WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 495,176: 109,644 58,723 120,686 223,762 247,524 454,092 426,932: 41,084 68,244
Old : 449,316: 93,140 68,252 103,263 215,499 218,811 411,903 390,327: 37,413 58,989
Other: 45,860: 30,755 4,721 3,171 8,263 28,713 42,189 36,605: 3,671 9,255
: : :
: : Changes in Commitments from: June 19, 2007 :
: -33,256: 5,655 1,019 -27,566 -9,642 -5,434 -31,553 -31,981: -1,704 -1,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.9 24.4 45.2 50.0 91.7 86.2: 8.3 13.8
Old : 100.0: 20.7 15.2 23.0 48.0 48.7 91.7 86.9: 8.3 13.1
Other: 100.0: 67.1 10.3 6.9 18.0 62.6 92.0 79.8: 8.0 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 119 114 130 74 117 288 282:
Old : 369: 118 115 123 73 114 279 277:
Other: 144: 27 32 24 16 78 60 120:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 16.0 27.7 24.6 18.0 15.0 27.0 22.1
Old : 20.0 16.2 29.4 24.5 19.3 15.0 28.6 22.1
Other: 54.8 18.8 68.5 30.3 54.8 18.1 67.4 29.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 1,656,375: 266,308 68,483 457,278 737,605 867,044 1,461,191 1,392,805: 195,184 263,570
Old : 490,268: 72,111 86,338 62,775 292,019 277,073 426,906 426,186: 63,363 64,082
Other: 1,166,107: 257,878 45,826 330,822 445,586 589,971 1,034,286 966,619: 131,821 199,488
: : :
: : Changes in Commitments from: June 19, 2007 :
: -195,168: -34,856 3,356 -99,921 -28,003 -79,794 -162,781 -176,359: -32,387 -18,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 4.1 27.6 44.5 52.3 88.2 84.1: 11.8 15.9
Old : 100.0: 14.7 17.6 12.8 59.6 56.5 87.1 86.9: 12.9 13.1
Other: 100.0: 22.1 3.9 28.4 38.2 50.6 88.7 82.9: 11.3 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 769: 194 135 236 320 380 631 657:
Old : 617: 114 130 130 219 312 408 501:
Other: 727: 188 126 180 263 353 532 582:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 18.6 22.4 24.8 11.5 11.8 16.6 15.5
Old : 26.1 19.7 39.2 27.7 25.9 19.2 38.2 26.4
Other: 15.3 20.3 23.2 26.3 8.8 10.1 13.9 13.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 17,654: 6,623 9 795 6,766 15,118 14,185 15,923: 3,469 1,731
Old : 17,652: 6,623 9 795 6,765 15,118 14,184 15,923: 3,468 1,729
Other: 2: 0 0 0 1 0 1 0: 1 2
: : :
: : Changes in Commitments from: June 19, 2007 :
: -1,287: -457 -62 -250 -245 -816 -953 -1,128: -334 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 0.1 4.5 38.3 85.6 80.3 90.2: 19.7 9.8
Old : 100.0: 37.5 0.1 4.5 38.3 85.6 80.4 90.2: 19.6 9.8
Other: 100.0: 0.0 0.0 0.0 50.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 27 3 6 19 18 49 24:
Old : 55: 27 3 6 19 18 49 24:
Other: 1: 0 0 0 1 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 53.4 41.2 74.6 24.3 46.5 35.0 63.6
Old : 26.3 53.4 41.2 74.6 24.3 46.5 35.0 63.6
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 659,065: 138,946 22,350 193,262 254,526 351,525 586,734 567,137: 72,331 91,928
Old : 108,935: 42,599 9,278 25,165 23,861 57,088 91,626 91,532: 17,310 17,403
Other: 550,129: 127,724 44,449 136,719 230,665 294,436 495,108 475,605: 55,021 74,525
: : :
: : Changes in Commitments from: June 19, 2007 :
: -77,468: -15,166 572 -41,011 -12,295 -24,916 -68,472 -65,354: -8,996 -12,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.4 29.3 38.6 53.3 89.0 86.1: 11.0 13.9
Old : 100.0: 39.1 8.5 23.1 21.9 52.4 84.1 84.0: 15.9 16.0
Other: 100.0: 23.2 8.1 24.9 41.9 53.5 90.0 86.5: 10.0 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 161 92 196 140 183 428 404:
Old : 349: 128 52 86 82 132 234 252:
Other: 483: 139 144 137 116 175 343 376:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 24.9 24.3 33.1 13.1 19.7 18.5 24.6
Old : 10.0 24.0 16.2 33.1 7.6 21.2 12.9 27.8
Other: 18.4 26.1 27.9 34.1 15.5 20.3 22.0 24.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,193: 15,497 3,310 657 0 1,172 16,154 5,139: 3,039 14,054
Old : 2,168: 1,424 542 138 0 157 1,562 837: 606 1,331
Other: 17,025: 14,443 3,138 149 0 1,015 14,592 4,302: 2,433 12,723
: : :
: : Changes in Commitments from: June 19, 2007 :
: -551: -249 1,765 -388 0 -241 -637 1,136: 86 -1,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 17.2 3.4 0.0 6.1 84.2 26.8: 15.8 73.2
Old : 100.0: 65.7 25.0 6.4 0.0 7.2 72.0 38.6: 28.0 61.4
Other: 100.0: 84.8 18.4 0.9 0.0 6.0 85.7 25.3: 14.3 74.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 13 7 0 4 13 24:
Old : 13: 7 3 4 0 3 8 9:
Other: 30: 13 13 6 0 4 13 23:
:----------------------------------------------------------------------------------------------------
: 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 : 59.6 8.9 75.6 15.5 56.4 8.3 72.4 14.4
Old : 59.1 36.5 72.0 38.5 59.1 32.1 65.7 32.2
Other: 60.7 9.4 78.5 15.6 60.0 9.4 77.9 15.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 319,501: 69,393 11,068 59,012 159,764 229,188 288,169 299,268: 31,332 20,234
Old : 109,940: 22,473 15,472 17,371 53,039 64,631 92,882 97,474: 17,058 12,467
Other: 209,561: 61,967 10,642 26,595 106,725 164,557 195,287 201,794: 14,275 7,767
: : :
: : Changes in Commitments from: June 19, 2007 :
: -35,051: -18,748 419 -9,390 -8,458 -27,562 -36,596 -36,533: 1,545 1,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.5 18.5 50.0 71.7 90.2 93.7: 9.8 6.3
Old : 100.0: 20.4 14.1 15.8 48.2 58.8 84.5 88.7: 15.5 11.3
Other: 100.0: 29.6 5.1 12.7 50.9 78.5 93.2 96.3: 6.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 76 26 67 64 64 185 141:
Old : 147: 37 31 42 52 50 121 103:
Other: 181: 76 27 46 52 55 150 112:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 40.3 27.9 49.3 17.3 33.3 24.2 40.4
Old : 21.2 30.6 29.9 40.5 16.8 28.6 24.4 38.3
Other: 25.9 47.4 33.9 58.5 25.5 43.4 33.3 53.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 1,165,991: 147,769 265,568 99,006 773,153 599,604 1,019,928 964,179: 146,062 201,811
Old : 1,165,991: 147,769 265,568 99,006 773,153 599,604 1,019,928 964,179: 146,062 201,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -47,530: -13,263 -674 -21,747 -396 -17,592 -35,406 -40,014: -12,124 -7,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 22.8 8.5 66.3 51.4 87.5 82.7: 12.5 17.3
Old : 100.0: 12.7 22.8 8.5 66.3 51.4 87.5 82.7: 12.5 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 : 197: 36 53 48 87 90 143 171:
Old : 197: 36 53 48 87 90 143 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 25.3 37.7 34.6 26.4 23.1 35.6 31.6
Old : 27.1 25.3 37.7 34.6 26.4 23.1 35.6 31.6
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, June 26, 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 : 224,552: 53,007 11,982 38,144 90,464 152,840 181,615 202,966: 42,937 21,587
Old : 79,680: 20,152 6,441 5,545 36,732 57,020 62,428 69,006: 17,252 10,674
Other: 144,872: 46,417 19,103 19,037 53,733 95,820 119,187 133,960: 25,685 10,913
: : :
: : Changes in Commitments from: June 19, 2007 :
: -22,673: -6,445 -2,753 -6,641 -5,292 -9,785 -18,378 -19,179: -4,295 -3,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.3 17.0 40.3 68.1 80.9 90.4: 19.1 9.6
Old : 100.0: 25.3 8.1 7.0 46.1 71.6 78.3 86.6: 21.7 13.4
Other: 100.0: 32.0 13.2 13.1 37.1 66.1 82.3 92.5: 17.7 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 59 26 42 61 54 146 110:
Old : 114: 38 15 25 49 47 95 79:
Other: 151: 50 37 31 51 40 123 88:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 36.2 27.3 48.7 16.6 34.2 24.8 42.9
Old : 22.3 40.3 32.4 54.6 18.6 37.6 28.3 49.5
Other: 19.7 39.5 30.0 50.9 18.7 36.8 29.0 45.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 17,546: 5,165 1,901 1,628 8,080 12,718 14,874 16,247: 2,672 1,298
Old : 2,344: 265 455 0 1,863 1,636 2,128 2,091: 216 253
Other: 15,202: 5,255 1,801 1,274 6,217 11,082 12,746 14,156: 2,456 1,045
: : :
: : Changes in Commitments from: June 19, 2007 :
: 62: -229 157 -45 357 110 83 223: -20 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 10.8 9.3 46.1 72.5 84.8 92.6: 15.2 7.4
Old : 100.0: 11.3 19.4 0.0 79.5 69.8 90.8 89.2: 9.2 10.8
Other: 100.0: 34.6 11.8 8.4 40.9 72.9 83.8 93.1: 16.2 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 27 14 12 33 21 65 42:
Old : 31: 5 9 0 8 9 13 18:
Other: 76: 28 12 9 31 20 61 39:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 51.2 33.8 65.0 18.2 40.9 28.4 52.1
Old : 72.2 62.4 85.0 78.5 72.2 62.4 85.0 78.5
Other: 21.9 55.5 36.2 69.2 21.1 48.6 33.4 61.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 965,797: 205,395 221,530 15,087 624,819 636,709 845,301 873,325: 120,496 92,472
Old : 965,797: 205,395 221,530 15,087 624,819 636,709 845,301 873,325: 120,496 92,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 12,068: 35,655 -22,991 2,692 -19,149 26,747 19,198 6,449: -7,131 5,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 22.9 1.6 64.7 65.9 87.5 90.4: 12.5 9.6
Old : 100.0: 21.3 22.9 1.6 64.7 65.9 87.5 90.4: 12.5 9.6
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 : 204: 47 32 18 97 82 153 123:
Old : 204: 47 32 18 97 82 153 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 31.4 30.8 52.4 19.7 28.8 28.9 46.4
Old : 20.2 31.4 30.8 52.4 19.7 28.8 28.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 3,492,338: 749,705 399,585 393,411 2,029,200 2,182,764 3,172,315 2,975,759: 320,022 516,579
Old : 3,492,338: 749,705 399,585 393,411 2,029,200 2,182,764 3,172,315 2,975,759: 320,022 516,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -199,037: 16,844 -88,140 -55,795 -148,770 -67,403 -187,721 -211,338: -11,317 12,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.4 11.3 58.1 62.5 90.8 85.2: 9.2 14.8
Old : 100.0: 21.5 11.4 11.3 58.1 62.5 90.8 85.2: 9.2 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 : 319: 66 75 79 139 152 238 274:
Old : 319: 66 75 79 139 152 238 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 26.1 36.0 35.0 20.7 21.8 28.7 27.6
Old : 24.4 26.1 36.0 35.0 20.7 21.8 28.7 27.6
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, June 26, 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 : 1,858,674: 208,087 382,770 198,899 1,233,741 998,011 1,640,727 1,579,680: 217,946 278,993
Old : 1,858,674: 208,087 382,770 198,899 1,233,741 998,011 1,640,727 1,579,680: 217,946 278,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -68,062: 24,149 -12,290 -20,039 -74,597 -36,077 -70,486 -68,406: 2,424 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 20.6 10.7 66.4 53.7 88.3 85.0: 11.7 15.0
Old : 100.0: 11.2 20.6 10.7 66.4 53.7 88.3 85.0: 11.7 15.0
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 : 209: 43 44 41 94 92 156 158:
Old : 209: 43 44 41 94 92 156 158:
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 17.9 36.3 30.6 19.7 13.6 26.0 23.8
Old : 26.6 17.9 36.3 30.6 19.7 13.6 26.0 23.8
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, June 26, 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 : 768,614: 120,087 171,212 214,477 396,953 355,658 731,517 741,347: 37,097 27,268
Old : 768,614: 120,087 171,212 214,477 396,953 355,658 731,517 741,347: 37,097 27,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 50,549: 797 1,449 13,044 33,093 31,205 46,934 45,698: 3,615 4,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 22.3 27.9 51.6 46.3 95.2 96.5: 4.8 3.5
Old : 100.0: 15.6 22.3 27.9 51.6 46.3 95.2 96.5: 4.8 3.5
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 : 138: 43 30 48 54 53 122 107:
Old : 138: 43 30 48 54 53 122 107:
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 : 22.2 34.2 38.0 49.5 17.6 26.2 25.4 33.3
Old : 22.2 34.2 38.0 49.5 17.6 26.2 25.4 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 9,013: 1,613 2,846 65 897 4,302 2,575 7,213: 6,438 1,800
Old : 9,013: 1,613 2,846 65 897 4,302 2,575 7,213: 6,438 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 520: -114 1,312 -144 -137 -147 -395 1,021: 915 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 31.6 0.7 10.0 47.7 28.6 80.0: 71.4 20.0
Old : 100.0: 17.9 31.6 0.7 10.0 47.7 28.6 80.0: 71.4 20.0
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 : 20: 5 7 2 3 6 10 13:
Old : 20: 5 7 2 3 6 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 52.8 27.8 69.9 17.6 52.7 26.5 69.2
Old : 18.9 52.8 27.8 69.9 17.6 52.7 26.5 69.2
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, June 26, 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 : 23,227: 3,223 6,205 1,232 4,091 10,494 8,546 17,932: 14,682 5,296
Old : 23,227: 3,223 6,205 1,232 4,091 10,494 8,546 17,932: 14,682 5,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,152: 45 1,532 297 1,139 16 1,481 1,845: -329 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 26.7 5.3 17.6 45.2 36.8 77.2: 63.2 22.8
Old : 100.0: 13.9 26.7 5.3 17.6 45.2 36.8 77.2: 63.2 22.8
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 : 40: 11 15 8 9 8 27 24:
Old : 40: 11 15 8 9 8 27 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 : 12.5 39.8 20.6 54.6 11.7 35.9 17.3 49.4
Old : 12.5 39.8 20.6 54.6 11.7 35.9 17.3 49.4
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, June 26, 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 : 34,643: 13,064 12,753 1,109 14,578 12,197 28,750 26,059: 5,893 8,584
Old : 34,643: 13,064 12,753 1,109 14,578 12,197 28,750 26,059: 5,893 8,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 151: 1,635 -183 98 -1,026 111 707 26: -556 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 36.8 3.2 42.1 35.2 83.0 75.2: 17.0 24.8
Old : 100.0: 37.7 36.8 3.2 42.1 35.2 83.0 75.2: 17.0 24.8
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 : 59: 21 15 11 16 9 45 27:
Old : 59: 21 15 11 16 9 45 27:
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 : 32.9 43.9 46.9 57.5 32.9 43.4 46.9 55.4
Old : 32.9 43.9 46.9 57.5 32.9 43.4 46.9 55.4
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, June 26, 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 : 93,079: 28,390 27,454 3,407 43,479 49,615 75,277 80,476: 17,802 12,603
Old : 93,079: 28,390 27,454 3,407 43,479 49,615 75,277 80,476: 17,802 12,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 13,102: 910 3,415 1,625 6,021 6,365 8,556 11,405: 4,546 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 29.5 3.7 46.7 53.3 80.9 86.5: 19.1 13.5
Old : 100.0: 30.5 29.5 3.7 46.7 53.3 80.9 86.5: 19.1 13.5
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 : 115: 42 34 20 26 20 76 66:
Old : 115: 42 34 20 26 20 76 66:
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 : 31.7 38.6 42.3 51.4 29.7 38.4 39.4 50.8
Old : 31.7 38.6 42.3 51.4 29.7 38.4 39.4 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 58,248: 1,835 15,028 304 55,955 40,624 58,094 55,956: 154 2,292
Old : 58,248: 1,835 15,028 304 55,955 40,624 58,094 55,956: 154 2,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,180: 36 1,403 0 1,240 -201 1,276 1,202: -96 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 25.8 0.5 96.1 69.7 99.7 96.1: 0.3 3.9
Old : 100.0: 3.2 25.8 0.5 96.1 69.7 99.7 96.1: 0.3 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 : 38: 6 13 3 16 9 23 24:
Old : 38: 6 13 3 16 9 23 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 : 82.8 72.7 92.3 89.2 77.3 72.3 85.9 83.1
Old : 82.8 72.7 92.3 89.2 77.3 72.3 85.9 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007