WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 448,225: 79,823 61,720 111,392 225,039 219,146 416,254 392,257: 31,971 55,968
Old : 418,321: 69,150 67,993 102,226 216,806 199,029 388,182 369,248: 30,139 49,072
Other: 29,905: 19,235 2,289 604 8,233 20,117 28,072 23,009: 1,833 6,896
: : :
: : Changes in Commitments from: May 1, 2007 :
: -4,528: -3,567 -2,546 -88 -92 -2,402 -3,748 -5,037: -780 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 13.8 24.9 50.2 48.9 92.9 87.5: 7.1 12.5
Old : 100.0: 16.5 16.3 24.4 51.8 47.6 92.8 88.3: 7.2 11.7
Other: 100.0: 64.3 7.7 2.0 27.5 67.3 93.9 76.9: 6.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 94 120 132 74 104 266 274:
Old : 342: 88 126 129 74 103 261 273:
Other: 123: 32 19 16 15 63 57 91:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 16.8 32.6 25.0 21.1 15.6 32.3 22.4
Old : 22.5 17.0 34.5 25.3 22.2 16.7 34.2 23.2
Other: 56.0 24.1 75.6 36.9 55.1 22.2 72.8 33.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,838,949: 256,056 76,687 546,768 821,994 927,681 1,624,817 1,551,135: 214,132 287,814
Old : 805,499: 109,038 117,421 175,950 417,009 402,190 701,997 695,561: 103,502 109,938
Other: 1,033,450: 226,370 38,618 291,465 404,984 525,491 922,819 855,574: 110,631 177,876
: : :
: : Changes in Commitments from: May 1, 2007 :
: -6,303: -12,590 2 -0 5,514 -6,717 -7,076 -6,715: 773 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 4.2 29.7 44.7 50.4 88.4 84.3: 11.6 15.7
Old : 100.0: 13.5 14.6 21.8 51.8 49.9 87.2 86.4: 12.8 13.6
Other: 100.0: 21.9 3.7 28.2 39.2 50.8 89.3 82.8: 10.7 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 796: 197 155 240 319 376 639 662:
Old : 728: 149 175 184 252 336 510 589:
Other: 692: 164 113 154 254 343 496 535:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.7 21.3 24.3 9.9 10.0 15.0 13.8
Old : 17.0 17.1 26.9 25.7 17.0 14.7 26.1 20.4
Other: 16.4 20.0 25.8 26.2 9.1 8.4 14.9 11.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 19,132: 5,198 31 1,832 8,086 15,102 15,115 16,964: 4,017 2,167
Old : 19,132: 5,198 31 1,832 8,086 15,102 15,115 16,964: 4,017 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -179: -337 2 37 165 -93 -135 -54: -44 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 0.2 9.6 42.3 78.9 79.0 88.7: 21.0 11.3
Old : 100.0: 27.2 0.2 9.6 42.3 78.9 79.0 88.7: 21.0 11.3
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 : 55: 19 7 13 16 17 46 30:
Old : 55: 19 7 13 16 17 46 30:
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 : 28.7 48.1 42.6 70.3 23.0 47.0 34.3 58.2
Old : 28.7 48.1 42.6 70.3 23.0 47.0 34.3 58.2
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 with Delta-adjusted Options and Futures Combined, 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 : 549,681: 88,653 28,481 153,487 242,333 270,492 484,473 452,460: 65,208 97,222
Old : 303,831: 59,479 42,137 48,428 160,155 166,533 268,061 257,097: 35,770 46,735
Other: 245,850: 58,184 15,354 76,050 82,178 103,959 216,412 195,363: 29,438 50,487
: : :
: : Changes in Commitments from: May 1, 2007 :
: -811: -2,536 1,264 -544 -340 -3,155 -3,420 -2,435: 2,609 1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.2 27.9 44.1 49.2 88.1 82.3: 11.9 17.7
Old : 100.0: 19.6 13.9 15.9 52.7 54.8 88.2 84.6: 11.8 15.4
Other: 100.0: 23.7 6.2 30.9 33.4 42.3 88.0 79.5: 12.0 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 147 90 160 141 160 369 351:
Old : 408: 141 92 102 105 137 287 290:
Other: 326: 83 74 95 98 141 235 263:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 23.3 27.6 30.6 15.3 16.7 22.5 20.8
Old : 24.6 24.9 35.7 35.2 24.6 21.6 33.9 28.5
Other: 20.0 21.3 29.1 30.6 13.2 11.6 18.4 15.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 325,126: 85,529 14,092 54,189 152,750 238,171 292,468 306,452: 32,658 18,674
Old : 221,313: 69,192 24,008 24,658 101,954 158,125 195,804 206,791: 25,509 14,522
Other: 103,813: 29,817 3,564 16,051 50,796 80,046 96,664 99,661: 7,149 4,152
: : :
: : Changes in Commitments from: May 1, 2007 :
: -8,552: -3,873 430 -1,419 -3,957 -8,046 -9,249 -9,035: 697 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 4.3 16.7 47.0 73.3 90.0 94.3: 10.0 5.7
Old : 100.0: 31.3 10.8 11.1 46.1 71.4 88.5 93.4: 11.5 6.6
Other: 100.0: 28.7 3.4 15.5 48.9 77.1 93.1 96.0: 6.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 84 32 52 59 62 177 123:
Old : 199: 74 47 41 53 57 158 114:
Other: 116: 41 14 31 39 45 93 79:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 38.6 26.3 51.3 15.1 30.9 21.9 42.4
Old : 21.2 42.8 30.3 52.3 21.2 41.8 29.2 49.3
Other: 30.0 45.7 41.5 59.4 28.3 43.5 37.3 52.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,028,828: 138,725 198,905 92,097 658,557 552,549 889,379 843,551: 139,450 185,278
Old : 1,028,828: 138,725 198,905 92,097 658,557 552,549 889,379 843,551: 139,450 185,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -9,852: 24,632 -6,735 3,697 -32,093 4,022 -3,764 984: -6,087 -10,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.3 9.0 64.0 53.7 86.4 82.0: 13.6 18.0
Old : 100.0: 13.5 19.3 9.0 64.0 53.7 86.4 82.0: 13.6 18.0
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 : 189: 29 53 50 76 94 137 165:
Old : 189: 29 53 50 76 94 137 165:
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 : 26.1 23.1 38.3 33.7 23.1 16.0 29.5 23.2
Old : 26.1 23.1 38.3 33.7 23.1 16.0 29.5 23.2
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 with Delta-adjusted Options and Futures Combined, 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 : 238,972: 38,913 27,086 42,306 117,580 143,273 198,800 212,665: 40,172 26,307
Old : 141,365: 28,825 21,833 21,252 64,833 78,081 114,910 121,166: 26,455 20,198
Other: 97,607: 16,912 12,077 14,230 52,747 65,192 83,890 91,499: 13,717 6,109
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,948: -1,169 2,892 -1,203 5,957 2,978 3,585 4,667: 1,363 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.3 17.7 49.2 60.0 83.2 89.0: 16.8 11.0
Old : 100.0: 20.4 15.4 15.0 45.9 55.2 81.3 85.7: 18.7 14.3
Other: 100.0: 17.3 12.4 14.6 54.0 66.8 85.9 93.7: 14.1 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 40 47 51 63 59 142 135:
Old : 167: 37 53 41 56 51 124 121:
Other: 116: 34 22 31 46 37 93 78:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 31.7 36.4 44.2 25.9 28.6 34.0 39.9
Old : 20.5 30.2 30.5 40.7 19.3 30.0 27.9 39.5
Other: 37.7 42.7 47.9 52.6 36.9 40.3 46.3 49.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,425: 4,428 1,778 1,863 7,149 11,440 13,440 15,081: 2,985 1,344
Old : 6,447: 1,465 1,971 171 3,627 3,572 5,263 5,714: 1,184 733
Other: 9,978: 3,196 40 1,458 3,522 7,868 8,177 9,366: 1,801 611
: : :
: : Changes in Commitments from: May 1, 2007 :
: 207: 485 -304 75 -359 522 201 293: 7 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 10.8 11.3 43.5 69.6 81.8 91.8: 18.2 8.2
Old : 100.0: 22.7 30.6 2.7 56.3 55.4 81.6 88.6: 18.4 11.4
Other: 100.0: 32.0 0.4 14.6 35.3 78.9 81.9 93.9: 18.1 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 22 16 13 31 20 59 43:
Old : 61: 11 18 8 19 18 36 38:
Other: 52: 19 3 11 23 14 44 26:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 49.0 34.1 64.8 17.6 40.8 29.9 54.0
Old : 32.5 42.8 51.1 57.9 32.3 42.8 50.8 57.9
Other: 30.4 65.1 49.6 81.6 27.6 54.1 39.6 64.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,105,897: 185,159 448,555 33,222 744,076 533,072 962,457 1,014,848: 143,440 91,049
Old : 1,105,897: 185,159 448,555 33,222 744,076 533,072 962,457 1,014,848: 143,440 91,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -12,205: 22,964 42,416 -2,025 -27,703 -48,620 -6,764 -8,229: -5,440 -3,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 40.6 3.0 67.3 48.2 87.0 91.8: 13.0 8.2
Old : 100.0: 16.7 40.6 3.0 67.3 48.2 87.0 91.8: 13.0 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 : 217: 48 40 20 101 78 159 128:
Old : 217: 48 40 20 101 78 159 128:
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 : 19.0 26.8 29.6 41.8 18.2 25.0 26.8 38.1
Old : 19.0 26.8 29.6 41.8 18.2 25.0 26.8 38.1
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 with Delta-adjusted Options and Futures Combined, 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 : 3,189,329: 770,389 346,080 299,849 1,782,270 2,118,980 2,852,508 2,764,908: 336,821 424,421
Old : 3,189,329: 770,389 346,080 299,849 1,782,270 2,118,980 2,852,508 2,764,908: 336,821 424,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 95,048: 40,079 22,975 26,792 13,024 63,853 79,895 113,620: 15,153 -18,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.9 9.4 55.9 66.4 89.4 86.7: 10.6 13.3
Old : 100.0: 24.2 10.9 9.4 55.9 66.4 89.4 86.7: 10.6 13.3
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 : 317: 52 90 74 141 148 238 267:
Old : 317: 52 90 74 141 148 238 267:
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 : 25.6 27.1 35.5 37.7 19.8 21.8 28.8 29.1
Old : 25.6 27.1 35.5 37.7 19.8 21.8 28.8 29.1
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 with Delta-adjusted Options and Futures Combined, 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 : 1,962,404: 291,889 373,681 173,523 1,215,751 1,139,165 1,681,163 1,686,369: 281,241 276,035
Old : 1,962,404: 291,889 373,681 173,523 1,215,751 1,139,165 1,681,163 1,686,369: 281,241 276,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 23,460: 20,956 -12,207 16,491 -29,021 3,205 8,426 7,489: 15,035 15,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.0 8.8 62.0 58.0 85.7 85.9: 14.3 14.1
Old : 100.0: 14.9 19.0 8.8 62.0 58.0 85.7 85.9: 14.3 14.1
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 : 220: 48 40 41 104 102 171 164:
Old : 220: 48 40 41 104 102 171 164:
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 : 22.4 26.4 33.6 38.1 15.6 23.1 22.5 30.0
Old : 22.4 26.4 33.6 38.1 15.6 23.1 22.5 30.0
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 with Delta-adjusted Options and Futures Combined, 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 : 744,324: 111,864 189,949 220,651 374,093 306,763 706,609 717,363: 37,715 26,961
Old : 744,324: 111,864 189,949 220,651 374,093 306,763 706,609 717,363: 37,715 26,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -102,380: -56,263 -51,843 6,807 -35,839 -62,361 -85,295 -107,398: -17,086 5,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 25.5 29.6 50.3 41.2 94.9 96.4: 5.1 3.6
Old : 100.0: 15.0 25.5 29.6 50.3 41.2 94.9 96.4: 5.1 3.6
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 : 146: 42 35 52 65 56 136 115:
Old : 146: 42 35 52 65 56 136 115:
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 : 26.7 35.6 40.5 52.3 21.1 29.4 28.1 33.5
Old : 26.7 35.6 40.5 52.3 21.1 29.4 28.1 33.5
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 with Delta-adjusted Options and Futures Combined, 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 : 31,108: 10,159 5,481 1,370 3,087 17,961 14,616 24,812: 16,492 6,296
Old : 31,108: 10,159 5,481 1,370 3,087 17,961 14,616 24,812: 16,492 6,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 648: 631 -461 266 221 1,629 1,118 1,433: -469 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 17.6 4.4 9.9 57.7 47.0 79.8: 53.0 20.2
Old : 100.0: 32.7 17.6 4.4 9.9 57.7 47.0 79.8: 53.0 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 : 51: 18 16 10 6 15 30 35:
Old : 51: 18 16 10 6 15 30 35:
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 : 18.2 34.1 28.4 50.5 18.2 34.1 27.3 50.5
Old : 18.2 34.1 28.4 50.5 18.2 34.1 27.3 50.5
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 with Delta-adjusted Options and Futures Combined, 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 : 50,902: 22,605 11,369 1,176 18,206 28,554 41,987 41,099: 8,915 9,803
Old : 50,902: 22,605 11,369 1,176 18,206 28,554 41,987 41,099: 8,915 9,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -212: -1,456 1,129 153 -370 -2,702 -1,673 -1,419: 1,460 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 22.3 2.3 35.8 56.1 82.5 80.7: 17.5 19.3
Old : 100.0: 44.4 22.3 2.3 35.8 56.1 82.5 80.7: 17.5 19.3
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 : 81: 35 18 13 19 14 60 39:
Old : 81: 35 18 13 19 14 60 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 : 24.2 39.0 37.9 55.4 23.6 38.9 37.1 55.3
Old : 24.2 39.0 37.9 55.4 23.6 38.9 37.1 55.3
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 with Delta-adjusted Options and Futures Combined, 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 : 131,099: 51,092 52,177 1,584 63,196 47,373 115,871 101,134: 15,227 29,964
Old : 131,099: 51,092 52,177 1,584 63,196 47,373 115,871 101,134: 15,227 29,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 9,299: 58 4,685 -155 10,290 1,550 10,193 6,079: -894 3,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 39.8 1.2 48.2 36.1 88.4 77.1: 11.6 22.9
Old : 100.0: 39.0 39.8 1.2 48.2 36.1 88.4 77.1: 11.6 22.9
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 : 140: 39 59 18 21 31 74 94:
Old : 140: 39 59 18 21 31 74 94:
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 : 50.6 23.6 60.7 34.2 50.2 23.6 59.4 34.2
Old : 50.6 23.6 60.7 34.2 50.2 23.6 59.4 34.2
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 with Delta-adjusted Options and Futures Combined, 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