WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 12, 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 : 391,842: 95,772 72,068 62,544 200,125 198,434 358,441 333,046: 33,401 58,796
Old : 352,117: 78,970 79,146 50,147 192,262 172,494 321,379 301,787: 30,738 50,330
Other: 39,725: 27,194 3,314 2,005 7,863 25,940 37,062 31,259: 2,663 8,466
: : :
: : Changes in Commitments from: June 5, 2007 :
: -5,520: 1,852 -7,781 1,531 -9,419 -575 -6,036 -6,825: 516 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 18.4 16.0 51.1 50.6 91.5 85.0: 8.5 15.0
Old : 100.0: 22.4 22.5 14.2 54.6 49.0 91.3 85.7: 8.7 14.3
Other: 100.0: 68.5 8.3 5.0 19.8 65.3 93.3 78.7: 6.7 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 122 99 116 59 103 256 263:
Old : 347: 119 102 109 58 99 247 257:
Other: 132: 26 28 10 16 69 49 103:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 16.6 35.0 25.6 22.5 16.2 34.4 23.0
Old : 24.7 16.6 37.7 25.7 24.4 16.1 37.0 23.2
Other: 56.5 20.1 73.8 32.5 56.5 19.7 69.7 31.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 12, 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 : 1,259,840: 355,802 103,712 154,048 586,563 781,437 1,096,413 1,039,197: 163,427 220,643
Old : 528,209: 115,927 111,299 39,843 301,882 305,257 457,652 456,399: 70,557 71,810
Other: 731,631: 323,674 76,212 30,406 284,681 476,180 638,761 582,798: 92,870 148,833
: : :
: : Changes in Commitments from: June 5, 2007 :
: -7,514: -1,515 -4,406 -7,863 -4,647 7,194 -14,025 -5,075: 6,511 -2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 8.2 12.2 46.6 62.0 87.0 82.5: 13.0 17.5
Old : 100.0: 21.9 21.1 7.5 57.2 57.8 86.6 86.4: 13.4 13.6
Other: 100.0: 44.2 10.4 4.2 38.9 65.1 87.3 79.7: 12.7 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 754: 198 123 190 233 334 534 580:
Old : 655: 136 144 94 170 282 374 465:
Other: 671: 186 99 73 165 305 377 458:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 19.3 26.1 25.3 16.9 18.3 25.2 23.4
Old : 25.4 22.8 36.8 30.4 25.4 21.5 36.8 29.1
Other: 20.2 19.2 28.7 25.5 20.2 18.8 28.7 24.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 12, 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 : 18,948: 7,896 1,469 576 6,216 14,774 14,688 16,819: 4,260 2,129
Old : 18,948: 7,896 1,469 576 6,216 14,774 14,688 16,819: 4,260 2,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 88: 93 45 -98 66 162 61 109: 27 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 7.8 3.0 32.8 78.0 77.5 88.8: 22.5 11.2
Old : 100.0: 41.7 7.8 3.0 32.8 78.0 77.5 88.8: 22.5 11.2
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 : 61: 29 4 9 18 17 53 28:
Old : 61: 29 4 9 18 17 53 28:
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 : 24.4 52.4 36.7 74.2 22.9 46.6 34.1 64.4
Old : 24.4 52.4 36.7 74.2 22.9 46.6 34.1 64.4
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, June 12, 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 : 555,547: 187,530 48,316 92,120 212,692 333,024 492,342 473,460: 63,205 82,087
Old : 200,542: 105,795 34,588 9,047 55,783 128,488 170,625 172,123: 29,917 28,419
Other: 355,005: 107,343 39,336 57,465 156,909 204,536 321,717 301,337: 33,288 53,668
: : :
: : Changes in Commitments from: June 5, 2007 :
: 4,102: -1,844 2,007 8,951 -6,016 -4,009 1,091 6,949: 3,011 -2,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 8.7 16.6 38.3 59.9 88.6 85.2: 11.4 14.8
Old : 100.0: 52.8 17.2 4.5 27.8 64.1 85.1 85.8: 14.9 14.2
Other: 100.0: 30.2 11.1 16.2 44.2 57.6 90.6 84.9: 9.4 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 490: 186 84 137 111 164 370 344:
Old : 417: 168 70 44 71 138 252 243:
Other: 395: 110 102 92 81 153 249 300:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 25.0 25.4 33.9 16.1 21.9 23.7 29.4
Old : 14.1 24.8 25.0 38.7 14.1 23.4 25.0 37.3
Other: 20.4 26.0 30.3 34.2 18.7 22.4 27.2 28.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,556: 17,638 4,977 846 0 1,372 18,484 7,195: 3,072 14,361
Old : 8,227: 6,399 4,626 113 0 213 6,512 4,952: 1,715 3,275
Other: 13,329: 11,856 968 116 0 1,159 11,972 2,243: 1,357 11,086
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,633: 2,194 1,629 265 0 289 2,459 2,183: -826 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 23.1 3.9 0.0 6.4 85.7 33.4: 14.3 66.6
Old : 100.0: 77.8 56.2 1.4 0.0 2.6 79.2 60.2: 20.8 39.8
Other: 100.0: 88.9 7.3 0.9 0.0 8.7 89.8 16.8: 10.2 83.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 18 14 8 0 5 18 27:
Old : 36: 16 16 2 0 4 17 21:
Other: 22: 10 7 3 0 5 10 15:
:----------------------------------------------------------------------------------------------------
: 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 : 51.7 11.9 68.5 18.0 49.6 11.9 65.5 17.6
Old : 38.3 31.3 61.4 45.3 38.3 30.8 61.4 44.1
Other: 73.8 7.7 88.8 13.1 73.2 7.7 88.0 13.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 12, 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 : 311,494: 89,433 15,019 41,430 147,730 234,742 278,593 291,191: 32,901 20,303
Old : 180,985: 73,066 24,065 14,431 70,575 129,675 158,072 168,171: 22,913 12,814
Other: 130,509: 32,172 6,759 11,194 77,155 105,067 120,521 123,020: 9,988 7,489
: : :
: : Changes in Commitments from: June 5, 2007 :
: -21,224: -4,967 -1,444 -3,088 -12,922 -18,636 -20,977 -23,168: -247 1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.8 13.3 47.4 75.4 89.4 93.5: 10.6 6.5
Old : 100.0: 40.4 13.3 8.0 39.0 71.6 87.3 92.9: 12.7 7.1
Other: 100.0: 24.7 5.2 8.6 59.1 80.5 92.3 94.3: 7.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 91 22 51 63 60 181 124:
Old : 199: 81 39 30 54 53 154 105:
Other: 135: 46 18 34 48 42 109 84:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 36.3 27.3 49.3 17.0 33.5 24.7 43.4
Old : 14.5 42.9 25.2 51.4 13.8 41.5 24.1 49.7
Other: 26.6 47.2 37.6 59.9 26.4 44.8 36.0 56.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 12, 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 : 976,597: 149,778 266,657 16,147 662,570 496,342 828,495 779,146: 148,102 197,451
Old : 976,597: 149,778 266,657 16,147 662,570 496,342 828,495 779,146: 148,102 197,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 48,427: 32,060 9,116 -688 8,416 40,081 39,788 48,509: 8,639 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 27.3 1.7 67.8 50.8 84.8 79.8: 15.2 20.2
Old : 100.0: 15.3 27.3 1.7 67.8 50.8 84.8 79.8: 15.2 20.2
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 : 194: 35 54 23 74 78 122 142:
Old : 194: 35 54 23 74 78 122 142:
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 : 29.9 28.5 41.3 39.4 29.1 25.5 38.6 35.5
Old : 29.9 28.5 41.3 39.4 29.1 25.5 38.6 35.5
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, June 12, 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 : 219,614: 59,855 14,006 23,952 87,801 157,860 171,608 195,818: 48,006 23,796
Old : 121,322: 45,033 11,043 6,981 40,347 88,423 92,361 106,447: 28,961 14,875
Other: 98,292: 22,924 11,065 8,869 47,454 69,437 79,247 89,371: 19,045 8,921
: : :
: : Changes in Commitments from: June 5, 2007 :
: -1,273: -258 -4,498 2,141 -10,391 -3,034 -8,508 -5,391: 7,235 4,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.4 10.9 40.0 71.9 78.1 89.2: 21.9 10.8
Old : 100.0: 37.1 9.1 5.8 33.3 72.9 76.1 87.7: 23.9 12.3
Other: 100.0: 23.3 11.3 9.0 48.3 70.6 80.6 90.9: 19.4 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 67 25 39 55 59 142 112:
Old : 160: 64 25 25 49 52 125 90:
Other: 117: 36 21 21 41 41 84 77:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 36.3 27.0 49.1 17.3 35.5 25.2 45.6
Old : 16.5 42.6 25.4 52.5 15.6 42.6 23.9 50.8
Other: 27.6 36.6 37.3 49.1 26.6 34.8 35.9 45.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 12, 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 : 16,439: 4,341 2,474 576 8,374 11,444 13,291 14,494: 3,148 1,945
Old : 4,679: 698 1,864 0 3,243 1,865 3,941 3,729: 738 950
Other: 11,760: 3,807 774 412 5,131 9,579 9,350 10,765: 2,410 995
: : :
: : Changes in Commitments from: June 5, 2007 :
: 373: -307 -91 -10 459 55 142 -46: 231 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 15.0 3.5 50.9 69.6 80.9 88.2: 19.1 11.8
Old : 100.0: 14.9 39.8 0.0 69.3 39.9 84.2 79.7: 15.8 20.3
Other: 100.0: 32.4 6.6 3.5 43.6 81.5 79.5 91.5: 20.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 25 15 9 30 21 58 43:
Old : 55: 11 15 0 15 14 26 29:
Other: 66: 24 8 6 23 15 49 28:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 51.3 33.5 65.0 16.2 40.5 26.3 52.6
Old : 44.0 42.0 62.4 58.8 44.0 42.0 62.4 58.8
Other: 24.2 66.6 38.4 78.7 22.6 58.5 34.9 68.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 12, 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 : 981,004: 165,567 285,570 15,275 651,808 584,413 832,650 885,258: 148,354 95,746
Old : 981,004: 165,567 285,570 15,275 651,808 584,413 832,650 885,258: 148,354 95,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -16,987: 5,978 -20,393 483 -31,108 6,270 -24,647 -13,640: 7,660 -3,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.1 1.6 66.4 59.6 84.9 90.2: 15.1 9.8
Old : 100.0: 16.9 29.1 1.6 66.4 59.6 84.9 90.2: 15.1 9.8
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 : 193: 38 38 12 90 76 133 121:
Old : 193: 38 38 12 90 76 133 121:
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 : 21.3 35.2 31.9 53.4 21.2 33.2 31.4 49.3
Old : 21.3 35.2 31.9 53.4 21.2 33.2 31.4 49.3
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, June 12, 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 : 2,952,773: 725,791 479,564 92,840 1,797,831 1,897,659 2,616,462 2,470,063: 336,311 482,710
Old : 2,952,773: 725,791 479,564 92,840 1,797,831 1,897,659 2,616,462 2,470,063: 336,311 482,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 168,158: 49,943 17,405 33,914 53,938 88,971 137,795 140,290: 30,363 27,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 16.2 3.1 60.9 64.3 88.6 83.7: 11.4 16.3
Old : 100.0: 24.6 16.2 3.1 60.9 64.3 88.6 83.7: 11.4 16.3
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 : 313: 68 75 49 119 124 213 222:
Old : 313: 68 75 49 119 124 213 222:
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 29.8 38.1 40.2 26.1 27.1 34.1 34.7
Old : 28.1 29.8 38.1 40.2 26.1 27.1 34.1 34.7
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, June 12, 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 : 1,594,270: 214,719 362,083 33,210 1,143,487 936,074 1,391,416 1,331,367: 202,854 262,903
Old : 1,594,270: 214,719 362,083 33,210 1,143,487 936,074 1,391,416 1,331,367: 202,854 262,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -57,058: 7,350 14,900 -13,427 -20,514 -15,368 -26,591 -13,895: -30,467 -43,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 22.7 2.1 71.7 58.7 87.3 83.5: 12.7 16.5
Old : 100.0: 13.5 22.7 2.1 71.7 58.7 87.3 83.5: 12.7 16.5
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 : 210: 45 42 21 84 88 138 142:
Old : 210: 45 42 21 84 88 138 142:
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 : 29.3 17.9 39.6 30.7 25.2 13.3 31.3 22.3
Old : 29.3 17.9 39.6 30.7 25.2 13.3 31.3 22.3
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, June 12, 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 : 470,360: 93,160 148,290 56,443 285,452 241,193 435,055 445,926: 35,305 24,434
Old : 470,360: 93,160 148,290 56,443 285,452 241,193 435,055 445,926: 35,305 24,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 18,194: 12,949 -8,969 -1,140 7,540 24,097 19,349 13,988: -1,155 4,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 31.5 12.0 60.7 51.3 92.5 94.8: 7.5 5.2
Old : 100.0: 19.8 31.5 12.0 60.7 51.3 92.5 94.8: 7.5 5.2
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 : 110: 26 26 32 48 41 94 80:
Old : 110: 26 26 32 48 41 94 80:
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 : 27.7 32.0 41.3 47.6 21.6 29.1 32.2 40.0
Old : 27.7 32.0 41.3 47.6 21.6 29.1 32.2 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders - Futures Only, June 12, 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 TROY OUNCES) :
: : :
All : 8,458: 1,727 1,534 209 1,034 4,449 2,970 6,192: 5,488 2,266
Old : 8,458: 1,727 1,534 209 1,034 4,449 2,970 6,192: 5,488 2,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 18.1 2.5 12.2 52.6 35.1 73.2: 64.9 26.8
Old : 100.0: 20.4 18.1 2.5 12.2 52.6 35.1 73.2: 64.9 26.8
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 : 20: 6 6 2 3 6 10 13:
Old : 20: 6 6 2 3 6 10 13:
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 : 20.5 49.7 31.1 64.3 18.8 49.7 27.8 63.8
Old : 20.5 49.7 31.1 64.3 18.8 49.7 27.8 63.8
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, June 12, 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 : 21,638: 4,952 4,602 459 3,078 10,931 8,489 15,992: 13,149 5,646
Old : 21,638: 4,952 4,602 459 3,078 10,931 8,489 15,992: 13,149 5,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -2,190: -1,379 -1,582 10 -542 -1,651 -1,911 -3,223: -279 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 21.3 2.1 14.2 50.5 39.2 73.9: 60.8 26.1
Old : 100.0: 22.9 21.3 2.1 14.2 50.5 39.2 73.9: 60.8 26.1
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 : 38: 13 11 3 6 10 22 21:
Old : 38: 13 11 3 6 10 22 21:
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 : 15.8 38.9 25.1 54.9 15.8 38.9 24.8 54.8
Old : 15.8 38.9 25.1 54.9 15.8 38.9 24.8 54.8
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, June 12, 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 : 60,042: 23,825 10,758 4,496 20,840 35,827 49,161 51,081: 10,881 8,961
Old : 60,042: 23,825 10,758 4,496 20,840 35,827 49,161 51,081: 10,881 8,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 7,483: -1,180 -1,339 3,118 3,528 4,589 5,466 6,368: 2,017 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 17.9 7.5 34.7 59.7 81.9 85.1: 18.1 14.9
Old : 100.0: 39.7 17.9 7.5 34.7 59.7 81.9 85.1: 18.1 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 : 82: 37 18 21 19 19 64 50:
Old : 82: 37 18 21 19 19 64 50:
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 : 24.4 38.0 37.4 53.8 23.0 35.5 33.1 48.6
Old : 24.4 38.0 37.4 53.8 23.0 35.5 33.1 48.6
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, June 12, 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 : 147,435: 32,978 51,909 9,941 86,564 62,875 129,483 124,725: 17,952 22,710
Old : 147,435: 32,978 51,909 9,941 86,564 62,875 129,483 124,725: 17,952 22,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 14,177: 1,190 -8,470 5,834 1,708 16,267 8,732 13,631: 5,445 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 35.2 6.7 58.7 42.6 87.8 84.6: 12.2 15.4
Old : 100.0: 22.4 35.2 6.7 58.7 42.6 87.8 84.6: 12.2 15.4
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 : 135: 37 51 31 32 32 88 96:
Old : 135: 37 51 31 32 32 88 96:
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 : 44.4 26.4 53.8 36.8 37.3 23.3 44.0 31.8
Old : 44.4 26.4 53.8 36.8 37.3 23.3 44.0 31.8
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, June 12, 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 : 67,310: 1,602 22,583 351 65,118 41,802 67,071 64,736: 239 2,574
Old : 67,310: 1,602 22,583 351 65,118 41,802 67,071 64,736: 239 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,759: -157 -856 -113 3,007 3,357 2,737 2,388: 22 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 33.6 0.5 96.7 62.1 99.6 96.2: 0.4 3.8
Old : 100.0: 2.4 33.6 0.5 96.7 62.1 99.6 96.2: 0.4 3.8
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 : 34: 5 12 3 14 7 20 22:
Old : 34: 5 12 3 14 7 20 22:
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 : 84.2 77.2 93.3 90.6 79.9 74.4 87.3 84.2
Old : 84.2 77.2 93.3 90.6 79.9 74.4 87.3 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2007