WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 29, 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 : 365,469: 82,098 82,294 55,085 202,580 177,177 339,763 314,556: 25,706 50,913
Old : 334,406: 69,095 87,639 46,898 194,803 156,393 310,796 290,930: 23,610 43,476
Other: 31,063: 20,996 2,648 194 7,777 20,784 28,967 23,626: 2,096 7,437
: : :
: : Changes in Commitments from: May 22, 2007 :
: 5,243: 3,830 -1,463 1,839 -1,244 4,322 4,425 4,698: 818 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 22.5 15.1 55.4 48.5 93.0 86.1: 7.0 13.9
Old : 100.0: 20.7 26.2 14.0 58.3 46.8 92.9 87.0: 7.1 13.0
Other: 100.0: 67.6 8.5 0.6 25.0 66.9 93.3 76.1: 6.7 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 82 113 107 62 96 226 257:
Old : 322: 77 118 100 60 93 215 254:
Other: 120: 24 25 7 12 63 42 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 15.8 38.9 24.1 25.5 15.1 38.5 21.8
Old : 27.3 16.0 41.9 24.4 27.2 15.9 41.4 22.8
Other: 54.8 22.4 74.7 35.1 54.8 21.3 72.7 33.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 29, 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 : 1,260,105: 338,957 126,162 161,889 607,949 752,811 1,108,795 1,040,862: 151,310 219,243
Old : 555,929: 115,462 131,134 48,918 324,861 296,463 489,241 476,515: 66,688 79,414
Other: 704,176: 308,512 80,045 27,954 283,088 456,348 619,554 564,347: 84,622 139,829
: : :
: : Changes in Commitments from: May 22, 2007 :
: 17,720: -612 12,260 3,357 11,987 -3,899 14,732 11,718: 2,988 6,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 10.0 12.8 48.2 59.7 88.0 82.6: 12.0 17.4
Old : 100.0: 20.8 23.6 8.8 58.4 53.3 88.0 85.7: 12.0 14.3
Other: 100.0: 43.8 11.4 4.0 40.2 64.8 88.0 80.1: 12.0 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 763: 184 146 172 239 332 520 579:
Old : 664: 129 159 77 173 287 357 474:
Other: 662: 169 103 71 171 305 367 457:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 17.5 25.5 23.5 16.5 16.4 24.7 21.4
Old : 24.1 19.4 35.3 28.3 24.1 18.1 35.3 26.4
Other: 20.1 18.2 29.6 25.3 20.1 17.2 29.6 23.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 29, 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 : 18,236: 7,100 1,382 1,040 5,990 13,620 14,130 16,042: 4,106 2,194
Old : 18,236: 7,100 1,382 1,040 5,990 13,620 14,130 16,042: 4,106 2,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 108: 589 -151 233 -872 -102 -50 -20: 158 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 7.6 5.7 32.8 74.7 77.5 88.0: 22.5 12.0
Old : 100.0: 38.9 7.6 5.7 32.8 74.7 77.5 88.0: 22.5 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 : 58: 25 4 11 20 17 53 29:
Old : 58: 25 4 11 20 17 53 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 : 23.2 48.2 35.7 70.6 21.4 44.0 33.2 62.2
Old : 23.2 48.2 35.7 70.6 21.4 44.0 33.2 62.2
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 29, 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 : 513,389: 170,560 46,462 73,168 215,528 313,080 459,256 432,710: 54,133 80,679
Old : 266,764: 105,954 46,781 7,588 123,147 178,621 236,689 232,990: 30,075 33,774
Other: 246,625: 91,087 26,162 39,099 92,381 134,459 222,567 199,720: 24,058 46,905
: : :
: : Changes in Commitments from: May 22, 2007 :
: 27,158: 15,035 9,489 692 6,498 14,468 22,225 24,649: 4,933 2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.1 14.3 42.0 61.0 89.5 84.3: 10.5 15.7
Old : 100.0: 39.7 17.5 2.8 46.2 67.0 88.7 87.3: 11.3 12.7
Other: 100.0: 36.9 10.6 15.9 37.5 54.5 90.2 81.0: 9.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 464: 157 85 124 111 167 342 335:
Old : 422: 148 94 36 67 139 229 257:
Other: 356: 93 74 72 84 151 222 266:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 24.3 27.0 33.4 17.1 21.4 25.2 28.4
Old : 26.1 27.1 36.3 39.5 26.1 26.1 36.3 38.5
Other: 18.5 23.7 27.0 30.6 16.4 18.3 24.1 23.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,507: 14,226 2,077 438 0 1,005 14,664 3,520: 2,843 13,987
Old : 5,352: 3,569 1,764 85 0 37 3,654 1,886: 1,698 3,466
Other: 12,155: 10,909 565 101 0 968 11,010 1,634: 1,145 10,521
: : :
: : Changes in Commitments from: May 22, 2007 :
: 244: 456 31 -76 0 24 380 -21: -136 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 11.9 2.5 0.0 5.7 83.8 20.1: 16.2 79.9
Old : 100.0: 66.7 33.0 1.6 0.0 0.7 68.3 35.2: 31.7 64.8
Other: 100.0: 89.7 4.6 0.8 0.0 8.0 90.6 13.4: 9.4 86.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 8 6 0 4 14 17:
Old : 24: 13 8 2 0 3 14 12:
Other: 16: 9 3 3 0 4 9 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 : 60.7 7.6 77.2 13.4 59.2 7.6 75.7 13.4
Old : 40.9 23.3 56.4 34.4 40.9 23.3 56.4 33.0
Other: 75.5 8.5 90.2 13.2 74.7 8.5 89.3 12.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 29, 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 : 311,228: 94,260 19,259 39,321 147,533 234,163 281,114 292,743: 30,114 18,485
Old : 199,479: 77,089 31,845 11,314 88,485 143,595 176,888 186,754: 22,591 12,725
Other: 111,749: 34,765 5,008 10,413 59,048 90,568 104,226 105,989: 7,523 5,760
: : :
: : Changes in Commitments from: May 22, 2007 :
: 9,503: 2,482 2,765 2,285 2,660 3,385 7,427 8,435: 2,076 1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.2 12.6 47.4 75.2 90.3 94.1: 9.7 5.9
Old : 100.0: 38.6 16.0 5.7 44.4 72.0 88.7 93.6: 11.3 6.4
Other: 100.0: 31.1 4.5 9.3 52.8 81.0 93.3 94.8: 6.7 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 94 27 48 58 56 181 119:
Old : 205: 83 44 33 49 51 153 108:
Other: 127: 45 16 25 43 42 100 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 39.9 27.9 52.1 17.2 33.8 24.5 43.8
Old : 22.7 45.1 33.1 53.4 22.7 44.9 32.6 52.2
Other: 27.9 49.4 39.7 60.4 25.2 48.5 35.3 58.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 29, 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 : 1,026,322: 123,237 241,325 24,535 723,140 523,513 870,912 789,373: 155,410 236,949
Old : 1,026,322: 123,237 241,325 24,535 723,140 523,513 870,912 789,373: 155,410 236,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 25,620: -9,396 4,719 -578 8,239 -23,283 -1,735 -19,142: 27,355 44,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 23.5 2.4 70.5 51.0 84.9 76.9: 15.1 23.1
Old : 100.0: 12.0 23.5 2.4 70.5 51.0 84.9 76.9: 15.1 23.1
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 : 169: 29 43 23 77 74 120 126:
Old : 169: 29 43 23 77 74 120 126:
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 : 31.9 26.8 43.7 38.4 23.7 17.4 32.4 25.7
Old : 31.9 26.8 43.7 38.4 23.7 17.4 32.4 25.7
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 29, 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 : 211,170: 53,433 20,913 22,885 93,194 147,199 169,512 190,997: 41,658 20,173
Old : 116,032: 38,859 13,774 7,984 42,618 80,275 89,461 102,033: 26,571 13,999
Other: 95,138: 21,616 14,181 7,859 50,576 66,924 80,051 88,964: 15,087 6,174
: : :
: : Changes in Commitments from: May 22, 2007 :
: 2,822: 2,306 -2,473 873 -1,696 4,926 1,483 3,326: 1,339 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 9.9 10.8 44.1 69.7 80.3 90.4: 19.7 9.6
Old : 100.0: 33.5 11.9 6.9 36.7 69.2 77.1 87.9: 22.9 12.1
Other: 100.0: 22.7 14.9 8.3 53.2 70.3 84.1 93.5: 15.9 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 64 31 40 55 57 140 120:
Old : 168: 62 34 24 45 47 120 95:
Other: 117: 37 19 24 43 36 88 73:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 35.3 32.9 49.1 23.0 35.0 30.9 47.2
Old : 17.3 36.5 25.5 48.4 16.1 36.3 24.2 47.8
Other: 35.4 41.7 47.2 53.3 34.8 40.2 46.4 51.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 29, 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 : 15,351: 4,711 2,430 964 6,970 10,745 12,645 14,139: 2,706 1,212
Old : 5,357: 961 2,614 0 3,508 2,208 4,469 4,822: 888 535
Other: 9,994: 4,030 96 684 3,462 8,537 8,176 9,317: 1,818 677
: : :
: : Changes in Commitments from: May 22, 2007 :
: 421: 24 212 62 122 -15 208 259: 213 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 15.8 6.3 45.4 70.0 82.4 92.1: 17.6 7.9
Old : 100.0: 17.9 48.8 0.0 65.5 41.2 83.4 90.0: 16.6 10.0
Other: 100.0: 40.3 1.0 6.8 34.6 85.4 81.8 93.2: 18.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 23 12 9 32 21 56 42:
Old : 60: 8 18 0 19 15 27 33:
Other: 54: 21 2 7 21 14 42 23:
:----------------------------------------------------------------------------------------------------
: 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 49.0 33.4 66.2 18.9 42.1 30.8 57.0
Old : 30.8 42.5 49.8 60.0 30.8 42.5 49.8 60.0
Other: 28.4 70.1 48.5 86.2 27.8 61.1 43.0 73.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 29, 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 : 1,160,945: 184,755 342,076 68,736 709,248 597,727 962,739 1,008,539: 198,206 152,406
Old : 1,160,945: 184,755 342,076 68,736 709,248 597,727 962,739 1,008,539: 198,206 152,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -72,058: -13,511 -36,999 2,631 -50,274 -113,469 -61,154 -147,837: -10,904 75,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 29.5 5.9 61.1 51.5 82.9 86.9: 17.1 13.1
Old : 100.0: 15.9 29.5 5.9 61.1 51.5 82.9 86.9: 17.1 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 45 31 22 98 77 150 123:
Old : 194: 45 31 22 98 77 150 123:
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 : 18.2 28.7 28.3 43.9 16.4 24.5 23.3 38.3
Old : 18.2 28.7 28.3 43.9 16.4 24.5 23.3 38.3
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 29, 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 : 2,986,247: 808,813 450,713 102,919 1,734,845 1,949,543 2,646,577 2,503,175: 339,670 483,072
Old : 2,986,247: 808,813 450,713 102,919 1,734,845 1,949,543 2,646,577 2,503,175: 339,670 483,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 8,399: -17,985 24,121 -13,581 -42,372 -124,385 -73,938 -113,845: 82,337 122,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 15.1 3.4 58.1 65.3 88.6 83.8: 11.4 16.2
Old : 100.0: 27.1 15.1 3.4 58.1 65.3 88.6 83.8: 11.4 16.2
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 : 292: 66 64 47 125 122 206 219:
Old : 292: 66 64 47 125 122 206 219:
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 31.3 37.2 41.9 23.9 27.1 32.5 35.7
Old : 27.2 31.3 37.2 41.9 23.9 27.1 32.5 35.7
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 29, 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 : 1,834,206: 212,495 348,263 90,815 1,229,005 1,047,817 1,532,315 1,486,895: 301,891 347,311
Old : 1,834,206: 212,495 348,263 90,815 1,229,005 1,047,817 1,532,315 1,486,895: 301,891 347,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 85,462: -24,773 -4,912 -39,485 77,882 46,152 13,624 1,755: 71,838 83,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.0 5.0 67.0 57.1 83.5 81.1: 16.5 18.9
Old : 100.0: 11.6 19.0 5.0 67.0 57.1 83.5 81.1: 16.5 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 : 214: 48 38 34 95 89 155 150:
Old : 214: 48 38 34 95 89 155 150:
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 : 23.9 23.1 34.2 35.9 18.1 20.3 24.2 28.2
Old : 23.9 23.1 34.2 35.9 18.1 20.3 24.2 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 29, 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 : 595,246: 89,228 197,204 96,011 376,081 277,468 561,320 570,683: 33,926 24,563
Old : 595,246: 89,228 197,204 96,011 376,081 277,468 561,320 570,683: 33,926 24,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 11,992: 2,109 2,714 -49 11,939 11,675 13,999 14,340: -2,007 -2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 33.1 16.1 63.2 46.6 94.3 95.9: 5.7 4.1
Old : 100.0: 15.0 33.1 16.1 63.2 46.6 94.3 95.9: 5.7 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 : 128: 33 29 36 56 46 112 91:
Old : 128: 33 29 36 56 46 112 91:
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 : 27.0 41.2 41.3 54.5 20.2 36.2 30.0 43.8
Old : 27.0 41.2 41.3 54.5 20.2 36.2 30.0 43.8
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 29, 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 : 25,939: 5,195 5,940 1,545 4,925 12,550 11,665 20,035: 14,274 5,904
Old : 25,939: 5,195 5,940 1,545 4,925 12,550 11,665 20,035: 14,274 5,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -2,887: -1,710 -1,810 828 -473 -826 -1,355 -1,808: -1,532 -1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.9 6.0 19.0 48.4 45.0 77.2: 55.0 22.8
Old : 100.0: 20.0 22.9 6.0 19.0 48.4 45.0 77.2: 55.0 22.8
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 : 39: 8 15 5 6 12 19 28:
Old : 39: 8 15 5 6 12 19 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 : 20.1 30.8 33.7 44.6 19.4 30.8 30.8 44.6
Old : 20.1 30.8 33.7 44.6 19.4 30.8 30.8 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, May 29, 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 : 50,267: 23,407 10,136 682 17,387 31,511 41,476 42,329: 8,791 7,938
Old : 50,267: 23,407 10,136 682 17,387 31,511 41,476 42,329: 8,791 7,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 1,647: 132 -398 620 824 901 1,576 1,123: 71 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 20.2 1.4 34.6 62.7 82.5 84.2: 17.5 15.8
Old : 100.0: 46.6 20.2 1.4 34.6 62.7 82.5 84.2: 17.5 15.8
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 : 81: 37 17 10 17 16 55 42:
Old : 81: 37 17 10 17 16 55 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 43.1 41.0 59.1 26.2 42.4 40.2 58.1
Old : 26.8 43.1 41.0 59.1 26.2 42.4 40.2 58.1
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 29, 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 : 135,162: 36,680 57,422 2,482 84,928 51,924 124,090 111,828: 11,072 23,334
Old : 135,162: 36,680 57,422 2,482 84,928 51,924 124,090 111,828: 11,072 23,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 779: -3,465 534 1,620 808 -1,641 -1,037 513: 1,816 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 42.5 1.8 62.8 38.4 91.8 82.7: 8.2 17.3
Old : 100.0: 27.1 42.5 1.8 62.8 38.4 91.8 82.7: 8.2 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 37 52 10 22 31 68 84:
Old : 134: 37 52 10 22 31 68 84:
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 : 52.4 25.4 63.1 36.6 52.4 25.4 62.8 36.3
Old : 52.4 25.4 63.1 36.6 52.4 25.4 62.8 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 29, 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 : 60,823: 2,024 20,110 512 57,714 37,813 60,250 58,435: 573 2,388
Old : 60,823: 2,024 20,110 512 57,714 37,813 60,250 58,435: 573 2,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 10,729: -44 3,153 179 10,208 7,001 10,343 10,333: 386 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 33.1 0.8 94.9 62.2 99.1 96.1: 0.9 3.9
Old : 100.0: 3.3 33.1 0.8 94.9 62.2 99.1 96.1: 0.9 3.9
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 : 34: 7 13 3 12 9 20 24:
Old : 34: 7 13 3 12 9 20 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 : 83.1 77.9 92.7 91.9 82.9 74.4 90.6 86.4
Old : 83.1 77.9 92.7 91.9 82.9 74.4 90.6 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2007