WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 1, 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 : 359,274: 87,239 85,022 42,450 200,416 181,227 330,105 308,699: 29,169 50,575
Old : 330,138: 74,791 89,256 35,523 192,523 161,578 302,837 286,357: 27,301 43,781
Other: 29,136: 19,151 2,469 224 7,893 19,649 27,268 22,342: 1,868 6,794
: : :
: : Changes in Commitments from: April 24, 2007 :
: -2,713: 5,268 7,744 -4,960 -1,892 709 -1,584 3,493: -1,129 -6,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 23.7 11.8 55.8 50.4 91.9 85.9: 8.1 14.1
Old : 100.0: 22.7 27.0 10.8 58.3 48.9 91.7 86.7: 8.3 13.3
Other: 100.0: 65.7 8.5 0.8 27.1 67.4 93.6 76.7: 6.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 86 107 86 60 102 213 239:
Old : 316: 80 114 79 59 101 203 238:
Other: 122: 25 22 6 13 67 44 92:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 17.2 39.6 25.6 25.9 15.9 39.4 23.7
Old : 28.0 17.3 42.7 26.0 27.8 17.2 42.5 25.2
Other: 58.5 23.0 78.6 36.0 57.6 21.8 76.0 33.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 1, 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 : 1,257,301: 347,970 97,146 154,103 604,732 782,145 1,106,805 1,033,394: 150,496 223,907
Old : 619,038: 137,651 123,130 44,800 361,593 358,896 544,044 526,826: 74,994 92,212
Other: 638,263: 293,911 57,608 25,711 243,139 423,249 562,761 506,568: 75,502 131,695
: : :
: : Changes in Commitments from: April 24, 2007 :
: -21,410: 15,600 4,482 -17,730 -12,111 -233 -14,241 -13,481: -7,169 -7,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.7 12.3 48.1 62.2 88.0 82.2: 12.0 17.8
Old : 100.0: 22.2 19.9 7.2 58.4 58.0 87.9 85.1: 12.1 14.9
Other: 100.0: 46.0 9.0 4.0 38.1 66.3 88.2 79.4: 11.8 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 200 115 161 234 339 516 564:
Old : 685: 132 151 90 180 300 376 492:
Other: 655: 184 78 61 163 315 364 438:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 17.5 25.6 23.8 16.2 16.6 24.7 21.9
Old : 22.9 22.0 34.5 30.2 22.9 20.7 34.5 28.2
Other: 19.6 15.3 28.9 22.6 19.5 14.7 28.9 20.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 1, 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 : 18,141: 6,213 3 897 7,044 15,025 14,154 15,925: 3,987 2,216
Old : 18,141: 6,213 3 897 7,044 15,025 14,154 15,925: 3,987 2,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -383: 332 -1 -13 -309 -470 10 -484: -393 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 0.0 4.9 38.8 82.8 78.0 87.8: 22.0 12.2
Old : 100.0: 34.2 0.0 4.9 38.8 82.8 78.0 87.8: 22.0 12.2
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 : 55: 26 1 11 14 17 45 28:
Old : 55: 26 1 11 14 17 45 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 : 27.1 51.2 40.8 75.3 24.9 50.2 36.7 64.2
Old : 27.1 51.2 40.8 75.3 24.9 50.2 36.7 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 1, 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 : 429,319: 110,728 35,293 70,209 203,126 243,984 384,063 349,486: 45,256 79,833
Old : 254,090: 75,602 41,967 13,773 138,931 158,120 228,306 213,860: 25,784 40,230
Other: 175,229: 63,401 21,601 28,161 64,195 85,864 155,757 135,626: 19,472 39,603
: : :
: : Changes in Commitments from: April 24, 2007 :
: -15,650: 11,156 -2,176 -11,016 -10,404 51 -10,264 -13,141: -5,386 -2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 8.2 16.4 47.3 56.8 89.5 81.4: 10.5 18.6
Old : 100.0: 29.8 16.5 5.4 54.7 62.2 89.9 84.2: 10.1 15.8
Other: 100.0: 36.2 12.3 16.1 36.6 49.0 88.9 77.4: 11.1 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 126 99 122 102 148 310 312:
Old : 397: 128 96 56 72 130 233 251:
Other: 300: 62 71 56 71 130 172 230:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 22.9 32.1 31.3 19.6 20.4 29.3 26.4
Old : 29.7 27.7 41.7 38.3 29.7 26.4 41.6 36.9
Other: 25.1 20.4 33.2 27.8 23.2 16.3 30.5 21.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,008: 11,683 1,879 781 0 686 12,464 3,346: 2,544 11,662
Old : 4,805: 3,105 1,995 161 0 10 3,266 2,166: 1,539 2,639
Other: 10,203: 9,082 388 116 0 676 9,198 1,180: 1,005 9,023
: : :
: : Changes in Commitments from: April 24, 2007 :
: -568: -150 148 -270 0 31 -420 -91: -148 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 12.5 5.2 0.0 4.6 83.0 22.3: 17.0 77.7
Old : 100.0: 64.6 41.5 3.4 0.0 0.2 68.0 45.1: 32.0 54.9
Other: 100.0: 89.0 3.8 1.1 0.0 6.6 90.1 11.6: 9.9 88.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 13 7 7 0 3 14 16:
Old : 22: 12 8 5 0 2 13 14:
Other: 14: 9 2 3 0 3 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 60.1 10.9 75.0 16.6 56.6 10.7 71.4 15.9
Old : 39.6 32.5 55.9 43.4 39.4 32.3 55.3 41.5
Other: 76.7 8.7 88.7 11.6 75.6 8.7 87.6 10.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 1, 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 : 302,670: 91,937 13,153 40,194 140,970 232,868 273,101 286,215: 29,569 16,455
Old : 208,285: 76,781 25,090 13,138 94,639 157,107 184,558 195,335: 23,727 12,950
Other: 94,385: 30,783 3,690 11,429 46,331 75,761 88,543 90,880: 5,842 3,505
: : :
: : Changes in Commitments from: April 24, 2007 :
: 212: 7,921 -2,078 -431 -6,055 3,516 1,435 1,007: -1,223 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.3 13.3 46.6 76.9 90.2 94.6: 9.8 5.4
Old : 100.0: 36.9 12.0 6.3 45.4 75.4 88.6 93.8: 11.4 6.2
Other: 100.0: 32.6 3.9 12.1 49.1 80.3 93.8 96.3: 6.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 93 24 48 58 52 181 113:
Old : 207: 83 40 33 51 49 162 102:
Other: 111: 43 11 24 36 37 88 65:
:----------------------------------------------------------------------------------------------------
: 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 40.6 27.7 53.9 15.9 34.1 23.4 46.2
Old : 22.1 45.1 31.1 55.0 22.1 43.6 30.4 53.0
Other: 34.0 47.9 46.3 63.8 32.8 47.0 42.0 60.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 1, 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 : 903,566: 115,259 216,548 22,673 632,175 483,400 770,107 722,621: 133,459 180,945
Old : 903,566: 115,259 216,548 22,673 632,175 483,400 770,107 722,621: 133,459 180,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 35,750: -7,204 25,500 8,654 36,827 -2,628 38,277 31,526: -2,527 4,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 24.0 2.5 70.0 53.5 85.2 80.0: 14.8 20.0
Old : 100.0: 12.8 24.0 2.5 70.0 53.5 85.2 80.0: 14.8 20.0
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 : 181: 25 48 30 66 85 110 145:
Old : 181: 25 48 30 66 85 110 145:
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 : 30.7 25.0 43.9 36.9 26.3 17.9 34.6 25.9
Old : 30.7 25.0 43.9 36.9 26.3 17.9 34.6 25.9
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, May 1, 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 : 211,148: 49,065 23,826 27,430 97,897 135,110 174,392 186,366: 36,756 24,782
Old : 125,022: 37,883 17,762 12,806 51,348 75,772 102,037 106,340: 22,985 18,682
Other: 86,126: 17,412 12,294 8,394 46,549 59,338 72,355 80,026: 13,771 6,100
: : :
: : Changes in Commitments from: April 24, 2007 :
: -2,447: 5,328 2,494 1,241 -6,161 -6,481 408 -2,746: -2,855 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 11.3 13.0 46.4 64.0 82.6 88.3: 17.4 11.7
Old : 100.0: 30.3 14.2 10.2 41.1 60.6 81.6 85.1: 18.4 14.9
Other: 100.0: 20.2 14.3 9.7 54.0 68.9 84.0 92.9: 16.0 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 53 32 46 51 52 135 120:
Old : 162: 52 33 34 45 44 121 101:
Other: 106: 34 16 22 38 34 80 65:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 33.9 36.2 48.6 25.7 33.0 34.6 45.9
Old : 20.2 36.1 30.1 46.5 19.0 36.0 28.6 45.4
Other: 39.2 45.2 50.2 56.9 38.9 43.7 48.7 54.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 1, 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 : 15,060: 4,245 2,149 927 7,058 10,633 12,230 13,709: 2,830 1,351
Old : 6,194: 1,113 2,238 8 3,865 3,186 4,986 5,432: 1,208 762
Other: 8,866: 3,273 52 778 3,193 7,447 7,244 8,277: 1,622 589
: : :
: : Changes in Commitments from: April 24, 2007 :
: -813: 73 529 -651 53 -477 -525 -599: -288 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.3 6.2 46.9 70.6 81.2 91.0: 18.8 9.0
Old : 100.0: 18.0 36.1 0.1 62.4 51.4 80.5 87.7: 19.5 12.3
Other: 100.0: 36.9 0.6 8.8 36.0 84.0 81.7 93.4: 18.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 21 10 10 30 20 53 39:
Old : 60: 13 13 3 18 17 33 31:
Other: 46: 16 2 7 18 13 35 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 50.1 37.2 64.0 21.2 41.0 33.4 54.0
Old : 28.0 37.4 45.5 59.8 28.0 37.4 45.5 57.9
Other: 34.1 68.0 54.2 85.7 31.1 56.6 45.1 70.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 1, 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 : 1,105,577: 163,010 402,710 30,675 766,780 579,108 960,465 1,012,493: 145,112 93,084
Old : 1,105,577: 163,010 402,710 30,675 766,780 579,108 960,465 1,012,493: 145,112 93,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 86,934: 134 49,613 21,963 55,429 6,279 77,526 77,855: 9,408 9,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 36.4 2.8 69.4 52.4 86.9 91.6: 13.1 8.4
Old : 100.0: 14.7 36.4 2.8 69.4 52.4 86.9 91.6: 13.1 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: 40 38 18 96 82 145 129:
Old : 209: 40 38 18 96 82 145 129:
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 : 20.5 29.3 30.6 45.3 19.6 27.9 28.3 41.9
Old : 20.5 29.3 30.6 45.3 19.6 27.9 28.3 41.9
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, May 1, 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 : 2,681,560: 739,429 333,825 97,578 1,551,667 1,832,571 2,388,674 2,263,974: 292,886 417,586
Old : 2,681,560: 739,429 333,825 97,578 1,551,667 1,832,571 2,388,674 2,263,974: 292,886 417,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 62,372: 1,058 10,560 11,445 49,129 55,001 61,632 77,006: 740 -14,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.4 3.6 57.9 68.3 89.1 84.4: 10.9 15.6
Old : 100.0: 27.6 12.4 3.6 57.9 68.3 89.1 84.4: 10.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 50 67 53 112 123 188 217:
Old : 282: 50 67 53 112 123 188 217:
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 : 28.8 30.7 39.6 41.1 24.4 25.5 35.1 33.6
Old : 28.8 30.7 39.6 41.1 24.4 25.5 35.1 33.6
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, May 1, 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 : 1,767,579: 291,931 396,892 65,643 1,156,603 1,055,337 1,514,177 1,517,872: 253,402 249,707
Old : 1,767,579: 291,931 396,892 65,643 1,156,603 1,055,337 1,514,177 1,517,872: 253,402 249,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 63,454: 42,234 -3,358 9,636 19,028 50,506 70,898 56,784: -7,444 6,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.5 3.7 65.4 59.7 85.7 85.9: 14.3 14.1
Old : 100.0: 16.5 22.5 3.7 65.4 59.7 85.7 85.9: 14.3 14.1
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: 43 38 25 90 85 146 135:
Old : 204: 43 38 25 90 85 146 135:
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 : 27.1 31.3 38.9 42.8 21.4 27.5 28.2 35.7
Old : 27.1 31.3 38.9 42.8 21.4 27.5 28.2 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 1, 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 : 640,677: 135,489 222,305 88,619 366,266 312,577 590,374 623,501: 50,303 17,176
Old : 640,677: 135,489 222,305 88,619 366,266 312,577 590,374 623,501: 50,303 17,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 21,824: -15,091 24,538 18,321 -2,332 -11,591 898 31,268: 20,926 -9,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 34.7 13.8 57.2 48.8 92.1 97.3: 7.9 2.7
Old : 100.0: 21.1 34.7 13.8 57.2 48.8 92.1 97.3: 7.9 2.7
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 : 133: 36 29 35 60 45 117 90:
Old : 133: 36 29 35 60 45 117 90:
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 : 29.7 41.2 41.5 55.8 27.9 38.6 37.2 47.1
Old : 29.7 41.2 41.5 55.8 27.9 38.6 37.2 47.1
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, May 1, 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 : 29,074: 9,477 6,192 540 2,659 16,096 12,676 22,828: 16,398 6,246
Old : 29,074: 9,477 6,192 540 2,659 16,096 12,676 22,828: 16,398 6,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,120: -1,545 1,807 -267 937 -3,304 -875 -1,764: -2,245 -1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 21.3 1.9 9.1 55.4 43.6 78.5: 56.4 21.5
Old : 100.0: 32.6 21.3 1.9 9.1 55.4 43.6 78.5: 56.4 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 14 3 5 10 23 24:
Old : 43: 15 14 3 5 10 23 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 : 17.6 37.8 28.1 55.0 17.1 37.8 26.6 55.0
Old : 17.6 37.8 28.1 55.0 17.1 37.8 26.6 55.0
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, May 1, 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 : 47,954: 23,064 9,435 50 17,551 30,574 40,665 40,059: 7,289 7,895
Old : 47,954: 23,064 9,435 50 17,551 30,574 40,665 40,059: 7,289 7,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 5,470: 4,613 2,954 1 498 1,851 5,112 4,806: 358 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 19.7 0.1 36.6 63.8 84.8 83.5: 15.2 16.5
Old : 100.0: 48.1 19.7 0.1 36.6 63.8 84.8 83.5: 15.2 16.5
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 : 74: 31 14 6 18 14 50 33:
Old : 74: 31 14 6 18 14 50 33:
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 41.7 46.0 61.2 27.6 41.7 45.1 61.2
Old : 28.2 41.7 46.0 61.2 27.6 41.7 45.1 61.2
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, May 1, 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 : 118,146: 50,881 46,875 887 50,559 44,574 102,327 92,336: 15,819 25,810
Old : 118,146: 50,881 46,875 887 50,559 44,574 102,327 92,336: 15,819 25,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 15,702: 3,159 3,496 443 9,689 11,519 13,291 15,458: 2,411 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 39.7 0.8 42.8 37.7 86.6 78.2: 13.4 21.8
Old : 100.0: 43.1 39.7 0.8 42.8 37.7 86.6 78.2: 13.4 21.8
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 : 131: 37 54 5 19 29 59 85:
Old : 131: 37 54 5 19 29 59 85:
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 : 47.7 23.3 58.3 34.8 47.7 23.3 57.9 34.8
Old : 47.7 23.3 58.3 34.8 47.7 23.3 57.9 34.8
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, May 1, 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 : 47,191: 2,268 16,954 375 44,514 27,996 47,157 45,325: 34 1,866
Old : 47,191: 2,268 16,954 375 44,514 27,996 47,157 45,325: 34 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,010: -78 917 38 1,302 174 1,262 1,129: -252 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 35.9 0.8 94.3 59.3 99.9 96.0: 0.1 4.0
Old : 100.0: 4.8 35.9 0.8 94.3 59.3 99.9 96.0: 0.1 4.0
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 : 38: 8 13 3 14 9 23 24:
Old : 38: 8 13 3 14 9 23 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 : 71.5 81.3 88.3 89.8 71.5 72.8 84.6 81.1
Old : 71.5 81.3 88.3 89.8 71.5 72.8 84.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007