WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 10, 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 : 399,301: 100,329 78,560 61,521 203,190 201,432 365,040 341,513: 34,261 57,788
Old : 348,168: 80,415 85,531 43,764 193,847 171,112 318,026 300,407: 30,142 47,761
Other: 51,133: 34,961 8,076 2,710 9,343 30,320 47,014 41,106: 4,119 10,027
: : :
: : Changes in Commitments from: July 3, 2007 :
: 11,290: 1,328 -1,569 10,377 -299 2,657 11,406 11,465: -116 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.7 15.4 50.9 50.4 91.4 85.5: 8.6 14.5
Old : 100.0: 23.1 24.6 12.6 55.7 49.1 91.3 86.3: 8.7 13.7
Other: 100.0: 68.4 15.8 5.3 18.3 59.3 91.9 80.4: 8.1 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 111 119 110 68 113 261 277:
Old : 367: 107 121 96 65 110 243 270:
Other: 167: 39 37 14 16 81 66 124:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 17.0 33.9 24.5 22.3 16.0 33.4 22.5
Old : 24.8 17.3 37.0 24.9 24.5 16.2 36.7 23.3
Other: 50.4 19.8 64.2 31.6 50.4 19.8 63.3 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 10, 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 : 1,197,980: 335,700 140,854 145,936 579,359 700,854 1,060,995 987,644: 136,985 210,336
Old : 361,946: 69,325 104,872 12,111 246,869 199,634 328,305 316,617: 33,641 45,329
Other: 836,034: 357,243 126,850 42,957 332,490 501,220 732,690 671,027: 103,344 165,007
: : :
: : Changes in Commitments from: July 3, 2007 :
: 7,865: 9,155 -213 6,457 -9,389 -4,404 6,223 1,840: 1,642 6,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 11.8 12.2 48.4 58.5 88.6 82.4: 11.4 17.6
Old : 100.0: 19.2 29.0 3.3 68.2 55.2 90.7 87.5: 9.3 12.5
Other: 100.0: 42.7 15.2 5.1 39.8 60.0 87.6 80.3: 12.4 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 747: 185 139 147 239 325 496 562:
Old : 556: 93 125 12 129 238 229 368:
Other: 719: 194 124 85 202 308 428 493:
:----------------------------------------------------------------------------------------------------
: 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 17.2 26.2 23.3 17.4 15.8 26.0 21.7
Old : 31.9 20.4 46.8 28.8 31.9 20.1 46.8 27.4
Other: 17.1 18.1 25.0 24.6 17.1 17.0 25.0 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 10, 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 : 15,245: 6,408 10 8 5,574 13,635 11,990 13,653: 3,255 1,592
Old : 15,224: 6,408 10 8 5,573 13,635 11,989 13,653: 3,235 1,571
Other: 21: 0 0 0 1 0 1 0: 20 21
: : :
: : Changes in Commitments from: July 3, 2007 :
: 63: 45 4 -66 -50 218 -71 156: 134 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 0.1 0.1 36.6 89.4 78.6 89.6: 21.4 10.4
Old : 100.0: 42.1 0.1 0.1 36.6 89.6 78.8 89.7: 21.2 10.3
Other: 100.0: 0.0 0.0 0.0 4.8 0.0 4.8 0.0: 95.2 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 26 1 2 14 16 40 19:
Old : 49: 26 1 2 14 16 40 19:
Other: 1: 0 0 0 1 0 1 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 : 28.3 56.0 42.3 79.9 26.9 50.5 39.0 70.6
Old : 28.4 56.1 42.4 80.0 26.9 50.6 39.1 70.7
Other: 4.8 0.0 4.8 0.0 4.8 0.0 4.8 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 10, 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 : 543,396: 182,802 43,809 82,681 220,145 338,149 485,628 464,639: 57,768 78,757
Old : 55,134: 28,907 7,583 2,344 15,131 33,927 46,382 43,854: 8,752 11,280
Other: 488,262: 168,184 50,515 66,048 205,014 304,222 439,246 420,785: 49,016 67,477
: : :
: : Changes in Commitments from: July 3, 2007 :
: 10,651: 13,460 2,060 -3,417 1,718 13,955 11,761 12,598: -1,110 -1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.1 15.2 40.5 62.2 89.4 85.5: 10.6 14.5
Old : 100.0: 52.4 13.8 4.3 27.4 61.5 84.1 79.5: 15.9 20.5
Other: 100.0: 34.4 10.3 13.5 42.0 62.3 90.0 86.2: 10.0 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 179 103 132 113 181 371 365:
Old : 271: 83 48 18 50 105 139 165:
Other: 502: 170 120 108 92 176 323 357:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 26.9 27.4 35.2 17.3 23.2 24.4 30.1
Old : 27.7 26.6 36.2 37.5 27.6 26.2 36.1 36.6
Other: 19.8 27.9 29.7 36.3 18.4 25.2 26.4 32.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,026: 17,291 4,776 487 0 1,091 17,778 6,354: 3,248 14,672
Old : 691: 489 27 9 0 0 498 36: 193 655
Other: 20,335: 16,812 4,759 468 0 1,091 17,280 6,318: 3,055 14,017
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,401: 644 271 385 0 42 1,029 698: 372 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 22.7 2.3 0.0 5.2 84.6 30.2: 15.4 69.8
Old : 100.0: 70.8 3.9 1.3 0.0 0.0 72.1 5.2: 27.9 94.8
Other: 100.0: 82.7 23.4 2.3 0.0 5.4 85.0 31.1: 15.0 68.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 14 7 0 4 15 23:
Old : 8: 5 3 1 0 0 5 4:
Other: 31: 13 14 5 0 4 15 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 : 55.1 14.8 75.7 20.2 54.8 13.2 75.3 18.3
Old : 65.4 5.2 72.1 5.2 65.4 3.9 70.8 3.9
Other: 55.1 15.3 75.8 20.9 54.7 13.6 75.4 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 10, 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 : 288,470: 81,661 13,012 37,732 141,823 224,207 261,216 274,951: 27,254 13,519
Old : 78,300: 26,784 14,946 2,634 40,394 55,584 69,812 73,164: 8,488 5,136
Other: 210,170: 69,149 12,338 20,826 101,429 168,623 191,404 201,787: 18,766 8,383
: : :
: : Changes in Commitments from: July 3, 2007 :
: 189: 2,227 317 -201 -1,234 1,532 792 1,648: -603 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 4.5 13.1 49.2 77.7 90.6 95.3: 9.4 4.7
Old : 100.0: 34.2 19.1 3.4 51.6 71.0 89.2 93.4: 10.8 6.6
Other: 100.0: 32.9 5.9 9.9 48.3 80.2 91.1 96.0: 8.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 90 28 46 57 57 175 117:
Old : 132: 39 28 17 38 43 90 76:
Other: 183: 83 26 34 49 50 145 100:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 43.4 29.6 54.3 19.7 39.0 28.0 47.4
Old : 27.1 37.6 39.0 51.7 26.4 37.5 37.8 51.1
Other: 25.8 48.9 34.5 60.3 25.8 46.2 34.4 55.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 10, 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 : 994,393: 118,694 242,866 9,024 730,660 548,808 858,378 800,698: 136,015 193,695
Old : 994,393: 118,694 242,866 9,024 730,660 548,808 858,378 800,698: 136,015 193,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 334: -28,219 -12,609 -251 3,593 15,105 -24,877 2,245: 25,211 -1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 24.4 0.9 73.5 55.2 86.3 80.5: 13.7 19.5
Old : 100.0: 11.9 24.4 0.9 73.5 55.2 86.3 80.5: 13.7 19.5
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 : 186: 23 51 26 81 79 116 144:
Old : 186: 23 51 26 81 79 116 144:
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 32.2 40.4 41.2 27.1 28.8 38.5 37.0
Old : 27.7 32.2 40.4 41.2 27.1 28.8 38.5 37.0
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, July 10, 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 : 213,250: 65,192 7,617 25,606 82,255 159,452 173,053 192,675: 40,197 20,575
Old : 67,526: 21,673 4,535 1,284 32,054 53,709 55,011 59,528: 12,515 7,998
Other: 145,724: 57,202 16,765 10,639 50,201 105,743 118,042 133,147: 27,682 12,577
: : :
: : Changes in Commitments from: July 3, 2007 :
: 6,313: 6,199 -2,501 230 -1,845 8,519 4,584 6,248: 1,729 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 3.6 12.0 38.6 74.8 81.2 90.4: 18.8 9.6
Old : 100.0: 32.1 6.7 1.9 47.5 79.5 81.5 88.2: 18.5 11.8
Other: 100.0: 39.3 11.5 7.3 34.4 72.6 81.0 91.4: 19.0 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 68 21 42 59 51 153 100:
Old : 116: 41 11 9 44 39 90 56:
Other: 157: 62 30 30 47 44 128 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 : 19.1 39.6 27.3 52.3 16.5 38.0 24.0 48.0
Old : 24.6 42.1 34.2 58.2 19.5 41.3 28.5 53.5
Other: 19.8 43.1 29.2 55.0 19.0 41.3 28.3 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 10, 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 : 15,300: 4,885 2,074 954 6,886 11,034 12,725 14,062: 2,575 1,238
Old : 15,300: 4,885 2,074 954 6,886 11,034 12,725 14,062: 2,575 1,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 408: -237 143 291 115 -136 169 298: 239 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 13.6 6.2 45.0 72.1 83.2 91.9: 16.8 8.1
Old : 100.0: 31.9 13.6 6.2 45.0 72.1 83.2 91.9: 16.8 8.1
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 : 73: 24 11 9 28 20 54 39:
Old : 73: 24 11 9 28 20 54 39:
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 : 25.9 53.6 39.6 69.0 25.3 46.7 37.3 61.6
Old : 25.9 53.6 39.6 69.0 25.3 46.7 37.3 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 10, 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 : 1,000,761: 208,901 241,901 12,168 653,189 652,061 874,258 906,130: 126,503 94,631
Old : 1,000,761: 208,901 241,901 12,168 653,189 652,061 874,258 906,130: 126,503 94,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 9,443: -7,162 -70 621 12,104 1,231 5,563 1,782: 3,880 7,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.2 1.2 65.3 65.2 87.4 90.5: 12.6 9.5
Old : 100.0: 20.9 24.2 1.2 65.3 65.2 87.4 90.5: 12.6 9.5
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 : 213: 48 38 12 101 75 153 121:
Old : 213: 48 38 12 101 75 153 121:
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 : 21.2 33.5 31.0 52.1 20.9 32.5 30.1 48.4
Old : 21.2 33.5 31.0 52.1 20.9 32.5 30.1 48.4
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, July 10, 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 : 2,852,436: 773,959 493,723 90,758 1,698,532 1,818,871 2,563,249 2,403,352: 289,187 449,084
Old : 2,852,436: 773,959 493,723 90,758 1,698,532 1,818,871 2,563,249 2,403,352: 289,187 449,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 68,899: -17,713 49,836 28,133 35,085 3,055 45,505 81,024: 23,394 -12,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 17.3 3.2 59.5 63.8 89.9 84.3: 10.1 15.7
Old : 100.0: 27.1 17.3 3.2 59.5 63.8 89.9 84.3: 10.1 15.7
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 : 328: 56 88 39 116 136 191 244:
Old : 328: 56 88 39 116 136 191 244:
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 : 28.4 31.0 39.9 39.8 25.2 28.8 34.7 34.0
Old : 28.4 31.0 39.9 39.8 25.2 28.8 34.7 34.0
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, July 10, 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 : 1,580,218: 335,639 361,305 26,369 991,359 926,810 1,353,367 1,314,484: 226,851 265,734
Old : 1,580,218: 335,639 361,305 26,369 991,359 926,810 1,353,367 1,314,484: 226,851 265,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 26,973: 36,845 16,570 -1,248 -24,411 18,040 11,186 33,362: 15,787 -6,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 22.9 1.7 62.7 58.7 85.6 83.2: 14.4 16.8
Old : 100.0: 21.2 22.9 1.7 62.7 58.7 85.6 83.2: 14.4 16.8
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 : 205: 51 35 21 83 84 142 132:
Old : 205: 51 35 21 83 84 142 132:
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 : 23.5 21.4 34.5 35.6 20.0 16.7 27.8 26.5
Old : 23.5 21.4 34.5 35.6 20.0 16.7 27.8 26.5
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, July 10, 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 : 452,188: 107,370 139,346 46,391 268,987 247,563 422,748 433,300: 29,440 18,888
Old : 452,188: 107,370 139,346 46,391 268,987 247,563 422,748 433,300: 29,440 18,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 16,605: 28,091 4,262 -3,438 -6,668 14,701 17,985 15,525: -1,380 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 30.8 10.3 59.5 54.7 93.5 95.8: 6.5 4.2
Old : 100.0: 23.7 30.8 10.3 59.5 54.7 93.5 95.8: 6.5 4.2
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 : 118: 28 29 28 44 44 93 82:
Old : 118: 28 29 28 44 44 93 82:
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 : 24.1 38.4 39.3 53.8 20.7 34.2 33.4 44.6
Old : 24.1 38.4 39.3 53.8 20.7 34.2 33.4 44.6
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, July 10, 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 : 21,795: 4,758 5,066 946 2,640 10,895 8,344 16,907: 13,451 4,888
Old : 21,795: 4,758 5,066 946 2,640 10,895 8,344 16,907: 13,451 4,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 640: 1,465 881 46 -453 -412 1,058 515: -418 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 23.2 4.3 12.1 50.0 38.3 77.6: 61.7 22.4
Old : 100.0: 21.8 23.2 4.3 12.1 50.0 38.3 77.6: 61.7 22.4
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 : 37: 14 10 5 6 9 24 20:
Old : 37: 14 10 5 6 9 24 20:
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 : 12.6 46.7 21.1 61.3 10.9 44.8 18.2 55.8
Old : 12.6 46.7 21.1 61.3 10.9 44.8 18.2 55.8
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, July 10, 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 : 32,509: 13,554 11,561 46 13,582 12,951 27,182 24,558: 5,327 7,951
Old : 32,509: 13,554 11,561 46 13,582 12,951 27,182 24,558: 5,327 7,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 961: 891 640 -3 -417 48 471 685: 490 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 35.6 0.1 41.8 39.8 83.6 75.5: 16.4 24.5
Old : 100.0: 41.7 35.6 0.1 41.8 39.8 83.6 75.5: 16.4 24.5
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 : 61: 24 12 4 14 11 40 25:
Old : 61: 24 12 4 14 11 40 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 : 35.2 43.7 49.2 57.1 35.2 43.7 49.2 57.0
Old : 35.2 43.7 49.2 57.1 35.2 43.7 49.2 57.0
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, July 10, 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 : 82,704: 29,199 32,541 955 38,265 36,914 68,419 70,410: 14,285 12,294
Old : 82,704: 29,199 32,541 955 38,265 36,914 68,419 70,410: 14,285 12,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,606: 2,938 3,298 -150 -1,645 -2,378 1,143 770: 1,463 1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 39.3 1.2 46.3 44.6 82.7 85.1: 17.3 14.9
Old : 100.0: 35.3 39.3 1.2 46.3 44.6 82.7 85.1: 17.3 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 : 116: 35 41 5 25 17 63 60:
Old : 116: 35 41 5 25 17 63 60:
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 : 35.5 35.6 46.3 47.3 35.5 35.6 46.3 47.3
Old : 35.5 35.6 46.3 47.3 35.5 35.6 46.3 47.3
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, July 10, 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 : 63,913: 2,137 16,285 611 60,997 44,841 63,745 61,737: 168 2,176
Old : 63,913: 2,137 16,285 611 60,997 44,841 63,745 61,737: 168 2,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 552: -158 144 323 1,288 1,045 1,453 1,512: -901 -960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 25.5 1.0 95.4 70.2 99.7 96.6: 0.3 3.4
Old : 100.0: 3.3 25.5 1.0 95.4 70.2 99.7 96.6: 0.3 3.4
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 : 40: 7 14 3 16 9 23 26:
Old : 40: 7 14 3 16 9 23 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 : 82.6 72.5 91.0 89.1 76.3 70.4 83.9 82.9
Old : 82.6 72.5 91.0 89.1 76.3 70.4 83.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, July 10, 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 : 22,563: 1,359 3,603 69 21,135 18,396 22,563 22,068: 0 495
Old : 22,563: 1,359 3,603 69 21,135 18,396 22,563 22,068: 0 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 16.0 0.3 93.7 81.5 100.0 97.8: 0.0 2.2
Old : 100.0: 6.0 16.0 0.3 93.7 81.5 100.0 97.8: 0.0 2.2
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 : 22: 5 8 1 3 7 9 15:
Old : 22: 5 8 1 3 7 9 15:
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 : 96.6 77.6 99.8 92.0 81.8 68.0 84.9 78.5
Old : 96.6 77.6 99.8 92.0 81.8 68.0 84.9 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2007