WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 401,654: 78,102 84,442 76,947 217,324 183,818 372,373 345,207: 29,281 56,447
Old : 187,517: 37,210 81,851 2,782 136,411 84,346 176,403 168,979: 11,114 18,538
Other: 214,137: 85,796 47,495 29,261 80,913 99,472 195,970 176,228: 18,167 37,909
: : :
: : Changes in Commitments from: March 13, 2007 :
: -156: 2,041 14,408 1,275 -3,987 -18,070 -671 -2,387: 515 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 21.0 19.2 54.1 45.8 92.7 85.9: 7.3 14.1
Old : 100.0: 19.8 43.6 1.5 72.7 45.0 94.1 90.1: 5.9 9.9
Other: 100.0: 40.1 22.2 13.7 37.8 46.5 91.5 82.3: 8.5 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 84 128 112 67 102 238 279:
Old : 287: 69 120 10 31 68 108 191:
Other: 282: 90 77 65 55 91 181 203:
:----------------------------------------------------------------------------------------------------
: 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 15.1 35.6 22.5 24.2 12.4 35.5 18.7
Old : 43.0 18.5 61.0 29.3 43.0 18.5 61.0 29.2
Other: 19.9 17.1 31.5 24.4 19.5 13.8 28.9 20.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,418,803: 403,083 81,180 201,538 638,781 883,701 1,243,402 1,166,419: 175,401 252,384
Old : 821,351: 183,742 116,290 88,915 438,595 487,205 711,252 692,410: 110,099 128,941
Other: 597,452: 297,139 42,688 34,825 200,186 396,496 532,150 474,009: 65,302 123,443
: : :
: : Changes in Commitments from: March 13, 2007 :
: -9,600: -6,093 -5,988 63 -5,215 -5,425 -11,245 -11,350: 1,645 1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 5.7 14.2 45.0 62.3 87.6 82.2: 12.4 17.8
Old : 100.0: 22.4 14.2 10.8 53.4 59.3 86.6 84.3: 13.4 15.7
Other: 100.0: 49.7 7.1 5.8 33.5 66.4 89.1 79.3: 10.9 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 792: 226 119 191 250 346 571 593:
Old : 737: 177 141 131 216 314 469 530:
Other: 647: 177 88 58 141 316 338 446:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 19.0 23.8 24.9 15.7 17.7 23.0 22.7
Old : 17.8 20.8 28.2 26.9 17.8 19.1 28.2 24.9
Other: 20.9 18.4 31.2 24.6 20.9 16.6 31.2 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 19,143: 6,250 26 564 8,197 16,690 15,011 17,280: 4,132 1,863
Old : 7,567: 3,039 204 0 3,025 6,474 6,064 6,678: 1,503 889
Other: 11,576: 3,444 55 331 5,172 10,216 8,947 10,602: 2,629 974
: : :
: : Changes in Commitments from: March 13, 2007 :
: 890: 763 -545 75 -311 1,243 527 773: 363 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 0.1 2.9 42.8 87.2 78.4 90.3: 21.6 9.7
Old : 100.0: 40.2 2.7 0.0 40.0 85.6 80.1 88.3: 19.9 11.7
Other: 100.0: 29.8 0.5 2.9 44.7 88.3 77.3 91.6: 22.7 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 33 2 7 17 15 53 22:
Old : 44: 19 4 0 8 15 27 19:
Other: 38: 18 1 6 14 10 34 16:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 51.9 39.0 80.4 25.9 50.0 36.6 70.6
Old : 32.6 59.7 51.7 76.1 32.6 58.8 51.7 75.2
Other: 37.6 70.9 52.5 88.0 37.6 68.5 50.2 82.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 474,073: 133,426 32,495 70,773 200,525 281,212 404,724 384,480: 69,349 89,593
Old : 326,981: 101,173 47,013 21,133 156,804 204,331 279,110 272,477: 47,871 54,504
Other: 147,092: 61,655 14,884 20,238 43,721 76,881 125,614 112,003: 21,478 35,089
: : :
: : Changes in Commitments from: March 13, 2007 :
: 11,569: 4,860 -5 4,302 2,298 5,469 11,460 9,766: 109 1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 6.9 14.9 42.3 59.3 85.4 81.1: 14.6 18.9
Old : 100.0: 30.9 14.4 6.5 48.0 62.5 85.4 83.3: 14.6 16.7
Other: 100.0: 41.9 10.1 13.8 29.7 52.3 85.4 76.1: 14.6 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 142 80 104 104 150 308 291:
Old : 397: 137 86 65 88 133 260 253:
Other: 279: 78 53 32 56 119 151 191:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 23.7 29.3 34.0 18.0 20.9 26.5 28.4
Old : 25.4 27.0 35.2 39.2 25.4 26.3 35.2 37.9
Other: 30.7 21.5 39.6 30.9 29.1 19.9 36.3 25.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 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 : 15,156: 11,329 2,654 581 182 682 12,092 3,917: 3,064 11,239
Old : 6,711: 3,860 2,425 410 182 267 4,452 3,102: 2,259 3,609
Other: 8,445: 7,620 380 20 0 415 7,640 815: 805 7,630
: : :
: : Changes in Commitments from: March 13, 2007 :
: 606: 346 349 -143 0 -12 203 194: 403 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 17.5 3.8 1.2 4.5 79.8 25.8: 20.2 74.2
Old : 100.0: 57.5 36.1 6.1 2.7 4.0 66.3 46.2: 33.7 53.8
Other: 100.0: 90.2 4.5 0.2 0.0 4.9 90.5 9.7: 9.5 90.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 9 8 2 3 16 19:
Old : 25: 12 10 6 2 2 15 17:
Other: 17: 10 4 3 0 3 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 52.4 11.3 68.1 17.7 50.8 11.1 65.9 17.1
Old : 38.3 22.4 54.6 35.2 36.8 21.6 52.2 33.5
Other: 76.2 9.0 88.3 9.6 76.0 9.0 88.1 9.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 284,090: 79,435 9,631 48,241 128,398 209,843 256,074 267,715: 28,016 16,375
Old : 222,116: 68,336 18,260 23,957 105,192 166,515 197,485 208,732: 24,631 13,384
Other: 61,974: 24,000 4,272 11,383 23,206 43,328 58,589 58,983: 3,385 2,991
: : :
: : Changes in Commitments from: March 13, 2007 :
: 11,474: 5,095 1,067 2,759 3,718 7,308 11,572 11,134: -98 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.4 17.0 45.2 73.9 90.1 94.2: 9.9 5.8
Old : 100.0: 30.8 8.2 10.8 47.4 75.0 88.9 94.0: 11.1 6.0
Other: 100.0: 38.7 6.9 18.4 37.4 69.9 94.5 95.2: 5.5 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 89 24 50 57 54 176 113:
Old : 199: 82 35 40 53 53 160 108:
Other: 96: 39 11 20 29 33 77 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 : 16.8 38.7 26.2 52.3 16.6 35.1 23.7 46.7
Old : 20.8 44.1 30.1 56.8 20.8 42.8 29.0 53.9
Other: 30.1 41.9 47.5 57.4 28.7 39.1 43.0 50.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 839,429: 121,999 221,298 5,911 573,551 465,532 701,461 692,741: 137,968 146,688
Old : 839,429: 121,999 221,298 5,911 573,551 465,532 701,461 692,741: 137,968 146,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -17,180: -6,582 -2,233 -3,618 6,987 1,938 -3,213 -3,913: -13,967 -13,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 26.4 0.7 68.3 55.5 83.6 82.5: 16.4 17.5
Old : 100.0: 14.5 26.4 0.7 68.3 55.5 83.6 82.5: 16.4 17.5
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 : 179: 29 46 20 70 79 110 134:
Old : 179: 29 46 20 70 79 110 134:
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 : 25.3 27.3 35.9 37.4 21.0 21.0 28.8 28.6
Old : 25.3 27.3 35.9 37.4 21.0 21.0 28.8 28.6
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, March 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 : 212,165: 56,821 17,307 26,437 83,446 143,565 166,704 187,309: 45,461 24,856
Old : 158,787: 53,283 11,558 16,334 53,001 111,415 122,618 139,307: 36,169 19,480
Other: 53,378: 7,821 10,032 5,820 30,445 32,150 44,086 48,002: 9,292 5,376
: : :
: : Changes in Commitments from: March 13, 2007 :
: -602: -1,251 1,526 1,583 -1,832 -4,811 -1,500 -1,702: 898 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.2 12.5 39.3 67.7 78.6 88.3: 21.4 11.7
Old : 100.0: 33.6 7.3 10.3 33.4 70.2 77.2 87.7: 22.8 12.3
Other: 100.0: 14.7 18.8 10.9 57.0 60.2 82.6 89.9: 17.4 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 63 23 46 54 52 147 110:
Old : 166: 67 26 33 50 43 137 89:
Other: 99: 29 19 18 33 33 69 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 33.9 28.2 49.1 15.4 33.3 24.4 45.6
Old : 13.6 40.4 23.5 53.6 13.2 39.9 22.3 50.0
Other: 46.2 31.5 56.7 44.8 45.5 31.1 52.8 44.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 16,137: 4,492 553 849 7,318 13,647 12,659 15,049: 3,478 1,088
Old : 9,331: 2,428 791 141 4,810 7,492 7,379 8,424: 1,952 907
Other: 6,806: 2,332 30 440 2,508 6,155 5,280 6,625: 1,526 181
: : :
: : Changes in Commitments from: March 13, 2007 :
: -1,336: -1,204 -66 -447 284 -835 -1,367 -1,348: 31 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 3.4 5.3 45.3 84.6 78.4 93.3: 21.6 6.7
Old : 100.0: 26.0 8.5 1.5 51.5 80.3 79.1 90.3: 20.9 9.7
Other: 100.0: 34.3 0.4 6.5 36.8 90.4 77.6 97.3: 22.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 24 3 9 26 22 53 32:
Old : 59: 15 8 5 21 19 41 27:
Other: 41: 16 1 6 14 16 30 23:
:----------------------------------------------------------------------------------------------------
: 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 61.1 36.2 76.9 19.7 54.0 33.1 68.3
Old : 23.4 60.8 38.2 77.6 23.4 58.1 38.2 74.1
Other: 42.1 78.2 55.8 90.4 34.9 65.1 43.9 73.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 904,322: 117,492 241,742 13,550 641,817 544,870 772,859 800,162: 131,463 104,160
Old : 904,322: 117,492 241,742 13,550 641,817 544,870 772,859 800,162: 131,463 104,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 64,612: 5,967 21,731 -7,399 29,159 24,739 27,727 39,071: 36,885 25,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 26.7 1.5 71.0 60.3 85.5 88.5: 14.5 11.5
Old : 100.0: 13.0 26.7 1.5 71.0 60.3 85.5 88.5: 14.5 11.5
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 : 189: 37 35 13 81 81 124 123:
Old : 189: 37 35 13 81 81 124 123:
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 : 27.5 25.1 39.4 37.0 26.4 23.5 38.0 34.4
Old : 27.5 25.1 39.4 37.0 26.4 23.5 38.0 34.4
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, March 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 : 2,307,271: 695,088 252,131 49,745 1,244,682 1,658,787 1,989,515 1,960,663: 317,756 346,608
Old : 2,307,271: 695,088 252,131 49,745 1,244,682 1,658,787 1,989,515 1,960,663: 317,756 346,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 62,472: 64,386 -11,013 -124 12,326 99,146 76,588 88,009: -14,116 -25,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 10.9 2.2 53.9 71.9 86.2 85.0: 13.8 15.0
Old : 100.0: 30.1 10.9 2.2 53.9 71.9 86.2 85.0: 13.8 15.0
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 : 305: 67 67 35 113 123 197 208:
Old : 305: 67 67 35 113 123 197 208:
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 : 23.3 31.3 34.1 43.4 21.3 26.2 30.6 37.9
Old : 23.3 31.3 34.1 43.4 21.3 26.2 30.6 37.9
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, March 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 : 1,473,163: 184,868 350,100 28,199 1,010,004 861,249 1,223,071 1,239,548: 250,092 233,615
Old : 1,473,163: 184,868 350,100 28,199 1,010,004 861,249 1,223,071 1,239,548: 250,092 233,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 23,322: -3,329 49,480 1,862 44,310 -11,899 42,843 39,443: -19,521 -16,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 23.8 1.9 68.6 58.5 83.0 84.1: 17.0 15.9
Old : 100.0: 12.5 23.8 1.9 68.6 58.5 83.0 84.1: 17.0 15.9
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 : 190: 39 40 14 81 75 128 121:
Old : 190: 39 40 14 81 75 128 121:
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 : 31.6 29.0 41.3 40.4 27.4 26.3 34.4 35.9
Old : 31.6 29.0 41.3 40.4 27.4 26.3 34.4 35.9
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, March 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 663,583: 177,536 177,401 88,572 359,225 366,637 625,333 632,610: 38,250 30,973
Old : 663,583: 177,536 177,401 88,572 359,225 366,637 625,333 632,610: 38,250 30,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 75,417: -40,210 9,412 31,682 78,220 32,549 69,692 73,643: 5,725 1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 26.7 13.3 54.1 55.3 94.2 95.3: 5.8 4.7
Old : 100.0: 26.8 26.7 13.3 54.1 55.3 94.2 95.3: 5.8 4.7
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 : 133: 39 29 37 56 49 113 99:
Old : 133: 39 29 37 56 49 113 99:
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 : 28.3 41.5 42.0 55.1 27.2 38.7 38.8 48.1
Old : 28.3 41.5 42.0 55.1 27.2 38.7 38.8 48.1
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, March 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 : 39,649: 11,430 6,432 1,321 8,512 24,606 21,263 32,359: 18,386 7,290
Old : 39,649: 11,430 6,432 1,321 8,512 24,606 21,263 32,359: 18,386 7,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 295: 716 -2,272 -370 -887 1,942 -541 -700: 836 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 16.2 3.3 21.5 62.1 53.6 81.6: 46.4 18.4
Old : 100.0: 28.8 16.2 3.3 21.5 62.1 53.6 81.6: 46.4 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 20 13 6 9 12 34 26:
Old : 51: 20 13 6 9 12 34 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 : 20.4 35.1 32.1 57.6 17.3 35.0 27.1 54.7
Old : 20.4 35.1 32.1 57.6 17.3 35.0 27.1 54.7
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, March 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 : 38,457: 16,207 4,871 35 16,027 28,327 32,269 33,233: 6,188 5,224
Old : 38,457: 16,207 4,871 35 16,027 28,327 32,269 33,233: 6,188 5,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -40,144: -14,638 -1,398 -4,262 -4,689 -32,085 -23,589 -37,745: -16,555 -2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 12.7 0.1 41.7 73.7 83.9 86.4: 16.1 13.6
Old : 100.0: 42.1 12.7 0.1 41.7 73.7 83.9 86.4: 16.1 13.6
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 : 56: 20 10 3 16 14 38 25:
Old : 56: 20 10 3 16 14 38 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 : 27.0 48.3 46.3 68.0 26.3 48.3 45.5 68.0
Old : 27.0 48.3 46.3 68.0 26.3 48.3 45.5 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 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 : 71,133: 34,053 27,395 376 26,473 28,487 60,902 56,258: 10,231 14,875
Old : 71,133: 34,053 27,395 376 26,473 28,487 60,902 56,258: 10,231 14,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -94,735: -9,174 -37,007 -5,869 -74,563 -20,944 -89,606 -63,820: -5,129 -30,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 38.5 0.5 37.2 40.0 85.6 79.1: 14.4 20.9
Old : 100.0: 47.9 38.5 0.5 37.2 40.0 85.6 79.1: 14.4 20.9
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 : 103: 28 38 3 20 23 50 62:
Old : 103: 28 38 3 20 23 50 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 : 48.9 28.2 58.0 39.2 45.5 27.7 54.3 38.1
Old : 48.9 28.2 58.0 39.2 45.5 27.7 54.3 38.1
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, March 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) :
: : :
All : 45,021: 4,087 16,046 333 40,340 26,735 44,760 43,114: 261 1,907
Old : 45,021: 4,087 16,046 333 40,340 26,735 44,760 43,114: 261 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -12,930: 1,488 -6,021 -2,632 -10,354 -2,862 -11,498 -11,515: -1,432 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 35.6 0.7 89.6 59.4 99.4 95.8: 0.6 4.2
Old : 100.0: 9.1 35.6 0.7 89.6 59.4 99.4 95.8: 0.6 4.2
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 : 39: 10 11 2 13 10 23 23:
Old : 39: 10 11 2 13 10 23 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 : 75.0 83.8 89.6 90.6 69.8 72.1 80.1 78.9
Old : 75.0 83.8 89.6 90.6 69.8 72.1 80.1 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2007