WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 371,660 COMMITMENTS 79,073 79,279 58,438 201,275 176,589 338,786 314,306 32,874 57,354 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -14,733) 2,377 -12,118 -3,896 -13,118 1,767 -14,637 -14,247 -96 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 21.3 15.7 54.2 47.5 91.2 84.6 8.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 84 127 103 66 100 228 269 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,363,284 COMMITMENTS 358,148 95,965 221,270 613,652 803,786 1193070 1121021 170,214 242,263 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -35,858) -3,606 8,728 -13,533 -14,015 -27,123 -31,154 -31,928 -4,704 -3,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 7.0 16.2 45.0 59.0 87.5 82.2 12.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 799) 230 116 192 267 344 587 596 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 19,096 COMMITMENTS 6,635 82 794 6,513 15,763 13,942 16,639 5,154 2,457 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -1,372) -165 10 -57 -864 -1,452 -1,086 -1,499 -286 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 0.4 4.2 34.1 82.5 73.0 87.1 27.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 31 4 11 17 17 56 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 482,956 COMMITMENTS 121,395 36,714 87,269 220,029 276,415 428,693 400,398 54,263 82,558 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -478) -11,659 -1,198 12,787 4,487 -8,415 5,615 3,174 -6,093 -3,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 7.6 18.1 45.6 57.2 88.8 82.9 11.2 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468) 153 84 144 120 154 362 343 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 15,576 COMMITMENTS 11,833 1,731 1,051 0 655 12,884 3,437 2,692 12,139 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -1,989) -2,082 -2,653 579 -33 -240 -1,536 -2,314 -453 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.0 11.1 6.7 0.0 4.2 82.7 22.1 17.3 77.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 15 7 9 0 3 17 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 314,848 COMMITMENTS 93,598 12,267 43,357 144,334 237,816 281,289 293,440 33,559 21,408 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -8,765) -7,385 743 -5,841 3,284 -6,000 -9,942 -11,098 1,177 2,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 3.9 13.8 45.8 75.5 89.3 93.2 10.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 95 20 54 66 57 186 122 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 890,178 COMMITMENTS 119,629 231,185 11,699 642,638 463,771 773,966 706,655 116,212 183,523 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 9,972) -32,384 25,878 2,263 35,677 -16,962 5,556 11,179 4,416 -1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 26.0 1.3 72.2 52.1 86.9 79.4 13.1 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 22 51 28 63 85 101 149 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 220,311 COMMITMENTS 46,262 20,800 29,266 103,252 144,109 178,780 194,175 41,531 26,136 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 115) -3,301 779 1,417 4,687 358 2,803 2,554 -2,688 -2,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 9.4 13.3 46.9 65.4 81.1 88.1 18.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 58 29 50 61 59 149 126 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,929 COMMITMENTS 4,328 1,253 1,541 6,745 11,447 12,614 14,241 3,315 1,688 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 536) 53 -10 362 -135 -172 280 180 256 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 7.9 9.7 42.3 71.9 79.2 89.4 20.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 24 8 11 24 16 51 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 995,567 COMMITMENTS 153,733 294,875 13,927 689,907 602,499 857,567 911,301 138,000 84,266 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 185) -765 -19,269 899 8,003 26,608 8,137 8,238 -7,952 -8,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 29.6 1.4 69.3 60.5 86.1 91.5 13.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 40 42 15 87 76 134 126 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,591,352 COMMITMENTS 745,313 339,709 72,325 1500048 1742067 2317686 2154101 273,666 437,251 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 36,720) -16,486 -9,573 10,892 30,384 119 24,790 1,438 11,930 35,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 13.1 2.8 57.9 67.2 89.4 83.1 10.6 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 55 75 44 123 128 202 223 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,590,132 COMMITMENTS 210,902 351,345 34,870 1091714 938,573 1337486 1324788 252,646 265,344 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 22,722) 20,703 9,612 7,063 -19,758 12,534 8,008 29,209 14,714 -6,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 22.1 2.2 68.7 59.0 84.1 83.3 15.9 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 40 39 26 89 79 142 131 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 596,649 COMMITMENTS 152,637 202,101 74,579 338,036 298,433 565,252 575,113 31,397 21,536 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -13,258) -5,919 2,761 -2,016 -3,151 -7,773 -11,086 -7,028 -2,172 -6,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 33.9 12.5 56.7 50.0 94.7 96.4 5.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 33 30 32 61 46 112 91 SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 10,783 COMMITMENTS 2,101 1,779 356 1,423 5,506 3,880 7,641 6,903 3,142 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 16.5 3.3 13.2 51.1 36.0 70.9 64.0 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 4 1 3 7 11 12 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 31,771 COMMITMENTS 12,151 2,490 603 1,889 22,540 14,643 25,633 17,128 6,138 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -83) -122 590 -7 -492 -384 -621 199 538 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 7.8 1.9 5.9 70.9 46.1 80.7 53.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 24 9 4 4 15 30 26 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 41,084 COMMITMENTS 16,202 6,598 46 16,974 28,007 33,222 34,651 7,862 6,433 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 621) -750 95 -31 -41 -61 -822 3 1,443 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 16.1 0.1 41.3 68.2 80.9 84.3 19.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 23 11 4 16 14 40 28 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 85,573 COMMITMENTS 43,402 32,505 523 27,746 30,837 71,671 63,865 13,902 21,708 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 11,498) 4,288 5,528 -13 4,470 -1,074 8,745 4,441 2,753 7,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 38.0 0.6 32.4 36.0 83.8 74.6 16.2 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 27 49 2 23 23 52 72 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/17/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 46,253 COMMITMENTS 2,260 16,331 333 43,383 27,567 45,976 44,231 277 2,022 CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -364) -312 250 0 -171 -659 -483 -409 119 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 35.3 0.7 93.8 59.6 99.4 95.6 0.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 13 2 14 9 22 24
Updated April 20, 2007