WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 8, 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 : 360,386: 82,235 79,798 47,740 201,917 181,295 331,892 308,833: 28,494 51,553
Old : 331,030: 70,149 84,551 40,320 193,883 161,448 304,352 286,319: 26,678 44,711
Other: 29,356: 19,290 2,451 216 8,034 19,847 27,540 22,514: 1,816 6,842
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,112: -5,004 -5,224 5,290 1,501 68 1,787 134: -675 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 22.1 13.2 56.0 50.3 92.1 85.7: 7.9 14.3
Old : 100.0: 21.2 25.5 12.2 58.6 48.8 91.9 86.5: 8.1 13.5
Other: 100.0: 65.7 8.3 0.7 27.4 67.6 93.8 76.7: 6.2 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 81 117 96 58 97 215 252:
Old : 322: 77 122 87 57 96 203 251:
Other: 123: 30 21 6 14 63 50 87:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 17.5 40.0 25.8 26.0 16.3 39.9 23.8
Old : 27.9 17.6 43.0 26.1 27.8 17.5 43.0 25.0
Other: 57.0 23.7 77.1 36.7 56.2 22.4 74.1 34.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 8, 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 : 1,261,876: 343,642 101,218 154,326 610,006 781,650 1,107,974 1,037,194: 153,902 224,682
Old : 596,906: 130,953 130,380 36,696 353,241 342,093 520,890 509,169: 76,016 87,737
Other: 664,970: 303,363 61,512 26,956 256,765 439,557 587,084 528,025: 77,886 136,945
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,575: -4,328 4,072 223 5,274 -495 1,169 3,800: 3,406 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.0 12.2 48.3 61.9 87.8 82.2: 12.2 17.8
Old : 100.0: 21.9 21.8 6.1 59.2 57.3 87.3 85.3: 12.7 14.7
Other: 100.0: 45.6 9.3 4.1 38.6 66.1 88.3 79.4: 11.7 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 196 129 157 225 338 496 567:
Old : 671: 131 158 70 163 297 344 478:
Other: 658: 175 86 62 166 315 360 449:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 17.5 25.7 23.7 16.3 16.5 24.8 21.8
Old : 22.8 20.6 35.0 29.3 22.8 19.4 35.0 27.2
Other: 20.1 16.6 29.5 23.9 20.1 15.4 29.5 22.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 8, 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 : 17,901: 5,898 6 890 7,161 14,947 13,949 15,843: 3,952 2,058
Old : 17,901: 5,898 6 890 7,161 14,947 13,949 15,843: 3,952 2,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -240: -315 3 -7 117 -78 -205 -82: -35 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 0.0 5.0 40.0 83.5 77.9 88.5: 22.1 11.5
Old : 100.0: 32.9 0.0 5.0 40.0 83.5 77.9 88.5: 22.1 11.5
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 : 54: 24 2 10 15 16 45 26:
Old : 54: 24 2 10 15 16 45 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 : 27.8 51.3 41.8 75.1 24.6 50.2 36.6 64.5
Old : 27.8 51.3 41.8 75.1 24.6 50.2 36.6 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 8, 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 : 428,623: 111,780 35,859 68,709 200,807 242,501 381,296 347,069: 47,327 81,554
Old : 244,326: 73,321 43,454 6,851 136,339 154,042 216,511 204,347: 27,815 39,979
Other: 184,297: 67,128 21,074 33,189 64,468 88,459 164,785 142,722: 19,512 41,575
: : :
: : Changes in Commitments from: May 1, 2007 :
: -696: 1,052 566 -1,500 -2,319 -1,483 -2,767 -2,417: 2,071 1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.4 16.0 46.8 56.6 89.0 81.0: 11.0 19.0
Old : 100.0: 30.0 17.8 2.8 55.8 63.0 88.6 83.6: 11.4 16.4
Other: 100.0: 36.4 11.4 18.0 35.0 48.0 89.4 77.4: 10.6 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 122 88 113 109 150 304 304:
Old : 385: 128 84 40 74 126 220 232:
Other: 305: 65 72 59 74 131 179 233:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 23.1 31.3 30.9 20.0 20.9 29.8 27.0
Old : 30.6 27.6 43.4 38.7 30.6 26.2 43.3 37.3
Other: 21.2 19.9 29.3 27.4 19.6 15.6 26.9 21.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,720: 11,322 1,778 388 0 697 11,710 2,863: 3,010 11,857
Old : 4,349: 2,420 1,531 79 0 14 2,499 1,624: 1,850 2,725
Other: 10,371: 9,048 393 163 0 683 9,211 1,239: 1,160 9,132
: : :
: : Changes in Commitments from: May 1, 2007 :
: -288: -361 -101 -393 0 11 -754 -483: 466 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 12.1 2.6 0.0 4.7 79.6 19.4: 20.4 80.6
Old : 100.0: 55.6 35.2 1.8 0.0 0.3 57.5 37.3: 42.5 62.7
Other: 100.0: 87.2 3.8 1.6 0.0 6.6 88.8 11.9: 11.2 88.1
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 7 6 0 3 12 15:
Old : 20: 9 9 5 0 2 11 14:
Other: 14: 9 2 4 0 3 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 60.1 8.9 74.4 15.4 58.7 8.6 72.8 14.7
Old : 38.1 28.0 53.3 35.5 37.9 28.0 52.6 35.1
Other: 76.3 8.7 88.3 11.9 75.2 8.7 86.8 10.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 8, 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 : 293,132: 88,339 14,108 37,587 136,813 224,678 262,739 276,373: 30,393 16,759
Old : 197,059: 72,609 24,001 11,433 89,310 148,728 173,352 184,162: 23,707 12,897
Other: 96,073: 29,317 3,694 12,567 47,503 75,950 89,387 92,211: 6,686 3,862
: : :
: : Changes in Commitments from: May 1, 2007 :
: -9,538: -3,598 955 -2,607 -4,157 -8,190 -10,362 -9,842: 824 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.8 12.8 46.7 76.6 89.6 94.3: 10.4 5.7
Old : 100.0: 36.8 12.2 5.8 45.3 75.5 88.0 93.5: 12.0 6.5
Other: 100.0: 30.5 3.8 13.1 49.4 79.1 93.0 96.0: 7.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 93 22 41 55 53 169 107:
Old : 196: 81 40 26 49 50 149 97:
Other: 110: 40 12 25 35 38 85 67:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 40.6 28.4 54.4 16.8 34.9 24.3 47.4
Old : 23.8 46.2 33.6 56.0 23.8 45.9 32.8 54.6
Other: 32.1 48.4 44.5 63.0 30.8 47.6 40.2 57.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 8, 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 : 896,829: 138,571 210,622 22,703 604,522 493,888 765,796 727,213: 131,033 169,616
Old : 896,829: 138,571 210,622 22,703 604,522 493,888 765,796 727,213: 131,033 169,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -6,737: 23,312 -5,926 30 -27,653 10,488 -4,311 4,592: -2,426 -11,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.5 2.5 67.4 55.1 85.4 81.1: 14.6 18.9
Old : 100.0: 15.5 23.5 2.5 67.4 55.1 85.4 81.1: 14.6 18.9
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 : 182: 29 48 31 69 84 114 147:
Old : 182: 29 48 31 69 84 114 147:
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 : 29.7 26.5 42.8 38.1 26.6 18.4 34.4 26.6
Old : 29.7 26.5 42.8 38.1 26.6 18.4 34.4 26.6
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, May 8, 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 : 215,493: 48,345 26,666 25,958 103,086 138,059 177,389 190,683: 38,104 24,810
Old : 126,075: 35,673 21,456 10,772 54,473 74,887 100,918 107,115: 25,157 18,960
Other: 89,418: 19,405 11,943 8,453 48,613 63,172 76,471 83,568: 12,947 5,850
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,345: -720 2,840 -1,472 5,189 2,949 2,997 4,317: 1,348 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 12.4 12.0 47.8 64.1 82.3 88.5: 17.7 11.5
Old : 100.0: 28.3 17.0 8.5 43.2 59.4 80.0 85.0: 20.0 15.0
Other: 100.0: 21.7 13.4 9.5 54.4 70.6 85.5 93.5: 14.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 50 36 42 55 53 133 120:
Old : 164: 47 42 27 46 43 113 99:
Other: 111: 38 16 23 38 34 83 67:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 34.3 37.6 48.2 26.9 32.9 35.9 45.3
Old : 20.8 33.9 30.7 45.3 20.1 33.9 29.6 44.6
Other: 38.7 45.6 49.8 56.3 38.2 43.8 48.4 54.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 8, 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 : 15,147: 4,575 1,851 1,011 6,742 11,023 12,328 13,885: 2,819 1,262
Old : 6,197: 1,441 2,020 13 3,583 3,457 5,037 5,490: 1,160 707
Other: 8,950: 3,433 130 699 3,159 7,566 7,291 8,395: 1,659 555
: : :
: : Changes in Commitments from: May 1, 2007 :
: 87: 330 -298 84 -316 390 98 176: -11 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 12.2 6.7 44.5 72.8 81.4 91.7: 18.6 8.3
Old : 100.0: 23.3 32.6 0.2 57.8 55.8 81.3 88.6: 18.7 11.4
Other: 100.0: 38.4 1.5 7.8 35.3 84.5 81.5 93.8: 18.5 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 23 13 11 29 19 55 41:
Old : 61: 11 18 3 16 16 30 34:
Other: 49: 17 4 7 18 12 37 21:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 51.5 35.5 68.3 18.9 43.3 32.2 57.7
Old : 33.5 44.6 52.8 60.2 33.5 44.6 52.8 60.2
Other: 33.5 70.0 53.2 86.1 30.6 58.7 44.1 70.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 8, 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 : 1,094,562: 185,069 444,088 30,003 738,855 530,770 953,927 1,004,861: 140,635 89,701
Old : 1,094,562: 185,069 444,088 30,003 738,855 530,770 953,927 1,004,861: 140,635 89,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -11,015: 22,059 41,378 -672 -27,925 -48,338 -6,538 -7,632: -4,477 -3,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 40.6 2.7 67.5 48.5 87.2 91.8: 12.8 8.2
Old : 100.0: 16.9 40.6 2.7 67.5 48.5 87.2 91.8: 12.8 8.2
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 : 216: 47 41 15 98 77 151 127:
Old : 216: 47 41 15 98 77 151 127:
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 : 19.2 26.9 29.9 42.0 18.4 25.0 27.1 38.2
Old : 19.2 26.9 29.9 42.0 18.4 25.0 27.1 38.2
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, May 8, 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 : 2,765,399: 778,591 360,250 118,220 1,555,841 1,881,866 2,452,652 2,360,336: 312,747 405,063
Old : 2,765,399: 778,591 360,250 118,220 1,555,841 1,881,866 2,452,652 2,360,336: 312,747 405,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 83,839: 39,162 26,425 20,642 4,174 49,295 63,978 96,362: 19,861 -12,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 13.0 4.3 56.3 68.1 88.7 85.4: 11.3 14.6
Old : 100.0: 28.2 13.0 4.3 56.3 68.1 88.7 85.4: 11.3 14.6
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 : 304: 60 74 56 116 127 203 230:
Old : 304: 60 74 56 116 127 203 230:
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 : 28.1 30.1 38.6 40.9 23.1 24.2 33.1 32.5
Old : 28.1 30.1 38.6 40.9 23.1 24.2 33.1 32.5
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, May 8, 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 : 1,792,357: 315,086 385,363 81,659 1,126,863 1,059,021 1,523,608 1,526,043: 268,749 266,314
Old : 1,792,357: 315,086 385,363 81,659 1,126,863 1,059,021 1,523,608 1,526,043: 268,749 266,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 24,778: 23,155 -11,529 16,016 -29,740 3,684 9,431 8,171: 15,347 16,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.5 4.6 62.9 59.1 85.0 85.1: 15.0 14.9
Old : 100.0: 17.6 21.5 4.6 62.9 59.1 85.0 85.1: 15.0 14.9
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 : 215: 46 40 22 94 89 150 141:
Old : 215: 46 40 22 94 89 150 141:
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 : 23.9 28.5 35.7 40.9 17.1 25.2 24.0 32.7
Old : 23.9 28.5 35.7 40.9 17.1 25.2 24.0 32.7
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, May 8, 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 : 529,826: 81,360 173,452 85,884 328,589 246,355 495,833 505,691: 33,993 24,135
Old : 529,826: 81,360 173,452 85,884 328,589 246,355 495,833 505,691: 33,993 24,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -110,851: -54,129 -48,853 -2,735 -37,677 -66,222 -94,541 -117,810: -16,310 6,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 32.7 16.2 62.0 46.5 93.6 95.4: 6.4 4.6
Old : 100.0: 15.4 32.7 16.2 62.0 46.5 93.6 95.4: 6.4 4.6
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 : 126: 30 29 32 60 44 110 87:
Old : 126: 30 29 32 60 44 110 87:
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 : 27.4 41.1 41.8 53.5 24.5 37.0 34.7 43.9
Old : 27.4 41.1 41.8 53.5 24.5 37.0 34.7 43.9
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, May 8, 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 : 29,366: 10,178 5,650 580 2,741 17,637 13,499 23,867: 15,867 5,499
Old : 29,366: 10,178 5,650 580 2,741 17,637 13,499 23,867: 15,867 5,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 292: 701 -542 40 82 1,541 823 1,039: -531 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 19.2 2.0 9.3 60.1 46.0 81.3: 54.0 18.7
Old : 100.0: 34.7 19.2 2.0 9.3 60.1 46.0 81.3: 54.0 18.7
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 : 49: 17 16 4 4 13 25 29:
Old : 49: 17 16 4 4 13 25 29:
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 : 19.3 36.2 30.1 53.0 19.3 36.2 29.0 53.0
Old : 19.3 36.2 30.1 53.0 19.3 36.2 29.0 53.0
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, May 8, 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 : 47,114: 21,272 10,393 45 17,131 27,807 38,448 38,245: 8,666 8,869
Old : 47,114: 21,272 10,393 45 17,131 27,807 38,448 38,245: 8,666 8,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -840: -1,792 958 -5 -420 -2,767 -2,217 -1,814: 1,377 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 22.1 0.1 36.4 59.0 81.6 81.2: 18.4 18.8
Old : 100.0: 45.2 22.1 0.1 36.4 59.0 81.6 81.2: 18.4 18.8
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 : 80: 36 17 4 16 13 53 33:
Old : 80: 36 17 4 16 13 53 33:
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 : 26.2 42.0 40.9 59.7 25.5 42.0 40.0 59.7
Old : 26.2 42.0 40.9 59.7 25.5 42.0 40.0 59.7
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, May 8, 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 : 126,825: 51,025 51,236 547 60,358 46,161 111,930 97,944: 14,895 28,881
Old : 126,825: 51,025 51,236 547 60,358 46,161 111,930 97,944: 14,895 28,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 8,679: 144 4,361 -340 9,799 1,587 9,603 5,608: -924 3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 40.4 0.4 47.6 36.4 88.3 77.2: 11.7 22.8
Old : 100.0: 40.2 40.4 0.4 47.6 36.4 88.3 77.2: 11.7 22.8
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 : 137: 38 57 5 20 29 61 88:
Old : 137: 38 57 5 20 29 61 88:
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 : 51.9 24.4 61.5 35.4 51.9 24.4 61.2 35.4
Old : 51.9 24.4 61.5 35.4 51.9 24.4 61.2 35.4
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, May 8, 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 : 47,729: 2,462 16,708 675 44,554 28,504 47,691 45,887: 38 1,842
Old : 47,729: 2,462 16,708 675 44,554 28,504 47,691 45,887: 38 1,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 538: 194 -246 300 40 508 534 562: 4 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 35.0 1.4 93.3 59.7 99.9 96.1: 0.1 3.9
Old : 100.0: 5.2 35.0 1.4 93.3 59.7 99.9 96.1: 0.1 3.9
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 : 39: 8 13 3 14 10 23 25:
Old : 39: 8 13 3 14 10 23 25:
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 : 71.0 80.4 86.7 89.2 71.0 72.5 84.0 80.4
Old : 71.0 80.4 86.7 89.2 71.0 72.5 84.0 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2007