WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 386,393 COMMITMENTS 76,696 91,397 62,334 214,393 174,822 353,423 328,553 32,970 57,840 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -13,309) 3,783 -2,928 -12,216 -7,818 695 -16,251 -14,449 2,942 1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 23.7 16.1 55.5 45.2 91.5 85.0 8.5 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 75 134 113 67 102 227 283 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,399,142 COMMITMENTS 361,754 87,237 234,803 627,667 830,909 1224224 1152949 174,918 246,193 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -29,210) 11,170 4,899 -14,013 -26,260 -16,152 -29,103 -25,266 -107 -3,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 6.2 16.8 44.9 59.4 87.5 82.4 12.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 799) 227 116 202 267 345 594 598 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 20,468 COMMITMENTS 6,800 72 851 7,377 17,215 15,028 18,138 5,440 2,330 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 151) 60 11 241 -71 233 230 485 -79 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 0.4 4.2 36.0 84.1 73.4 88.6 26.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 31 2 9 17 16 53 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 483,434 COMMITMENTS 133,054 37,912 74,482 215,542 284,830 423,078 397,224 60,356 86,210 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -6,268) -6,874 4,363 1,612 2,015 -13,880 -3,247 -7,905 -3,021 1,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 7.8 15.4 44.6 58.9 87.5 82.2 12.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 150 82 124 108 143 324 309 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,565 COMMITMENTS 13,915 4,384 472 33 895 14,420 5,751 3,145 11,814 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 303) 268 207 27 -1 -13 294 221 9 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.2 25.0 2.7 0.2 5.1 82.1 32.7 17.9 67.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 19 11 7 2 4 22 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 323,613 COMMITMENTS 100,983 11,524 49,198 141,050 243,816 291,231 304,538 32,382 19,075 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 7,576) 5,484 1,677 -111 515 4,116 5,888 5,682 1,688 1,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 3.6 15.2 43.6 75.3 90.0 94.1 10.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 103 27 54 62 56 194 123 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 880,206 COMMITMENTS 152,013 205,307 9,436 606,961 480,733 768,410 695,476 111,796 184,730 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 45,155) 48,243 12,887 1,346 7,841 14,600 57,430 28,833 -12,275 16,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 23.3 1.1 69.0 54.6 87.3 79.0 12.7 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 25 46 25 65 81 102 140 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 220,196 COMMITMENTS 49,563 20,021 27,849 98,565 143,751 175,977 191,621 44,219 28,575 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 8,841) -2,169 1,245 997 10,110 4,133 8,938 6,375 -97 2,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 9.1 12.6 44.8 65.3 79.9 87.0 20.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 58 30 50 63 56 155 121 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,393 COMMITMENTS 4,275 1,263 1,179 6,880 11,619 12,334 14,061 3,059 1,332 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -42) 55 21 -1 -8 10 46 30 -88 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 8.2 7.7 44.7 75.5 80.1 91.3 19.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 24 8 9 25 18 51 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 995,382 COMMITMENTS 154,498 314,144 13,028 681,904 575,891 849,430 903,063 145,952 92,319 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 50,463) -3,580 19,287 5,383 46,845 17,059 48,648 41,729 1,815 8,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 31.6 1.3 68.5 57.9 85.3 90.7 14.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 45 40 15 90 80 142 128 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,554,632 COMMITMENTS 761,799 349,282 61,433 1469664 1741948 2292896 2152663 261,736 401,969 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 29,196) 1,099 31,486 6,027 43,041 -39,257 50,167 -1,744 -20,971 30,940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 13.7 2.4 57.5 68.2 89.8 84.3 10.2 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 56 74 41 119 118 195 213 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,567,410 COMMITMENTS 190,199 341,733 27,807 1111472 926,039 1329478 1295579 237,932 271,831 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 38,573) -37,738 -47,210 1,815 80,917 53,402 44,994 8,007 -6,421 30,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 21.8 1.8 70.9 59.1 84.8 82.7 15.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 38 40 20 84 83 132 133 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 609,907 COMMITMENTS 158,556 199,340 76,595 341,187 306,206 576,338 582,141 33,569 27,766 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -3,558) -10,799 3,864 6,606 5,688 -5,271 1,495 5,199 -5,053 -8,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 32.7 12.6 55.9 50.2 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 33 30 36 60 44 114 90 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,854 COMMITMENTS 12,273 1,900 610 2,381 22,924 15,264 25,434 16,590 6,420 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 457) 429 1,211 289 -399 -400 319 1,100 138 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 6.0 1.9 7.5 72.0 47.9 79.8 52.1 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 22 8 3 5 14 29 23 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 40,463 COMMITMENTS 16,952 6,503 77 17,015 28,068 34,044 34,648 6,419 5,815 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 320) 185 307 -176 1 50 10 181 310 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 16.1 0.2 42.1 69.4 84.1 85.6 15.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 23 11 4 17 14 41 28 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 74,075 COMMITMENTS 39,114 26,977 536 23,276 31,911 62,926 59,424 11,149 14,651 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -2,600) -3,385 -2,585 390 409 -735 -2,586 -2,930 -14 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 36.4 0.7 31.4 43.1 84.9 80.2 15.1 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 27 40 2 22 20 51 60 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/10/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 46,617 COMMITMENTS 2,572 16,081 333 43,554 28,226 46,459 44,640 158 1,977 CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,053) -634 166 0 2,730 1,892 2,096 2,058 -43 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 34.5 0.7 93.4 60.5 99.7 95.8 0.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 13 2 12 10 21 25
Updated April 13, 2007