WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 17, 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 : 414,072: 103,836 82,040 65,445 206,233 201,675 375,514 349,160: 38,558 64,912
Old : 357,092: 82,125 86,496 47,672 193,722 169,377 323,519 303,545: 33,573 53,547
Other: 56,980: 36,350 10,183 3,134 12,511 32,298 51,995 45,615: 4,985 11,365
: : :
: : Changes in Commitments from: July 10, 2007 :
: 14,771: 3,507 3,480 3,924 3,043 243 10,474 7,647: 4,297 7,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.8 15.8 49.8 48.7 90.7 84.3: 9.3 15.7
Old : 100.0: 23.0 24.2 13.4 54.2 47.4 90.6 85.0: 9.4 15.0
Other: 100.0: 63.8 17.9 5.5 22.0 56.7 91.3 80.1: 8.7 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 118 113 114 66 110 270 272:
Old : 366: 116 118 101 62 107 251 266:
Other: 167: 45 36 16 18 76 75 119:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 16.2 33.9 23.4 21.2 16.0 33.3 22.3
Old : 23.4 16.7 37.0 23.8 23.3 16.4 36.3 23.1
Other: 46.6 19.9 62.8 33.2 46.6 19.9 61.9 32.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 17, 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 : 1,229,696: 329,172 159,272 166,653 593,710 685,562 1,089,535 1,011,487: 140,161 218,209
Old : 351,243: 71,291 115,643 11,927 237,311 181,711 320,529 309,281: 30,714 41,962
Other: 878,453: 355,333 141,081 57,274 356,399 503,851 769,006 702,206: 109,447 176,247
: : :
: : Changes in Commitments from: July 10, 2007 :
: 31,716: -6,528 18,418 20,717 14,351 -15,292 28,540 23,843: 3,176 7,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.0 13.6 48.3 55.8 88.6 82.3: 11.4 17.7
Old : 100.0: 20.3 32.9 3.4 67.6 51.7 91.3 88.1: 8.7 11.9
Other: 100.0: 40.4 16.1 6.5 40.6 57.4 87.5 79.9: 12.5 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 747: 169 144 158 241 321 502 569:
Old : 556: 95 130 10 129 225 229 360:
Other: 718: 194 129 95 204 307 432 503:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 16.1 25.8 22.0 17.2 14.7 25.6 20.4
Old : 32.3 20.0 48.0 28.9 32.3 19.9 48.0 27.5
Other: 16.9 17.3 24.4 23.3 16.9 16.5 24.4 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 17, 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 : 15,335: 5,855 68 126 5,927 13,312 11,908 13,506: 3,427 1,829
Old : 15,314: 5,874 68 107 5,926 13,312 11,907 13,487: 3,407 1,827
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: July 10, 2007 :
: 90: -553 58 118 353 -323 -82 -147: 172 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 0.4 0.8 38.7 86.8 77.7 88.1: 22.3 11.9
Old : 100.0: 38.4 0.4 0.7 38.7 86.9 77.8 88.1: 22.2 11.9
Other: 100.0: 0.0 90.5 0.0 4.8 0.0 4.8 90.5: 95.2 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 23 1 5 13 16 37 22:
Old : 47: 24 1 5 13 16 37 22:
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 : 29.1 54.2 45.2 78.0 27.4 49.3 39.1 66.4
Old : 29.2 54.3 45.3 78.1 27.4 49.3 39.2 66.5
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 17, 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 : 554,480: 177,627 42,818 82,254 234,610 346,794 494,491 471,866: 59,989 82,614
Old : 48,734: 26,787 9,091 631 12,883 29,569 40,301 39,291: 8,433 9,443
Other: 505,746: 166,703 49,590 65,760 221,727 317,225 454,190 432,575: 51,556 73,171
: : :
: : Changes in Commitments from: July 10, 2007 :
: 11,084: -5,175 -991 -427 14,465 8,645 8,863 7,227: 2,221 3,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.7 14.8 42.3 62.5 89.2 85.1: 10.8 14.9
Old : 100.0: 55.0 18.7 1.3 26.4 60.7 82.7 80.6: 17.3 19.4
Other: 100.0: 33.0 9.8 13.0 43.8 62.7 89.8 85.5: 10.2 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 525: 192 87 138 121 187 387 377:
Old : 260: 67 54 3 50 98 119 153:
Other: 517: 188 109 113 97 181 341 363:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 27.0 28.5 36.0 17.0 23.0 24.7 30.0
Old : 29.7 24.5 40.1 35.7 29.7 24.5 40.1 35.5
Other: 19.8 28.0 30.6 37.2 17.9 24.9 26.4 32.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,141: 17,222 5,088 428 0 1,120 17,650 6,636: 3,491 14,505
Old : 725: 568 16 0 0 0 568 16: 157 709
Other: 20,416: 16,667 5,085 415 0 1,120 17,082 6,620: 3,334 13,796
: : :
: : Changes in Commitments from: July 10, 2007 :
: 115: -69 312 -59 0 29 -128 282: 243 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 24.1 2.0 0.0 5.3 83.5 31.4: 16.5 68.6
Old : 100.0: 78.3 2.2 0.0 0.0 0.0 78.3 2.2: 21.7 97.8
Other: 100.0: 81.6 24.9 2.0 0.0 5.5 83.7 32.4: 16.3 67.6
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 12 5 0 4 16 19:
Old : 8: 5 3 0 0 0 5 3:
Other: 30: 14 12 4 0 4 16 18:
:----------------------------------------------------------------------------------------------------
: 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 : 55.2 17.3 72.9 23.2 55.1 16.0 72.8 21.5
Old : 71.9 2.2 78.3 2.2 71.9 2.2 78.3 2.2
Other: 54.7 17.9 73.1 24.0 54.7 16.5 73.0 22.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 17, 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 : 300,123: 76,953 14,344 42,913 153,766 229,564 273,632 286,821: 26,491 13,302
Old : 79,869: 22,204 16,641 3,695 46,843 54,075 72,742 74,411: 7,127 5,458
Other: 220,254: 70,714 13,668 23,253 106,923 175,489 200,890 212,410: 19,364 7,844
: : :
: : Changes in Commitments from: July 10, 2007 :
: 11,653: -4,708 1,332 5,181 11,943 5,357 12,416 11,870: -763 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 4.8 14.3 51.2 76.5 91.2 95.6: 8.8 4.4
Old : 100.0: 27.8 20.8 4.6 58.6 67.7 91.1 93.2: 8.9 6.8
Other: 100.0: 32.1 6.2 10.6 48.5 79.7 91.2 96.4: 8.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 83 31 50 59 58 174 121:
Old : 128: 33 30 17 38 41 83 78:
Other: 189: 87 25 39 51 51 152 104:
:----------------------------------------------------------------------------------------------------
: 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 42.1 29.5 53.7 19.2 35.6 27.2 43.8
Old : 30.9 34.6 43.7 49.6 26.5 31.6 36.7 43.3
Other: 25.2 47.6 33.8 59.8 25.1 44.7 33.6 54.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 17, 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 : 981,332: 114,083 237,881 8,846 728,462 545,829 851,391 792,556: 129,941 188,776
Old : 981,332: 114,083 237,881 8,846 728,462 545,829 851,391 792,556: 129,941 188,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -13,061: -4,611 -4,985 -178 -2,198 -2,979 -6,987 -8,142: -6,074 -4,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.2 0.9 74.2 55.6 86.8 80.8: 13.2 19.2
Old : 100.0: 11.6 24.2 0.9 74.2 55.6 86.8 80.8: 13.2 19.2
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 : 189: 31 51 25 78 75 121 139:
Old : 189: 31 51 25 78 75 121 139:
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 : 28.2 32.7 40.1 41.7 27.3 29.0 37.2 37.1
Old : 28.2 32.7 40.1 41.7 27.3 29.0 37.2 37.1
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 17, 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 : 214,698: 64,545 7,828 25,415 85,541 160,789 175,501 194,032: 39,197 20,666
Old : 62,601: 20,449 4,638 901 29,435 48,965 50,785 54,504: 11,816 8,097
Other: 152,097: 55,827 14,921 12,783 56,106 111,824 124,716 139,528: 27,381 12,569
: : :
: : Changes in Commitments from: July 10, 2007 :
: 1,448: -647 211 -191 3,286 1,337 2,448 1,357: -1,000 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 3.6 11.8 39.8 74.9 81.7 90.4: 18.3 9.6
Old : 100.0: 32.7 7.4 1.4 47.0 78.2 81.1 87.1: 18.9 12.9
Other: 100.0: 36.7 9.8 8.4 36.9 73.5 82.0 91.7: 18.0 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 67 21 42 65 55 156 106:
Old : 119: 40 14 9 46 38 90 58:
Other: 161: 64 26 29 53 45 133 87:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 39.8 28.0 52.4 19.2 38.3 26.3 48.0
Old : 25.6 43.0 35.6 58.7 24.0 43.0 33.4 56.1
Other: 20.8 42.2 29.8 54.2 20.3 40.3 29.2 50.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 17, 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 : 16,139: 4,334 2,633 907 7,691 10,435 12,932 13,975: 3,207 2,164
Old : 16,139: 4,334 2,633 907 7,691 10,435 12,932 13,975: 3,207 2,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 839: -551 559 -47 805 -599 207 -87: 632 926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.3 5.6 47.7 64.7 80.1 86.6: 19.9 13.4
Old : 100.0: 26.9 16.3 5.6 47.7 64.7 80.1 86.6: 19.9 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 : 73: 26 11 9 29 18 56 38:
Old : 73: 26 11 9 29 18 56 38:
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 : 21.2 48.4 34.1 64.5 21.2 42.7 32.4 58.1
Old : 21.2 48.4 34.1 64.5 21.2 42.7 32.4 58.1
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 17, 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 : 1,010,272: 226,781 252,637 14,693 648,138 658,234 889,612 925,564: 120,660 84,708
Old : 1,010,272: 226,781 252,637 14,693 648,138 658,234 889,612 925,564: 120,660 84,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 9,511: 17,880 10,736 2,525 -5,051 6,173 15,354 19,434: -5,843 -9,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 25.0 1.5 64.2 65.2 88.1 91.6: 11.9 8.4
Old : 100.0: 22.4 25.0 1.5 64.2 65.2 88.1 91.6: 11.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 52 34 16 97 72 153 118:
Old : 209: 52 34 16 97 72 153 118:
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 35.0 29.1 53.9 20.5 33.9 28.6 50.2
Old : 20.7 35.0 29.1 53.9 20.5 33.9 28.6 50.2
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 - Futures Only, July 17, 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 : 2,871,480: 817,098 481,365 97,895 1,685,963 1,858,397 2,600,956 2,437,657: 270,524 433,823
Old : 2,871,480: 817,098 481,365 97,895 1,685,963 1,858,397 2,600,956 2,437,657: 270,524 433,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 19,044: 43,139 -12,358 7,137 -12,569 39,526 37,707 34,305: -18,663 -15,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 16.8 3.4 58.7 64.7 90.6 84.9: 9.4 15.1
Old : 100.0: 28.5 16.8 3.4 58.7 64.7 90.6 84.9: 9.4 15.1
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 : 328: 58 87 42 123 131 202 239:
Old : 328: 58 87 42 123 131 202 239:
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 : 29.1 31.5 40.1 40.4 25.7 29.5 35.0 34.3
Old : 29.1 31.5 40.1 40.4 25.7 29.5 35.0 34.3
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 17, 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 : 1,568,427: 347,794 369,564 28,569 967,833 917,939 1,344,196 1,316,072: 224,231 252,355
Old : 1,568,427: 347,794 369,564 28,569 967,833 917,939 1,344,196 1,316,072: 224,231 252,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -11,791: 12,155 8,259 2,200 -23,526 -8,871 -9,171 1,588: -2,620 -13,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 23.6 1.8 61.7 58.5 85.7 83.9: 14.3 16.1
Old : 100.0: 22.2 23.6 1.8 61.7 58.5 85.7 83.9: 14.3 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 : 204: 47 39 21 86 81 143 131:
Old : 204: 47 39 21 86 81 143 131:
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 : 22.8 20.8 34.4 34.1 19.5 16.7 27.2 27.2
Old : 22.8 20.8 34.4 34.1 19.5 16.7 27.2 27.2
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 17, 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 : 460,532: 103,474 142,692 51,845 277,763 244,733 433,082 439,270: 27,450 21,262
Old : 460,532: 103,474 142,692 51,845 277,763 244,733 433,082 439,270: 27,450 21,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 8,344: -3,896 3,346 5,454 8,776 -2,830 10,334 5,970: -1,990 2,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 31.0 11.3 60.3 53.1 94.0 95.4: 6.0 4.6
Old : 100.0: 22.5 31.0 11.3 60.3 53.1 94.0 95.4: 6.0 4.6
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 : 118: 27 31 30 45 41 94 82:
Old : 118: 27 31 30 45 41 94 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 : 25.8 37.7 39.9 53.6 22.9 32.8 35.4 43.3
Old : 25.8 37.7 39.9 53.6 22.9 32.8 35.4 43.3
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 - Futures Only, July 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 22,517: 4,927 5,080 985 2,977 10,613 8,889 16,678: 13,628 5,839
Old : 22,517: 4,927 5,080 985 2,977 10,613 8,889 16,678: 13,628 5,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 722: 169 14 39 337 -282 545 -229: 177 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 22.6 4.4 13.2 47.1 39.5 74.1: 60.5 25.9
Old : 100.0: 21.9 22.6 4.4 13.2 47.1 39.5 74.1: 60.5 25.9
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 : 36: 13 9 4 8 9 25 18:
Old : 36: 13 9 4 8 9 25 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 : 12.3 44.2 21.7 58.1 12.0 44.2 20.9 54.4
Old : 12.3 44.2 21.7 58.1 12.0 44.2 20.9 54.4
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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 33,828: 14,269 12,655 29 13,332 14,198 27,630 26,882: 6,198 6,946
Old : 33,828: 14,269 12,655 29 13,332 14,198 27,630 26,882: 6,198 6,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 1,319: 715 1,094 -17 -250 1,247 448 2,324: 871 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 37.4 0.1 39.4 42.0 81.7 79.5: 18.3 20.5
Old : 100.0: 42.2 37.4 0.1 39.4 42.0 81.7 79.5: 18.3 20.5
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 : 62: 26 12 3 14 11 42 24:
Old : 62: 26 12 3 14 11 42 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 : 33.3 42.5 47.3 61.9 33.3 42.5 47.2 61.9
Old : 33.3 42.5 47.3 61.9 33.3 42.5 47.2 61.9
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 17, 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 : 99,597: 33,828 43,668 877 52,210 38,128 86,915 82,673: 12,682 16,924
Old : 99,597: 33,828 43,668 877 52,210 38,128 86,915 82,673: 12,682 16,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 16,893: 4,629 11,127 -78 13,945 1,214 18,496 12,263: -1,603 4,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 43.8 0.9 52.4 38.3 87.3 83.0: 12.7 17.0
Old : 100.0: 34.0 43.8 0.9 52.4 38.3 87.3 83.0: 12.7 17.0
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 : 131: 42 50 8 26 18 72 72:
Old : 131: 42 50 8 26 18 72 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 31.1 46.4 43.6 33.1 31.1 46.4 43.4
Old : 33.2 31.1 46.4 43.6 33.1 31.1 46.4 43.4
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 17, 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 : 64,467: 2,736 15,210 622 61,035 46,496 64,393 62,328: 74 2,139
Old : 64,467: 2,736 15,210 622 61,035 46,496 64,393 62,328: 74 2,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 554: 599 -1,075 11 38 1,655 648 591: -94 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 23.6 1.0 94.7 72.1 99.9 96.7: 0.1 3.3
Old : 100.0: 4.2 23.6 1.0 94.7 72.1 99.9 96.7: 0.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 16 3 15 9 22 28:
Old : 41: 7 16 3 15 9 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 74.4 90.7 89.8 74.4 71.6 82.6 81.6
Old : 81.7 74.4 90.7 89.8 74.4 71.6 82.6 81.6
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 - Futures Only, July 17, 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 : 18,853: 1,155 3,273 141 17,557 14,940 18,853 18,354: 0 499
Old : 18,853: 1,155 3,273 141 17,557 14,940 18,853 18,354: 0 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -3,710: -204 -330 72 -3,578 -3,456 -3,710 -3,714: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 17.4 0.7 93.1 79.2 100.0 97.4: 0.0 2.6
Old : 100.0: 6.1 17.4 0.7 93.1 79.2 100.0 97.4: 0.0 2.6
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 : 23: 4 10 1 3 6 8 16:
Old : 23: 4 10 1 3 6 8 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 : 95.4 81.2 100.0 90.6 95.4 81.2 99.3 90.0
Old : 95.4 81.2 100.0 90.6 95.4 81.2 99.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2007