WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 466,463: 97,715 66,528 112,294 219,028 224,751 429,038 403,573: 37,425 62,890
Old : 416,517: 79,133 74,121 94,081 210,137 195,058 383,350 363,260: 33,167 53,258
Other: 49,946: 33,141 6,964 3,656 8,892 29,694 45,688 40,314: 4,258 9,632
: : :
: : Changes in Commitments from: June 26, 2007 :
: -28,713: -11,929 7,805 -8,391 -4,734 -22,773 -25,054 -23,359: -3,659 -5,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 14.3 24.1 47.0 48.2 92.0 86.5: 8.0 13.5
Old : 100.0: 19.0 17.8 22.6 50.5 46.8 92.0 87.2: 8.0 12.8
Other: 100.0: 66.4 13.9 7.3 17.8 59.5 91.5 80.7: 8.5 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 108 124 134 73 115 284 288:
Old : 370: 107 125 122 72 112 270 283:
Other: 157: 40 30 25 14 81 67 126:
:----------------------------------------------------------------------------------------------------
: 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 15.9 29.4 23.6 19.1 14.3 28.6 20.8
Old : 21.2 16.1 31.4 23.6 20.5 14.3 30.7 21.1
Other: 51.0 19.4 65.0 31.2 51.0 18.8 64.0 30.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 1,661,833: 259,627 102,485 465,752 758,069 823,760 1,483,448 1,391,997: 178,385 269,836
Old : 462,645: 64,376 99,128 72,030 279,226 230,422 415,632 401,580: 47,013 61,065
Other: 1,199,188: 269,470 77,577 319,503 478,842 593,338 1,067,816 990,418: 131,373 208,770
: : :
: : Changes in Commitments from: June 26, 2007 :
: 5,458: -6,682 34,002 8,474 20,463 -43,284 22,256 -807: -16,798 6,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 6.2 28.0 45.6 49.6 89.3 83.8: 10.7 16.2
Old : 100.0: 13.9 21.4 15.6 60.4 49.8 89.8 86.8: 10.2 13.2
Other: 100.0: 22.5 6.5 26.6 39.9 49.5 89.0 82.6: 11.0 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 802: 196 158 249 315 371 643 675:
Old : 627: 105 148 128 192 281 371 488:
Other: 761: 213 133 188 273 351 562 601:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 18.0 21.7 23.9 11.1 10.8 16.1 14.2
Old : 25.9 18.3 39.4 25.5 25.8 17.2 38.5 22.8
Other: 13.8 19.7 21.8 25.3 7.9 9.8 13.1 12.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 16,065: 5,832 16 764 6,302 13,530 12,898 14,310: 3,167 1,755
Old : 16,044: 5,851 16 745 6,301 13,530 12,897 14,291: 3,147 1,753
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,589: -791 7 -31 -464 -1,588 -1,286 -1,612: -303 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 0.1 4.8 39.2 84.2 80.3 89.1: 19.7 10.9
Old : 100.0: 36.5 0.1 4.6 39.3 84.3 80.4 89.1: 19.6 10.9
Other: 100.0: 0.0 90.5 0.0 4.8 0.0 4.8 90.5: 95.2 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 25 3 6 16 17 45 23:
Old : 52: 26 3 6 16 17 45 23:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 52.9 42.6 75.7 24.7 46.8 36.5 66.0
Old : 26.6 53.0 42.7 75.8 24.7 46.9 36.5 66.1
Other: 4.8 90.5 4.8 90.5 4.8 90.5 4.8 90.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 682,760: 148,438 27,135 194,075 261,137 361,422 603,650 582,632: 79,111 100,129
Old : 84,920: 28,995 5,590 22,408 19,831 40,112 71,234 68,110: 13,686 16,811
Other: 597,840: 138,742 40,845 152,367 241,306 321,310 532,416 514,522: 65,424 83,318
: : :
: : Changes in Commitments from: June 26, 2007 :
: 23,695: 9,492 4,785 813 6,611 9,897 16,916 15,495: 6,779 8,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 4.0 28.4 38.2 52.9 88.4 85.3: 11.6 14.7
Old : 100.0: 34.1 6.6 26.4 23.4 47.2 83.9 80.2: 16.1 19.8
Other: 100.0: 23.2 6.8 25.5 40.4 53.7 89.1 86.1: 10.9 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 175 113 181 138 184 421 394:
Old : 292: 96 57 71 65 111 188 212:
Other: 494: 164 123 145 119 179 367 374:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 25.7 25.2 33.5 12.9 19.1 18.4 23.4
Old : 20.5 20.2 29.1 28.5 14.1 17.5 19.8 22.9
Other: 18.8 27.2 27.8 35.0 14.7 21.1 21.1 24.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,625: 16,647 4,505 102 0 1,049 16,749 5,656: 2,876 13,969
Old : 725: 536 25 7 0 0 543 32: 182 693
Other: 18,900: 16,121 4,490 85 0 1,049 16,206 5,624: 2,694 13,276
: : :
: : Changes in Commitments from: June 26, 2007 :
: 432: 1,150 1,195 -555 0 -123 595 517: -163 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 23.0 0.5 0.0 5.3 85.3 28.8: 14.7 71.2
Old : 100.0: 73.9 3.4 1.0 0.0 0.0 74.9 4.4: 25.1 95.6
Other: 100.0: 85.3 23.8 0.4 0.0 5.6 85.7 29.8: 14.3 70.2
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 13 5 0 4 14 22:
Old : 7: 5 2 1 0 0 5 3:
Other: 31: 14 13 3 0 4 14 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 13.1 77.4 18.9 55.4 13.1 77.0 18.9
Old : 70.1 4.4 74.9 4.4 70.1 3.4 73.9 3.4
Other: 55.7 13.6 77.5 19.6 55.3 13.6 77.1 19.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 319,675: 77,911 12,983 53,761 158,309 235,931 289,980 302,675: 29,695 17,000
Old : 101,454: 23,849 14,340 14,772 51,952 64,004 90,573 93,116: 10,882 8,338
Other: 218,221: 66,363 10,943 26,688 106,357 171,927 199,408 209,559: 18,814 8,662
: : :
: : Changes in Commitments from: June 26, 2007 :
: 174: 8,518 1,915 -5,251 -1,455 6,744 1,811 3,408: -1,637 -3,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.1 16.8 49.5 73.8 90.7 94.7: 9.3 5.3
Old : 100.0: 23.5 14.1 14.6 51.2 63.1 89.3 91.8: 10.7 8.2
Other: 100.0: 30.4 5.0 12.2 48.7 78.8 91.4 96.0: 8.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 82 40 59 64 65 188 136:
Old : 142: 34 39 37 47 49 110 97:
Other: 187: 83 26 37 54 54 150 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 41.2 28.1 50.7 17.2 34.9 24.6 42.2
Old : 25.3 30.4 35.7 42.4 21.1 29.1 30.0 39.9
Other: 24.6 47.8 32.9 58.1 24.1 44.3 32.3 53.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 1,160,183: 147,140 247,613 96,547 792,431 604,742 1,036,118 948,902: 124,065 211,281
Old : 1,160,183: 147,140 247,613 96,547 792,431 604,742 1,036,118 948,902: 124,065 211,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -5,808: -630 -17,955 -2,459 19,278 5,137 16,190 -15,277: -21,997 9,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 21.3 8.3 68.3 52.1 89.3 81.8: 10.7 18.2
Old : 100.0: 12.7 21.3 8.3 68.3 52.1 89.3 81.8: 10.7 18.2
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 : 197: 31 52 48 92 94 147 170:
Old : 197: 31 52 48 92 94 147 170:
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 : 26.3 26.5 37.6 35.6 25.5 23.3 35.6 32.0
Old : 26.3 26.5 37.6 35.6 25.5 23.3 35.6 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 225,492: 55,238 10,104 36,636 91,505 156,410 183,380 203,150: 42,113 22,342
Old : 73,849: 17,612 4,846 6,674 35,138 52,511 59,425 64,031: 14,424 9,818
Other: 151,644: 49,128 16,760 18,460 56,367 103,899 123,955 139,119: 27,689 12,524
: : :
: : Changes in Commitments from: June 26, 2007 :
: 940: 2,232 -1,878 -1,508 1,041 3,571 1,765 184: -825 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.5 16.2 40.6 69.4 81.3 90.1: 18.7 9.9
Old : 100.0: 23.8 6.6 9.0 47.6 71.1 80.5 86.7: 19.5 13.3
Other: 100.0: 32.4 11.1 12.2 37.2 68.5 81.7 91.7: 18.3 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 64 26 46 61 54 154 111:
Old : 116: 34 20 23 47 43 93 75:
Other: 161: 60 33 32 52 43 130 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 : 19.5 36.6 28.1 48.9 17.1 34.8 25.4 43.7
Old : 23.9 38.3 33.6 52.6 18.6 36.6 28.0 46.7
Other: 20.5 41.2 30.1 52.2 19.5 39.3 29.1 47.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 16,075: 4,793 1,933 1,480 7,312 11,450 13,584 14,863: 2,491 1,213
Old : 16,075: 4,793 1,933 1,480 7,312 11,450 13,584 14,863: 2,491 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,470: -372 32 -148 -769 -1,268 -1,290 -1,384: -181 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.0 9.2 45.5 71.2 84.5 92.5: 15.5 7.5
Old : 100.0: 29.8 12.0 9.2 45.5 71.2 84.5 92.5: 15.5 7.5
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 : 76: 24 15 10 32 21 62 40:
Old : 76: 24 15 10 32 21 62 40:
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 : 24.8 52.1 38.3 66.3 23.8 45.5 35.6 58.6
Old : 24.8 52.1 38.3 66.3 23.8 45.5 35.6 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 1,003,116: 212,944 242,171 16,041 649,944 656,246 878,929 914,458: 124,188 88,658
Old : 1,003,116: 212,944 242,171 16,041 649,944 656,246 878,929 914,458: 124,188 88,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 37,319: 7,548 20,642 954 25,125 19,537 33,628 41,133: 3,691 -3,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 24.1 1.6 64.8 65.4 87.6 91.2: 12.4 8.8
Old : 100.0: 21.2 24.1 1.6 64.8 65.4 87.6 91.2: 12.4 8.8
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 : 207: 46 34 18 98 80 152 124:
Old : 207: 46 34 18 98 80 152 124:
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 : 20.0 33.1 30.4 52.4 19.5 32.0 28.7 47.4
Old : 20.0 33.1 30.4 52.4 19.5 32.0 28.7 47.4
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, July 3, 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 : 3,527,032: 782,736 407,860 403,604 2,045,576 2,219,976 3,231,916 3,031,440: 295,116 495,592
Old : 3,527,032: 782,736 407,860 403,604 2,045,576 2,219,976 3,231,916 3,031,440: 295,116 495,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 34,694: 33,031 8,275 10,193 16,376 37,213 59,601 55,681: -24,907 -20,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 11.6 11.4 58.0 62.9 91.6 85.9: 8.4 14.1
Old : 100.0: 22.2 11.6 11.4 58.0 62.9 91.6 85.9: 8.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 63 81 74 141 159 240 278:
Old : 326: 63 81 74 141 159 240 278:
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 27.0 35.5 35.6 21.2 23.2 29.1 28.5
Old : 24.9 27.0 35.5 35.6 21.2 23.2 29.1 28.5
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, July 3, 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 : 1,822,392: 243,517 345,160 196,228 1,159,879 1,000,058 1,599,624 1,541,446: 222,768 280,946
Old : 1,822,392: 243,517 345,160 196,228 1,159,879 1,000,058 1,599,624 1,541,446: 222,768 280,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -36,281: 35,430 -37,610 -2,671 -73,862 2,047 -41,104 -38,235: 4,822 1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.9 10.8 63.6 54.9 87.8 84.6: 12.2 15.4
Old : 100.0: 13.4 18.9 10.8 63.6 54.9 87.8 84.6: 12.2 15.4
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 : 209: 39 43 41 99 96 161 157:
Old : 209: 39 43 41 99 96 161 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 17.8 33.1 29.8 16.6 13.4 23.6 22.5
Old : 23.5 17.8 33.1 29.8 16.6 13.4 23.6 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 649,101: 105,959 144,018 177,900 331,421 305,012 615,280 626,931: 33,821 22,170
Old : 649,101: 105,959 144,018 177,900 331,421 305,012 615,280 626,931: 33,821 22,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -119,514: -14,128 -27,194 -36,577 -65,532 -50,646 -116,237 -114,416: -3,277 -5,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 22.2 27.4 51.1 47.0 94.8 96.6: 5.2 3.4
Old : 100.0: 16.3 22.2 27.4 51.1 47.0 94.8 96.6: 5.2 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 : 129: 38 30 44 51 54 112 105:
Old : 129: 38 30 44 51 54 112 105:
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 : 22.1 32.5 36.4 48.3 15.2 25.4 22.5 33.1
Old : 22.1 32.5 36.4 48.3 15.2 25.4 22.5 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, July 3, 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 : 22,311: 3,220 4,174 1,529 3,104 11,381 7,853 17,084: 14,458 5,227
Old : 22,311: 3,220 4,174 1,529 3,104 11,381 7,853 17,084: 14,458 5,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -916: -3 -2,032 297 -986 887 -692 -847: -224 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.7 6.9 13.9 51.0 35.2 76.6: 64.8 23.4
Old : 100.0: 14.4 18.7 6.9 13.9 51.0 35.2 76.6: 64.8 23.4
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 : 34: 10 11 7 7 10 23 22:
Old : 34: 10 11 7 7 10 23 22:
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 : 12.8 46.7 21.2 60.3 11.3 43.0 17.0 54.1
Old : 12.8 46.7 21.2 60.3 11.3 43.0 17.0 54.1
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, July 3, 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 : 33,861: 12,731 11,225 1,268 14,694 13,042 28,692 25,535: 5,168 8,326
Old : 33,861: 12,731 11,225 1,268 14,694 13,042 28,692 25,535: 5,168 8,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -783: -333 -1,528 159 116 845 -58 -524: -725 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 33.2 3.7 43.4 38.5 84.7 75.4: 15.3 24.6
Old : 100.0: 37.6 33.2 3.7 43.4 38.5 84.7 75.4: 15.3 24.6
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 : 62: 23 14 12 17 10 48 28:
Old : 62: 23 14 12 17 10 48 28:
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 : 33.8 42.2 46.8 56.9 33.8 41.8 46.8 54.5
Old : 33.8 42.2 46.8 56.9 33.8 41.8 46.8 54.5
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, July 3, 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 : 86,096: 26,144 29,111 2,911 44,036 43,018 73,091 75,040: 13,005 11,056
Old : 86,096: 26,144 29,111 2,911 44,036 43,018 73,091 75,040: 13,005 11,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -6,983: -2,247 1,658 -497 557 -6,597 -2,186 -5,436: -4,797 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 33.8 3.4 51.1 50.0 84.9 87.2: 15.1 12.8
Old : 100.0: 30.4 33.8 3.4 51.1 50.0 84.9 87.2: 15.1 12.8
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 : 117: 36 40 19 28 20 77 66:
Old : 117: 36 40 19 28 20 77 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 : 35.6 34.7 47.6 47.3 32.7 34.7 43.3 46.8
Old : 35.6 34.7 47.6 47.3 32.7 34.7 43.3 46.8
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, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 63,361: 2,295 16,141 288 59,709 43,796 62,292 60,225: 1,069 3,136
Old : 63,361: 2,295 16,141 288 59,709 43,796 62,292 60,225: 1,069 3,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 5,113: 460 1,113 -16 3,754 3,172 4,198 4,269: 915 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 25.5 0.5 94.2 69.1 98.3 95.1: 1.7 4.9
Old : 100.0: 3.6 25.5 0.5 94.2 69.1 98.3 95.1: 1.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 13 2 16 8 23 23:
Old : 39: 7 13 2 16 8 23 23:
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 : 81.9 73.4 90.4 88.9 73.4 71.0 81.8 81.3
Old : 81.9 73.4 90.4 88.9 73.4 71.0 81.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2007