WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 482,873: 99,442 66,742 126,090 220,040 227,437 445,572 420,268: 37,301 62,604
Old : 430,696: 80,928 75,098 106,235 210,425 196,929 397,588 378,262: 33,108 52,434
Other: 52,177: 34,690 7,819 3,679 9,615 30,508 47,984 42,006: 4,193 10,170
: : :
: : Changes in Commitments from: July 3, 2007 :
: 16,410: 1,727 214 13,796 1,011 2,686 16,534 16,695: -124 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 13.8 26.1 45.6 47.1 92.3 87.0: 7.7 13.0
Old : 100.0: 18.8 17.4 24.7 48.9 45.7 92.3 87.8: 7.7 12.2
Other: 100.0: 66.5 15.0 7.1 18.4 58.5 92.0 80.5: 8.0 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 111 131 138 76 121 290 302:
Old : 382: 114 127 127 75 118 276 297:
Other: 168: 40 36 25 17 82 74 129:
:----------------------------------------------------------------------------------------------------
: 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 15.6 28.4 23.2 18.4 14.1 27.7 20.8
Old : 20.3 15.6 30.3 23.2 19.8 14.0 29.7 21.1
Other: 49.4 19.6 62.9 31.2 49.4 19.1 62.0 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 1,675,341: 267,576 103,491 480,175 742,762 821,362 1,490,513 1,405,028: 184,828 270,314
Old : 447,780: 62,156 102,076 72,016 267,021 216,503 401,192 390,595: 46,588 57,186
Other: 1,227,561: 290,867 86,861 322,713 475,741 604,859 1,089,321 1,014,433: 138,240 213,128
: : :
: : Changes in Commitments from: July 3, 2007 :
: 13,508: 7,950 1,005 14,422 -15,307 -2,397 7,065 13,030: 6,443 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.2 28.7 44.3 49.0 89.0 83.9: 11.0 16.1
Old : 100.0: 13.9 22.8 16.1 59.6 48.4 89.6 87.2: 10.4 12.8
Other: 100.0: 23.7 7.1 26.3 38.8 49.3 88.7 82.6: 11.3 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 195 160 233 310 364 625 654:
Old : 602: 109 135 117 188 270 357 462:
Other: 751: 201 139 186 273 346 560 591:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 17.6 21.2 23.6 11.0 10.6 16.0 14.3
Old : 25.8 17.4 38.1 24.7 25.8 16.3 37.9 22.3
Other: 14.0 19.5 21.5 25.3 8.4 10.3 13.3 13.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 16,147: 5,874 17 710 6,257 13,757 12,842 14,485: 3,305 1,663
Old : 16,126: 5,874 17 710 6,256 13,757 12,841 14,485: 3,285 1,642
Other: 21: 0 0 0 1 0 1 0: 20 21
: : :
: : Changes in Commitments from: July 3, 2007 :
: 82: 42 1 -54 -45 227 -57 174: 139 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 0.1 4.4 38.8 85.2 79.5 89.7: 20.5 10.3
Old : 100.0: 36.4 0.1 4.4 38.8 85.3 79.6 89.8: 20.4 10.2
Other: 100.0: 0.0 0.0 0.0 4.8 0.0 4.8 0.0: 95.2 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 23 4 5 16 17 43 22:
Old : 50: 23 4 5 16 17 43 22:
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 : 27.6 53.0 43.4 75.9 25.4 47.6 37.8 66.7
Old : 27.7 53.0 43.5 76.0 25.4 47.6 37.9 66.8
Other: 4.8 0.0 4.8 0.0 4.8 0.0 4.8 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 720,536: 164,890 30,303 207,722 266,706 381,527 639,318 619,552: 81,218 100,984
Old : 80,930: 26,305 6,515 21,570 20,306 37,858 68,181 65,943: 12,748 14,986
Other: 639,606: 154,656 39,859 170,081 246,400 343,668 571,136 553,609: 68,470 85,997
: : :
: : Changes in Commitments from: July 3, 2007 :
: 37,775: 16,452 3,168 13,648 5,569 20,105 35,668 36,920: 2,107 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.2 28.8 37.0 53.0 88.7 86.0: 11.3 14.0
Old : 100.0: 32.5 8.1 26.7 25.1 46.8 84.2 81.5: 15.8 18.5
Other: 100.0: 24.2 6.2 26.6 38.5 53.7 89.3 86.6: 10.7 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 185 124 196 140 191 438 424:
Old : 296: 85 65 62 63 112 179 208:
Other: 525: 181 128 168 122 186 393 404:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 26.0 25.2 33.6 12.4 19.0 17.9 23.1
Old : 24.9 20.7 34.1 30.6 18.6 18.3 24.5 24.8
Other: 18.3 27.2 27.3 34.6 14.1 21.0 20.5 25.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,026: 17,291 4,776 487 0 1,091 17,778 6,354: 3,248 14,672
Old : 691: 489 27 9 0 0 498 36: 193 655
Other: 20,335: 16,812 4,759 468 0 1,091 17,280 6,318: 3,055 14,017
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,401: 644 271 385 0 42 1,029 698: 372 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 22.7 2.3 0.0 5.2 84.6 30.2: 15.4 69.8
Old : 100.0: 70.8 3.9 1.3 0.0 0.0 72.1 5.2: 27.9 94.8
Other: 100.0: 82.7 23.4 2.3 0.0 5.4 85.0 31.1: 15.0 68.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 14 7 0 4 15 23:
Old : 8: 5 3 1 0 0 5 4:
Other: 31: 13 14 5 0 4 15 21:
:----------------------------------------------------------------------------------------------------
: 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 : 55.1 14.8 75.7 20.2 54.8 13.2 75.3 18.3
Old : 65.4 5.2 72.1 5.2 65.4 3.9 70.8 3.9
Other: 55.1 15.3 75.8 20.9 54.7 13.6 75.4 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 322,515: 81,050 13,033 54,552 157,859 239,303 293,461 306,888: 29,054 15,627
Old : 94,308: 24,668 14,549 11,256 49,230 62,224 85,154 88,029: 9,155 6,279
Other: 228,207: 69,268 11,370 30,410 108,629 177,079 208,308 218,859: 19,899 9,348
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,840: 3,139 51 791 -449 3,371 3,481 4,213: -641 -1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.0 16.9 48.9 74.2 91.0 95.2: 9.0 4.8
Old : 100.0: 26.2 15.4 11.9 52.2 66.0 90.3 93.3: 9.7 6.7
Other: 100.0: 30.4 5.0 13.3 47.6 77.6 91.3 95.9: 8.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 90 31 53 63 65 184 131:
Old : 138: 39 30 29 46 49 102 92:
Other: 189: 83 29 39 53 56 152 111:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 40.6 27.7 50.5 17.8 35.1 25.2 42.7
Old : 23.6 33.1 35.3 46.5 22.7 31.6 32.1 43.4
Other: 24.4 46.5 32.3 57.1 24.0 43.1 32.0 51.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 1,174,365: 119,759 235,815 99,579 805,444 626,643 1,024,782 962,037: 149,583 212,327
Old : 1,174,365: 119,759 235,815 99,579 805,444 626,643 1,024,782 962,037: 149,583 212,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 14,182: -27,380 -11,797 3,032 13,013 21,901 -11,336 13,135: 25,518 1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 20.1 8.5 68.6 53.4 87.3 81.9: 12.7 18.1
Old : 100.0: 10.2 20.1 8.5 68.6 53.4 87.3 81.9: 12.7 18.1
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 : 196: 32 47 48 96 94 150 167:
Old : 196: 32 47 48 96 94 150 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 27.9 34.8 36.4 23.0 24.6 32.8 31.7
Old : 23.8 27.9 34.8 36.4 23.0 24.6 32.8 31.7
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 10, 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 : 234,937: 62,421 7,617 38,770 89,572 166,286 190,763 212,673: 44,173 22,264
Old : 76,124: 20,246 4,527 6,712 35,546 56,254 62,503 67,493: 13,620 8,631
Other: 158,813: 55,944 16,858 18,291 54,026 110,032 128,260 145,181: 30,553 13,632
: : :
: : Changes in Commitments from: July 3, 2007 :
: 9,445: 7,183 -2,487 2,134 -1,934 9,876 7,384 9,523: 2,061 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 3.2 16.5 38.1 70.8 81.2 90.5: 18.8 9.5
Old : 100.0: 26.6 5.9 8.8 46.7 73.9 82.1 88.7: 17.9 11.3
Other: 100.0: 35.2 10.6 11.5 34.0 69.3 80.8 91.4: 19.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 65 25 47 60 54 155 108:
Old : 119: 39 15 20 49 41 97 69:
Other: 159: 58 34 36 49 47 132 94:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 37.2 26.0 49.4 15.5 34.7 22.3 44.1
Old : 23.5 37.8 32.0 53.4 17.6 36.3 25.6 46.9
Other: 19.1 41.4 27.7 52.5 18.0 39.2 26.6 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 16,442: 4,536 2,108 1,727 7,463 11,285 13,726 15,120: 2,715 1,321
Old : 16,442: 4,536 2,108 1,727 7,463 11,285 13,726 15,120: 2,715 1,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 366: -257 175 247 152 -165 142 258: 225 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.8 10.5 45.4 68.6 83.5 92.0: 16.5 8.0
Old : 100.0: 27.6 12.8 10.5 45.4 68.6 83.5 92.0: 16.5 8.0
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 : 76: 25 14 10 32 22 61 42:
Old : 76: 25 14 10 32 22 61 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 50.5 38.2 65.0 23.5 43.7 35.3 57.2
Old : 24.5 50.5 38.2 65.0 23.5 43.7 35.3 57.2
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 10, 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 : 1,014,298: 206,223 242,834 16,594 663,626 658,673 886,444 918,102: 127,854 96,196
Old : 1,014,298: 206,223 242,834 16,594 663,626 658,673 886,444 918,102: 127,854 96,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 11,182: -6,720 663 553 13,682 2,427 7,515 3,643: 3,666 7,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 23.9 1.6 65.4 64.9 87.4 90.5: 12.6 9.5
Old : 100.0: 20.3 23.9 1.6 65.4 64.9 87.4 90.5: 12.6 9.5
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 : 214: 46 41 17 102 78 158 126:
Old : 214: 46 41 17 102 78 158 126:
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 : 20.9 33.1 30.6 51.5 20.6 32.1 29.7 47.8
Old : 20.9 33.1 30.6 51.5 20.6 32.1 29.7 47.8
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 10, 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 : 3,642,871: 776,188 451,906 442,692 2,103,322 2,264,937 3,322,202 3,159,535: 320,669 483,336
Old : 3,642,871: 776,188 451,906 442,692 2,103,322 2,264,937 3,322,202 3,159,535: 320,669 483,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 115,839: -6,548 44,045 39,088 57,746 44,961 90,286 128,095: 25,553 -12,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.4 12.2 57.7 62.2 91.2 86.7: 8.8 13.3
Old : 100.0: 21.3 12.4 12.2 57.7 62.2 91.2 86.7: 8.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 65 87 77 150 169 250 298:
Old : 344: 65 87 77 150 169 250 298:
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 : 24.6 26.5 34.9 35.3 20.9 22.7 28.4 28.0
Old : 24.6 26.5 34.9 35.3 20.9 22.7 28.4 28.0
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, July 10, 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 : 1,855,046: 281,935 358,788 193,951 1,143,087 1,029,375 1,618,972 1,582,114: 236,073 272,931
Old : 1,855,046: 281,935 358,788 193,951 1,143,087 1,029,375 1,618,972 1,582,114: 236,073 272,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 32,653: 38,418 13,628 -2,277 -16,792 29,317 19,349 40,668: 13,305 -8,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 19.3 10.5 61.6 55.5 87.3 85.3: 12.7 14.7
Old : 100.0: 15.2 19.3 10.5 61.6 55.5 87.3 85.3: 12.7 14.7
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 : 207: 44 42 42 95 91 159 155:
Old : 207: 44 42 42 95 91 159 155:
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 18.6 32.8 30.8 17.0 14.4 23.8 22.7
Old : 22.7 18.6 32.8 30.8 17.0 14.4 23.8 22.7
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 10, 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 : 685,997: 131,922 145,140 190,405 331,605 327,901 653,931 663,446: 32,066 22,552
Old : 685,997: 131,922 145,140 190,405 331,605 327,901 653,931 663,446: 32,066 22,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 36,897: 25,963 1,121 12,504 184 22,889 38,651 36,515: -1,754 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 21.2 27.8 48.3 47.8 95.3 96.7: 4.7 3.3
Old : 100.0: 19.2 21.2 27.8 48.3 47.8 95.3 96.7: 4.7 3.3
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 : 133: 39 30 45 51 55 114 107:
Old : 133: 39 30 45 51 55 114 107:
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 : 23.2 31.6 37.2 48.4 15.7 23.7 23.8 31.3
Old : 23.2 31.6 37.2 48.4 15.7 23.7 23.8 31.3
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 10, 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 : 23,077: 4,591 5,030 1,631 2,704 10,954 8,927 17,615: 14,151 5,463
Old : 23,077: 4,591 5,030 1,631 2,704 10,954 8,927 17,615: 14,151 5,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 766: 1,371 856 102 -400 -427 1,073 531: -307 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.8 7.1 11.7 47.5 38.7 76.3: 61.3 23.7
Old : 100.0: 19.9 21.8 7.1 11.7 47.5 38.7 76.3: 61.3 23.7
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 : 39: 13 13 8 8 10 27 25:
Old : 39: 13 13 8 8 10 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 45.0 20.1 58.8 10.3 41.9 17.2 52.3
Old : 11.9 45.0 20.1 58.8 10.3 41.9 17.2 52.3
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 10, 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 : 34,828: 13,562 11,801 1,322 14,253 13,109 29,136 26,232: 5,692 8,597
Old : 34,828: 13,562 11,801 1,322 14,253 13,109 29,136 26,232: 5,692 8,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 968: 831 576 54 -441 67 444 697: 524 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 33.9 3.8 40.9 37.6 83.7 75.3: 16.3 24.7
Old : 100.0: 38.9 33.9 3.8 40.9 37.6 83.7 75.3: 16.3 24.7
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 : 63: 23 15 11 16 11 47 29:
Old : 63: 23 15 11 16 11 47 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 : 32.9 41.1 45.9 53.6 32.9 40.6 45.9 53.1
Old : 32.9 41.1 45.9 53.6 32.9 40.6 45.9 53.1
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 10, 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 : 88,934: 29,720 32,639 2,482 42,187 40,984 74,390 76,106: 14,545 12,829
Old : 88,934: 29,720 32,639 2,482 42,187 40,984 74,390 76,106: 14,545 12,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,838: 3,576 3,528 -429 -1,849 -2,034 1,298 1,066: 1,540 1,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 36.7 2.8 47.4 46.1 83.6 85.6: 16.4 14.4
Old : 100.0: 33.4 36.7 2.8 47.4 46.1 83.6 85.6: 16.4 14.4
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 : 117: 33 44 18 26 20 71 70:
Old : 117: 33 44 18 26 20 71 70:
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 : 34.9 33.1 46.3 44.9 31.7 33.1 41.9 44.0
Old : 34.9 33.1 46.3 44.9 31.7 33.1 41.9 44.0
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 10, 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 : 63,913: 2,137 16,285 611 60,997 44,841 63,745 61,737: 168 2,176
Old : 63,913: 2,137 16,285 611 60,997 44,841 63,745 61,737: 168 2,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 552: -158 144 323 1,288 1,045 1,453 1,512: -901 -960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 25.5 1.0 95.4 70.2 99.7 96.6: 0.3 3.4
Old : 100.0: 3.3 25.5 1.0 95.4 70.2 99.7 96.6: 0.3 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 : 40: 7 14 3 16 9 23 26:
Old : 40: 7 14 3 16 9 23 26:
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 : 82.6 72.5 91.0 89.1 76.3 70.4 83.9 82.9
Old : 82.6 72.5 91.0 89.1 76.3 70.4 83.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 22,563: 1,359 3,603 69 21,135 18,396 22,563 22,068: 0 495
Old : 22,563: 1,359 3,603 69 21,135 18,396 22,563 22,068: 0 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 16.0 0.3 93.7 81.5 100.0 97.8: 0.0 2.2
Old : 100.0: 6.0 16.0 0.3 93.7 81.5 100.0 97.8: 0.0 2.2
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 : 22: 5 8 1 3 7 9 15:
Old : 22: 5 8 1 3 7 9 15:
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 : 96.6 77.6 99.8 92.0 81.8 68.0 84.9 78.5
Old : 96.6 77.6 99.8 92.0 81.8 68.0 84.9 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2007