WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 524,336: 101,768 73,733 150,881 232,088 232,194 484,737 456,807: 39,598 67,529
Old : 461,567: 80,605 80,319 128,827 217,718 196,854 427,150 406,000: 34,417 55,567
Other: 62,769: 38,126 10,376 5,091 14,371 35,339 57,588 50,807: 5,181 11,962
: : :
: : Changes in Commitments from: July 17, 2007 :
: 25,132: -317 -69 20,649 7,150 6,881 27,482 27,462: -2,350 -2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 14.1 28.8 44.3 44.3 92.4 87.1: 7.6 12.9
Old : 100.0: 17.5 17.4 27.9 47.2 42.6 92.5 88.0: 7.5 12.0
Other: 100.0: 60.7 16.5 8.1 22.9 56.3 91.7 80.9: 8.3 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 120 130 156 79 121 317 317:
Old : 399: 121 131 144 77 118 301 312:
Other: 180: 47 40 28 21 81 89 133:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 14.3 27.3 21.5 16.9 13.4 26.6 19.6
Old : 18.2 14.5 28.9 21.5 18.0 13.4 28.3 19.8
Other: 43.7 19.8 61.0 32.1 43.7 19.3 60.2 31.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 1,714,010: 248,439 112,969 509,815 780,626 804,759 1,538,881 1,427,543: 175,129 286,467
Old : 444,727: 58,083 115,294 86,619 258,456 189,609 403,158 391,522: 41,569 53,205
Other: 1,269,283: 285,514 92,832 328,039 522,170 615,150 1,135,723 1,036,021: 133,560 233,262
: : :
: : Changes in Commitments from: July 17, 2007 :
: -5,591: -6,508 -7,275 -1,724 15,056 2,990 6,824 -6,009: -12,416 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.6 29.7 45.5 47.0 89.8 83.3: 10.2 16.7
Old : 100.0: 13.1 25.9 19.5 58.1 42.6 90.7 88.0: 9.3 12.0
Other: 100.0: 22.5 7.3 25.8 41.1 48.5 89.5 81.6: 10.5 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 200 149 250 312 356 639 662:
Old : 599: 95 158 108 194 247 351 452:
Other: 745: 219 126 204 275 342 568 603:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 17.0 21.6 22.6 10.7 9.1 15.7 12.8
Old : 26.3 17.2 38.7 25.6 26.3 15.8 38.6 22.3
Other: 15.1 18.6 21.9 24.4 8.3 10.0 13.1 13.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 15,033: 4,609 353 861 6,220 11,530 11,690 12,744: 3,343 2,289
Old : 15,012: 4,628 353 842 6,219 11,530 11,689 12,725: 3,323 2,287
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: July 17, 2007 :
: -1,300: -633 274 -49 -478 -1,914 -1,160 -1,689: -140 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.3 5.7 41.4 76.7 77.8 84.8: 22.2 15.2
Old : 100.0: 30.8 2.4 5.6 41.4 76.8 77.9 84.8: 22.1 15.2
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 : 46: 17 6 6 16 16 36 25:
Old : 46: 17 6 6 16 16 36 25:
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 : 27.8 51.5 45.5 68.5 24.3 47.2 38.3 61.5
Old : 27.8 51.6 45.5 68.6 24.3 47.2 38.3 61.6
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 24, 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 : 699,603: 137,146 27,058 202,202 289,585 372,513 628,933 601,772: 70,670 97,831
Old : 69,153: 17,743 10,879 22,058 21,524 27,165 61,324 60,102: 7,828 9,051
Other: 630,450: 137,988 34,764 161,559 268,062 345,348 567,608 541,670: 62,842 88,780
: : :
: : Changes in Commitments from: July 17, 2007 :
: -24,965: -13,059 1,888 -8,155 4,548 -14,672 -16,666 -20,939: -8,299 -4,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.9 28.9 41.4 53.2 89.9 86.0: 10.1 14.0
Old : 100.0: 25.7 15.7 31.9 31.1 39.3 88.7 86.9: 11.3 13.1
Other: 100.0: 21.9 5.5 25.6 42.5 54.8 90.0 85.9: 10.0 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 200 94 201 152 191 450 428:
Old : 276: 83 54 53 72 102 175 190:
Other: 534: 196 114 175 132 186 407 411:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 26.0 26.6 33.3 12.6 18.6 18.7 23.0
Old : 28.5 26.8 40.4 40.4 20.8 15.5 26.4 25.8
Other: 17.9 26.7 28.0 34.2 13.9 20.6 20.8 24.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,876: 17,659 5,595 428 0 1,002 18,087 7,025: 2,789 13,851
Old : 632: 494 22 0 0 2 494 24: 138 608
Other: 20,244: 17,184 5,592 409 0 1,000 17,593 7,001: 2,651 13,243
: : :
: : Changes in Commitments from: July 17, 2007 :
: -265: 437 507 0 0 -118 437 389: -702 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 26.8 2.1 0.0 4.8 86.6 33.7: 13.4 66.3
Old : 100.0: 78.2 3.5 0.0 0.0 0.3 78.2 3.8: 21.8 96.2
Other: 100.0: 84.9 27.6 2.0 0.0 4.9 86.9 34.6: 13.1 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 15 5 0 4 16 22:
Old : 9: 5 3 0 0 1 5 4:
Other: 33: 14 15 4 0 4 16 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 : 56.0 17.3 75.2 23.5 55.9 16.0 75.1 22.3
Old : 70.9 3.8 78.2 3.8 70.9 3.8 78.2 3.8
Other: 55.7 17.8 75.5 24.2 55.6 16.5 75.4 23.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 333,832: 75,099 14,160 61,835 170,236 242,798 307,170 318,792: 26,662 15,039
Old : 94,226: 18,630 12,264 13,153 54,473 62,564 86,256 87,981: 7,970 6,245
Other: 239,606: 69,763 15,189 35,388 115,763 180,234 220,914 230,811: 18,692 8,795
: : :
: : Changes in Commitments from: July 17, 2007 :
: -2,984: -2,404 993 1,480 -325 -5,002 -1,249 -2,528: -1,735 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.2 18.5 51.0 72.7 92.0 95.5: 8.0 4.5
Old : 100.0: 19.8 13.0 14.0 57.8 66.4 91.5 93.4: 8.5 6.6
Other: 100.0: 29.1 6.3 14.8 48.3 75.2 92.2 96.3: 7.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 75 33 61 64 67 181 139:
Old : 134: 32 32 33 47 52 101 99:
Other: 193: 83 31 48 54 57 158 119:
:----------------------------------------------------------------------------------------------------
: 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 38.6 27.7 49.3 17.3 30.5 24.0 37.9
Old : 28.9 30.7 41.2 43.6 25.4 26.1 34.4 35.5
Other: 23.7 43.4 31.9 54.7 23.1 39.6 31.1 48.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 1,169,847: 127,871 238,686 104,198 797,713 645,791 1,029,782 988,675: 140,066 181,173
Old : 1,169,847: 127,871 238,686 104,198 797,713 645,791 1,029,782 988,675: 140,066 181,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 13,315: 16,341 7,643 4,384 -2,628 25,548 18,096 37,574: -4,781 -24,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 20.4 8.9 68.2 55.2 88.0 84.5: 12.0 15.5
Old : 100.0: 10.9 20.4 8.9 68.2 55.2 88.0 84.5: 12.0 15.5
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 : 199: 34 51 54 95 94 158 170:
Old : 199: 34 51 54 95 94 158 170:
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 : 22.3 29.1 33.5 37.6 20.8 25.5 30.0 32.2
Old : 22.3 29.1 33.5 37.6 20.8 25.5 30.0 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 224,186: 51,380 10,833 38,404 93,862 153,206 183,646 202,443: 40,540 21,743
Old : 56,116: 13,005 5,286 5,453 25,707 37,826 44,165 48,565: 11,951 7,551
Other: 168,070: 47,430 14,602 23,896 68,155 115,380 139,481 153,878: 28,589 14,192
: : :
: : Changes in Commitments from: July 17, 2007 :
: -9,005: -10,583 3,195 1,297 1,742 -13,044 -7,544 -8,552: -1,461 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.8 17.1 41.9 68.3 81.9 90.3: 18.1 9.7
Old : 100.0: 23.2 9.4 9.7 45.8 67.4 78.7 86.5: 21.3 13.5
Other: 100.0: 28.2 8.7 14.2 40.6 68.6 83.0 91.6: 17.0 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 55 24 49 65 60 151 117:
Old : 115: 31 19 22 49 46 89 78:
Other: 161: 54 32 39 58 48 136 98:
:----------------------------------------------------------------------------------------------------
: 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 34.6 26.9 46.6 17.2 31.1 24.2 41.0
Old : 20.5 35.6 29.5 49.6 18.6 34.4 26.4 46.4
Other: 20.8 37.3 29.6 49.1 19.6 34.7 27.7 44.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 16,679: 3,723 2,762 1,843 8,373 10,514 13,940 15,119: 2,739 1,560
Old : 16,679: 3,723 2,762 1,843 8,373 10,514 13,940 15,119: 2,739 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -625: -114 42 120 10 -106 15 55: -640 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 16.6 11.1 50.2 63.0 83.6 90.6: 16.4 9.4
Old : 100.0: 22.3 16.6 11.1 50.2 63.0 83.6 90.6: 16.4 9.4
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 : 77: 26 14 10 33 20 62 41:
Old : 77: 26 14 10 33 20 62 41:
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 : 21.5 46.8 35.4 63.0 21.4 41.2 32.0 56.4
Old : 21.5 46.8 35.4 63.0 21.4 41.2 32.0 56.4
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 24, 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 : 1,058,818: 231,257 230,932 31,735 668,984 685,548 931,976 948,214: 126,842 110,604
Old : 1,058,818: 231,257 230,932 31,735 668,984 685,548 931,976 948,214: 126,842 110,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 37,056: 7,932 -21,716 12,499 11,672 21,827 32,103 12,610: 4,953 24,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 21.8 3.0 63.2 64.7 88.0 89.6: 12.0 10.4
Old : 100.0: 21.8 21.8 3.0 63.2 64.7 88.0 89.6: 12.0 10.4
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 : 211: 51 39 20 99 75 162 122:
Old : 211: 51 39 20 99 75 162 122:
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 : 20.7 34.1 29.2 52.3 20.4 32.7 28.2 49.2
Old : 20.7 34.1 29.2 52.3 20.4 32.7 28.2 49.2
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 24, 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 : 3,634,754: 770,758 362,305 468,164 2,076,800 2,367,926 3,315,722 3,198,395: 319,032 436,359
Old : 3,634,754: 770,758 362,305 468,164 2,076,800 2,367,926 3,315,722 3,198,395: 319,032 436,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -49,479: -53,331 -82,491 10,370 -29,473 50,623 -72,434 -21,498: 22,955 -27,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 10.0 12.9 57.1 65.1 91.2 88.0: 8.8 12.0
Old : 100.0: 21.2 10.0 12.9 57.1 65.1 91.2 88.0: 8.8 12.0
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 : 356: 68 89 91 159 178 273 312:
Old : 356: 68 89 91 159 178 273 312:
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 28.5 33.1 36.9 20.1 25.6 26.9 30.1
Old : 24.4 28.5 33.1 36.9 20.1 25.6 26.9 30.1
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 24, 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 : 1,885,724: 289,646 331,141 210,260 1,147,455 1,091,188 1,647,360 1,632,588: 238,364 253,136
Old : 1,885,724: 289,646 331,141 210,260 1,147,455 1,091,188 1,647,360 1,632,588: 238,364 253,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 24,553: -6,094 -28,842 -376 30,105 62,529 23,635 33,310: 918 -8,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.6 11.2 60.8 57.9 87.4 86.6: 12.6 13.4
Old : 100.0: 15.4 17.6 11.2 60.8 57.9 87.4 86.6: 12.6 13.4
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 : 211: 45 43 48 98 91 166 159:
Old : 211: 45 43 48 98 91 166 159:
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 : 21.1 18.1 31.2 30.0 16.8 13.2 23.1 23.1
Old : 21.1 18.1 31.2 30.0 16.8 13.2 23.1 23.1
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 24, 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 : 776,543: 118,504 157,472 247,122 378,169 342,788 743,796 747,381: 32,747 29,162
Old : 776,543: 118,504 157,472 247,122 378,169 342,788 743,796 747,381: 32,747 29,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 73,867: -10,357 12,353 44,568 37,089 13,012 71,300 69,933: 2,567 3,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.3 31.8 48.7 44.1 95.8 96.2: 4.2 3.8
Old : 100.0: 15.3 20.3 31.8 48.7 44.1 95.8 96.2: 4.2 3.8
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 : 135: 33 38 46 54 52 117 107:
Old : 135: 33 38 46 54 52 117 107:
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 : 24.8 30.2 39.6 49.4 15.3 22.1 22.8 28.3
Old : 24.8 30.2 39.6 49.4 15.3 22.1 22.8 28.3
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 24, 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 : 25,668: 6,655 3,527 2,911 2,731 12,254 12,297 18,692: 13,370 6,975
Old : 25,668: 6,655 3,527 2,911 2,731 12,254 12,297 18,692: 13,370 6,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,802: 1,909 -1,506 1,195 -337 1,554 2,768 1,243: -965 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 13.7 11.3 10.6 47.7 47.9 72.8: 52.1 27.2
Old : 100.0: 25.9 13.7 11.3 10.6 47.7 47.9 72.8: 52.1 27.2
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 : 45: 16 13 11 10 12 33 29:
Old : 45: 16 13 11 10 12 33 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 : 15.0 41.5 24.8 51.4 15.0 40.3 23.5 48.7
Old : 15.0 41.5 24.8 51.4 15.0 40.3 23.5 48.7
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 24, 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 : 35,976: 15,869 11,816 938 13,367 15,154 30,174 27,908: 5,802 8,068
Old : 35,976: 15,869 11,816 938 13,367 15,154 30,174 27,908: 5,802 8,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -646: 1,231 -1,273 -309 -871 578 51 -1,004: -697 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 32.8 2.6 37.2 42.1 83.9 77.6: 16.1 22.4
Old : 100.0: 44.1 32.8 2.6 37.2 42.1 83.9 77.6: 16.1 22.4
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 : 67: 30 13 11 15 13 51 31:
Old : 67: 30 13 11 15 13 51 31:
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 : 32.8 40.3 46.8 57.2 32.8 39.9 46.8 55.4
Old : 32.8 40.3 46.8 57.2 32.8 39.9 46.8 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, July 24, 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 : 94,663: 34,681 39,039 1,915 43,023 38,923 79,618 79,876: 15,045 14,787
Old : 94,663: 34,681 39,039 1,915 43,023 38,923 79,618 79,876: 15,045 14,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -14,842: 343 -6,085 -681 -16,660 -4,716 -16,999 -11,483: 2,156 -3,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 41.2 2.0 45.4 41.1 84.1 84.4: 15.9 15.6
Old : 100.0: 36.6 41.2 2.0 45.4 41.1 84.1 84.4: 15.9 15.6
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 : 119: 37 41 18 28 21 75 70:
Old : 119: 37 41 18 28 21 75 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 : 31.5 34.0 44.0 46.0 28.6 33.8 40.6 45.5
Old : 31.5 34.0 44.0 46.0 28.6 33.8 40.6 45.5
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 24, 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 : 64,633: 2,566 13,785 828 61,122 47,741 64,516 62,354: 117 2,279
Old : 64,633: 2,566 13,785 828 61,122 47,741 64,516 62,354: 117 2,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 166: -170 -1,425 206 87 1,245 123 26: 43 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 21.3 1.3 94.6 73.9 99.8 96.5: 0.2 3.5
Old : 100.0: 4.0 21.3 1.3 94.6 73.9 99.8 96.5: 0.2 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 : 43: 7 16 3 15 11 22 30:
Old : 43: 7 16 3 15 11 22 30:
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 : 81.1 73.2 90.6 85.8 77.7 70.5 86.2 81.7
Old : 81.1 73.2 90.6 85.8 77.7 70.5 86.2 81.7
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 24, 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 : 20,794: 1,485 5,140 149 19,160 15,364 20,794 20,653: 0 141
Old : 20,794: 1,485 5,140 149 19,160 15,364 20,794 20,653: 0 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,941: 330 1,867 8 1,603 424 1,941 2,299: 0 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 24.7 0.7 92.1 73.9 100.0 99.3: 0.0 0.7
Old : 100.0: 7.1 24.7 0.7 92.1 73.9 100.0 99.3: 0.0 0.7
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 : 21: 2 10 1 4 6 7 16:
Old : 21: 2 10 1 4 6 7 16:
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 : 95.7 79.8 100.0 93.1 95.7 76.6 96.1 89.2
Old : 95.7 79.8 100.0 93.1 95.7 76.6 96.1 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2007