WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 451,853: 76,196 65,277 120,683 225,773 210,381 422,652 396,340: 29,200 55,512
Old : 419,761: 64,594 72,101 110,297 217,784 189,348 392,675 371,745: 27,086 48,016
Other: 32,092: 20,553 2,127 1,435 7,989 21,033 29,977 24,595: 2,114 7,497
: : :
: : Changes in Commitments from: May 22, 2007 :
: 6,100: 2,431 -3,628 4,034 -1,138 4,255 5,327 4,661: 774 1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.4 26.7 50.0 46.6 93.5 87.7: 6.5 12.3
Old : 100.0: 15.4 17.2 26.3 51.9 45.1 93.5 88.6: 6.5 11.4
Other: 100.0: 64.0 6.6 4.5 24.9 65.5 93.4 76.6: 6.6 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 91 122 135 74 103 265 282:
Old : 344: 86 127 130 74 102 258 281:
Other: 120: 30 19 19 13 63 54 93:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 15.0 31.9 22.9 20.8 14.1 31.3 19.9
Old : 22.2 15.3 33.9 23.1 21.8 15.1 33.2 20.7
Other: 53.0 22.4 72.3 34.7 53.0 20.7 70.3 32.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 1,830,297: 241,710 96,181 555,061 816,913 895,748 1,613,684 1,546,990: 216,613 283,307
Old : 749,670: 88,774 118,448 180,684 384,211 347,848 653,670 646,980: 95,999 102,689
Other: 1,080,627: 224,874 49,671 302,438 432,702 547,900 960,014 900,009: 120,613 180,618
: : :
: : Changes in Commitments from: May 22, 2007 :
: 5,859: -4,137 9,576 -5,982 12,540 -3,697 2,421 -103: 3,438 5,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.3 30.3 44.6 48.9 88.2 84.5: 11.8 15.5
Old : 100.0: 11.8 15.8 24.1 51.3 46.4 87.2 86.3: 12.8 13.7
Other: 100.0: 20.8 4.6 28.0 40.0 50.7 88.8 83.3: 11.2 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 808: 185 177 254 328 370 651 683:
Old : 719: 151 172 193 258 325 512 592:
Other: 697: 157 131 167 258 338 507 548:
:----------------------------------------------------------------------------------------------------
: 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 17.4 21.0 23.6 10.1 10.1 14.8 13.7
Old : 18.3 15.6 27.0 24.3 18.1 13.5 26.4 19.5
Other: 15.7 20.7 25.0 27.0 9.3 9.8 15.4 12.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 19,357: 6,605 1,376 1,874 6,709 13,836 15,188 17,086: 4,169 2,271
Old : 19,357: 6,605 1,376 1,874 6,709 13,836 15,188 17,086: 4,169 2,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 66: 747 -183 198 -1,023 -71 -78 -56: 144 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.1 9.7 34.7 71.5 78.5 88.3: 21.5 11.7
Old : 100.0: 34.1 7.1 9.7 34.7 71.5 78.5 88.3: 21.5 11.7
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 : 60: 25 5 13 21 18 55 32:
Old : 60: 25 5 13 21 18 55 32:
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 : 22.7 45.5 35.5 66.9 20.2 40.9 31.3 57.9
Old : 22.7 45.5 35.5 66.9 20.2 40.9 31.3 57.9
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 29, 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 : 661,839: 143,356 26,808 184,579 260,605 351,449 588,540 562,836: 73,299 99,002
Old : 335,160: 92,519 39,534 60,703 144,201 194,146 297,422 294,382: 37,738 40,777
Other: 326,679: 80,174 16,611 94,540 116,404 157,303 291,118 268,454: 35,561 58,225
: : :
: : Changes in Commitments from: May 22, 2007 :
: 29,827: 8,488 5,106 6,396 9,058 14,842 23,943 26,344: 5,884 3,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 4.1 27.9 39.4 53.1 88.9 85.0: 11.1 15.0
Old : 100.0: 27.6 11.8 18.1 43.0 57.9 88.7 87.8: 11.3 12.2
Other: 100.0: 24.5 5.1 28.9 35.6 48.2 89.1 82.2: 10.9 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 184 92 175 141 174 413 382:
Old : 448: 168 100 110 97 149 305 321:
Other: 379: 111 77 107 107 163 279 299:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 24.1 25.1 32.8 13.0 18.4 18.7 22.8
Old : 21.3 24.5 30.6 35.6 20.8 21.9 28.9 29.6
Other: 18.6 24.5 27.5 33.1 11.8 15.1 17.5 19.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,507: 14,226 2,077 438 0 1,005 14,664 3,520: 2,843 13,987
Old : 5,352: 3,569 1,764 85 0 37 3,654 1,886: 1,698 3,466
Other: 12,155: 10,909 565 101 0 968 11,010 1,634: 1,145 10,521
: : :
: : Changes in Commitments from: May 22, 2007 :
: 244: 456 31 -76 0 24 380 -21: -136 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 11.9 2.5 0.0 5.7 83.8 20.1: 16.2 79.9
Old : 100.0: 66.7 33.0 1.6 0.0 0.7 68.3 35.2: 31.7 64.8
Other: 100.0: 89.7 4.6 0.8 0.0 8.0 90.6 13.4: 9.4 86.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 8 6 0 4 14 17:
Old : 24: 13 8 2 0 3 14 12:
Other: 16: 9 3 3 0 4 9 10:
:----------------------------------------------------------------------------------------------------
: 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 : 60.7 7.6 77.2 13.4 59.2 7.6 75.7 13.4
Old : 40.9 23.3 56.4 34.4 40.9 23.3 56.4 33.0
Other: 75.5 8.5 90.2 13.2 74.7 8.5 89.3 12.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 353,686: 94,070 15,909 61,014 166,888 255,990 321,971 332,912: 31,715 20,774
Old : 231,099: 76,486 29,504 27,380 103,595 159,716 207,461 216,599: 23,638 14,500
Other: 122,588: 35,646 4,467 15,571 63,293 96,274 114,510 116,313: 8,077 6,275
: : :
: : Changes in Commitments from: May 22, 2007 :
: 11,840: 2,288 2,086 3,007 5,099 5,804 10,394 10,897: 1,446 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 4.5 17.3 47.2 72.4 91.0 94.1: 9.0 5.9
Old : 100.0: 33.1 12.8 11.8 44.8 69.1 89.8 93.7: 10.2 6.3
Other: 100.0: 29.1 3.6 12.7 51.6 78.5 93.4 94.9: 6.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 91 33 60 66 66 195 137:
Old : 213: 79 50 46 58 60 169 125:
Other: 134: 47 17 34 48 50 110 89:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 38.2 25.6 49.4 15.2 30.2 21.7 39.6
Old : 19.6 41.2 29.2 50.0 19.6 40.5 28.1 47.0
Other: 25.6 46.8 36.4 57.5 22.5 44.4 31.8 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 1,132,816: 119,517 242,104 85,161 757,606 556,753 962,284 884,018: 170,532 248,799
Old : 1,132,816: 119,517 242,104 85,161 757,606 556,753 962,284 884,018: 170,532 248,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -24,477: -7,747 -1,319 -13,925 -23,380 -48,940 -45,052 -64,184: 20,575 39,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.4 7.5 66.9 49.1 84.9 78.0: 15.1 22.0
Old : 100.0: 10.6 21.4 7.5 66.9 49.1 84.9 78.0: 15.1 22.0
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 : 174: 26 48 40 81 82 132 145:
Old : 174: 26 48 40 81 82 132 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 24.4 40.0 34.9 21.6 15.8 29.6 23.2
Old : 29.1 24.4 40.0 34.9 21.6 15.8 29.6 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 29, 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 : 233,781: 47,110 21,754 36,898 105,288 153,497 189,295 212,149: 44,486 21,632
Old : 129,648: 35,085 14,288 15,884 50,461 84,292 101,430 114,464: 28,218 15,184
Other: 104,133: 19,270 14,711 13,769 54,827 69,205 87,865 97,685: 16,268 6,448
: : :
: : Changes in Commitments from: May 22, 2007 :
: 803: 2,251 -2,452 -448 -2,404 3,973 -600 1,073: 1,403 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.3 15.8 45.0 65.7 81.0 90.7: 19.0 9.3
Old : 100.0: 27.1 11.0 12.3 38.9 65.0 78.2 88.3: 21.8 11.7
Other: 100.0: 18.5 14.1 13.2 52.7 66.5 84.4 93.8: 15.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 56 40 48 62 63 148 134:
Old : 170: 57 40 36 54 54 130 114:
Other: 123: 30 28 31 48 40 95 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 : 23.7 33.0 31.5 45.7 22.2 31.6 29.3 42.8
Old : 16.8 33.7 24.5 44.5 15.2 32.2 22.8 42.7
Other: 34.6 39.3 45.4 49.9 33.8 37.3 44.3 47.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 16,688: 4,278 2,324 1,999 7,553 11,069 13,830 15,392: 2,858 1,296
Old : 5,607: 983 2,618 131 3,583 2,304 4,697 5,053: 910 555
Other: 11,080: 3,616 27 1,547 3,969 8,765 9,132 10,339: 1,948 741
: : :
: : Changes in Commitments from: May 22, 2007 :
: 459: -6 189 105 144 8 243 301: 216 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 13.9 12.0 45.3 66.3 82.9 92.2: 17.1 7.8
Old : 100.0: 17.5 46.7 2.3 63.9 41.1 83.8 90.1: 16.2 9.9
Other: 100.0: 32.6 0.2 14.0 35.8 79.1 82.4 93.3: 17.6 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 25 12 11 35 24 61 46:
Old : 63: 10 17 6 22 19 36 38:
Other: 58: 21 3 10 27 17 50 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 46.0 32.4 62.0 17.9 39.2 28.7 52.5
Old : 30.0 40.6 48.2 57.3 30.0 40.6 48.2 57.3
Other: 26.6 64.7 46.0 81.8 25.8 55.5 38.2 66.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 1,163,571: 185,164 341,638 69,174 710,400 599,435 964,738 1,010,247: 198,833 153,325
Old : 1,163,571: 185,164 341,638 69,174 710,400 599,435 964,738 1,010,247: 198,833 153,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -80,904: -12,762 -39,148 -317 -53,168 -115,829 -66,247 -155,293: -14,657 74,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 29.4 5.9 61.1 51.5 82.9 86.8: 17.1 13.2
Old : 100.0: 15.9 29.4 5.9 61.1 51.5 82.9 86.8: 17.1 13.2
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 : 195: 47 30 23 99 78 153 124:
Old : 195: 47 30 23 99 78 153 124:
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 28.6 28.3 43.8 16.3 24.5 23.3 38.3
Old : 18.2 28.6 28.3 43.8 16.3 24.5 23.3 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 3,404,875: 793,871 462,621 288,029 1,965,289 2,151,624 3,047,188 2,902,274: 357,687 502,601
Old : 3,404,875: 793,871 462,621 288,029 1,965,289 2,151,624 3,047,188 2,902,274: 357,687 502,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -102,166: -17,909 4,871 -34,085 -126,938 -181,033 -178,932 -210,248: 76,767 108,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 13.6 8.5 57.7 63.2 89.5 85.2: 10.5 14.8
Old : 100.0: 23.3 13.6 8.5 57.7 63.2 89.5 85.2: 10.5 14.8
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 : 303: 57 77 67 137 142 226 255:
Old : 303: 57 77 67 137 142 226 255:
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 : 26.0 27.5 35.4 37.4 22.2 23.5 29.6 31.0
Old : 26.0 27.5 35.4 37.4 22.2 23.5 29.6 31.0
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 2,020,298: 180,580 349,139 195,048 1,331,901 1,118,219 1,707,529 1,662,407: 312,769 357,891
Old : 2,020,298: 180,580 349,139 195,048 1,331,901 1,118,219 1,707,529 1,662,407: 312,769 357,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 28,828: -18,645 -15,496 -62,470 45,658 26,018 -35,457 -51,948: 64,285 80,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 17.3 9.7 65.9 55.3 84.5 82.3: 15.5 17.7
Old : 100.0: 8.9 17.3 9.7 65.9 55.3 84.5 82.3: 15.5 17.7
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 : 215: 36 50 44 99 98 162 166:
Old : 215: 36 50 44 99 98 162 166:
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 21.3 33.7 33.0 16.7 18.7 22.8 25.6
Old : 22.5 21.3 33.7 33.0 16.7 18.7 22.8 25.6
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 29, 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 : 825,835: 122,671 211,301 236,251 429,294 350,145 788,216 797,697: 37,618 28,138
Old : 825,835: 122,671 211,301 236,251 429,294 350,145 788,216 797,697: 37,618 28,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 17,910: 3,109 2,356 1,967 15,004 16,189 20,081 20,512: -2,171 -2,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 25.6 28.6 52.0 42.4 95.4 96.6: 4.6 3.4
Old : 100.0: 14.9 25.6 28.6 52.0 42.4 95.4 96.6: 4.6 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 : 149: 43 37 56 62 58 138 119:
Old : 149: 43 37 56 62 58 138 119:
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 : 26.5 36.8 39.6 53.1 18.5 29.0 25.2 33.1
Old : 26.5 36.8 39.6 53.1 18.5 29.0 25.2 33.1
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 29, 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 : 26,778: 5,191 5,691 1,866 4,925 12,746 11,982 20,302: 14,795 6,475
Old : 26,778: 5,191 5,691 1,866 4,925 12,746 11,982 20,302: 14,795 6,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -4,642: -1,611 -1,865 104 -993 -1,411 -2,500 -3,172: -2,142 -1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 21.3 7.0 18.4 47.6 44.7 75.8: 55.3 24.2
Old : 100.0: 19.4 21.3 7.0 18.4 47.6 44.7 75.8: 55.3 24.2
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 : 39: 8 15 7 6 12 20 29:
Old : 39: 8 15 7 6 12 20 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 29.8 32.6 44.0 18.8 29.8 29.8 44.0
Old : 19.4 29.8 32.6 44.0 18.8 29.8 29.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 54,024: 24,693 11,040 1,830 18,345 32,329 44,868 45,200: 9,156 8,824
Old : 54,024: 24,693 11,040 1,830 18,345 32,329 44,868 45,200: 9,156 8,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 1,657: 192 -360 561 820 900 1,573 1,101: 83 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 20.4 3.4 34.0 59.8 83.1 83.7: 16.9 16.3
Old : 100.0: 45.7 20.4 3.4 34.0 59.8 83.1 83.7: 16.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 36 18 17 19 17 60 47:
Old : 82: 36 18 17 19 17 60 47:
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 : 24.9 40.3 38.2 55.2 24.4 39.4 37.4 54.0
Old : 24.9 40.3 38.2 55.2 24.4 39.4 37.4 54.0
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 139,772: 37,088 58,139 3,371 87,945 54,020 128,405 115,531: 11,367 24,241
Old : 139,772: 37,088 58,139 3,371 87,945 54,020 128,405 115,531: 11,367 24,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 1,703: -3,528 536 1,798 1,571 -923 -159 1,411: 1,862 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 41.6 2.4 62.9 38.6 91.9 82.7: 8.1 17.3
Old : 100.0: 26.5 41.6 2.4 62.9 38.6 91.9 82.7: 8.1 17.3
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 : 137: 36 56 22 23 33 78 92:
Old : 137: 36 56 22 23 33 78 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 24.6 61.8 35.4 50.9 24.5 61.0 35.1
Old : 51.1 24.6 61.8 35.4 50.9 24.5 61.0 35.1
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 29, 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 : 60,823: 2,024 20,110 512 57,714 37,813 60,250 58,435: 573 2,388
Old : 60,823: 2,024 20,110 512 57,714 37,813 60,250 58,435: 573 2,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 10,729: -44 3,153 179 10,208 7,001 10,343 10,333: 386 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 33.1 0.8 94.9 62.2 99.1 96.1: 0.9 3.9
Old : 100.0: 3.3 33.1 0.8 94.9 62.2 99.1 96.1: 0.9 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 : 34: 7 13 3 12 9 20 24:
Old : 34: 7 13 3 12 9 20 24:
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 : 83.1 77.9 92.7 91.9 82.9 74.4 90.6 86.4
Old : 83.1 77.9 92.7 91.9 82.9 74.4 90.6 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2007