WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 361,987 COMMITMENTS 81,971 77,278 47,410 202,308 180,518 331,689 305,206 30,298 56,781 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -9,673) 2,898 -2,001 -11,028 1,033 3,929 -7,097 -9,100 -2,576 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 21.3 13.1 55.9 49.9 91.6 84.3 8.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 83 109 94 66 97 224 245 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,278,711 COMMITMENTS 332,370 92,664 171,833 616,843 782,378 1121046 1046875 157,665 231,836 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -84,573) -25,778 -3,301 -49,437 3,191 -21,408 -72,024 -74,146 -12,549 -10,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 7.2 13.4 48.2 61.2 87.7 81.9 12.3 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 771) 199 118 170 283 347 571 578 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,524 COMMITMENTS 5,881 4 910 7,353 15,495 14,144 16,409 4,380 2,115 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -572) -754 -78 116 840 -268 202 -230 -774 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 0.0 4.9 39.7 83.6 76.4 88.6 23.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 24 2 11 18 17 48 28 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,969 COMMITMENTS 99,572 37,469 81,225 213,530 243,933 394,327 362,627 50,642 82,342 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -37,987) -21,823 755 -6,044 -6,499 -32,482 -34,366 -37,771 -3,621 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 8.4 18.3 48.0 54.8 88.6 81.5 11.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 111 88 141 117 148 329 333 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 302,458 COMMITMENTS 84,016 15,231 40,625 147,025 229,352 271,666 285,208 30,792 17,250 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -12,390) -9,582 2,964 -2,732 2,691 -8,464 -9,623 -8,232 -2,767 -4,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 5.0 13.4 48.6 75.8 89.8 94.3 10.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 82 25 50 67 54 179 121 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 867,816 COMMITMENTS 122,463 191,048 14,019 595,348 486,028 731,830 691,095 135,986 176,721 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -22,362) 2,834 -40,137 2,320 -47,290 22,257 -42,136 -15,560 19,774 -6,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 22.0 1.6 68.6 56.0 84.3 79.6 15.7 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 25 47 26 64 84 104 142 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 213,595 COMMITMENTS 43,737 21,332 26,189 104,058 141,591 173,984 189,112 39,611 24,483 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -6,716) -2,525 532 -3,077 806 -2,518 -4,796 -5,063 -1,920 -1,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 10.0 12.3 48.7 66.3 81.5 88.5 18.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 51 29 43 58 60 135 123 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,873 COMMITMENTS 4,172 1,620 1,578 7,005 11,110 12,755 14,308 3,118 1,565 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -56) -156 367 37 260 -337 141 67 -197 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 10.2 9.9 44.1 70.0 80.4 90.1 19.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 22 10 11 27 18 53 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,018,643 COMMITMENTS 162,876 353,097 8,712 711,351 572,829 882,939 934,638 135,704 84,005 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 23,076) 9,143 58,222 -5,215 21,444 -29,670 25,372 23,337 -2,296 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 34.7 0.9 69.8 56.2 86.7 91.8 13.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 45 37 16 93 77 145 123 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,619,188 COMMITMENTS 738,371 323,265 86,133 1502538 1777570 2327042 2186968 292,146 432,220 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 27,836) -6,942 -16,444 13,808 2,490 35,503 9,356 32,867 18,480 -5,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 12.3 3.3 57.4 67.9 88.8 83.5 11.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 50 67 47 114 123 188 213 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,704,125 COMMITMENTS 249,697 400,250 56,007 1137575 1004831 1443279 1461088 260,846 243,037 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 113,993) 38,795 48,905 21,137 45,861 66,258 105,793 136,300 8,200 -22,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 23.5 3.3 66.8 59.0 84.7 85.7 15.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 41 39 25 90 84 145 134 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 618,853 COMMITMENTS 150,580 197,767 70,298 368,598 324,168 589,476 592,233 29,377 26,620 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 22,204) -2,057 -4,334 -4,281 30,562 25,735 24,224 17,120 -2,020 5,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 32.0 11.4 59.6 52.4 95.3 95.7 4.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 36 31 34 62 49 117 96 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 32,194 COMMITMENTS 11,022 4,385 807 1,722 19,400 13,551 24,592 18,643 7,602 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 423) -1,129 1,895 204 -167 -3,140 -1,092 -1,041 1,515 1,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 13.6 2.5 5.3 60.3 42.1 76.4 57.9 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 19 12 3 5 14 27 26 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 42,484 COMMITMENTS 18,451 6,481 49 17,053 28,723 35,553 35,253 6,931 7,231 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,400) 2,249 -117 3 79 716 2,331 602 -931 798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 15.3 0.1 40.1 67.6 83.7 83.0 16.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 30 12 4 17 14 48 29 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,444 COMMITMENTS 47,722 43,379 444 40,870 33,055 89,036 76,878 13,408 25,566 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 16,871) 4,320 10,874 -79 13,124 2,218 17,365 13,013 -494 3,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 42.3 0.4 39.9 32.3 86.9 75.0 13.1 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 34 53 3 21 23 58 76 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 04/24/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 46,181 COMMITMENTS 2,346 16,037 337 43,212 27,822 45,895 44,196 286 1,985 CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -72) 86 -294 4 -171 255 -81 -35 9 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 34.7 0.7 93.6 60.2 99.4 95.7 0.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 13 3 14 9 22 24
Updated April 27, 2007