WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 388,011: 99,001 80,129 51,144 203,489 198,775 353,634 330,048: 34,377 57,963
Old : 339,048: 80,090 87,356 33,938 194,853 169,293 308,881 290,587: 30,167 48,461
Other: 48,963: 33,371 7,233 2,746 8,636 29,482 44,753 39,461: 4,210 9,502
: : :
: : Changes in Commitments from: June 26, 2007 :
: -21,719: -9,400 5,730 -5,195 -5,077 -18,837 -19,672 -18,302: -2,047 -3,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 20.7 13.2 52.4 51.2 91.1 85.1: 8.9 14.9
Old : 100.0: 23.6 25.8 10.0 57.5 49.9 91.1 85.7: 8.9 14.3
Other: 100.0: 68.2 14.8 5.6 17.6 60.2 91.4 80.6: 8.6 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 105 116 110 66 106 258 264:
Old : 355: 102 118 94 63 103 239 258:
Other: 156: 37 33 15 14 80 60 122:
:----------------------------------------------------------------------------------------------------
: 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 17.5 35.0 24.7 22.9 16.2 34.3 22.4
Old : 25.7 17.9 38.1 25.2 25.2 16.4 37.6 23.3
Other: 52.0 19.4 66.3 31.5 52.0 19.4 65.3 30.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,190,115: 326,545 141,067 139,479 588,748 705,258 1,054,772 985,804: 135,343 204,311
Old : 378,375: 66,281 100,743 17,760 259,238 212,376 343,279 330,879: 35,096 47,496
Other: 811,740: 338,620 118,680 43,363 329,510 492,882 711,493 654,925: 100,247 156,815
: : :
: : Changes in Commitments from: June 26, 2007 :
: 1,929: -11,451 28,996 14,986 10,422 -38,092 13,957 5,890: -12,028 -3,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.9 11.7 49.5 59.3 88.6 82.8: 11.4 17.2
Old : 100.0: 17.5 26.6 4.7 68.5 56.1 90.7 87.4: 9.3 12.6
Other: 100.0: 41.7 14.6 5.3 40.6 60.7 87.7 80.7: 12.3 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 769: 175 150 169 242 330 523 582:
Old : 591: 95 139 29 136 250 252 402:
Other: 733: 205 124 93 200 309 440 500:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 17.6 26.6 23.4 17.5 16.3 25.9 21.7
Old : 31.3 20.7 47.1 28.8 31.3 20.4 46.7 27.3
Other: 16.7 18.0 24.8 24.5 16.7 17.0 24.8 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,182: 6,363 6 74 5,624 13,417 12,061 13,497: 3,121 1,685
Old : 15,161: 6,382 6 55 5,623 13,417 12,060 13,478: 3,101 1,683
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,583: -813 -1 -13 -446 -1,589 -1,272 -1,603: -311 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 0.0 0.5 37.0 88.4 79.4 88.9: 20.6 11.1
Old : 100.0: 42.1 0.0 0.4 37.1 88.5 79.5 88.9: 20.5 11.1
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 : 51: 27 1 4 15 16 44 20:
Old : 51: 28 1 4 15 16 44 20:
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 : 27.7 55.9 42.0 79.6 26.1 49.7 38.2 69.8
Old : 27.8 55.9 42.1 79.8 26.2 49.8 38.3 69.9
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 532,745: 169,342 41,749 86,098 218,427 324,194 473,867 452,041: 58,878 80,704
Old : 62,784: 32,625 7,274 4,813 14,966 37,073 52,404 49,160: 10,380 13,624
Other: 469,961: 154,163 51,921 63,839 203,461 287,121 421,463 402,881: 48,498 67,080
: : :
: : Changes in Commitments from: June 26, 2007 :
: -5,070: 6,144 3,258 -16,098 1,195 2,377 -8,759 -10,463: 3,689 5,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 7.8 16.2 41.0 60.9 88.9 84.9: 11.1 15.1
Old : 100.0: 52.0 11.6 7.7 23.8 59.0 83.5 78.3: 16.5 21.7
Other: 100.0: 32.8 11.0 13.6 43.3 61.1 89.7 85.7: 10.3 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 161 104 133 113 175 363 348:
Old : 264: 88 43 29 49 104 147 167:
Other: 474: 153 117 98 89 169 304 335:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 25.9 27.6 34.4 17.4 22.6 24.6 29.4
Old : 23.3 23.4 30.8 31.8 22.1 23.4 29.5 31.0
Other: 20.2 27.5 30.4 35.9 18.8 24.7 27.0 31.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,625: 16,647 4,505 102 0 1,049 16,749 5,656: 2,876 13,969
Old : 725: 536 25 7 0 0 543 32: 182 693
Other: 18,900: 16,121 4,490 85 0 1,049 16,206 5,624: 2,694 13,276
: : :
: : Changes in Commitments from: June 26, 2007 :
: 432: 1,150 1,195 -555 0 -123 595 517: -163 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 23.0 0.5 0.0 5.3 85.3 28.8: 14.7 71.2
Old : 100.0: 73.9 3.4 1.0 0.0 0.0 74.9 4.4: 25.1 95.6
Other: 100.0: 85.3 23.8 0.4 0.0 5.6 85.7 29.8: 14.3 70.2
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 13 5 0 4 14 22:
Old : 7: 5 2 1 0 0 5 3:
Other: 31: 14 13 3 0 4 14 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 13.1 77.4 18.9 55.4 13.1 77.0 18.9
Old : 70.1 4.4 74.9 4.4 70.1 3.4 73.9 3.4
Other: 55.7 13.6 77.5 19.6 55.3 13.6 77.1 19.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 288,281: 79,434 12,695 37,933 143,057 222,675 260,424 273,303: 27,857 14,978
Old : 87,516: 26,803 14,711 6,612 44,008 58,925 77,423 80,248: 10,093 7,268
Other: 200,765: 66,042 11,395 17,910 99,049 163,750 183,001 193,055: 17,764 7,710
: : :
: : Changes in Commitments from: June 26, 2007 :
: -4,509: 9,028 1,773 -7,760 -3,727 5,042 -2,459 -945: -2,050 -3,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.4 13.2 49.6 77.2 90.3 94.8: 9.7 5.2
Old : 100.0: 30.6 16.8 7.6 50.3 67.3 88.5 91.7: 11.5 8.3
Other: 100.0: 32.9 5.7 8.9 49.3 81.6 91.2 96.2: 8.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 87 33 53 59 57 180 124:
Old : 137: 39 33 23 39 43 97 81:
Other: 179: 83 22 33 51 47 143 96:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 44.1 30.1 54.5 19.1 39.0 27.3 46.9
Old : 28.3 33.5 38.7 46.9 23.7 33.3 34.0 46.2
Other: 26.2 50.5 35.2 61.5 26.2 47.7 35.0 57.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 994,059: 146,913 255,475 9,275 727,067 533,703 883,255 798,453: 110,804 195,606
Old : 994,059: 146,913 255,475 9,275 727,067 533,703 883,255 798,453: 110,804 195,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -5,470: -1,951 -13,575 -644 15,811 810 13,216 -13,409: -18,686 7,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 25.7 0.9 73.1 53.7 88.9 80.3: 11.1 19.7
Old : 100.0: 14.8 25.7 0.9 73.1 53.7 88.9 80.3: 11.1 19.7
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 : 190: 30 50 24 79 77 118 142:
Old : 190: 30 50 24 79 77 118 142:
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 : 30.6 30.2 43.2 40.5 29.8 27.1 41.3 36.9
Old : 30.6 30.2 43.2 40.5 29.8 27.1 41.3 36.9
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 206,937: 58,993 10,118 25,376 84,100 150,933 168,469 186,427: 38,468 20,510
Old : 67,488: 19,157 4,830 2,927 32,032 50,590 54,116 58,347: 13,372 9,141
Other: 139,449: 51,230 16,682 11,055 52,068 100,343 114,353 128,080: 25,096 11,369
: : :
: : Changes in Commitments from: June 26, 2007 :
: -955: 1,383 -1,968 -1,874 1,065 2,400 574 -1,442: -1,529 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.9 12.3 40.6 72.9 81.4 90.1: 18.6 9.9
Old : 100.0: 28.4 7.2 4.3 47.5 75.0 80.2 86.5: 19.8 13.5
Other: 100.0: 36.7 12.0 7.9 37.3 72.0 82.0 91.8: 18.0 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 67 21 41 59 51 151 103:
Old : 115: 38 15 15 45 42 90 66:
Other: 159: 63 29 26 49 40 126 85:
:----------------------------------------------------------------------------------------------------
: 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 38.9 29.1 51.6 17.6 37.5 26.6 47.2
Old : 24.5 40.7 35.0 55.7 19.7 40.5 30.0 51.6
Other: 20.8 43.2 31.3 55.0 20.0 41.6 30.4 50.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,892: 5,122 1,931 663 6,771 11,170 12,556 13,764: 2,336 1,128
Old : 14,892: 5,122 1,931 663 6,771 11,170 12,556 13,764: 2,336 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,326: -168 14 -142 -884 -1,119 -1,194 -1,247: -132 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 13.0 4.5 45.5 75.0 84.3 92.4: 15.7 7.6
Old : 100.0: 34.4 13.0 4.5 45.5 75.0 84.3 92.4: 15.7 7.6
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 : 73: 24 11 8 29 20 56 37:
Old : 73: 24 11 8 29 20 56 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 55.4 40.2 70.5 25.7 48.7 37.8 63.1
Old : 26.4 55.4 40.2 70.5 25.7 48.7 37.8 63.1
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 991,318: 216,063 241,971 11,547 641,085 650,830 868,695 904,348: 122,623 86,970
Old : 991,318: 216,063 241,971 11,547 641,085 650,830 868,695 904,348: 122,623 86,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 36,338: 8,554 21,721 -658 24,975 19,331 32,871 40,394: 3,467 -4,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 24.4 1.2 64.7 65.7 87.6 91.2: 12.4 8.8
Old : 100.0: 21.8 24.4 1.2 64.7 65.7 87.6 91.2: 12.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 47 33 13 94 78 145 120:
Old : 207: 47 33 13 94 78 145 120:
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 33.5 30.8 53.0 19.8 32.4 29.1 48.0
Old : 20.2 33.5 30.8 53.0 19.8 32.4 29.1 48.0
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,783,537: 791,672 443,887 62,625 1,663,447 1,815,816 2,517,744 2,322,328: 265,793 461,209
Old : 2,783,537: 791,672 443,887 62,625 1,663,447 1,815,816 2,517,744 2,322,328: 265,793 461,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -6,370: 20,730 18,379 -12,096 5,181 6,822 13,815 13,105: -20,185 -19,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 15.9 2.2 59.8 65.2 90.5 83.4: 9.5 16.6
Old : 100.0: 28.4 15.9 2.2 59.8 65.2 90.5 83.4: 9.5 16.6
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 : 311: 58 79 34 110 130 185 226:
Old : 311: 58 79 34 110 130 185 226:
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 : 28.3 31.4 40.5 40.5 25.2 29.2 35.0 35.1
Old : 28.3 31.4 40.5 40.5 25.2 29.2 35.0 35.1
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,553,245: 298,794 344,735 27,617 1,015,770 908,770 1,342,181 1,281,122: 211,064 272,123
Old : 1,553,245: 298,794 344,735 27,617 1,015,770 908,770 1,342,181 1,281,122: 211,064 272,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -35,636: 25,999 -40,149 1,546 -68,264 2,351 -40,719 -36,252: 5,083 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.2 1.8 65.4 58.5 86.4 82.5: 13.6 17.5
Old : 100.0: 19.2 22.2 1.8 65.4 58.5 86.4 82.5: 13.6 17.5
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 : 207: 48 34 21 88 87 144 134:
Old : 207: 48 34 21 88 87 144 134:
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 : 24.2 20.5 34.7 34.4 19.5 15.6 27.5 26.3
Old : 24.2 20.5 34.7 34.4 19.5 15.6 27.5 26.3
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 435,583: 79,279 135,084 49,829 275,655 232,862 404,763 417,775: 30,820 17,808
Old : 435,583: 79,279 135,084 49,829 275,655 232,862 404,763 417,775: 30,820 17,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -86,149: -14,852 -18,070 -12,256 -56,554 -50,648 -83,662 -80,974: -2,487 -5,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 31.0 11.4 63.3 53.5 92.9 95.9: 7.1 4.1
Old : 100.0: 18.2 31.0 11.4 63.3 53.5 92.9 95.9: 7.1 4.1
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 : 113: 25 30 28 45 43 90 82:
Old : 113: 25 30 28 45 43 90 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 40.0 39.2 54.4 22.0 35.6 32.5 45.6
Old : 26.0 40.0 39.2 54.4 22.0 35.6 32.5 45.6
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 21,155: 3,293 4,185 900 3,093 11,307 7,286 16,392: 13,869 4,763
Old : 21,155: 3,293 4,185 900 3,093 11,307 7,286 16,392: 13,869 4,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,082: 46 -2,015 240 -977 868 -691 -907: -391 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 19.8 4.3 14.6 53.4 34.4 77.5: 65.6 22.5
Old : 100.0: 15.6 19.8 4.3 14.6 53.4 34.4 77.5: 65.6 22.5
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 : 32: 11 8 4 6 9 21 17:
Old : 32: 11 8 4 6 9 21 17:
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 : 13.5 48.2 22.3 62.6 12.0 45.7 18.1 57.6
Old : 13.5 48.2 22.3 62.6 12.0 45.7 18.1 57.6
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 31,548: 12,663 10,921 49 13,999 12,903 26,711 23,873: 4,837 7,675
Old : 31,548: 12,663 10,921 49 13,999 12,903 26,711 23,873: 4,837 7,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -890: -380 -1,675 6 -34 930 -408 -739: -482 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 34.6 0.2 44.4 40.9 84.7 75.7: 15.3 24.3
Old : 100.0: 40.1 34.6 0.2 44.4 40.9 84.7 75.7: 15.3 24.3
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 : 60: 23 12 5 15 10 41 24:
Old : 60: 23 12 5 15 10 41 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 45.0 50.2 60.3 36.3 45.0 50.2 60.3
Old : 36.3 45.0 50.2 60.3 36.3 45.0 50.2 60.3
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 80,098: 26,261 29,243 1,105 39,910 39,292 67,276 69,640: 12,822 10,458
Old : 80,098: 26,261 29,243 1,105 39,910 39,292 67,276 69,640: 12,822 10,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -7,932: -2,018 1,345 -425 -864 -7,151 -3,307 -6,231: -4,625 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 36.5 1.4 49.8 49.1 84.0 86.9: 16.0 13.1
Old : 100.0: 32.8 36.5 1.4 49.8 49.1 84.0 86.9: 16.0 13.1
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 : 113: 36 36 6 27 17 66 56:
Old : 113: 36 36 6 27 17 66 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 37.3 47.1 50.3 35.9 37.3 47.0 50.3
Old : 35.9 37.3 47.1 50.3 35.9 37.3 47.0 50.3
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 63,361: 2,295 16,141 288 59,709 43,796 62,292 60,225: 1,069 3,136
Old : 63,361: 2,295 16,141 288 59,709 43,796 62,292 60,225: 1,069 3,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 5,113: 460 1,113 -16 3,754 3,172 4,198 4,269: 915 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 25.5 0.5 94.2 69.1 98.3 95.1: 1.7 4.9
Old : 100.0: 3.6 25.5 0.5 94.2 69.1 98.3 95.1: 1.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 13 2 16 8 23 23:
Old : 39: 7 13 2 16 8 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 73.4 90.4 88.9 73.4 71.0 81.8 81.3
Old : 81.9 73.4 90.4 88.9 73.4 71.0 81.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2007