 2.2 4.3 46.7 83.1 80.6 89.6: 19.4 10.4
Old : 100.0: 27.6 9.4 0.8 45.7 74.9 74.1 85.1: 25.9 14.9
Other: 100.0: 36.1 0.7 2.5 47.5 90.1 86.1 93.4: 13.9 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 29 4 10 19 16 52 28:
Old : 47: 17 7 4 15 15 33 25:
Other: 40: 19 2 5 12 11 33 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 53.0 42.1 77.1 27.7 44.4 38.0 66.0
Old : 30.8 61.6 47.1 70.1 30.8 60.3 47.1 68.1
Other: 44.0 76.0 59.5 89.1 44.0 74.9 58.6 87.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 475,776: 146,228 43,064 74,851 188,052 264,309 409,131 382,224: 66,645 93,552
Old : 354,547: 109,620 57,144 32,411 161,780 199,263 303,811 288,818: 50,736 65,729
Other: 121,229: 62,295 11,607 16,753 26,272 65,046 105,320 93,406: 15,909 27,823
: : :
: : Changes in Commitments from: February 6, 2007 :
: 14,273: 2,488 7,014 5,861 2,310 -2,404 10,659 10,471: 3,614 3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 9.1 15.7 39.5 55.6 86.0 80.3: 14.0 19.7
Old : 100.0: 30.9 16.1 9.1 45.6 56.2 85.7 81.5: 14.3 18.5
Other: 100.0: 51.4 9.6 13.8 21.7 53.7 86.9 77.0: 13.1 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 151 90 127 104 146 339 314:
Old : 430: 155 93 100 95 131 301 287:
Other: 265: 69 59 32 46 110 134 186:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 21.2 26.7 31.5 16.9 19.4 26.0 29.2
Old : 23.4 23.5 32.8 33.9 23.4 23.1 32.8 33.1
Other: 26.2 27.8 42.1 34.8 25.8 25.3 40.4 30.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,124: 12,604 5,178 1,084 271 1,258 13,959 7,520: 4,165 10,604
Old : 11,383: 6,679 5,123 945 271 1,015 7,895 7,083: 3,488 4,300
Other: 6,741: 6,049 179 15 0 243 6,064 437: 677 6,304
: : :
: : Changes in Commitments from: February 6, 2007 :
: 655: 976 121 -136 32 225 872 210: -217 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 28.6 6.0 1.5 6.9 77.0 41.5: 23.0 58.5
Old : 100.0: 58.7 45.0 8.3 2.4 8.9 69.4 62.2: 30.6 37.8
Other: 100.0: 89.7 2.7 0.2 0.0 3.6 90.0 6.5: 10.0 93.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 16 8 12 2 4 21 22:
Old : 30: 14 11 10 2 4 20 21:
Other: 15: 10 2 3 0 3 10 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 : 47.2 27.2 61.1 33.6 46.3 27.2 59.6 32.0
Old : 39.6 41.5 52.7 51.5 38.4 41.5 50.1 48.8
Other: 76.0 6.2 87.3 6.5 75.7 6.2 87.1 6.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 287,239: 82,557 16,590 43,432 127,168 210,277 253,157 270,299: 34,082 16,940
Old : 244,673: 79,010 22,726 22,004 112,606 185,765 213,620 230,495: 31,053 14,178
Other: 42,566: 16,595 6,912 8,380 14,562 24,512 39,537 39,804: 3,029 2,762
: : :
: : Changes in Commitments from: February 6, 2007 :
: 11,541: -2,624 953 1,005 11,114 8,511 9,495 10,469: 2,046 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 5.8 15.1 44.3 73.2 88.1 94.1: 11.9 5.9
Old : 100.0: 32.3 9.3 9.0 46.0 75.9 87.3 94.2: 12.7 5.8
Other: 100.0: 39.0 16.2 19.7 34.2 57.6 92.9 93.5: 7.1 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 90 23 48 56 55 175 110:
Old : 199: 90 29 43 55 55 167 108:
Other: 82: 26 14 17 23 27 58 52:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 41.5 25.0 53.5 16.4 39.2 24.0 48.8
Old : 19.1 45.1 27.5 57.4 19.1 43.1 27.2 53.2
Other: 31.5 41.7 50.8 57.4 26.5 33.9 44.6 46.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 888,406: 125,595 196,879 25,450 612,314 486,785 763,359 709,114: 125,047 179,292
Old : 888,406: 125,595 196,879 25,450 612,314 486,785 763,359 709,114: 125,047 179,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -5,345: -5,132 -7,105 5,722 -2,047 4,470 -1,457 3,087: -3,888 -8,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 22.2 2.9 68.9 54.8 85.9 79.8: 14.1 20.2
Old : 100.0: 14.1 22.2 2.9 68.9 54.8 85.9 79.8: 14.1 20.2
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 : 182: 33 41 26 67 88 114 142:
Old : 182: 33 41 26 67 88 114 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 30.0 38.2 38.2 27.2 26.4 35.4 34.1
Old : 28.4 30.0 38.2 38.2 27.2 26.4 35.4 34.1
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, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 229,728: 72,516 15,022 29,464 87,288 165,349 189,268 209,835: 40,460 19,893
Old : 194,547: 72,331 15,206 17,530 68,451 144,703 158,312 177,439: 36,235 17,108
Other: 35,181: 8,691 8,322 3,428 18,837 20,646 30,956 32,396: 4,225 2,785
: : :
: : Changes in Commitments from: February 6, 2007 :
: 9,111: 13,052 -2,941 3,726 -9,788 8,117 6,990 8,902: 2,121 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 6.5 12.8 38.0 72.0 82.4 91.3: 17.6 8.7
Old : 100.0: 37.2 7.8 9.0 35.2 74.4 81.4 91.2: 18.6 8.8
Other: 100.0: 24.7 23.7 9.7 53.5 58.7 88.0 92.1: 12.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 79 26 51 56 55 166 117:
Old : 189: 85 22 45 53 53 160 110:
Other: 83: 19 20 15 26 30 54 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 43.2 27.5 56.1 12.3 41.6 21.9 50.3
Old : 14.5 48.1 25.6 60.4 12.2 45.3 21.9 54.1
Other: 48.8 30.2 62.1 46.0 48.7 29.7 61.9 45.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,847: 4,602 649 895 7,665 13,816 13,162 15,360: 3,685 1,487
Old : 12,114: 3,222 654 495 5,726 9,844 9,443 10,993: 2,671 1,121
Other: 4,733: 1,404 19 376 1,939 3,972 3,719 4,367: 1,014 366
: : :
: : Changes in Commitments from: February 6, 2007 :
: 389: -104 -25 154 239 100 289 229: 100 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 3.9 5.3 45.5 82.0 78.1 91.2: 21.9 8.8
Old : 100.0: 26.6 5.4 4.1 47.3 81.3 78.0 90.7: 22.0 9.3
Other: 100.0: 29.7 0.4 7.9 41.0 83.9 78.6 92.3: 21.4 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 28 3 6 27 21 56 30:
Old : 61: 21 4 6 27 20 50 29:
Other: 35: 12 1 5 13 14 26 19:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 62.6 34.8 77.4 17.6 55.8 30.3 67.8
Old : 20.9 64.9 34.5 79.4 19.2 63.1 31.9 74.7
Other: 40.7 69.5 59.5 86.5 31.4 50.1 40.0 62.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 802,617: 126,074 224,046 15,670 548,307 458,708 690,051 698,424: 112,566 104,193
Old : 802,617: 126,074 224,046 15,670 548,307 458,708 690,051 698,424: 112,566 104,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -19,089: -3,989 -18,227 3,464 -410 17,520 -935 2,757: -18,154 -21,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 27.9 2.0 68.3 57.2 86.0 87.0: 14.0 13.0
Old : 100.0: 15.7 27.9 2.0 68.3 57.2 86.0 87.0: 14.0 13.0
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 : 188: 40 40 16 79 73 124 124:
Old : 188: 40 40 16 79 73 124 124:
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 : 29.4 17.9 40.5 29.9 29.2 17.5 40.2 26.7
Old : 29.4 17.9 40.5 29.9 29.2 17.5 40.2 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,453,314: 616,647 396,565 97,249 1,485,096 1,572,528 2,198,992 2,066,342: 254,322 386,972
Old : 2,453,314: 616,647 396,565 97,249 1,485,096 1,572,528 2,198,992 2,066,342: 254,322 386,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 84,624: 14,567 54,633 15,849 76,482 16,025 106,898 86,507: -22,274 -1,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 16.2 4.0 60.5 64.1 89.6 84.2: 10.4 15.8
Old : 100.0: 25.1 16.2 4.0 60.5 64.1 89.6 84.2: 10.4 15.8
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 : 301: 68 62 45 123 126 202 222:
Old : 301: 68 62 45 123 126 202 222:
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 23.8 37.7 38.2 17.1 21.2 26.4 28.8
Old : 25.2 23.8 37.7 38.2 17.1 21.2 26.4 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,494,378: 200,273 276,434 35,377 1,057,201 895,740 1,292,851 1,207,551: 201,527 286,827
Old : 1,494,378: 200,273 276,434 35,377 1,057,201 895,740 1,292,851 1,207,551: 201,527 286,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -53,881: -26,824 6,749 -3,150 -8,429 -55,963 -38,403 -52,364: -15,478 -1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.5 2.4 70.7 59.9 86.5 80.8: 13.5 19.2
Old : 100.0: 13.4 18.5 2.4 70.7 59.9 86.5 80.8: 13.5 19.2
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 : 189: 33 43 26 78 82 125 137:
Old : 189: 33 43 26 78 82 125 137:
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 : 31.0 28.5 42.8 38.2 26.9 26.7 34.3 34.0
Old : 31.0 28.5 42.8 38.2 26.9 26.7 34.3 34.0
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, February 13, 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 : 417,532: 138,859 77,390 87,171 169,592 232,345 395,622 396,906: 21,910 20,626
Old : 417,532: 138,859 77,390 87,171 169,592 232,345 395,622 396,906: 21,910 20,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 30,035: 28,807 3,601 5,322 4,092 25,699 38,221 34,622: -8,186 -4,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 18.5 20.9 40.6 55.6 94.8 95.1: 5.2 4.9
Old : 100.0: 33.3 18.5 20.9 40.6 55.6 94.8 95.1: 5.2 4.9
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 : 121: 29 34 40 48 43 101 94:
Old : 121: 29 34 40 48 43 101 94:
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 : 34.1 28.7 48.1 43.4 29.8 20.4 37.9 28.0
Old : 34.1 28.7 48.1 43.4 29.8 20.4 37.9 28.0
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, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 10,631: 3,186 0 313 1,757 6,800 5,256 7,113: 5,375 3,518
Old : 10,631: 3,186 0 313 1,757 6,800 5,256 7,113: 5,375 3,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 642: 233 -668 -31 929 1,153 1,131 454: -489 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 0.0 2.9 16.5 64.0 49.4 66.9: 50.6 33.1
Old : 100.0: 30.0 0.0 2.9 16.5 64.0 49.4 66.9: 50.6 33.1
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 : 21: 10 0 2 3 10 13 12:
Old : 21: 10 0 2 3 10 13 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 : 23.4 45.4 38.6 60.8 22.4 45.4 34.4 60.6
Old : 23.4 45.4 38.6 60.8 22.4 45.4 34.4 60.6
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, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 39,189: 13,855 3,390 1,350 5,499 24,880 20,704 29,620: 18,485 9,569
Old : 39,189: 13,855 3,390 1,350 5,499 24,880 20,704 29,620: 18,485 9,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 697: 3,082 -1,323 -189 -1,721 2,583 1,172 1,071: -475 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 8.7 3.4 14.0 63.5 52.8 75.6: 47.2 24.4
Old : 100.0: 35.4 8.7 3.4 14.0 63.5 52.8 75.6: 47.2 24.4
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 : 53: 24 10 5 7 15 33 28:
Old : 53: 24 10 5 7 15 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 40.7 31.1 57.2 20.0 40.2 31.1 56.1
Old : 20.0 40.7 31.1 57.2 20.0 40.2 31.1 56.1
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, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 71,945: 29,543 7,269 54 19,653 57,337 49,250 64,660: 22,695 7,285
Old : 71,945: 29,543 7,269 54 19,653 57,337 49,250 64,660: 22,695 7,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 112: -88 155 5 176 -65 93 95: 19 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 10.1 0.1 27.3 79.7 68.5 89.9: 31.5 10.1
Old : 100.0: 41.1 10.1 0.1 27.3 79.7 68.5 89.9: 31.5 10.1
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 : 74: 26 19 5 18 13 46 35:
Old : 74: 26 19 5 18 13 46 35:
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 56.1 36.8 73.9 25.2 56.1 36.8 73.9
Old : 25.2 56.1 36.8 73.9 25.2 56.1 36.8 73.9
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, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 127,889: 49,815 56,730 848 65,956 26,162 116,619 83,740: 11,270 44,149
Old : 127,889: 49,815 56,730 848 65,956 26,162 116,619 83,740: 11,270 44,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 4,153: -3,104 3,564 445 7,797 -140 5,138 3,869: -985 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 44.4 0.7 51.6 20.5 91.2 65.5: 8.8 34.5
Old : 100.0: 39.0 44.4 0.7 51.6 20.5 91.2 65.5: 8.8 34.5
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 : 124: 45 38 7 27 21 76 62:
Old : 124: 45 38 7 27 21 76 62:
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 : 47.0 23.3 57.4 33.7 45.5 23.3 55.9 33.7
Old : 47.0 23.3 57.4 33.7 45.5 23.3 55.9 33.7
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, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 44,678: 2,842 16,594 586 41,129 27,343 44,557 44,523: 121 155
Old : 44,678: 2,842 16,594 586 41,129 27,343 44,557 44,523: 121 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 525: -264 -26 188 601 314 525 476: 0 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 37.1 1.3 92.1 61.2 99.7 99.7: 0.3 0.3
Old : 100.0: 6.4 37.1 1.3 92.1 61.2 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 : 36: 7 11 3 11 12 19 25:
Old : 36: 7 11 3 11 12 19 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 : 80.5 86.8 93.5 93.7 80.3 81.0 88.8 87.7
Old : 80.5 86.8 93.5 93.7 80.3 81.0 88.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2007