WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 15, 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 : 367,368: 83,338 81,622 51,138 203,327 182,870 337,803 315,630: 29,565 51,738
Old : 337,736: 71,146 86,518 43,859 195,172 162,463 310,177 292,840: 27,559 44,896
Other: 29,632: 19,248 2,160 223 8,155 20,407 27,626 22,790: 2,006 6,842
: : :
: : Changes in Commitments from: May 8, 2007 :
: 6,982: 1,103 1,824 3,398 1,410 1,575 5,911 6,797: 1,071 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 22.2 13.9 55.3 49.8 92.0 85.9: 8.0 14.1
Old : 100.0: 21.1 25.6 13.0 57.8 48.1 91.8 86.7: 8.2 13.3
Other: 100.0: 65.0 7.3 0.8 27.5 68.9 93.2 76.9: 6.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 88 118 99 59 99 225 255:
Old : 331: 84 121 91 58 96 214 252:
Other: 124: 28 22 8 13 66 48 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 : 25.6 16.6 39.0 25.1 25.5 15.7 38.9 22.8
Old : 27.3 16.6 41.9 25.2 27.1 16.4 41.7 23.7
Other: 57.3 23.6 77.9 36.6 56.4 22.4 75.3 34.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 15, 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 : 1,269,267: 349,268 111,243 166,772 605,156 771,046 1,121,196 1,049,061: 148,071 220,206
Old : 594,603: 134,426 138,307 44,402 346,193 328,280 525,021 510,989: 69,582 83,614
Other: 674,664: 310,335 68,429 26,877 258,963 442,766 596,175 538,072: 78,489 136,592
: : :
: : Changes in Commitments from: May 8, 2007 :
: 7,391: 5,626 10,025 12,446 -4,850 -10,604 13,222 11,867: -5,831 -4,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.8 13.1 47.7 60.7 88.3 82.7: 11.7 17.3
Old : 100.0: 22.6 23.3 7.5 58.2 55.2 88.3 85.9: 11.7 14.1
Other: 100.0: 46.0 10.1 4.0 38.4 65.6 88.4 79.8: 11.6 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 201 126 168 229 336 514 570:
Old : 681: 137 160 70 170 291 355 477:
Other: 660: 180 88 68 167 311 366 451:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 17.1 25.1 23.2 16.1 16.4 24.2 21.5
Old : 21.9 19.6 34.1 28.6 21.9 18.6 34.1 26.2
Other: 20.0 17.3 29.1 24.2 20.0 16.2 29.1 22.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 15, 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 : 17,862: 5,720 131 945 7,201 14,648 13,866 15,724: 3,996 2,138
Old : 17,862: 5,720 131 945 7,201 14,648 13,866 15,724: 3,996 2,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -39: -178 125 55 40 -299 -83 -119: 44 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 0.7 5.3 40.3 82.0 77.6 88.0: 22.4 12.0
Old : 100.0: 32.0 0.7 5.3 40.3 82.0 77.6 88.0: 22.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 23 1 10 16 17 45 28:
Old : 55: 23 1 10 16 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 : 27.9 51.0 41.4 73.4 24.3 48.9 36.4 62.8
Old : 27.9 51.0 41.4 73.4 24.3 48.9 36.4 62.8
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 15, 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 : 454,835: 131,515 32,862 69,255 203,915 272,755 404,685 374,872: 50,150 79,963
Old : 246,825: 83,065 37,044 5,837 129,797 167,115 218,699 209,996: 28,126 36,829
Other: 208,010: 75,001 22,369 36,867 74,118 105,640 185,986 164,876: 22,024 43,134
: : :
: : Changes in Commitments from: May 8, 2007 :
: 26,212: 19,735 -2,997 546 3,108 30,254 23,389 27,803: 2,823 -1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.2 15.2 44.8 60.0 89.0 82.4: 11.0 17.6
Old : 100.0: 33.7 15.0 2.4 52.6 67.7 88.6 85.1: 11.4 14.9
Other: 100.0: 36.1 10.8 17.7 35.6 50.8 89.4 79.3: 10.6 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 149 73 114 110 149 325 296:
Old : 387: 144 71 34 71 130 227 225:
Other: 320: 77 65 66 77 134 195 241:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 24.3 29.7 33.3 19.1 21.3 28.2 28.2
Old : 29.2 28.5 41.4 40.8 29.2 27.1 41.3 39.4
Other: 19.9 21.2 28.1 29.3 16.4 16.6 23.6 21.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,954: 12,095 2,164 571 0 682 12,666 3,417: 3,288 12,537
Old : 5,121: 2,719 2,092 56 0 14 2,775 2,162: 2,346 2,959
Other: 10,833: 9,731 427 160 0 668 9,891 1,255: 942 9,578
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,234: 773 386 183 0 -15 956 554: 278 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 13.6 3.6 0.0 4.3 79.4 21.4: 20.6 78.6
Old : 100.0: 53.1 40.9 1.1 0.0 0.3 54.2 42.2: 45.8 57.8
Other: 100.0: 89.8 3.9 1.5 0.0 6.2 91.3 11.6: 8.7 88.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 7 0 3 13 17:
Old : 22: 11 9 4 0 2 12 14:
Other: 15: 10 2 4 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: 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 : 57.5 9.2 72.3 15.1 56.1 8.3 70.9 14.2
Old : 32.6 27.6 47.2 40.4 32.4 27.6 47.0 40.2
Other: 74.9 8.3 89.5 11.5 73.9 8.3 88.4 10.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 15, 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 : 298,677: 91,701 13,860 36,761 140,697 233,018 269,159 283,639: 29,518 15,038
Old : 198,547: 74,306 22,688 11,863 89,621 152,624 175,790 187,175: 22,757 11,372
Other: 100,130: 30,637 4,414 11,656 51,076 80,394 93,369 96,464: 6,761 3,666
: : :
: : Changes in Commitments from: May 8, 2007 :
: 5,545: 3,362 -248 -826 3,884 8,340 6,420 7,266: -875 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.6 12.3 47.1 78.0 90.1 95.0: 9.9 5.0
Old : 100.0: 37.4 11.4 6.0 45.1 76.9 88.5 94.3: 11.5 5.7
Other: 100.0: 30.6 4.4 11.6 51.0 80.3 93.2 96.3: 6.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 96 22 45 55 53 176 110:
Old : 200: 85 39 26 49 49 151 97:
Other: 116: 38 16 24 37 39 87 70:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 40.6 28.4 54.9 16.6 34.7 24.4 48.0
Old : 22.9 49.0 32.4 58.7 22.9 48.6 31.8 57.1
Other: 30.4 48.4 42.2 61.7 29.4 47.7 39.7 57.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 15, 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 : 933,521: 127,802 221,325 25,977 643,686 503,081 797,465 750,383: 136,056 183,138
Old : 933,521: 127,802 221,325 25,977 643,686 503,081 797,465 750,383: 136,056 183,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 36,692: -10,769 10,703 3,274 39,164 9,193 31,669 23,170: 5,023 13,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 23.7 2.8 69.0 53.9 85.4 80.4: 14.6 19.6
Old : 100.0: 13.7 23.7 2.8 69.0 53.9 85.4 80.4: 14.6 19.6
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 : 183: 29 45 29 71 86 116 145:
Old : 183: 29 45 29 71 86 116 145:
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 : 28.5 24.6 42.8 35.4 25.8 17.8 33.3 25.8
Old : 28.5 24.6 42.8 35.4 25.8 17.8 33.3 25.8
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 15, 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 : 215,474: 50,768 26,330 23,771 101,677 142,451 176,216 192,552: 39,258 22,922
Old : 122,060: 36,152 19,512 9,048 51,809 76,236 97,009 104,796: 25,051 17,264
Other: 93,414: 21,161 13,363 8,178 49,868 66,215 79,207 87,756: 14,207 5,658
: : :
: : Changes in Commitments from: May 8, 2007 :
: -19: 2,423 -336 -2,187 -1,409 4,392 -1,173 1,869: 1,154 -1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 12.2 11.0 47.2 66.1 81.8 89.4: 18.2 10.6
Old : 100.0: 29.6 16.0 7.4 42.4 62.5 79.5 85.9: 20.5 14.1
Other: 100.0: 22.7 14.3 8.8 53.4 70.9 84.8 93.9: 15.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 58 34 39 56 57 138 123:
Old : 171: 58 37 22 46 45 116 97:
Other: 119: 38 21 23 41 37 89 72:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 34.9 35.6 48.8 25.8 33.6 33.9 46.3
Old : 19.6 33.9 28.6 44.7 19.3 33.8 27.6 44.5
Other: 36.6 46.4 47.3 56.8 35.9 44.9 46.5 55.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 15, 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 : 15,074: 4,872 1,857 855 6,650 11,121 12,377 13,833: 2,697 1,241
Old : 6,058: 1,649 1,843 10 3,363 3,457 5,022 5,310: 1,036 748
Other: 9,016: 3,307 98 761 3,287 7,664 7,355 8,523: 1,661 493
: : :
: : Changes in Commitments from: May 8, 2007 :
: -73: 297 6 -156 -92 98 49 -52: -122 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 12.3 5.7 44.1 73.8 82.1 91.8: 17.9 8.2
Old : 100.0: 27.2 30.4 0.2 55.5 57.1 82.9 87.7: 17.1 12.3
Other: 100.0: 36.7 1.1 8.4 36.5 85.0 81.6 94.5: 18.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 22 12 10 30 20 54 41:
Old : 61: 11 16 1 17 17 29 33:
Other: 49: 17 3 7 19 12 37 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 : 20.4 52.4 36.3 69.3 19.5 43.5 33.6 59.8
Old : 34.6 45.5 53.7 61.7 34.6 45.5 53.7 61.6
Other: 33.2 70.6 52.9 85.9 30.4 59.5 43.6 71.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 15, 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 : 1,137,955: 196,453 450,043 36,636 757,503 562,974 990,592 1,049,653: 147,363 88,302
Old : 1,137,955: 196,453 450,043 36,636 757,503 562,974 990,592 1,049,653: 147,363 88,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 43,393: 11,384 5,955 6,633 18,648 32,204 36,665 44,792: 6,728 -1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 39.5 3.2 66.6 49.5 87.1 92.2: 12.9 7.8
Old : 100.0: 17.3 39.5 3.2 66.6 49.5 87.1 92.2: 12.9 7.8
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 : 219: 50 39 19 101 82 160 131:
Old : 219: 50 39 19 101 82 160 131:
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 : 19.0 27.1 28.8 42.1 17.9 24.6 26.6 38.1
Old : 19.0 27.1 28.8 42.1 17.9 24.6 26.6 38.1
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 15, 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 : 2,930,887: 828,707 388,740 117,966 1,669,242 2,019,885 2,615,915 2,526,591: 314,972 404,296
Old : 2,930,887: 828,707 388,740 117,966 1,669,242 2,019,885 2,615,915 2,526,591: 314,972 404,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 165,488: 50,116 28,490 -254 113,401 138,019 163,263 166,255: 2,225 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 13.3 4.0 57.0 68.9 89.3 86.2: 10.7 13.8
Old : 100.0: 28.3 13.3 4.0 57.0 68.9 89.3 86.2: 10.7 13.8
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 : 313: 65 75 55 122 125 212 230:
Old : 313: 65 75 55 122 125 212 230:
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 : 27.6 33.4 37.2 44.5 21.2 25.9 30.1 34.9
Old : 27.6 33.4 37.2 44.5 21.2 25.9 30.1 34.9
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 15, 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 : 1,773,180: 275,670 383,598 99,649 1,143,854 1,027,420 1,519,173 1,510,667: 254,007 262,513
Old : 1,773,180: 275,670 383,598 99,649 1,143,854 1,027,420 1,519,173 1,510,667: 254,007 262,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -19,177: -39,416 -1,765 17,990 16,991 -31,601 -4,435 -15,376: -14,742 -3,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 21.6 5.6 64.5 57.9 85.7 85.2: 14.3 14.8
Old : 100.0: 15.5 21.6 5.6 64.5 57.9 85.7 85.2: 14.3 14.8
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 : 215: 48 37 24 97 88 156 138:
Old : 215: 48 37 24 97 88 156 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 29.6 33.7 41.6 14.9 25.9 22.0 33.8
Old : 23.8 29.6 33.7 41.6 14.9 25.9 22.0 33.8
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 15, 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 : 573,889: 87,901 180,991 92,325 357,857 277,065 538,083 550,381: 35,806 23,508
Old : 573,889: 87,901 180,991 92,325 357,857 277,065 538,083 550,381: 35,806 23,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 44,063: 6,541 7,539 6,441 29,268 30,710 42,250 44,690: 1,813 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 31.5 16.1 62.4 48.3 93.8 95.9: 6.2 4.1
Old : 100.0: 15.3 31.5 16.1 62.4 48.3 93.8 95.9: 6.2 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 : 132: 34 28 34 64 47 117 92:
Old : 132: 34 28 34 64 47 117 92:
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 : 27.3 39.6 41.7 53.1 22.5 35.3 32.5 42.8
Old : 27.3 39.6 41.7 53.1 22.5 35.3 32.5 42.8
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 15, 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 : 29,914: 7,739 8,647 589 5,555 14,340 13,883 23,576: 16,031 6,338
Old : 29,914: 7,739 8,647 589 5,555 14,340 13,883 23,576: 16,031 6,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 548: -2,439 2,997 9 2,814 -3,297 384 -291: 164 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 28.9 2.0 18.6 47.9 46.4 78.8: 53.6 21.2
Old : 100.0: 25.9 28.9 2.0 18.6 47.9 46.4 78.8: 53.6 21.2
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 : 49: 15 17 3 8 12 26 29:
Old : 49: 15 17 3 8 12 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 29.0 30.6 45.7 20.0 29.0 28.7 45.7
Old : 20.9 29.0 30.6 45.7 20.0 29.0 28.7 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, May 15, 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 : 48,174: 22,129 10,340 33 17,737 29,070 39,899 39,443: 8,275 8,731
Old : 48,174: 22,129 10,340 33 17,737 29,070 39,899 39,443: 8,275 8,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,060: 857 -53 -12 606 1,263 1,451 1,198: -391 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 21.5 0.1 36.8 60.3 82.8 81.9: 17.2 18.1
Old : 100.0: 45.9 21.5 0.1 36.8 60.3 82.8 81.9: 17.2 18.1
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 : 80: 37 16 7 15 14 53 36:
Old : 80: 37 16 7 15 14 53 36:
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 : 27.2 38.5 41.8 57.7 26.6 38.5 41.0 57.7
Old : 27.2 38.5 41.8 57.7 26.6 38.5 41.0 57.7
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 15, 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 : 135,237: 57,178 54,719 1,128 63,254 53,772 121,560 109,619: 13,677 25,618
Old : 135,237: 57,178 54,719 1,128 63,254 53,772 121,560 109,619: 13,677 25,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 8,412: 6,153 3,483 581 2,896 7,611 9,630 11,675: -1,218 -3,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 40.5 0.8 46.8 39.8 89.9 81.1: 10.1 18.9
Old : 100.0: 42.3 40.5 0.8 46.8 39.8 89.9 81.1: 10.1 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 41 59 9 19 30 64 94:
Old : 142: 41 59 9 19 30 64 94:
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 : 50.8 24.2 61.0 35.6 50.8 24.2 60.7 35.5
Old : 50.8 24.2 61.0 35.6 50.8 24.2 60.7 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 15, 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 : 48,016: 2,015 16,658 375 45,469 28,974 47,859 46,007: 157 2,009
Old : 48,016: 2,015 16,658 375 45,469 28,974 47,859 46,007: 157 2,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 287: -447 -50 -300 915 470 168 120: 119 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 34.7 0.8 94.7 60.3 99.7 95.8: 0.3 4.2
Old : 100.0: 4.2 34.7 0.8 94.7 60.3 99.7 95.8: 0.3 4.2
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 : 38: 7 13 3 14 10 22 25:
Old : 38: 7 13 3 14 10 22 25:
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 : 73.2 79.5 88.8 88.8 73.1 72.8 86.8 81.8
Old : 73.2 79.5 88.8 88.8 73.1 72.8 86.8 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2007