WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 461,876: 79,611 64,017 119,672 228,956 220,992 428,240 404,681: 33,637 57,195
Old : 431,697: 68,650 70,219 110,847 220,589 200,338 400,085 381,404: 31,612 50,294
Other: 30,179: 19,187 2,023 600 8,368 20,654 28,155 23,277: 2,024 6,902
: : :
: : Changes in Commitments from: May 8, 2007 :
: 13,651: -212 2,297 8,280 3,917 1,846 11,986 12,423: 1,665 1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.9 25.9 49.6 47.8 92.7 87.6: 7.3 12.4
Old : 100.0: 15.9 16.3 25.7 51.1 46.4 92.7 88.3: 7.3 11.7
Other: 100.0: 63.6 6.7 2.0 27.7 68.4 93.3 77.1: 6.7 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 95 126 135 73 106 274 278:
Old : 353: 92 128 130 73 105 267 277:
Other: 124: 24 26 18 14 66 55 96:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 15.8 31.6 24.1 20.5 14.7 31.1 21.5
Old : 21.9 16.0 33.3 24.3 21.4 15.7 32.9 22.1
Other: 56.2 24.0 76.5 36.7 55.4 22.1 73.9 33.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,854,647: 259,252 84,111 572,466 811,828 916,320 1,643,546 1,572,896: 211,100 281,750
Old : 802,413: 109,893 126,873 186,192 408,335 384,032 704,420 697,097: 97,993 105,316
Other: 1,052,234: 234,044 41,923 301,589 403,493 532,288 939,127 875,800: 113,107 176,434
: : :
: : Changes in Commitments from: May 8, 2007 :
: 15,697: 3,196 7,424 25,699 -10,166 -11,361 18,730 21,762: -3,032 -6,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 4.5 30.9 43.8 49.4 88.6 84.8: 11.4 15.2
Old : 100.0: 13.7 15.8 23.2 50.9 47.9 87.8 86.9: 12.2 13.1
Other: 100.0: 22.2 4.0 28.7 38.3 50.6 89.3 83.2: 10.7 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 808: 199 159 249 322 376 653 672:
Old : 738: 154 181 190 259 334 527 595:
Other: 696: 162 122 160 255 340 498 543:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 17.6 20.9 23.8 9.8 10.2 14.6 13.7
Old : 16.4 16.3 26.3 24.8 16.3 14.3 25.4 20.0
Other: 16.6 20.5 25.1 26.7 8.9 9.1 14.8 12.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 19,131: 5,013 169 1,890 8,163 14,822 15,066 16,881: 4,065 2,250
Old : 19,131: 5,013 169 1,890 8,163 14,822 15,066 16,881: 4,065 2,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -1: -184 138 58 77 -280 -49 -83: 48 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 0.9 9.9 42.7 77.5 78.8 88.2: 21.2 11.8
Old : 100.0: 26.2 0.9 9.9 42.7 77.5 78.8 88.2: 21.2 11.8
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 : 56: 19 6 13 19 19 48 33:
Old : 56: 19 6 13 19 19 48 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 47.7 42.2 68.8 22.7 45.7 34.0 57.4
Old : 28.5 47.7 42.2 68.8 22.7 45.7 34.0 57.4
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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 591,999: 109,446 20,679 166,890 246,548 307,482 522,885 495,051: 69,114 96,948
Old : 314,532: 69,831 32,854 55,088 153,301 182,917 278,220 270,860: 36,312 43,673
Other: 277,467: 66,826 15,036 84,592 93,247 124,564 244,665 224,191: 32,802 53,276
: : :
: : Changes in Commitments from: May 8, 2007 :
: 42,318: 20,793 -7,802 13,404 4,215 36,990 38,412 42,591: 3,906 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 3.5 28.2 41.6 51.9 88.3 83.6: 11.7 16.4
Old : 100.0: 22.2 10.4 17.5 48.7 58.2 88.5 86.1: 11.5 13.9
Other: 100.0: 24.1 5.4 30.5 33.6 44.9 88.2 80.8: 11.8 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 160 91 162 140 156 386 346:
Old : 410: 151 87 101 100 137 290 288:
Other: 341: 92 72 101 102 144 252 271:
:----------------------------------------------------------------------------------------------------
: 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 24.5 27.2 32.8 14.3 17.8 20.2 22.1
Old : 23.3 25.8 34.1 37.1 23.0 22.4 31.7 29.7
Other: 19.6 23.0 28.4 31.6 11.1 13.3 16.3 17.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,954: 12,095 2,164 571 0 682 12,666 3,417: 3,288 12,537
Old : 5,121: 2,719 2,092 56 0 14 2,775 2,162: 2,346 2,959
Other: 10,833: 9,731 427 160 0 668 9,891 1,255: 942 9,578
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,234: 773 386 183 0 -15 956 554: 278 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 13.6 3.6 0.0 4.3 79.4 21.4: 20.6 78.6
Old : 100.0: 53.1 40.9 1.1 0.0 0.3 54.2 42.2: 45.8 57.8
Other: 100.0: 89.8 3.9 1.5 0.0 6.2 91.3 11.6: 8.7 88.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 7 0 3 13 17:
Old : 22: 11 9 4 0 2 12 14:
Other: 15: 10 2 4 0 3 10 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 : 57.5 9.2 72.3 15.1 56.1 8.3 70.9 14.2
Old : 32.6 27.6 47.2 40.4 32.4 27.6 47.0 40.2
Other: 74.9 8.3 89.5 11.5 73.9 8.3 88.4 10.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 336,549: 91,002 12,731 55,867 157,130 250,463 303,998 319,061: 32,550 17,487
Old : 227,321: 73,050 22,213 26,655 102,460 165,074 202,165 213,942: 25,156 13,379
Other: 109,228: 31,475 4,042 15,688 54,670 85,389 101,833 105,119: 7,394 4,109
: : :
: : Changes in Commitments from: May 8, 2007 :
: 11,423: 5,473 -1,361 1,678 4,380 12,292 11,530 12,609: -108 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.8 16.6 46.7 74.4 90.3 94.8: 9.7 5.2
Old : 100.0: 32.1 9.8 11.7 45.1 72.6 88.9 94.1: 11.1 5.9
Other: 100.0: 28.8 3.7 14.4 50.1 78.2 93.2 96.2: 6.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 94 27 54 60 65 186 128:
Old : 207: 84 42 40 54 60 163 117:
Other: 123: 41 17 32 41 47 97 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 : 17.1 38.7 25.8 51.7 14.7 31.0 21.6 43.1
Old : 20.0 45.1 28.7 54.4 20.0 44.2 27.8 52.2
Other: 28.1 45.6 39.0 57.7 26.3 43.3 35.7 52.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,068,840: 125,662 222,406 86,504 701,137 562,133 913,303 871,044: 155,537 197,796
Old : 1,068,840: 125,662 222,406 86,504 701,137 562,133 913,303 871,044: 155,537 197,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 40,012: -13,063 23,501 -5,593 42,580 9,584 23,925 27,493: 16,087 12,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.8 8.1 65.6 52.6 85.4 81.5: 14.6 18.5
Old : 100.0: 11.8 20.8 8.1 65.6 52.6 85.4 81.5: 14.6 18.5
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 : 191: 30 49 47 79 97 136 167:
Old : 191: 30 49 47 79 97 136 167:
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 21.5 38.5 31.3 22.5 15.3 29.1 22.3
Old : 25.6 21.5 38.5 31.3 22.5 15.3 29.1 22.3
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 15, 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 : 239,517: 42,479 26,962 39,720 115,541 148,558 197,740 215,240: 41,777 24,277
Old : 137,190: 30,476 19,982 18,800 61,387 80,043 110,664 118,825: 26,526 18,366
Other: 102,327: 18,695 13,672 14,228 54,154 68,515 87,077 96,416: 15,250 5,911
: : :
: : Changes in Commitments from: May 8, 2007 :
: 545: 3,566 -124 -2,586 -2,039 5,285 -1,060 2,575: 1,605 -2,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.3 16.6 48.2 62.0 82.6 89.9: 17.4 10.1
Old : 100.0: 22.2 14.6 13.7 44.7 58.3 80.7 86.6: 19.3 13.4
Other: 100.0: 18.3 13.4 13.9 52.9 67.0 85.1 94.2: 14.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 50 43 49 62 62 145 138:
Old : 173: 51 45 36 53 51 124 117:
Other: 125: 31 30 31 49 41 99 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 : 25.9 32.4 34.3 45.2 24.9 29.8 32.1 41.5
Old : 19.4 30.2 28.2 41.0 18.6 29.9 26.4 39.8
Other: 35.8 43.6 45.5 53.0 34.7 41.5 44.4 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 16,400: 4,652 1,745 1,788 7,093 11,545 13,533 15,078: 2,867 1,322
Old : 6,302: 1,701 1,827 129 3,406 3,582 5,236 5,538: 1,066 764
Other: 10,098: 3,144 111 1,466 3,686 7,963 8,297 9,540: 1,801 558
: : :
: : Changes in Commitments from: May 8, 2007 :
: -25: 224 -33 -75 -57 105 93 -3: -118 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 10.6 10.9 43.2 70.4 82.5 91.9: 17.5 8.1
Old : 100.0: 27.0 29.0 2.0 54.1 56.8 83.1 87.9: 16.9 12.1
Other: 100.0: 31.1 1.1 14.5 36.5 78.9 82.2 94.5: 17.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 23 13 12 33 22 59 44:
Old : 62: 12 15 7 20 20 35 39:
Other: 53: 16 5 10 25 14 45 25:
:----------------------------------------------------------------------------------------------------
: 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 49.6 34.3 65.4 18.2 40.9 31.1 55.7
Old : 33.6 43.7 51.9 59.4 33.4 43.7 51.8 59.2
Other: 30.1 65.3 49.2 81.8 27.6 54.4 39.7 65.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,149,849: 196,453 454,382 39,361 762,491 565,743 998,305 1,059,485: 151,544 90,364
Old : 1,149,849: 196,453 454,382 39,361 762,491 565,743 998,305 1,059,485: 151,544 90,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 43,952: 11,294 5,827 6,139 18,415 32,671 35,848 44,637: 8,104 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 39.5 3.4 66.3 49.2 86.8 92.1: 13.2 7.9
Old : 100.0: 17.1 39.5 3.4 66.3 49.2 86.8 92.1: 13.2 7.9
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 : 220: 50 39 23 104 83 167 132:
Old : 220: 50 39 23 104 83 167 132:
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 : 18.8 27.1 28.5 41.8 17.7 24.6 26.3 37.9
Old : 18.8 27.1 28.5 41.8 17.7 24.6 26.3 37.9
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 15, 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 : 3,380,019: 812,833 391,898 311,719 1,919,413 2,249,263 3,043,965 2,952,879: 336,054 427,140
Old : 3,380,019: 812,833 391,898 311,719 1,919,413 2,249,263 3,043,965 2,952,879: 336,054 427,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 190,690: 42,444 45,818 11,870 137,143 130,283 191,457 187,971: -767 2,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.6 9.2 56.8 66.5 90.1 87.4: 9.9 12.6
Old : 100.0: 24.0 11.6 9.2 56.8 66.5 90.1 87.4: 9.9 12.6
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 : 325: 68 80 80 145 147 249 271:
Old : 325: 68 80 80 145 147 249 271:
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 : 25.8 29.5 34.8 39.6 18.7 22.7 26.9 30.5
Old : 25.8 29.5 34.8 39.6 18.7 22.7 26.9 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,945,594: 253,577 382,451 188,493 1,235,995 1,101,609 1,678,065 1,672,553: 267,529 273,041
Old : 1,945,594: 253,577 382,451 188,493 1,235,995 1,101,609 1,678,065 1,672,553: 267,529 273,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -16,811: -38,312 8,770 14,970 20,244 -37,556 -3,098 -13,816: -13,712 -2,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 19.7 9.7 63.5 56.6 86.2 86.0: 13.8 14.0
Old : 100.0: 13.0 19.7 9.7 63.5 56.6 86.2 86.0: 13.8 14.0
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 : 222: 46 42 39 107 101 172 163:
Old : 222: 46 42 39 107 101 172 163:
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 : 22.5 27.3 31.9 38.6 14.4 23.7 21.0 30.9
Old : 22.5 27.3 31.9 38.6 14.4 23.7 21.0 30.9
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 15, 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 : 795,851: 118,824 195,478 230,248 406,839 342,682 755,911 768,409: 39,939 27,442
Old : 795,851: 118,824 195,478 230,248 406,839 342,682 755,911 768,409: 39,939 27,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 51,527: 6,959 5,529 9,597 32,746 35,920 49,302 51,046: 2,224 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 24.6 28.9 51.1 43.1 95.0 96.6: 5.0 3.4
Old : 100.0: 14.9 24.6 28.9 51.1 43.1 95.0 96.6: 5.0 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 : 151: 44 34 53 68 60 141 119:
Old : 151: 44 34 53 68 60 141 119:
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 : 26.6 36.0 39.7 52.4 19.4 28.7 26.4 32.8
Old : 26.6 36.0 39.7 52.4 19.4 28.7 26.4 32.8
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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 31,784: 7,671 8,412 1,548 5,908 14,774 15,128 24,734: 16,656 7,049
Old : 31,784: 7,671 8,412 1,548 5,908 14,774 15,128 24,734: 16,656 7,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 676: -2,487 2,931 178 2,821 -3,186 512 -78: 164 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 26.5 4.9 18.6 46.5 47.6 77.8: 52.4 22.2
Old : 100.0: 24.1 26.5 4.9 18.6 46.5 47.6 77.8: 52.4 22.2
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 : 50: 15 17 10 10 14 31 35:
Old : 50: 15 17 10 10 14 31 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 : 19.7 27.4 28.8 44.3 18.8 27.3 27.0 43.1
Old : 19.7 27.4 28.8 44.3 18.8 27.3 27.0 43.1
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 15, 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 : 52,019: 23,409 11,190 1,209 18,813 29,855 43,431 42,254: 8,588 9,765
Old : 52,019: 23,409 11,190 1,209 18,813 29,855 43,431 42,254: 8,588 9,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,116: 805 -179 33 607 1,301 1,444 1,155: -328 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 21.5 2.3 36.2 57.4 83.5 81.2: 16.5 18.8
Old : 100.0: 45.0 21.5 2.3 36.2 57.4 83.5 81.2: 16.5 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 36 17 15 18 15 59 42:
Old : 81: 36 17 15 18 15 59 42:
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 : 25.2 35.8 38.7 53.6 24.6 35.7 38.0 53.5
Old : 25.2 35.8 38.7 53.6 24.6 35.7 38.0 53.5
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 15, 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 : 140,380: 57,229 55,759 2,442 66,626 55,293 126,296 113,494: 14,084 26,886
Old : 140,380: 57,229 55,759 2,442 66,626 55,293 126,296 113,494: 14,084 26,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 9,281: 6,137 3,582 858 3,430 7,920 10,425 12,359: -1,144 -3,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 39.7 1.7 47.5 39.4 90.0 80.8: 10.0 19.2
Old : 100.0: 40.8 39.7 1.7 47.5 39.4 90.0 80.8: 10.0 19.2
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 : 146: 41 63 23 20 32 77 102:
Old : 146: 41 63 23 20 32 77 102:
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 : 49.4 23.4 59.4 34.5 48.9 23.3 58.5 34.4
Old : 49.4 23.4 59.4 34.5 48.9 23.3 58.5 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 48,016: 2,015 16,658 375 45,469 28,974 47,859 46,007: 157 2,009
Old : 48,016: 2,015 16,658 375 45,469 28,974 47,859 46,007: 157 2,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 287: -447 -50 -300 915 470 168 120: 119 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 34.7 0.8 94.7 60.3 99.7 95.8: 0.3 4.2
Old : 100.0: 4.2 34.7 0.8 94.7 60.3 99.7 95.8: 0.3 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 : 38: 7 13 3 14 10 22 25:
Old : 38: 7 13 3 14 10 22 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 : 73.2 79.5 88.8 88.8 73.1 72.8 86.8 81.8
Old : 73.2 79.5 88.8 88.8 73.1 72.8 86.8 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2007