WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 17, 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 : 371,660: 79,073 79,279 58,438 201,275 176,589 338,786 314,306: 32,874 57,354
Old : 42,932: 13,619 16,192 490 21,263 18,408 35,372 35,090: 7,560 7,842
Other: 328,728: 80,264 77,897 43,138 180,012 158,181 303,414 279,216: 25,314 49,512
: : :
: : Changes in Commitments from: April 10, 2007 :
: -14,733: 2,377 -12,118 -3,896 -13,118 1,767 -14,637 -14,247: -96 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.3 15.7 54.2 47.5 91.2 84.6: 8.8 15.4
Old : 100.0: 31.7 37.7 1.1 49.5 42.9 82.4 81.7: 17.6 18.3
Other: 100.0: 24.4 23.7 13.1 54.8 48.1 92.3 84.9: 7.7 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 84 127 103 66 100 228 269:
Old : 174: 44 52 3 31 52 76 106:
Other: 322: 85 118 85 57 97 203 249:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 16.5 38.3 23.3 24.9 15.3 38.0 21.8
Old : 39.2 23.9 52.3 36.8 39.2 23.9 51.7 36.8
Other: 25.2 17.6 38.5 24.8 25.2 16.3 38.2 23.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 17, 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 : 1,363,284: 358,148 95,965 221,270 613,652 803,786 1,193,070 1,121,021: 170,214 242,263
Old : 732,748: 161,381 145,277 77,507 394,891 396,922 633,779 619,706: 98,969 113,042
Other: 630,536: 301,796 55,717 38,734 218,761 406,864 559,291 501,315: 71,245 129,221
: : :
: : Changes in Commitments from: April 10, 2007 :
: -35,858: -3,606 8,728 -13,533 -14,015 -27,123 -31,154 -31,928: -4,704 -3,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.0 16.2 45.0 59.0 87.5 82.2: 12.5 17.8
Old : 100.0: 22.0 19.8 10.6 53.9 54.2 86.5 84.6: 13.5 15.4
Other: 100.0: 47.9 8.8 6.1 34.7 64.5 88.7 79.5: 11.3 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 799: 230 116 192 267 344 587 596:
Old : 719: 173 138 130 223 309 464 524:
Other: 664: 191 84 62 154 317 361 451:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 15.8 23.5 21.6 14.9 15.2 22.8 19.9
Old : 19.4 20.0 29.9 27.1 19.4 19.2 29.9 25.5
Other: 19.8 12.8 29.8 20.6 19.8 12.3 29.7 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 17, 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 : 19,096: 6,635 82 794 6,513 15,763 13,942 16,639: 5,154 2,457
Old : 2,769: 1,364 142 0 347 1,888 1,711 2,030: 1,058 739
Other: 16,327: 5,433 102 632 6,166 13,875 12,231 14,609: 4,096 1,718
: : :
: : Changes in Commitments from: April 10, 2007 :
: -1,372: -165 10 -57 -864 -1,452 -1,086 -1,499: -286 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 0.4 4.2 34.1 82.5 73.0 87.1: 27.0 12.9
Old : 100.0: 49.3 5.1 0.0 12.5 68.2 61.8 73.3: 38.2 26.7
Other: 100.0: 33.3 0.6 3.9 37.8 85.0 74.9 89.5: 25.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 31 4 11 17 17 56 28:
Old : 32: 11 4 0 3 15 14 19:
Other: 57: 26 4 9 17 16 49 26:
:----------------------------------------------------------------------------------------------------
: 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 51.8 36.6 75.2 23.8 50.5 35.0 67.2
Old : 39.4 45.1 53.6 59.0 39.4 44.1 53.6 58.0
Other: 27.5 58.4 41.6 81.7 27.0 57.1 40.1 74.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 17, 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 : 482,956: 121,395 36,714 87,269 220,029 276,415 428,693 400,398: 54,263 82,558
Old : 312,884: 87,776 44,597 30,105 159,470 192,151 277,351 266,853: 35,533 46,031
Other: 170,072: 63,702 22,200 27,081 60,559 84,264 151,342 133,545: 18,730 36,527
: : :
: : Changes in Commitments from: April 10, 2007 :
: -478: -11,659 -1,198 12,787 4,487 -8,415 5,615 3,174: -6,093 -3,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.6 18.1 45.6 57.2 88.8 82.9: 11.2 17.1
Old : 100.0: 28.1 14.3 9.6 51.0 61.4 88.6 85.3: 11.4 14.7
Other: 100.0: 37.5 13.1 15.9 35.6 49.5 89.0 78.5: 11.0 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 153 84 144 120 154 362 343:
Old : 437: 151 88 98 103 136 309 290:
Other: 310: 62 84 53 62 131 161 241:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 22.0 29.2 33.2 17.3 19.3 25.9 25.6
Old : 24.2 27.7 34.2 38.9 24.2 27.3 34.0 37.7
Other: 28.6 20.3 36.9 27.6 27.0 16.2 34.1 22.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,576: 11,833 1,731 1,051 0 655 12,884 3,437: 2,692 12,139
Old : 5,657: 3,170 1,593 678 0 11 3,848 2,282: 1,809 3,375
Other: 9,919: 8,922 397 114 0 644 9,036 1,155: 883 8,764
: : :
: : Changes in Commitments from: April 10, 2007 :
: -1,989: -2,082 -2,653 579 -33 -240 -1,536 -2,314: -453 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 11.1 6.7 0.0 4.2 82.7 22.1: 17.3 77.9
Old : 100.0: 56.0 28.2 12.0 0.0 0.2 68.0 40.3: 32.0 59.7
Other: 100.0: 89.9 4.0 1.1 0.0 6.5 91.1 11.6: 8.9 88.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 7 9 0 3 17 17:
Old : 24: 12 10 8 0 2 16 16:
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 : 57.8 8.7 71.1 14.9 55.5 7.5 68.2 13.1
Old : 36.0 20.6 53.2 33.4 34.8 15.7 49.4 26.0
Other: 76.9 8.6 88.9 11.5 75.8 8.6 87.8 10.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 17, 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 : 314,848: 93,598 12,267 43,357 144,334 237,816 281,289 293,440: 33,559 21,408
Old : 229,136: 76,642 26,714 15,798 108,189 168,824 200,629 211,336: 28,507 17,800
Other: 85,712: 34,942 3,539 9,573 36,145 68,992 80,660 82,104: 5,052 3,608
: : :
: : Changes in Commitments from: April 10, 2007 :
: -8,765: -7,385 743 -5,841 3,284 -6,000 -9,942 -11,098: 1,177 2,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 3.9 13.8 45.8 75.5 89.3 93.2: 10.7 6.8
Old : 100.0: 33.4 11.7 6.9 47.2 73.7 87.6 92.2: 12.4 7.8
Other: 100.0: 40.8 4.1 11.2 42.2 80.5 94.1 95.8: 5.9 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 95 20 54 66 57 186 122:
Old : 207: 80 39 45 61 54 170 116:
Other: 106: 46 7 21 34 36 85 60:
:----------------------------------------------------------------------------------------------------
: 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 37.1 25.6 52.7 15.9 33.4 23.7 46.3
Old : 20.8 42.6 30.6 53.6 20.8 42.2 29.9 51.3
Other: 32.3 47.1 46.7 63.7 30.3 46.6 42.1 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 17, 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 : 890,178: 119,629 231,185 11,699 642,638 463,771 773,966 706,655: 116,212 183,523
Old : 890,178: 119,629 231,185 11,699 642,638 463,771 773,966 706,655: 116,212 183,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 9,972: -32,384 25,878 2,263 35,677 -16,962 5,556 11,179: 4,416 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 26.0 1.3 72.2 52.1 86.9 79.4: 13.1 20.6
Old : 100.0: 13.4 26.0 1.3 72.2 52.1 86.9 79.4: 13.1 20.6
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 : 180: 22 51 28 63 85 101 149:
Old : 180: 22 51 28 63 85 101 149:
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 : 30.1 25.0 43.6 34.8 23.9 17.5 34.3 24.8
Old : 30.1 25.0 43.6 34.8 23.9 17.5 34.3 24.8
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 17, 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 : 220,311: 46,262 20,800 29,266 103,252 144,109 178,780 194,175: 41,531 26,136
Old : 146,661: 39,045 16,435 15,902 61,370 93,382 116,317 125,719: 30,344 20,942
Other: 73,650: 12,811 9,959 7,770 41,882 50,727 62,463 68,456: 11,187 5,194
: : :
: : Changes in Commitments from: April 10, 2007 :
: 115: -3,301 779 1,417 4,687 358 2,803 2,554: -2,688 -2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 9.4 13.3 46.9 65.4 81.1 88.1: 18.9 11.9
Old : 100.0: 26.6 11.2 10.8 41.8 63.7 79.3 85.7: 20.7 14.3
Other: 100.0: 17.4 13.5 10.5 56.9 68.9 84.8 92.9: 15.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 58 29 50 61 59 149 126:
Old : 168: 55 31 39 57 51 135 107:
Other: 106: 31 18 24 41 33 86 63:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 33.0 34.0 49.4 24.3 31.6 32.7 46.2
Old : 19.4 37.2 29.3 48.6 18.7 36.0 28.0 47.1
Other: 43.2 42.6 53.9 54.3 42.9 40.7 51.1 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 17, 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 : 15,929: 4,328 1,253 1,541 6,745 11,447 12,614 14,241: 3,315 1,688
Old : 7,682: 1,344 1,587 510 4,066 4,362 5,920 6,459: 1,762 1,223
Other: 8,247: 3,352 34 663 2,679 7,085 6,694 7,782: 1,553 465
: : :
: : Changes in Commitments from: April 10, 2007 :
: 536: 53 -10 362 -135 -172 280 180: 256 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.9 9.7 42.3 71.9 79.2 89.4: 20.8 10.6
Old : 100.0: 17.5 20.7 6.6 52.9 56.8 77.1 84.1: 22.9 15.9
Other: 100.0: 40.6 0.4 8.0 32.5 85.9 81.2 94.4: 18.8 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 24 8 11 24 16 51 33:
Old : 57: 16 11 7 17 13 37 28:
Other: 42: 16 2 7 14 12 31 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 : 20.9 57.0 35.1 70.8 19.9 48.7 31.0 62.0
Old : 23.2 50.8 38.8 65.3 23.2 50.8 38.8 64.2
Other: 36.6 72.8 54.9 87.2 32.4 60.5 44.1 71.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 17, 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 : 995,567: 153,733 294,875 13,927 689,907 602,499 857,567 911,301: 138,000 84,266
Old : 995,567: 153,733 294,875 13,927 689,907 602,499 857,567 911,301: 138,000 84,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 185: -765 -19,269 899 8,003 26,608 8,137 8,238: -7,952 -8,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 29.6 1.4 69.3 60.5 86.1 91.5: 13.9 8.5
Old : 100.0: 15.4 29.6 1.4 69.3 60.5 86.1 91.5: 13.9 8.5
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 : 206: 40 42 15 87 76 134 126:
Old : 206: 40 42 15 87 76 134 126:
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 : 22.2 31.3 33.4 44.0 19.9 29.9 30.7 41.0
Old : 22.2 31.3 33.4 44.0 19.9 29.9 30.7 41.0
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 17, 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 : 2,591,352: 745,313 339,709 72,325 1,500,048 1,742,067 2,317,686 2,154,101: 273,666 437,251
Old : 2,591,352: 745,313 339,709 72,325 1,500,048 1,742,067 2,317,686 2,154,101: 273,666 437,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 36,720: -16,486 -9,573 10,892 30,384 119 24,790 1,438: 11,930 35,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.1 2.8 57.9 67.2 89.4 83.1: 10.6 16.9
Old : 100.0: 28.8 13.1 2.8 57.9 67.2 89.4 83.1: 10.6 16.9
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 : 311: 55 75 44 123 128 202 223:
Old : 311: 55 75 44 123 128 202 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 29.4 39.7 40.0 25.0 24.8 35.8 34.4
Old : 28.4 29.4 39.7 40.0 25.0 24.8 35.8 34.4
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 17, 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 : 1,590,132: 210,902 351,345 34,870 1,091,714 938,573 1,337,486 1,324,788: 252,646 265,344
Old : 1,590,132: 210,902 351,345 34,870 1,091,714 938,573 1,337,486 1,324,788: 252,646 265,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 22,722: 20,703 9,612 7,063 -19,758 12,534 8,008 29,209: 14,714 -6,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 22.1 2.2 68.7 59.0 84.1 83.3: 15.9 16.7
Old : 100.0: 13.3 22.1 2.2 68.7 59.0 84.1 83.3: 15.9 16.7
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 : 202: 40 39 26 89 79 142 131:
Old : 202: 40 39 26 89 79 142 131:
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 : 30.4 29.0 39.5 40.1 23.2 27.1 30.5 35.4
Old : 30.4 29.0 39.5 40.1 23.2 27.1 30.5 35.4
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 17, 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 : 596,649: 152,637 202,101 74,579 338,036 298,433 565,252 575,113: 31,397 21,536
Old : 596,649: 152,637 202,101 74,579 338,036 298,433 565,252 575,113: 31,397 21,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -13,258: -5,919 2,761 -2,016 -3,151 -7,773 -11,086 -7,028: -2,172 -6,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 33.9 12.5 56.7 50.0 94.7 96.4: 5.3 3.6
Old : 100.0: 25.6 33.9 12.5 56.7 50.0 94.7 96.4: 5.3 3.6
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 : 132: 33 30 32 61 46 112 91:
Old : 132: 33 30 32 61 46 112 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 36.4 46.3 53.0 32.7 33.5 42.6 43.6
Old : 34.1 36.4 46.3 53.0 32.7 33.5 42.6 43.6
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, April 17, 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 : 10,783: 2,101 1,779 356 1,423 5,506 3,880 7,641: 6,903 3,142
Old : 10,783: 2,101 1,779 356 1,423 5,506 3,880 7,641: 6,903 3,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 16.5 3.3 13.2 51.1 36.0 70.9: 64.0 29.1
Old : 100.0: 19.5 16.5 3.3 13.2 51.1 36.0 70.9: 64.0 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 4 1 3 7 11 12:
Old : 21: 8 4 1 3 7 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 43.7 30.8 60.2 18.9 43.7 27.6 60.1
Old : 19.6 43.7 30.8 60.2 18.9 43.7 27.6 60.1
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, April 17, 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 : 31,771: 12,151 2,490 603 1,889 22,540 14,643 25,633: 17,128 6,138
Old : 31,771: 12,151 2,490 603 1,889 22,540 14,643 25,633: 17,128 6,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -83: -122 590 -7 -492 -384 -621 199: 538 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 7.8 1.9 5.9 70.9 46.1 80.7: 53.9 19.3
Old : 100.0: 38.2 7.8 1.9 5.9 70.9 46.1 80.7: 53.9 19.3
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 : 49: 24 9 4 4 15 30 26:
Old : 49: 24 9 4 4 15 30 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 : 17.8 42.4 26.9 59.9 17.8 42.1 26.9 59.6
Old : 17.8 42.4 26.9 59.9 17.8 42.1 26.9 59.6
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 17, 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 : 41,084: 16,202 6,598 46 16,974 28,007 33,222 34,651: 7,862 6,433
Old : 41,084: 16,202 6,598 46 16,974 28,007 33,222 34,651: 7,862 6,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 621: -750 95 -31 -41 -61 -822 3: 1,443 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 16.1 0.1 41.3 68.2 80.9 84.3: 19.1 15.7
Old : 100.0: 39.4 16.1 0.1 41.3 68.2 80.9 84.3: 19.1 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 : 60: 23 11 4 16 14 40 28:
Old : 60: 23 11 4 16 14 40 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 : 26.8 46.4 46.0 62.7 26.0 46.4 45.2 62.7
Old : 26.8 46.4 46.0 62.7 26.0 46.4 45.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 17, 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 : 85,573: 43,402 32,505 523 27,746 30,837 71,671 63,865: 13,902 21,708
Old : 85,573: 43,402 32,505 523 27,746 30,837 71,671 63,865: 13,902 21,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 11,498: 4,288 5,528 -13 4,470 -1,074 8,745 4,441: 2,753 7,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 38.0 0.6 32.4 36.0 83.8 74.6: 16.2 25.4
Old : 100.0: 50.7 38.0 0.6 32.4 36.0 83.8 74.6: 16.2 25.4
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 : 115: 27 49 2 23 23 52 72:
Old : 115: 27 49 2 23 23 52 72:
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 : 41.3 24.9 51.8 35.9 41.3 23.3 51.8 34.0
Old : 41.3 24.9 51.8 35.9 41.3 23.3 51.8 34.0
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 17, 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 : 46,253: 2,260 16,331 333 43,383 27,567 45,976 44,231: 277 2,022
Old : 46,253: 2,260 16,331 333 43,383 27,567 45,976 44,231: 277 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -364: -312 250 0 -171 -659 -483 -409: 119 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 35.3 0.7 93.8 59.6 99.4 95.6: 0.6 4.4
Old : 100.0: 4.9 35.3 0.7 93.8 59.6 99.4 95.6: 0.6 4.4
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 : 38: 8 13 2 14 9 22 24:
Old : 38: 8 13 2 14 9 22 24:
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 : 73.9 82.6 90.1 89.6 69.9 70.6 81.1 77.6
Old : 73.9 82.6 90.1 89.6 69.9 70.6 81.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2007