WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 10, 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 : 386,393: 76,696 91,397 62,334 214,393 174,822 353,423 328,553: 32,970 57,840
Old : 112,834: 26,728 50,856 905 74,373 45,036 102,006 96,797: 10,828 16,037
Other: 273,559: 77,794 68,367 33,603 140,020 129,786 251,417 231,756: 22,142 41,803
: : :
: : Changes in Commitments from: April 3, 2007 :
: -13,309: 3,783 -2,928 -12,216 -7,818 695 -16,251 -14,449: 2,942 1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 23.7 16.1 55.5 45.2 91.5 85.0: 8.5 15.0
Old : 100.0: 23.7 45.1 0.8 65.9 39.9 90.4 85.8: 9.6 14.2
Other: 100.0: 28.4 25.0 12.3 51.2 47.4 91.9 84.7: 8.1 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 75 134 113 67 102 227 283:
Old : 242: 61 92 8 33 61 98 157:
Other: 308: 85 109 73 60 93 190 235:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 14.2 37.2 21.2 23.9 12.4 36.7 18.7
Old : 44.1 18.0 56.8 29.3 44.1 18.0 56.8 29.3
Other: 22.3 15.1 34.0 23.0 22.3 13.5 32.2 20.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 10, 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 : 1,399,142: 361,754 87,237 234,803 627,667 830,909 1,224,224 1,152,949: 174,918 246,193
Old : 777,067: 177,565 147,609 86,292 412,959 424,024 676,816 657,925: 100,251 119,142
Other: 622,075: 294,293 49,732 38,407 214,708 406,885 547,408 495,024: 74,667 127,051
: : :
: : Changes in Commitments from: April 3, 2007 :
: -29,210: 11,170 4,899 -14,013 -26,260 -16,152 -29,103 -25,266: -107 -3,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 6.2 16.8 44.9 59.4 87.5 82.4: 12.5 17.6
Old : 100.0: 22.9 19.0 11.1 53.1 54.6 87.1 84.7: 12.9 15.3
Other: 100.0: 47.3 8.0 6.2 34.5 65.4 88.0 79.6: 12.0 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 799: 227 116 202 267 345 594 598:
Old : 725: 167 150 127 227 306 469 525:
Other: 668: 192 84 64 152 319 363 451:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 16.6 22.9 22.4 14.7 15.5 22.2 20.2
Old : 18.4 19.7 28.5 26.4 18.4 18.4 28.4 24.6
Other: 19.2 14.6 30.1 22.1 19.2 12.7 30.0 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 10, 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 : 20,468: 6,800 72 851 7,377 17,215 15,028 18,138: 5,440 2,330
Old : 4,846: 2,652 265 0 652 3,913 3,304 4,178: 1,542 668
Other: 15,622: 4,426 85 573 6,725 13,302 11,724 13,960: 3,898 1,662
: : :
: : Changes in Commitments from: April 3, 2007 :
: 151: 60 11 241 -71 233 230 485: -79 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 0.4 4.2 36.0 84.1 73.4 88.6: 26.6 11.4
Old : 100.0: 54.7 5.5 0.0 13.5 80.7 68.2 86.2: 31.8 13.8
Other: 100.0: 28.3 0.5 3.7 43.0 85.1 75.0 89.4: 25.0 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 31 2 9 17 16 53 25:
Old : 36: 14 4 0 6 14 20 18:
Other: 52: 24 3 7 16 15 44 22:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 50.5 35.0 76.8 21.6 48.4 31.9 65.8
Old : 38.7 58.0 54.2 71.2 38.7 56.5 54.2 69.7
Other: 27.4 62.1 41.7 82.3 26.4 60.0 38.1 74.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 10, 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 : 483,434: 133,054 37,912 74,482 215,542 284,830 423,078 397,224: 60,356 86,210
Old : 327,969: 105,234 47,306 23,492 158,624 207,969 287,350 278,767: 40,619 49,202
Other: 155,465: 56,608 19,394 22,202 56,918 76,861 135,728 118,457: 19,737 37,008
: : :
: : Changes in Commitments from: April 3, 2007 :
: -6,268: -6,874 4,363 1,612 2,015 -13,880 -3,247 -7,905: -3,021 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 7.8 15.4 44.6 58.9 87.5 82.2: 12.5 17.8
Old : 100.0: 32.1 14.4 7.2 48.4 63.4 87.6 85.0: 12.4 15.0
Other: 100.0: 36.4 12.5 14.3 36.6 49.4 87.3 76.2: 12.7 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 150 82 124 108 143 324 309:
Old : 407: 143 87 79 91 125 279 259:
Other: 282: 60 71 48 57 119 148 216:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 24.3 30.2 35.5 17.9 20.4 26.6 28.0
Old : 23.8 29.8 35.0 41.6 23.8 29.6 34.8 40.6
Other: 32.7 20.0 41.0 27.8 31.0 16.8 37.9 22.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,565: 13,915 4,384 472 33 895 14,420 5,751: 3,145 11,814
Old : 8,085: 5,258 4,031 406 33 233 5,697 4,670: 2,388 3,415
Other: 9,480: 8,695 391 28 0 662 8,723 1,081: 757 8,399
: : :
: : Changes in Commitments from: April 3, 2007 :
: 303: 268 207 27 -1 -13 294 221: 9 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 25.0 2.7 0.2 5.1 82.1 32.7: 17.9 67.3
Old : 100.0: 65.0 49.9 5.0 0.4 2.9 70.5 57.8: 29.5 42.2
Other: 100.0: 91.7 4.1 0.3 0.0 7.0 92.0 11.4: 8.0 88.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 19 11 7 2 4 22 21:
Old : 33: 18 12 6 2 2 22 18:
Other: 19: 11 4 3 0 4 11 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 14.8 63.7 21.6 49.4 14.6 62.4 21.5
Old : 28.5 30.0 45.8 44.0 27.6 29.6 44.6 43.6
Other: 77.4 8.8 89.3 11.2 77.1 8.8 89.0 11.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 10, 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 : 323,613: 100,983 11,524 49,198 141,050 243,816 291,231 304,538: 32,382 19,075
Old : 244,672: 87,917 24,437 22,841 106,603 181,598 217,361 228,876: 27,311 15,796
Other: 78,941: 30,139 4,160 9,284 34,447 62,218 73,870 75,662: 5,071 3,279
: : :
: : Changes in Commitments from: April 3, 2007 :
: 7,576: 5,484 1,677 -111 515 4,116 5,888 5,682: 1,688 1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 3.6 15.2 43.6 75.3 90.0 94.1: 10.0 5.9
Old : 100.0: 35.9 10.0 9.3 43.6 74.2 88.8 93.5: 11.2 6.5
Other: 100.0: 38.2 5.3 11.8 43.6 78.8 93.6 95.8: 6.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 103 27 54 62 56 194 123:
Old : 219: 91 43 44 58 53 178 117:
Other: 109: 46 11 19 32 36 85 61:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 38.2 25.2 53.1 15.6 34.1 23.5 47.5
Old : 20.2 43.2 29.5 56.0 20.2 42.2 29.5 53.6
Other: 32.8 47.7 47.3 62.5 31.4 45.5 44.0 58.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 10, 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 : 880,206: 152,013 205,307 9,436 606,961 480,733 768,410 695,476: 111,796 184,730
Old : 880,206: 152,013 205,307 9,436 606,961 480,733 768,410 695,476: 111,796 184,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 45,155: 48,243 12,887 1,346 7,841 14,600 57,430 28,833: -12,275 16,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 23.3 1.1 69.0 54.6 87.3 79.0: 12.7 21.0
Old : 100.0: 17.3 23.3 1.1 69.0 54.6 87.3 79.0: 12.7 21.0
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 : 174: 25 46 25 65 81 102 140:
Old : 174: 25 46 25 65 81 102 140:
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 : 31.1 25.3 43.4 35.8 24.4 17.3 33.7 24.3
Old : 31.1 25.3 43.4 35.8 24.4 17.3 33.7 24.3
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, April 10, 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 : 220,196: 49,563 20,021 27,849 98,565 143,751 175,977 191,621: 44,219 28,575
Old : 153,167: 42,005 15,577 16,892 62,326 98,898 121,223 131,367: 31,944 21,800
Other: 67,029: 11,967 8,853 6,548 36,239 44,853 54,754 60,254: 12,275 6,775
: : :
: : Changes in Commitments from: April 3, 2007 :
: 8,841: -2,169 1,245 997 10,110 4,133 8,938 6,375: -97 2,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.1 12.6 44.8 65.3 79.9 87.0: 20.1 13.0
Old : 100.0: 27.4 10.2 11.0 40.7 64.6 79.1 85.8: 20.9 14.2
Other: 100.0: 17.9 13.2 9.8 54.1 66.9 81.7 89.9: 18.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 58 30 50 63 56 155 121:
Old : 170: 56 30 40 57 50 138 108:
Other: 104: 29 18 20 39 34 81 62:
:----------------------------------------------------------------------------------------------------
: 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 32.8 31.9 47.7 22.5 32.3 30.7 45.6
Old : 19.1 37.5 28.2 47.7 18.6 37.4 27.0 47.6
Other: 41.8 37.3 51.4 50.0 41.2 35.6 49.0 47.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 10, 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 : 15,393: 4,275 1,263 1,179 6,880 11,619 12,334 14,061: 3,059 1,332
Old : 7,681: 1,603 1,493 274 4,196 4,952 6,073 6,719: 1,608 962
Other: 7,712: 2,932 30 645 2,684 6,667 6,261 7,342: 1,451 370
: : :
: : Changes in Commitments from: April 3, 2007 :
: -42: 55 21 -1 -8 10 46 30: -88 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 8.2 7.7 44.7 75.5 80.1 91.3: 19.9 8.7
Old : 100.0: 20.9 19.4 3.6 54.6 64.5 79.1 87.5: 20.9 12.5
Other: 100.0: 38.0 0.4 8.4 34.8 86.4 81.2 95.2: 18.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 24 8 9 25 18 51 34:
Old : 59: 15 12 5 19 15 37 29:
Other: 43: 17 1 7 15 12 32 20:
:----------------------------------------------------------------------------------------------------
: 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 58.2 35.9 73.3 20.6 50.2 31.5 64.4
Old : 23.7 54.3 39.8 69.8 23.7 54.3 39.8 68.8
Other: 39.1 77.2 55.3 89.8 32.2 64.1 42.9 71.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 10, 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 : 995,382: 154,498 314,144 13,028 681,904 575,891 849,430 903,063: 145,952 92,319
Old : 995,382: 154,498 314,144 13,028 681,904 575,891 849,430 903,063: 145,952 92,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 50,463: -3,580 19,287 5,383 46,845 17,059 48,648 41,729: 1,815 8,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 31.6 1.3 68.5 57.9 85.3 90.7: 14.7 9.3
Old : 100.0: 15.5 31.6 1.3 68.5 57.9 85.3 90.7: 14.7 9.3
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 : 212: 45 40 15 90 80 142 128:
Old : 212: 45 40 15 90 80 142 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 29.6 33.7 41.0 21.9 28.6 32.7 40.0
Old : 22.5 29.6 33.7 41.0 21.9 28.6 32.7 40.0
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, April 10, 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 : 2,554,632: 761,799 349,282 61,433 1,469,664 1,741,948 2,292,896 2,152,663: 261,736 401,969
Old : 2,554,632: 761,799 349,282 61,433 1,469,664 1,741,948 2,292,896 2,152,663: 261,736 401,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 29,196: 1,099 31,486 6,027 43,041 -39,257 50,167 -1,744: -20,971 30,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.7 2.4 57.5 68.2 89.8 84.3: 10.2 15.7
Old : 100.0: 29.8 13.7 2.4 57.5 68.2 89.8 84.3: 10.2 15.7
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 : 300: 56 74 41 119 118 195 213:
Old : 300: 56 74 41 119 118 195 213:
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 : 28.2 32.9 39.5 43.8 25.9 28.0 36.7 38.4
Old : 28.2 32.9 39.5 43.8 25.9 28.0 36.7 38.4
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, April 10, 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 : 1,567,410: 190,199 341,733 27,807 1,111,472 926,039 1,329,478 1,295,579: 237,932 271,831
Old : 1,567,410: 190,199 341,733 27,807 1,111,472 926,039 1,329,478 1,295,579: 237,932 271,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 38,573: -37,738 -47,210 1,815 80,917 53,402 44,994 8,007: -6,421 30,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 21.8 1.8 70.9 59.1 84.8 82.7: 15.2 17.3
Old : 100.0: 12.1 21.8 1.8 70.9 59.1 84.8 82.7: 15.2 17.3
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 : 200: 38 40 20 84 83 132 133:
Old : 200: 38 40 20 84 83 132 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 30.1 46.2 41.1 31.2 28.2 38.7 37.2
Old : 36.4 30.1 46.2 41.1 31.2 28.2 38.7 37.2
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, April 10, 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 : 609,907: 158,556 199,340 76,595 341,187 306,206 576,338 582,141: 33,569 27,766
Old : 609,907: 158,556 199,340 76,595 341,187 306,206 576,338 582,141: 33,569 27,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -3,558: -10,799 3,864 6,606 5,688 -5,271 1,495 5,199: -5,053 -8,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 32.7 12.6 55.9 50.2 94.5 95.4: 5.5 4.6
Old : 100.0: 26.0 32.7 12.6 55.9 50.2 94.5 95.4: 5.5 4.6
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 : 130: 33 30 36 60 44 114 90:
Old : 130: 33 30 36 60 44 114 90:
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 : 30.8 40.6 42.9 55.8 29.9 36.7 40.6 46.2
Old : 30.8 40.6 42.9 55.8 29.9 36.7 40.6 46.2
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, April 10, 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 : 31,854: 12,273 1,900 610 2,381 22,924 15,264 25,434: 16,590 6,420
Old : 31,854: 12,273 1,900 610 2,381 22,924 15,264 25,434: 16,590 6,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 457: 429 1,211 289 -399 -400 319 1,100: 138 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 6.0 1.9 7.5 72.0 47.9 79.8: 52.1 20.2
Old : 100.0: 38.5 6.0 1.9 7.5 72.0 47.9 79.8: 52.1 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 : 46: 22 8 3 5 14 29 23:
Old : 46: 22 8 3 5 14 29 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 : 17.6 44.4 26.4 63.9 17.6 43.9 26.4 63.1
Old : 17.6 44.4 26.4 63.9 17.6 43.9 26.4 63.1
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, April 10, 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 : 40,463: 16,952 6,503 77 17,015 28,068 34,044 34,648: 6,419 5,815
Old : 40,463: 16,952 6,503 77 17,015 28,068 34,044 34,648: 6,419 5,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 320: 185 307 -176 1 50 10 181: 310 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 16.1 0.2 42.1 69.4 84.1 85.6: 15.9 14.4
Old : 100.0: 41.9 16.1 0.2 42.1 69.4 84.1 85.6: 15.9 14.4
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 : 61: 23 11 4 17 14 41 28:
Old : 61: 23 11 4 17 14 41 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 : 27.4 47.1 46.6 63.8 26.6 47.1 45.8 63.8
Old : 27.4 47.1 46.6 63.8 26.6 47.1 45.8 63.8
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, April 10, 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 : 74,075: 39,114 26,977 536 23,276 31,911 62,926 59,424: 11,149 14,651
Old : 74,075: 39,114 26,977 536 23,276 31,911 62,926 59,424: 11,149 14,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -2,600: -3,385 -2,585 390 409 -735 -2,586 -2,930: -14 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 36.4 0.7 31.4 43.1 84.9 80.2: 15.1 19.8
Old : 100.0: 52.8 36.4 0.7 31.4 43.1 84.9 80.2: 15.1 19.8
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 : 103: 27 40 2 22 20 51 60:
Old : 103: 27 40 2 22 20 51 60:
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 : 37.2 28.2 49.1 40.9 35.1 25.9 45.4 36.8
Old : 37.2 28.2 49.1 40.9 35.1 25.9 45.4 36.8
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, April 10, 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 : 46,617: 2,572 16,081 333 43,554 28,226 46,459 44,640: 158 1,977
Old : 46,617: 2,572 16,081 333 43,554 28,226 46,459 44,640: 158 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,053: -634 166 0 2,730 1,892 2,096 2,058: -43 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 34.5 0.7 93.4 60.5 99.7 95.8: 0.3 4.2
Old : 100.0: 5.5 34.5 0.7 93.4 60.5 99.7 95.8: 0.3 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: 9 13 2 12 10 21 25:
Old : 39: 9 13 2 12 10 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 81.4 92.3 90.3 71.8 68.8 81.0 77.6
Old : 77.8 81.4 92.3 90.3 71.8 68.8 81.0 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2007