WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 20, 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 : 433,225: 76,712 74,874 87,828 234,031 211,211 398,571 373,913: 34,654 59,312
Old : 242,410: 44,161 75,670 22,878 156,578 120,078 223,617 218,626: 18,793 23,784
Other: 190,815: 76,947 43,600 20,554 77,453 91,133 174,954 155,287: 15,861 35,528
: : :
: : Changes in Commitments from: February 13, 2007 :
: -9,568: 3,249 2,764 -6,586 -6,030 -5,003 -9,367 -8,825: -201 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.3 20.3 54.0 48.8 92.0 86.3: 8.0 13.7
Old : 100.0: 18.2 31.2 9.4 64.6 49.5 92.2 90.2: 7.8 9.8
Other: 100.0: 40.3 22.8 10.8 40.6 47.8 91.7 81.4: 8.3 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 108 110 132 72 99 279 281:
Old : 319: 96 108 56 48 74 182 214:
Other: 274: 96 66 56 51 89 179 186:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 18.5 35.6 28.0 23.1 13.8 33.6 20.1
Old : 37.4 22.4 51.9 34.5 37.4 21.6 51.9 32.4
Other: 21.6 21.1 34.1 27.8 19.8 15.9 29.2 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 20, 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 : 1,523,926: 466,350 78,970 210,257 656,728 959,737 1,333,335 1,248,964: 190,591 274,962
Old : 972,881: 260,737 113,168 106,954 473,162 585,915 840,853 806,037: 132,028 166,844
Other: 551,045: 278,538 38,727 30,378 183,566 373,822 492,482 442,927: 58,563 108,118
: : :
: : Changes in Commitments from: February 13, 2007 :
: 24,468: 20,931 3,099 -8,172 13,547 33,474 26,306 28,401: -1,838 -3,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 5.2 13.8 43.1 63.0 87.5 82.0: 12.5 18.0
Old : 100.0: 26.8 11.6 11.0 48.6 60.2 86.4 82.9: 13.6 17.1
Other: 100.0: 50.5 7.0 5.5 33.3 67.8 89.4 80.4: 10.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 852: 272 101 225 264 359 645 630:
Old : 816: 231 138 188 234 337 572 590:
Other: 650: 178 84 54 141 318 343 438:
:----------------------------------------------------------------------------------------------------
: 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 18.7 21.6 24.4 13.2 17.4 20.7 22.5
Old : 15.5 18.1 25.0 24.5 15.3 16.2 24.7 22.3
Other: 20.8 21.2 30.6 29.2 20.7 20.1 30.5 27.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 20, 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 : 18,342: 5,183 820 901 8,413 14,593 14,497 16,314: 3,845 2,028
Old : 8,156: 2,038 1,236 79 3,724 5,496 5,841 6,811: 2,315 1,345
Other: 10,186: 3,690 129 277 4,689 9,097 8,656 9,503: 1,530 683
: : :
: : Changes in Commitments from: February 13, 2007 :
: 59: -226 420 118 -123 -599 -231 -61: 290 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 4.5 4.9 45.9 79.6 79.0 88.9: 21.0 11.1
Old : 100.0: 25.0 15.2 1.0 45.7 67.4 71.6 83.5: 28.4 16.5
Other: 100.0: 36.2 1.3 2.7 46.0 89.3 85.0 93.3: 15.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 29 4 12 18 16 51 30:
Old : 46: 16 7 5 14 14 31 25:
Other: 42: 20 3 7 12 11 35 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 : 29.3 49.9 40.8 73.7 27.7 42.8 37.5 63.8
Old : 31.9 59.6 47.1 70.1 31.9 58.3 47.1 68.4
Other: 42.1 73.3 55.7 88.4 42.1 71.6 55.0 86.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 20, 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 : 496,764: 148,612 44,055 83,100 198,667 278,835 430,379 405,990: 66,385 90,774
Old : 370,820: 112,086 58,090 39,762 170,503 211,161 322,351 309,013: 48,469 61,807
Other: 125,944: 63,902 13,341 15,962 28,164 67,674 108,028 96,977: 17,916 28,967
: : :
: : Changes in Commitments from: February 13, 2007 :
: 20,988: 2,384 991 8,249 10,615 14,526 21,248 23,766: -260 -2,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 8.9 16.7 40.0 56.1 86.6 81.7: 13.4 18.3
Old : 100.0: 30.2 15.7 10.7 46.0 56.9 86.9 83.3: 13.1 16.7
Other: 100.0: 50.7 10.6 12.7 22.4 53.7 85.8 77.0: 14.2 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 149 86 142 116 158 360 337:
Old : 448: 157 86 116 102 143 318 310:
Other: 283: 70 65 29 48 119 135 201:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 21.8 25.7 32.0 16.3 19.5 24.9 29.1
Old : 22.5 24.2 31.9 35.1 22.5 22.9 31.9 33.7
Other: 25.9 26.1 40.3 33.7 25.6 23.6 38.4 29.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,391: 10,582 3,458 1,113 319 1,099 12,014 5,670: 5,377 11,721
Old : 10,095: 4,260 3,366 837 319 837 5,416 5,040: 4,679 5,055
Other: 7,296: 6,581 351 17 0 262 6,598 630: 698 6,666
: : :
: : Changes in Commitments from: February 13, 2007 :
: -733: -2,022 -1,720 29 48 -159 -1,945 -1,850: 1,212 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 19.9 6.4 1.8 6.3 69.1 32.6: 30.9 67.4
Old : 100.0: 42.2 33.3 8.3 3.2 8.3 53.7 49.9: 46.3 50.1
Other: 100.0: 90.2 4.8 0.2 0.0 3.6 90.4 8.6: 9.6 91.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 8 11 2 4 17 21:
Old : 26: 11 10 10 2 4 16 21:
Other: 16: 10 3 3 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 16.8 58.8 24.1 46.1 16.1 56.6 22.2
Old : 31.2 26.8 43.2 38.7 29.3 25.6 39.7 35.4
Other: 76.9 8.2 88.0 8.6 76.6 8.2 87.8 8.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 20, 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 : 286,036: 79,679 13,352 47,757 121,308 205,991 248,744 267,100: 37,292 18,936
Old : 239,967: 76,675 21,034 24,502 105,463 179,179 206,640 224,715: 33,327 15,252
Other: 46,069: 17,131 6,445 9,128 15,845 26,812 42,104 42,385: 3,965 3,684
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,203: -2,878 -3,238 4,325 -5,860 -4,286 -4,413 -3,199: 3,210 1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.7 16.7 42.4 72.0 87.0 93.4: 13.0 6.6
Old : 100.0: 32.0 8.8 10.2 43.9 74.7 86.1 93.6: 13.9 6.4
Other: 100.0: 37.2 14.0 19.8 34.4 58.2 91.4 92.0: 8.6 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 86 22 48 56 54 176 109:
Old : 198: 88 26 44 55 54 169 107:
Other: 79: 26 12 17 26 26 60 50:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 42.5 25.1 54.1 16.5 39.8 24.1 49.5
Old : 19.5 46.2 28.1 58.7 19.5 44.3 28.0 55.1
Other: 30.3 39.7 48.9 54.7 26.4 32.7 43.9 46.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 20, 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 : 883,153: 124,869 184,472 26,382 600,294 508,646 751,545 719,500: 131,608 163,653
Old : 883,153: 124,869 184,472 26,382 600,294 508,646 751,545 719,500: 131,608 163,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -5,253: -726 -12,407 932 -12,020 21,861 -11,814 10,386: 6,561 -15,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.9 3.0 68.0 57.6 85.1 81.5: 14.9 18.5
Old : 100.0: 14.1 20.9 3.0 68.0 57.6 85.1 81.5: 14.9 18.5
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: 34 45 29 68 88 117 147:
Old : 184: 34 45 29 68 88 117 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 29.7 38.1 37.7 26.8 25.9 35.0 33.2
Old : 27.9 29.7 38.1 37.7 26.8 25.9 35.0 33.2
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 20, 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 : 235,601: 77,916 13,339 29,877 85,184 169,782 192,977 212,998: 42,624 22,603
Old : 196,290: 80,929 13,490 14,722 62,916 149,050 158,567 177,262: 37,723 19,028
Other: 39,311: 7,466 10,328 4,676 22,268 20,732 34,410 35,736: 4,901 3,575
: : :
: : Changes in Commitments from: February 13, 2007 :
: 5,873: 5,400 -1,683 413 -2,104 4,433 3,709 3,163: 2,164 2,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 5.7 12.7 36.2 72.1 81.9 90.4: 18.1 9.6
Old : 100.0: 41.2 6.9 7.5 32.1 75.9 80.8 90.3: 19.2 9.7
Other: 100.0: 19.0 26.3 11.9 56.6 52.7 87.5 90.9: 12.5 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 79 24 44 59 53 166 107:
Old : 185: 86 20 41 57 50 163 99:
Other: 85: 21 19 15 26 28 54 56:
:----------------------------------------------------------------------------------------------------
: 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 42.5 27.0 55.3 11.2 39.6 20.3 48.2
Old : 13.4 48.6 24.7 60.8 12.9 45.3 23.5 56.8
Other: 49.1 30.9 59.5 46.8 48.9 30.2 59.1 45.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 20, 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 : 17,194: 4,499 683 1,390 7,807 13,476 13,696 15,549: 3,498 1,645
Old : 11,976: 2,657 755 924 5,742 8,790 9,323 10,469: 2,653 1,507
Other: 5,218: 1,914 0 394 2,065 4,686 4,373 5,080: 845 138
: : :
: : Changes in Commitments from: February 13, 2007 :
: 347: -103 34 495 142 -340 534 189: -187 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.0 8.1 45.4 78.4 79.7 90.4: 20.3 9.6
Old : 100.0: 22.2 6.3 7.7 47.9 73.4 77.8 87.4: 22.2 12.6
Other: 100.0: 36.7 0.0 7.6 39.6 89.8 83.8 97.4: 16.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 28 3 9 28 21 56 33:
Old : 62: 20 7 6 27 19 48 31:
Other: 39: 16 0 6 14 15 30 21:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 59.0 35.4 74.5 18.1 52.1 30.5 63.8
Old : 21.1 58.7 35.1 74.4 20.3 56.4 32.9 68.3
Other: 43.6 75.7 61.8 90.1 35.2 58.1 43.5 69.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 20, 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 : 835,145: 120,163 233,045 16,211 585,874 485,267 722,248 734,523: 112,897 100,622
Old : 835,145: 120,163 233,045 16,211 585,874 485,267 722,248 734,523: 112,897 100,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 32,528: -5,911 8,999 541 37,567 26,559 32,197 36,099: 331 -3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 27.9 1.9 70.2 58.1 86.5 88.0: 13.5 12.0
Old : 100.0: 14.4 27.9 1.9 70.2 58.1 86.5 88.0: 13.5 12.0
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 : 182: 36 38 15 80 75 121 124:
Old : 182: 36 38 15 80 75 121 124:
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 : 30.5 16.4 42.3 27.5 30.3 16.2 41.9 25.0
Old : 30.5 16.4 42.3 27.5 30.3 16.2 41.9 25.0
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, February 20, 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 : 2,333,068: 556,431 349,142 109,088 1,388,916 1,515,066 2,054,435 1,973,296: 278,633 359,772
Old : 2,333,068: 556,431 349,142 109,088 1,388,916 1,515,066 2,054,435 1,973,296: 278,633 359,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -120,246: -60,216 -47,423 11,839 -96,180 -57,462 -144,557 -93,046: 24,311 -27,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 15.0 4.7 59.5 64.9 88.1 84.6: 11.9 15.4
Old : 100.0: 23.8 15.0 4.7 59.5 64.9 88.1 84.6: 11.9 15.4
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 : 306: 63 76 53 115 130 203 235:
Old : 306: 63 76 53 115 130 203 235:
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 : 21.6 24.4 34.0 36.2 16.0 20.4 24.8 28.0
Old : 21.6 24.4 34.0 36.2 16.0 20.4 24.8 28.0
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 20, 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 : 1,468,958: 188,988 255,113 44,639 1,009,739 894,428 1,243,366 1,194,180: 225,592 274,778
Old : 1,468,958: 188,988 255,113 44,639 1,009,739 894,428 1,243,366 1,194,180: 225,592 274,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -25,420: -11,285 -21,321 9,262 -47,462 -1,312 -49,485 -13,371: 24,065 -12,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.4 3.0 68.7 60.9 84.6 81.3: 15.4 18.7
Old : 100.0: 12.9 17.4 3.0 68.7 60.9 84.6 81.3: 15.4 18.7
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 : 189: 33 42 25 79 82 127 135:
Old : 189: 33 42 25 79 82 127 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 29.3 41.9 39.1 26.2 27.6 33.9 34.8
Old : 29.9 29.3 41.9 39.1 26.2 27.6 33.9 34.8
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, February 20, 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 : 455,993: 145,109 95,132 100,318 187,235 238,356 432,662 433,806: 23,331 22,187
Old : 455,993: 145,109 95,132 100,318 187,235 238,356 432,662 433,806: 23,331 22,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 38,461: 6,250 17,742 13,147 17,643 6,011 37,040 36,900: 1,421 1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 20.9 22.0 41.1 52.3 94.9 95.1: 5.1 4.9
Old : 100.0: 31.8 20.9 22.0 41.1 52.3 94.9 95.1: 5.1 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 : 125: 33 32 42 49 47 108 97:
Old : 125: 33 32 42 49 47 108 97:
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 : 34.7 34.7 48.6 48.2 28.5 24.4 37.5 32.7
Old : 34.7 34.7 48.6 48.2 28.5 24.4 37.5 32.7
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 20, 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 : 10,847: 2,875 229 287 2,027 6,956 5,189 7,472: 5,658 3,375
Old : 10,847: 2,875 229 287 2,027 6,956 5,189 7,472: 5,658 3,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 216: -311 229 -26 270 156 -67 359: 283 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 2.1 2.6 18.7 64.1 47.8 68.9: 52.2 31.1
Old : 100.0: 26.5 2.1 2.6 18.7 64.1 47.8 68.9: 52.2 31.1
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 : 20: 7 2 2 3 10 11 13:
Old : 20: 7 2 2 3 10 11 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 : 27.4 44.6 43.2 59.4 26.2 44.6 37.9 59.0
Old : 27.4 44.6 43.2 59.4 26.2 44.6 37.9 59.0
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, February 20, 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 : 40,402: 11,576 5,969 1,514 8,473 24,631 21,563 32,114: 18,839 8,288
Old : 40,402: 11,576 5,969 1,514 8,473 24,631 21,563 32,114: 18,839 8,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,213: -2,279 2,579 164 2,974 -249 859 2,494: 354 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.8 3.7 21.0 61.0 53.4 79.5: 46.6 20.5
Old : 100.0: 28.7 14.8 3.7 21.0 61.0 53.4 79.5: 46.6 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 : 56: 23 15 6 9 15 35 33:
Old : 56: 23 15 6 9 15 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 39.3 33.8 53.8 24.0 38.9 32.4 53.3
Old : 24.0 39.3 33.8 53.8 24.0 38.9 32.4 53.3
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 20, 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 : 74,991: 33,021 7,679 58 19,763 59,597 52,842 67,334: 22,149 7,657
Old : 74,991: 33,021 7,679 58 19,763 59,597 52,842 67,334: 22,149 7,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 3,046: 3,478 410 4 110 2,260 3,592 2,674: -546 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 10.2 0.1 26.4 79.5 70.5 89.8: 29.5 10.2
Old : 100.0: 44.0 10.2 0.1 26.4 79.5 70.5 89.8: 29.5 10.2
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 : 76: 29 18 7 19 13 50 36:
Old : 76: 29 18 7 19 13 50 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 : 24.5 54.8 37.4 72.8 24.5 54.8 37.4 72.8
Old : 24.5 54.8 37.4 72.8 24.5 54.8 37.4 72.8
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 20, 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 : 140,137: 56,269 61,858 932 70,865 31,151 128,066 93,941: 12,071 46,196
Old : 140,137: 56,269 61,858 932 70,865 31,151 128,066 93,941: 12,071 46,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 12,248: 6,454 5,128 84 4,909 4,989 11,447 10,201: 801 2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 44.1 0.7 50.6 22.2 91.4 67.0: 8.6 33.0
Old : 100.0: 40.2 44.1 0.7 50.6 22.2 91.4 67.0: 8.6 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 : 125: 42 42 9 25 22 74 66:
Old : 125: 42 42 9 25 22 74 66:
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 : 46.9 22.1 57.1 32.8 45.6 22.1 55.7 32.7
Old : 46.9 22.1 57.1 32.8 45.6 22.1 55.7 32.7
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 20, 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 : 46,538: 3,358 16,549 478 42,566 29,376 46,402 46,403: 136 135
Old : 46,538: 3,358 16,549 478 42,566 29,376 46,402 46,403: 136 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,860: 516 -45 -108 1,437 2,033 1,845 1,880: 15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 35.6 1.0 91.5 63.1 99.7 99.7: 0.3 0.3
Old : 100.0: 7.2 35.6 1.0 91.5 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 : 34: 8 10 3 10 11 19 23:
Old : 34: 8 10 3 10 11 19 23:
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 : 80.3 84.2 93.2 93.9 78.8 77.2 87.7 86.8
Old : 80.3 84.2 93.2 93.9 78.8 77.2 87.7 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2007