WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,759 COMMITMENTS 74,071 70,108 73,374 225,528 206,024 372,973 349,506 28,786 52,253 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -25,909) -12,400 -599 -7,939 -1,417 -11,970 -21,756 -20,508 -4,153 -5,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 17.5 18.3 56.1 51.3 92.8 87.0 7.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 91 116 121 65 105 251 274 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,441,888 COMMITMENTS 442,047 82,081 185,290 630,294 911,386 1257631 1178757 184,257 263,131 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -45,106) -22,176 12,939 -15,555 1,106 -28,289 -36,625 -30,905 -8,481 -14,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 5.7 12.9 43.7 63.2 87.2 81.8 12.8 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 809) 250 99 192 241 354 580 599 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,030 COMMITMENTS 4,978 1,031 746 8,640 14,563 14,364 16,340 3,666 1,690 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -203) -487 132 225 299 -577 37 -220 -240 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 5.7 4.1 47.9 80.8 79.7 90.6 20.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 26 4 8 17 15 46 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 464,840 COMMITMENTS 125,674 38,553 70,126 200,605 269,173 396,405 377,852 68,435 86,988 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -23,597) -22,846 1,416 -12,834 7,283 -13,614 -28,397 -25,032 4,800 1,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 8.3 15.1 43.2 57.9 85.3 81.3 14.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 135 91 109 103 158 307 306 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 13,253 COMMITMENTS 9,520 1,692 637 177 675 10,334 3,004 2,919 10,249 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -564) 236 97 -396 150 5 -10 -294 -554 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.8 12.8 4.8 1.3 5.1 78.0 22.7 22.0 77.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 11 6 7 2 3 14 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 268,833 COMMITMENTS 73,472 18,516 41,111 125,432 189,860 240,015 249,487 28,818 19,346 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -15,611) -10,340 4,214 -5,012 2,518 -17,607 -12,834 -18,405 -2,777 2,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 6.9 15.3 46.7 70.6 89.3 92.8 10.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 83 24 45 54 49 162 105 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 904,998 COMMITMENTS 115,714 227,017 38,170 602,141 478,253 756,025 743,440 148,973 161,558 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -50,435) 3,696 27,500 -12,916 -21,542 -28,121 -30,762 -13,537 -19,673 -36,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 25.1 4.2 66.5 52.8 83.5 82.1 16.5 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 23 48 24 75 84 114 140 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 215,684 COMMITMENTS 62,159 24,530 24,168 85,277 142,888 171,604 191,586 44,080 24,098 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -14,779) -11,681 1,109 -5,444 972 -11,620 -16,153 -15,955 1,374 1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 11.4 11.2 39.5 66.2 79.6 88.8 20.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 72 30 47 56 52 156 115 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,409 COMMITMENTS 5,381 870 1,380 7,187 13,970 13,948 16,220 3,461 1,189 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 144) 288 200 -487 -84 427 -283 140 427 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 5.0 7.9 41.3 80.2 80.1 93.2 19.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 25 6 6 28 20 56 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 838,026 COMMITMENTS 122,488 248,416 17,409 562,014 471,427 701,911 737,252 136,115 100,774 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -32,012) 5,680 16,307 -31,885 -2,659 2,088 -28,864 -13,490 -3,148 -18,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 29.6 2.1 67.1 56.3 83.8 88.0 16.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 40 43 16 80 71 128 122 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,164,423 COMMITMENTS 589,779 264,585 53,900 1216087 1465517 1859766 1784002 304,657 380,421 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -156,143) -24,021 -53,063 -45,095 -34,083 9,658 -103,199 -88,500 -52,944 -67,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 12.2 2.5 56.2 67.7 85.9 82.4 14.1 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 59 67 42 112 130 190 220 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,419,779 COMMITMENTS 252,188 283,260 26,883 888,009 880,836 1167080 1190979 252,699 228,800 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -132,712) 21,946 21,090 -29,007 -113,757 -51,101 -120,818 -59,018 -11,894 -73,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 20.0 1.9 62.5 62.0 82.2 83.9 17.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 36 33 17 78 78 123 119 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 523,627 COMMITMENTS 197,338 152,367 75,643 218,962 265,084 491,943 493,094 31,684 30,533 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -18,631) 10,890 20,555 -29,228 -2,521 -11,854 -20,859 -20,527 2,228 1,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 29.1 14.4 41.8 50.6 93.9 94.2 6.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 36 27 37 53 54 107 101 SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,192 COMMITMENTS 2,225 1,258 22 1,758 6,298 4,005 7,578 6,187 2,614 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,910) -1,643 951 -720 -526 -1,497 -2,889 -1,266 979 -644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 12.3 0.2 17.2 61.8 39.3 74.4 60.7 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 3 1 4 9 12 13 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 40,957 COMMITMENTS 11,265 8,229 1,874 8,371 24,053 21,510 34,156 19,447 6,801 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -4,875) -3,962 4,170 -329 1,168 -5,565 -3,123 -1,724 -1,752 -3,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 20.1 4.6 20.4 58.7 52.5 83.4 47.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 23 16 7 11 13 40 30 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 72,764 COMMITMENTS 31,585 5,844 843 19,410 59,122 51,838 65,809 20,926 6,955 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,510) -37 -1,086 562 83 -938 608 -1,462 -2,118 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 8.0 1.2 26.7 81.3 71.2 90.4 28.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 29 16 13 18 13 52 37 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 136,391 COMMITMENTS 43,631 64,543 1,686 79,441 29,376 124,758 95,605 11,633 40,786 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -6,854) -8,710 3,487 -4,605 11,826 -2,081 -1,489 -3,199 -5,365 -3,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 47.3 1.2 58.2 21.5 91.5 70.1 8.5 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 37 41 16 28 19 76 66 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 03/06/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 53,076 COMMITMENTS 2,453 19,994 2,549 47,919 30,400 52,921 52,943 155 133 CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 1,114) 34 2,683 -105 2,202 -462 2,131 2,116 -1,017 -1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 37.7 4.8 90.3 57.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 10 4 11 11 22 23
Updated March 9, 2007