WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 525,529: 103,480 75,503 146,746 232,267 232,463 482,494 454,712: 43,036 70,817
Old : 461,183: 80,661 81,296 126,334 216,581 195,409 423,576 403,039: 37,607 58,144
Other: 64,346: 39,814 11,202 3,417 15,686 37,053 58,917 51,673: 5,429 12,673
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,193: 1,712 1,771 -4,135 179 269 -2,244 -2,095: 3,437 3,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 14.4 27.9 44.2 44.2 91.8 86.5: 8.2 13.5
Old : 100.0: 17.5 17.6 27.4 47.0 42.4 91.8 87.4: 8.2 12.6
Other: 100.0: 61.9 17.4 5.3 24.4 57.6 91.6 80.3: 8.4 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 120 121 151 77 122 309 310:
Old : 392: 116 126 140 75 119 293 306:
Other: 181: 51 39 29 22 78 90 133:
:----------------------------------------------------------------------------------------------------
: 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 27.4 22.0 16.9 13.4 26.8 19.4
Old : 18.2 14.1 28.9 21.4 18.0 13.1 28.3 19.0
Other: 44.5 21.5 61.8 33.7 44.5 21.1 61.0 32.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 1,679,356: 249,503 108,911 498,426 752,576 791,031 1,500,506 1,398,369: 178,851 280,987
Old : 399,499: 57,173 112,995 67,820 234,120 169,744 359,113 350,560: 40,386 48,940
Other: 1,279,857: 292,253 95,839 330,684 518,456 621,287 1,141,392 1,047,809: 138,464 232,048
: : :
: : Changes in Commitments from: July 24, 2007 :
: -34,653: 1,065 -4,057 -11,389 -28,051 -13,728 -38,375 -29,174: 3,722 -5,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 6.5 29.7 44.8 47.1 89.4 83.3: 10.6 16.7
Old : 100.0: 14.3 28.3 17.0 58.6 42.5 89.9 87.7: 10.1 12.3
Other: 100.0: 22.8 7.5 25.8 40.5 48.5 89.2 81.9: 10.8 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 773: 197 156 248 307 348 629 653:
Old : 580: 106 140 100 187 233 341 425:
Other: 743: 213 136 207 273 332 570 597:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 17.1 21.5 22.8 10.8 9.9 16.1 13.4
Old : 28.5 18.0 41.2 27.2 28.5 16.6 40.6 24.6
Other: 14.3 18.6 20.9 24.1 8.1 10.4 13.0 13.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 15,044: 4,620 589 857 6,199 11,393 11,676 12,840: 3,368 2,205
Old : 15,023: 4,639 589 838 6,198 11,393 11,675 12,821: 3,348 2,203
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: July 24, 2007 :
: 11: 10 236 -3 -21 -137 -14 96: 25 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 3.9 5.7 41.2 75.7 77.6 85.3: 22.4 14.7
Old : 100.0: 30.9 3.9 5.6 41.3 75.8 77.7 85.3: 22.3 14.7
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 : 48: 17 10 5 15 14 35 26:
Old : 48: 17 10 5 15 14 35 26:
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 : 32.8 48.7 48.9 68.4 29.5 48.6 43.2 63.0
Old : 32.9 48.8 49.0 68.5 29.6 48.7 43.3 63.1
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 659,871: 126,754 27,667 185,089 275,459 353,455 587,302 566,211: 72,569 93,661
Old : 11,301: 10,239 1,987 215 165 6,179 10,619 8,381: 682 2,920
Other: 648,570: 127,516 36,681 173,873 275,294 347,276 576,683 557,830: 71,887 90,741
: : :
: : Changes in Commitments from: July 24, 2007 :
: -39,731: -10,392 609 -17,113 -14,126 -19,058 -41,630 -35,561: 1,899 -4,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.2 28.0 41.7 53.6 89.0 85.8: 11.0 14.2
Old : 100.0: 90.6 17.6 1.9 1.5 54.7 94.0 74.2: 6.0 25.8
Other: 100.0: 19.7 5.7 26.8 42.4 53.5 88.9 86.0: 11.1 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 187 109 179 130 191 402 409:
Old : 113: 31 29 3 6 49 37 81:
Other: 519: 189 112 162 130 190 385 407:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 25.9 26.9 33.6 13.4 19.3 19.6 23.5
Old : 20.1 28.3 37.8 40.4 20.1 28.2 37.6 40.2
Other: 17.6 26.3 27.4 33.9 13.6 19.6 20.0 23.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,837: 16,516 5,204 435 0 1,020 16,951 6,659: 2,886 13,178
Old : 124: 98 41 0 0 0 98 41: 26 83
Other: 19,713: 16,456 5,201 397 0 1,020 16,853 6,618: 2,860 13,095
: : :
: : Changes in Commitments from: July 24, 2007 :
: -1,039: -1,143 -391 7 0 18 -1,136 -366: 97 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 26.2 2.2 0.0 5.1 85.5 33.6: 14.5 66.4
Old : 100.0: 79.0 33.1 0.0 0.0 0.0 79.0 33.1: 21.0 66.9
Other: 100.0: 83.5 26.4 2.0 0.0 5.2 85.5 33.6: 14.5 66.4
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 14 4 0 4 16 20:
Old : 6: 4 2 0 0 0 4 2:
Other: 32: 14 14 3 0 4 16 19:
:----------------------------------------------------------------------------------------------------
: 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 : 56.2 17.4 73.9 23.9 56.2 16.1 73.7 22.6
Old : 79.0 33.1 79.0 33.1 79.0 33.1 79.0 33.1
Other: 56.2 17.5 74.0 24.0 56.2 16.2 74.0 22.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 327,776: 73,443 14,148 63,204 161,389 233,776 298,036 311,129: 29,740 16,647
Old : 74,172: 16,968 9,029 9,693 40,079 49,278 66,740 68,000: 7,432 6,172
Other: 253,604: 67,390 16,035 42,596 121,310 184,498 231,296 243,129: 22,308 10,475
: : :
: : Changes in Commitments from: July 24, 2007 :
: -6,056: -1,656 -11 1,369 -8,847 -9,022 -9,134 -7,664: 3,078 1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 4.3 19.3 49.2 71.3 90.9 94.9: 9.1 5.1
Old : 100.0: 22.9 12.2 13.1 54.0 66.4 90.0 91.7: 10.0 8.3
Other: 100.0: 26.6 6.3 16.8 47.8 72.8 91.2 95.9: 8.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 72 35 68 63 68 185 147:
Old : 126: 36 22 31 41 44 94 86:
Other: 200: 79 41 46 56 61 158 129:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 39.3 28.3 49.8 17.7 31.9 24.6 40.2
Old : 32.3 32.4 43.6 46.9 29.9 28.7 39.3 40.8
Other: 22.4 42.9 30.6 54.1 22.0 38.9 29.6 48.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 1,188,367: 132,940 210,552 101,915 802,847 685,137 1,037,702 997,604: 150,665 190,763
Old : 1,188,367: 132,940 210,552 101,915 802,847 685,137 1,037,702 997,604: 150,665 190,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 18,520: 5,069 -28,133 -2,283 5,134 39,345 7,920 8,929: 10,599 9,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 17.7 8.6 67.6 57.7 87.3 83.9: 12.7 16.1
Old : 100.0: 11.2 17.7 8.6 67.6 57.7 87.3 83.9: 12.7 16.1
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 : 193: 34 43 48 89 97 149 162:
Old : 193: 34 43 48 89 97 149 162:
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 : 22.4 29.0 33.7 39.2 21.0 24.2 29.0 31.7
Old : 22.4 29.0 33.7 39.2 21.0 24.2 29.0 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 31, 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 : 216,417: 48,237 13,789 39,152 91,889 143,333 179,278 196,274: 37,138 20,142
Old : 49,131: 15,669 4,213 5,215 18,681 32,221 39,564 41,648: 9,567 7,483
Other: 167,286: 43,947 20,954 22,559 73,208 111,112 139,714 154,626: 27,571 12,660
: : :
: : Changes in Commitments from: July 24, 2007 :
: -7,769: -3,142 2,956 748 -1,973 -9,873 -4,367 -6,169: -3,402 -1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.4 18.1 42.5 66.2 82.8 90.7: 17.2 9.3
Old : 100.0: 31.9 8.6 10.6 38.0 65.6 80.5 84.8: 19.5 15.2
Other: 100.0: 26.3 12.5 13.5 43.8 66.4 83.5 92.4: 16.5 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 55 29 59 62 59 156 129:
Old : 119: 42 12 29 39 42 91 79:
Other: 166: 50 42 41 56 48 133 108:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 34.7 31.1 46.0 20.5 33.1 28.0 41.5
Old : 23.9 36.3 34.6 50.7 22.6 36.0 32.3 48.7
Other: 24.4 36.3 33.9 47.9 23.3 34.3 31.9 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 16,946: 3,782 2,920 1,908 8,544 10,680 14,235 15,509: 2,710 1,437
Old : 16,946: 3,782 2,920 1,908 8,544 10,680 14,235 15,509: 2,710 1,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 267: 59 158 65 171 166 296 389: -29 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 17.2 11.3 50.4 63.0 84.0 91.5: 16.0 8.5
Old : 100.0: 22.3 17.2 11.3 50.4 63.0 84.0 91.5: 16.0 8.5
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 : 78: 24 16 10 34 21 63 42:
Old : 78: 24 16 10 34 21 63 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 : 23.3 44.3 36.8 63.0 21.3 40.7 31.8 56.0
Old : 23.3 44.3 36.8 63.0 21.3 40.7 31.8 56.0
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 31, 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 : 1,061,438: 183,677 223,432 25,964 705,480 703,964 915,121 953,361: 146,317 108,077
Old : 1,061,438: 183,677 223,432 25,964 705,480 703,964 915,121 953,361: 146,317 108,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 2,620: -47,580 -7,500 -5,770 36,495 18,417 -16,855 5,147: 19,475 -2,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 21.0 2.4 66.5 66.3 86.2 89.8: 13.8 10.2
Old : 100.0: 17.3 21.0 2.4 66.5 66.3 86.2 89.8: 13.8 10.2
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 : 200: 49 33 22 95 77 156 120:
Old : 200: 49 33 22 95 77 156 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 30.9 28.8 48.9 20.0 29.7 27.4 45.0
Old : 20.2 30.9 28.8 48.9 20.0 29.7 27.4 45.0
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 31, 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 : 3,742,325: 895,406 325,055 427,181 2,055,163 2,540,697 3,377,751 3,292,934: 364,574 449,391
Old : 3,742,325: 895,406 325,055 427,181 2,055,163 2,540,697 3,377,751 3,292,934: 364,574 449,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 107,571: 124,649 -37,249 -40,983 -21,637 172,771 62,028 94,539: 45,542 13,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 8.7 11.4 54.9 67.9 90.3 88.0: 9.7 12.0
Old : 100.0: 23.9 8.7 11.4 54.9 67.9 90.3 88.0: 9.7 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 : 334: 60 89 86 151 163 261 288:
Old : 334: 60 89 86 151 163 261 288:
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 : 25.1 30.0 33.9 39.1 20.6 27.5 28.2 32.5
Old : 25.1 30.0 33.9 39.1 20.6 27.5 28.2 32.5
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 31, 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 : 1,958,464: 235,249 238,746 237,854 1,240,077 1,204,603 1,713,180 1,681,203: 245,284 277,261
Old : 1,958,464: 235,249 238,746 237,854 1,240,077 1,204,603 1,713,180 1,681,203: 245,284 277,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 72,740: -54,397 -92,394 27,595 92,622 113,415 65,820 48,615: 6,920 24,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.2 12.1 63.3 61.5 87.5 85.8: 12.5 14.2
Old : 100.0: 12.0 12.2 12.1 63.3 61.5 87.5 85.8: 12.5 14.2
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 : 217: 42 42 49 107 99 177 162:
Old : 217: 42 42 49 107 99 177 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 22.0 27.7 34.7 13.1 14.2 18.8 22.3
Old : 19.2 22.0 27.7 34.7 13.1 14.2 18.8 22.3
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 31, 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 : 877,562: 111,825 182,411 309,046 422,430 348,345 843,301 839,802: 34,261 37,760
Old : 877,562: 111,825 182,411 309,046 422,430 348,345 843,301 839,802: 34,261 37,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 101,018: -6,679 24,940 61,924 44,261 5,557 99,505 92,420: 1,513 8,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 20.8 35.2 48.1 39.7 96.1 95.7: 3.9 4.3
Old : 100.0: 12.7 20.8 35.2 48.1 39.7 96.1 95.7: 3.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 36 34 47 57 57 120 111:
Old : 137: 36 34 47 57 57 120 111:
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 : 23.6 30.9 37.7 48.3 14.1 17.7 20.3 24.9
Old : 23.6 30.9 37.7 48.3 14.1 17.7 20.3 24.9
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 31, 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 : 20,708: 4,829 3,185 1,352 2,475 9,326 8,656 13,863: 12,051 6,845
Old : 20,708: 4,829 3,185 1,352 2,475 9,326 8,656 13,863: 12,051 6,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -4,960: -1,826 -343 -1,559 -256 -2,928 -3,641 -4,830: -1,319 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.4 6.5 12.0 45.0 41.8 66.9: 58.2 33.1
Old : 100.0: 23.3 15.4 6.5 12.0 45.0 41.8 66.9: 58.2 33.1
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 : 31: 12 7 5 8 9 23 18:
Old : 31: 12 7 5 8 9 23 18:
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 : 16.0 37.9 26.5 53.2 16.0 35.0 24.7 46.3
Old : 16.0 37.9 26.5 53.2 16.0 35.0 24.7 46.3
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 31, 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 : 38,327: 16,189 12,681 1,544 14,211 16,872 31,944 31,097: 6,383 7,230
Old : 38,327: 16,189 12,681 1,544 14,211 16,872 31,944 31,097: 6,383 7,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 2,351: 320 866 606 844 1,718 1,770 3,189: 581 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 33.1 4.0 37.1 44.0 83.3 81.1: 16.7 18.9
Old : 100.0: 42.2 33.1 4.0 37.1 44.0 83.3 81.1: 16.7 18.9
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 : 60: 23 13 11 15 13 45 30:
Old : 60: 23 13 11 15 13 45 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 : 31.8 40.2 47.5 58.4 31.8 39.7 47.5 56.3
Old : 31.8 40.2 47.5 58.4 31.8 39.7 47.5 56.3
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 31, 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 : 97,775: 35,834 35,369 2,482 42,479 47,214 80,795 85,065: 16,980 12,710
Old : 97,775: 35,834 35,369 2,482 42,479 47,214 80,795 85,065: 16,980 12,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 3,111: 1,153 -3,669 567 -543 8,291 1,177 5,189: 1,935 -2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 36.2 2.5 43.4 48.3 82.6 87.0: 17.4 13.0
Old : 100.0: 36.6 36.2 2.5 43.4 48.3 82.6 87.0: 17.4 13.0
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 : 115: 41 33 16 26 23 76 63:
Old : 115: 41 33 16 26 23 76 63:
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 : 32.2 32.6 43.8 48.1 29.3 32.6 39.7 47.7
Old : 32.2 32.6 43.8 48.1 29.3 32.6 39.7 47.7
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 31, 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 : 65,963: 3,643 12,303 1,714 60,374 49,415 65,731 63,432: 232 2,531
Old : 65,963: 3,643 12,303 1,714 60,374 49,415 65,731 63,432: 232 2,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,330: 1,077 -1,482 886 -748 1,674 1,215 1,078: 115 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 18.7 2.6 91.5 74.9 99.6 96.2: 0.4 3.8
Old : 100.0: 5.5 18.7 2.6 91.5 74.9 99.6 96.2: 0.4 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 : 46: 7 16 4 17 12 26 30:
Old : 46: 7 16 4 17 12 26 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 : 78.0 75.1 86.6 87.5 75.5 73.8 82.2 83.4
Old : 78.0 75.1 86.6 87.5 75.5 73.8 82.2 83.4
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 31, 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 : 33,264: 1,217 10,996 0 32,047 22,044 33,264 33,040: 0 224
Old : 33,264: 1,217 10,996 0 32,047 22,044 33,264 33,040: 0 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 12,470: -268 5,856 -149 12,887 6,680 12,470 12,387: 0 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 33.1 0.0 96.3 66.3 100.0 99.3: 0.0 0.7
Old : 100.0: 3.7 33.1 0.0 96.3 66.3 100.0 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 : 20: 3 8 0 4 7 7 15:
Old : 20: 3 8 0 4 7 7 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 : 96.3 70.3 100.0 93.4 87.2 64.9 88.5 84.4
Old : 96.3 70.3 100.0 93.4 87.2 64.9 88.5 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2007