WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 22, 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 : 360,226: 78,268 83,757 53,246 203,824 172,855 335,338 309,858: 24,888 50,368
Old : 330,363: 65,757 88,648 45,852 195,767 152,402 307,376 286,902: 22,987 43,461
Other: 29,863: 19,644 2,242 261 8,057 20,453 27,962 22,956: 1,901 6,907
: : :
: : Changes in Commitments from: May 15, 2007 :
: -7,142: -5,070 2,135 2,108 497 -10,015 -2,465 -5,772: -4,677 -1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 23.3 14.8 56.6 48.0 93.1 86.0: 6.9 14.0
Old : 100.0: 19.9 26.8 13.9 59.3 46.1 93.0 86.8: 7.0 13.2
Other: 100.0: 65.8 7.5 0.9 27.0 68.5 93.6 76.9: 6.4 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 84 122 101 64 98 223 263:
Old : 330: 80 126 93 63 94 212 259:
Other: 123: 28 21 9 12 65 48 91:
:----------------------------------------------------------------------------------------------------
: 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 15.8 39.7 23.9 26.1 14.9 39.4 21.7
Old : 27.9 15.7 42.7 24.1 27.8 15.5 42.3 22.7
Other: 56.8 23.6 77.1 36.5 55.9 22.4 74.9 34.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 22, 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 : 1,242,385: 339,569 113,902 158,532 595,962 756,710 1,094,063 1,029,144: 148,322 213,241
Old : 560,572: 119,201 129,750 43,123 330,535 310,212 492,859 483,085: 67,713 77,487
Other: 681,813: 309,103 72,887 26,674 265,427 446,498 601,204 546,059: 80,609 135,754
: : :
: : Changes in Commitments from: May 15, 2007 :
: -26,882: -9,699 2,659 -8,240 -9,194 -14,336 -27,133 -19,917: 251 -6,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.2 12.8 48.0 60.9 88.1 82.8: 11.9 17.2
Old : 100.0: 21.3 23.1 7.7 59.0 55.3 87.9 86.2: 12.1 13.8
Other: 100.0: 45.3 10.7 3.9 38.9 65.5 88.2 80.1: 11.8 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 764: 192 133 180 229 334 519 581:
Old : 675: 136 157 74 163 290 354 473:
Other: 672: 185 97 72 169 306 375 458:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 17.5 25.5 23.7 16.4 16.7 24.6 21.9
Old : 24.0 20.1 35.5 29.5 24.0 18.8 35.5 27.3
Other: 19.6 17.7 29.1 24.5 19.6 16.8 29.1 22.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 22, 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 : 18,128: 6,511 1,533 807 6,862 13,722 14,180 16,062: 3,948 2,066
Old : 18,128: 6,511 1,533 807 6,862 13,722 14,180 16,062: 3,948 2,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 266: 791 1,402 -138 -339 -926 314 338: -48 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 8.5 4.5 37.9 75.7 78.2 88.6: 21.8 11.4
Old : 100.0: 35.9 8.5 4.5 37.9 75.7 78.2 88.6: 21.8 11.4
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 : 57: 26 4 11 17 17 48 30:
Old : 57: 26 4 11 17 17 48 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 49.1 38.2 72.6 23.3 44.5 35.4 61.5
Old : 24.9 49.1 38.2 72.6 23.3 44.5 35.4 61.5
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 22, 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 : 486,231: 155,525 36,973 72,476 209,030 298,612 437,031 408,061: 49,200 78,170
Old : 263,043: 102,195 38,951 7,101 127,596 183,736 236,892 229,788: 26,151 33,255
Other: 223,188: 81,859 26,551 36,846 81,434 114,876 200,139 178,273: 23,049 44,915
: : :
: : Changes in Commitments from: May 15, 2007 :
: 31,396: 24,010 4,111 3,221 5,115 25,857 32,346 33,189: -950 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.6 14.9 43.0 61.4 89.9 83.9: 10.1 16.1
Old : 100.0: 38.9 14.8 2.7 48.5 69.9 90.1 87.4: 9.9 12.6
Other: 100.0: 36.7 11.9 16.5 36.5 51.5 89.7 79.9: 10.3 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 161 83 125 107 163 337 330:
Old : 413: 149 87 42 66 140 236 251:
Other: 345: 83 78 70 82 143 209 260:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 24.7 27.6 33.3 17.4 22.4 26.0 29.8
Old : 27.1 28.9 37.8 41.6 27.1 27.6 37.8 40.3
Other: 19.1 22.6 27.9 29.7 18.4 18.6 26.2 23.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,263: 13,770 2,046 514 0 981 14,284 3,541: 2,979 13,722
Old : 5,569: 3,493 1,949 37 0 36 3,530 2,022: 2,039 3,547
Other: 11,694: 10,627 447 127 0 945 10,754 1,519: 940 10,175
: : :
: : Changes in Commitments from: May 15, 2007 :
: 1,309: 1,675 -118 -57 0 299 1,618 124: -309 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 11.9 3.0 0.0 5.7 82.7 20.5: 17.3 79.5
Old : 100.0: 62.7 35.0 0.7 0.0 0.6 63.4 36.3: 36.6 63.7
Other: 100.0: 90.9 3.8 1.1 0.0 8.1 92.0 13.0: 8.0 87.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 6 7 0 4 15 17:
Old : 24: 13 8 2 0 3 14 12:
Other: 16: 10 2 4 0 4 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 58.3 9.4 73.3 15.3 57.0 9.4 72.1 15.3
Old : 33.8 28.2 49.7 35.6 33.8 28.2 49.7 35.0
Other: 75.4 8.4 90.3 12.7 74.6 8.4 89.3 11.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 22, 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 : 301,725: 91,778 16,494 37,036 144,873 230,778 273,687 284,308: 28,038 17,417
Old : 197,504: 74,212 26,180 11,875 90,251 146,752 176,338 184,807: 21,166 12,697
Other: 104,221: 31,704 4,452 11,023 54,622 84,026 97,349 99,501: 6,872 4,720
: : :
: : Changes in Commitments from: May 15, 2007 :
: 3,048: 77 2,634 275 4,176 -2,240 4,528 669: -1,480 2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 5.5 12.3 48.0 76.5 90.7 94.2: 9.3 5.8
Old : 100.0: 37.6 13.3 6.0 45.7 74.3 89.3 93.6: 10.7 6.4
Other: 100.0: 30.4 4.3 10.6 52.4 80.6 93.4 95.5: 6.6 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 91 30 44 58 55 177 113:
Old : 202: 85 39 26 51 48 151 99:
Other: 117: 36 16 25 38 42 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 : 19.2 39.9 28.7 53.0 17.5 33.5 25.1 45.3
Old : 24.2 47.8 34.1 57.4 24.2 47.4 34.1 55.6
Other: 28.9 49.5 41.3 61.2 27.1 48.6 37.4 58.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 22, 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 : 1,000,702: 132,633 236,606 25,113 714,901 546,796 872,647 808,515: 128,055 192,187
Old : 1,000,702: 132,633 236,606 25,113 714,901 546,796 872,647 808,515: 128,055 192,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 67,181: 4,831 15,281 -864 71,215 43,715 75,182 58,132: -8,001 9,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 23.6 2.5 71.4 54.6 87.2 80.8: 12.8 19.2
Old : 100.0: 13.3 23.6 2.5 71.4 54.6 87.2 80.8: 12.8 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 : 186: 36 41 31 80 84 132 141:
Old : 186: 36 41 31 80 84 132 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 28.1 44.4 39.5 23.9 17.6 30.9 26.2
Old : 32.1 28.1 44.4 39.5 23.9 17.6 30.9 26.2
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 22, 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 : 208,348: 51,127 23,386 22,012 94,890 142,273 168,029 187,671: 40,319 20,677
Old : 115,988: 37,467 17,186 7,520 45,145 76,361 90,132 101,067: 25,856 14,921
Other: 92,360: 20,362 12,902 7,790 49,745 65,912 77,897 86,604: 14,463 5,756
: : :
: : Changes in Commitments from: May 15, 2007 :
: -7,126: 359 -2,944 -1,759 -6,787 -178 -8,187 -4,881: 1,061 -2,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.2 10.6 45.5 68.3 80.6 90.1: 19.4 9.9
Old : 100.0: 32.3 14.8 6.5 38.9 65.8 77.7 87.1: 22.3 12.9
Other: 100.0: 22.0 14.0 8.4 53.9 71.4 84.3 93.8: 15.7 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 59 33 40 54 53 136 116:
Old : 166: 58 37 23 43 46 114 95:
Other: 115: 37 20 25 42 35 89 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 : 25.7 36.0 34.6 49.9 24.6 35.4 32.8 48.0
Old : 18.6 35.4 26.9 46.2 17.7 35.3 25.7 46.1
Other: 35.7 45.5 47.8 56.4 35.3 44.2 47.1 55.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,930: 4,687 2,218 902 6,848 10,760 12,437 13,880: 2,493 1,050
Old : 5,368: 1,124 2,369 0 3,471 2,469 4,595 4,838: 773 530
Other: 9,562: 3,810 96 655 3,377 8,291 7,842 9,042: 1,720 520
: : :
: : Changes in Commitments from: May 15, 2007 :
: -144: -185 361 47 198 -361 60 47: -204 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 14.9 6.0 45.9 72.1 83.3 93.0: 16.7 7.0
Old : 100.0: 20.9 44.1 0.0 64.7 46.0 85.6 90.1: 14.4 9.9
Other: 100.0: 39.8 1.0 6.9 35.3 86.7 82.0 94.6: 18.0 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 23 12 9 32 19 56 40:
Old : 59: 9 18 0 18 14 27 32:
Other: 51: 19 2 7 20 13 39 22:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 50.7 34.6 68.1 19.5 43.3 31.7 58.4
Old : 33.0 43.3 52.6 59.0 33.0 43.3 52.6 59.0
Other: 29.7 71.9 50.6 87.8 29.0 63.1 42.6 74.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 22, 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 : 1,233,003: 198,266 379,075 66,105 759,522 711,196 1,023,893 1,156,376: 209,110 76,627
Old : 1,233,003: 198,266 379,075 66,105 759,522 711,196 1,023,893 1,156,376: 209,110 76,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 95,048: 1,813 -70,968 29,469 2,019 148,222 33,301 106,723: 61,747 -11,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 30.7 5.4 61.6 57.7 83.0 93.8: 17.0 6.2
Old : 100.0: 16.1 30.7 5.4 61.6 57.7 83.0 93.8: 17.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 54 34 23 102 83 165 131:
Old : 217: 54 34 23 102 83 165 131:
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 : 17.4 27.3 27.5 41.8 15.8 25.1 22.6 37.5
Old : 17.4 27.3 27.5 41.8 15.8 25.1 22.6 37.5
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 22, 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 : 2,977,848: 826,798 426,592 116,500 1,777,217 2,073,928 2,720,515 2,617,020: 257,333 360,828
Old : 2,977,848: 826,798 426,592 116,500 1,777,217 2,073,928 2,720,515 2,617,020: 257,333 360,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 46,961: -1,909 37,852 -1,466 107,975 54,043 104,600 90,429: -57,639 -43,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.3 3.9 59.7 69.6 91.4 87.9: 8.6 12.1
Old : 100.0: 27.8 14.3 3.9 59.7 69.6 91.4 87.9: 8.6 12.1
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 : 307: 60 75 49 123 128 208 227:
Old : 307: 60 75 49 123 128 208 227:
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 : 27.5 33.4 36.6 44.9 21.0 27.0 29.1 36.1
Old : 27.5 33.4 36.6 44.9 21.0 27.0 29.1 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 22, 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 : 1,748,744: 237,268 353,175 130,300 1,151,123 1,001,665 1,518,691 1,485,140: 230,053 263,604
Old : 1,748,744: 237,268 353,175 130,300 1,151,123 1,001,665 1,518,691 1,485,140: 230,053 263,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -24,436: -38,402 -30,423 30,651 7,269 -25,755 -482 -25,527: -23,954 1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 20.2 7.5 65.8 57.3 86.8 84.9: 13.2 15.1
Old : 100.0: 13.6 20.2 7.5 65.8 57.3 86.8 84.9: 13.2 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 : 216: 46 37 31 99 90 159 146:
Old : 216: 46 37 31 99 90 159 146:
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 : 22.5 28.6 32.8 40.7 17.0 23.5 23.0 32.3
Old : 22.5 28.6 32.8 40.7 17.0 23.5 23.0 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 22, 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 : 583,254: 87,119 194,490 96,060 364,142 265,793 547,321 556,343: 35,933 26,911
Old : 583,254: 87,119 194,490 96,060 364,142 265,793 547,321 556,343: 35,933 26,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 9,365: -782 13,499 3,735 6,285 -11,272 9,238 5,962: 127 3,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 33.3 16.5 62.4 45.6 93.8 95.4: 6.2 4.6
Old : 100.0: 14.9 33.3 16.5 62.4 45.6 93.8 95.4: 6.2 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 : 131: 34 29 36 62 47 117 93:
Old : 131: 34 29 36 62 47 117 93:
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 : 27.7 39.3 41.6 53.7 21.6 34.6 31.6 42.9
Old : 27.7 39.3 41.6 53.7 21.6 34.6 31.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, May 22, 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 : 28,826: 6,905 7,750 717 5,398 13,376 13,020 21,843: 15,806 6,983
Old : 28,826: 6,905 7,750 717 5,398 13,376 13,020 21,843: 15,806 6,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -1,088: -834 -897 128 -157 -964 -863 -1,733: -225 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 26.9 2.5 18.7 46.4 45.2 75.8: 54.8 24.2
Old : 100.0: 24.0 26.9 2.5 18.7 46.4 45.2 75.8: 54.8 24.2
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 : 46: 13 17 3 8 12 23 30:
Old : 46: 13 17 3 8 12 23 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 28.2 31.8 43.0 19.8 28.1 30.3 42.9
Old : 20.7 28.2 31.8 43.0 19.8 28.1 30.3 42.9
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 22, 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 : 48,620: 23,275 10,534 62 16,563 30,610 39,900 41,206: 8,720 7,414
Old : 48,620: 23,275 10,534 62 16,563 30,610 39,900 41,206: 8,720 7,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 446: 1,146 194 29 -1,174 1,540 1 1,763: 445 -1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 21.7 0.1 34.1 63.0 82.1 84.8: 17.9 15.2
Old : 100.0: 47.9 21.7 0.1 34.1 63.0 82.1 84.8: 17.9 15.2
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 : 81: 37 17 8 15 15 53 39:
Old : 81: 37 17 8 15 15 53 39:
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 : 27.7 39.4 41.6 59.3 27.1 39.2 40.9 59.1
Old : 27.7 39.4 41.6 59.3 27.1 39.2 40.9 59.1
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 22, 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 : 134,383: 40,145 56,888 862 84,120 53,565 125,127 111,315: 9,256 23,068
Old : 134,383: 40,145 56,888 862 84,120 53,565 125,127 111,315: 9,256 23,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -854: -17,033 2,169 -266 20,866 -207 3,567 1,696: -4,421 -2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 42.3 0.6 62.6 39.9 93.1 82.8: 6.9 17.2
Old : 100.0: 29.9 42.3 0.6 62.6 39.9 93.1 82.8: 6.9 17.2
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 : 140: 40 58 10 19 29 67 89:
Old : 140: 40 58 10 19 29 67 89:
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 : 54.7 23.7 65.4 35.3 54.7 23.6 65.1 35.2
Old : 54.7 23.7 65.4 35.3 54.7 23.6 65.1 35.2
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 22, 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 : 50,094: 2,068 16,957 333 47,506 30,812 49,907 48,102: 187 1,992
Old : 50,094: 2,068 16,957 333 47,506 30,812 49,907 48,102: 187 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,078: 53 299 -42 2,037 1,838 2,048 2,095: 30 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 33.9 0.7 94.8 61.5 99.6 96.0: 0.4 4.0
Old : 100.0: 4.1 33.9 0.7 94.8 61.5 99.6 96.0: 0.4 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: 7 13 2 14 10 21 25:
Old : 38: 7 13 2 14 10 21 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 : 70.9 76.6 87.7 90.0 70.8 74.0 87.7 84.9
Old : 70.9 76.6 87.7 90.0 70.8 74.0 87.7 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2007