WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 26, 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 : 409,730: 108,401 74,399 56,339 208,566 217,612 373,306 348,350: 36,424 61,380
Old : 364,862: 91,373 83,398 40,126 200,576 189,090 332,075 312,614: 32,787 52,248
Other: 44,868: 30,994 4,967 2,247 7,990 28,522 41,231 35,736: 3,637 9,132
: : :
: : Changes in Commitments from: June 19, 2007 :
: -1,213: 1,101 135 -1,920 2,052 2,176 1,233 391: -2,446 -1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 18.2 13.8 50.9 53.1 91.1 85.0: 8.9 15.0
Old : 100.0: 25.0 22.9 11.0 55.0 51.8 91.0 85.7: 9.0 14.3
Other: 100.0: 69.1 11.1 5.0 17.8 63.6 91.9 79.6: 8.1 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 110 114 106 68 110 265 260:
Old : 356: 110 114 95 65 107 251 254:
Other: 143: 26 33 14 16 77 53 116:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 17.5 33.1 25.6 21.8 16.7 32.6 23.3
Old : 24.3 17.7 35.8 25.8 23.7 16.8 35.2 23.6
Other: 56.0 19.0 70.0 30.7 56.0 18.8 68.9 30.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 26, 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 : 1,188,186: 337,996 112,071 124,493 578,326 743,350 1,040,815 979,914: 147,371 208,272
Old : 422,656: 75,923 89,150 19,295 275,733 259,232 370,951 367,677: 51,705 54,979
Other: 765,530: 327,859 88,707 39,412 302,593 484,118 669,864 612,237: 95,666 153,293
: : :
: : Changes in Commitments from: June 19, 2007 :
: -76,904: -42,310 -843 -13,331 -2,995 -50,544 -58,636 -64,718: -18,268 -12,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 9.4 10.5 48.7 62.6 87.6 82.5: 12.4 17.5
Old : 100.0: 18.0 21.1 4.6 65.2 61.3 87.8 87.0: 12.2 13.0
Other: 100.0: 42.8 11.6 5.1 39.5 63.2 87.5 80.0: 12.5 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 187 113 152 252 339 521 556:
Old : 587: 116 108 44 177 288 321 416:
Other: 695: 190 106 83 180 316 402 482:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 18.1 27.3 24.0 17.6 17.0 26.8 22.6
Old : 29.9 21.5 44.7 30.5 29.9 21.3 44.1 29.9
Other: 18.9 17.9 27.2 24.5 18.9 17.5 27.2 23.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 26, 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 : 16,765: 7,176 7 87 6,070 15,006 13,333 15,100: 3,432 1,665
Old : 16,763: 7,176 7 87 6,069 15,006 13,332 15,100: 3,431 1,663
Other: 2: 0 0 0 1 0 1 0: 1 2
: : :
: : Changes in Commitments from: June 19, 2007 :
: -1,137: -341 -114 -179 -297 -766 -817 -1,059: -320 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 0.0 0.5 36.2 89.5 79.5 90.1: 20.5 9.9
Old : 100.0: 42.8 0.0 0.5 36.2 89.5 79.5 90.1: 20.5 9.9
Other: 100.0: 0.0 0.0 0.0 50.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 29 1 3 17 17 47 20:
Old : 54: 29 1 3 17 17 47 20:
Other: 1: 0 0 0 1 0 1 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 56.1 41.0 78.3 25.6 49.1 36.9 66.9
Old : 27.7 56.1 41.0 78.3 25.6 49.1 36.9 66.9
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 26, 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 : 537,815: 163,198 38,491 102,196 217,232 321,817 482,626 462,504: 55,189 75,311
Old : 91,733: 47,265 10,245 11,572 18,344 54,887 77,181 76,704: 14,552 15,029
Other: 446,082: 144,643 56,956 61,914 198,888 266,930 405,445 385,800: 40,637 60,282
: : :
: : Changes in Commitments from: June 19, 2007 :
: -26,399: -26,685 -8,858 3,739 2,654 -12,216 -20,292 -17,335: -6,107 -9,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.2 19.0 40.4 59.8 89.7 86.0: 10.3 14.0
Old : 100.0: 51.5 11.2 12.6 20.0 59.8 84.1 83.6: 15.9 16.4
Other: 100.0: 32.4 12.8 13.9 44.6 59.8 90.9 86.5: 9.1 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 147 84 160 120 177 384 368:
Old : 328: 122 41 50 67 127 201 212:
Other: 467: 129 139 101 88 168 289 346:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 25.5 26.3 33.7 16.6 23.4 23.9 29.7
Old : 11.2 26.4 17.5 35.3 11.2 26.2 17.5 35.1
Other: 19.9 26.4 30.4 34.8 18.8 23.5 27.6 30.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,193: 15,497 3,310 657 0 1,172 16,154 5,139: 3,039 14,054
Old : 2,168: 1,424 542 138 0 157 1,562 837: 606 1,331
Other: 17,025: 14,443 3,138 149 0 1,015 14,592 4,302: 2,433 12,723
: : :
: : Changes in Commitments from: June 19, 2007 :
: -551: -249 1,765 -388 0 -241 -637 1,136: 86 -1,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 17.2 3.4 0.0 6.1 84.2 26.8: 15.8 73.2
Old : 100.0: 65.7 25.0 6.4 0.0 7.2 72.0 38.6: 28.0 61.4
Other: 100.0: 84.8 18.4 0.9 0.0 6.0 85.7 25.3: 14.3 74.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 13 7 0 4 13 24:
Old : 13: 7 3 4 0 3 8 9:
Other: 30: 13 13 6 0 4 13 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 : 59.6 8.9 75.6 15.5 56.4 8.3 72.4 14.4
Old : 59.1 36.5 72.0 38.5 59.1 32.1 65.7 32.2
Other: 60.7 9.4 78.5 15.6 60.0 9.4 77.9 15.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 26, 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 : 292,790: 70,406 10,922 45,693 146,784 217,633 262,883 274,248: 29,907 18,542
Old : 98,271: 25,609 15,635 10,341 45,898 60,701 81,848 86,677: 16,423 11,594
Other: 194,519: 60,472 10,962 19,677 100,886 156,932 181,035 187,571: 13,484 6,948
: : :
: : Changes in Commitments from: June 19, 2007 :
: -13,647: -17,821 -4,321 2,125 247 -12,789 -15,449 -14,985: 1,802 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.7 15.6 50.1 74.3 89.8 93.7: 10.2 6.3
Old : 100.0: 26.1 15.9 10.5 46.7 61.8 83.3 88.2: 16.7 11.8
Other: 100.0: 31.1 5.6 10.1 51.9 80.7 93.1 96.4: 6.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 79 19 61 61 57 178 129:
Old : 142: 41 25 30 46 45 110 89:
Other: 173: 72 27 40 50 47 142 100:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 42.7 28.7 52.0 18.8 37.1 26.4 44.4
Old : 21.3 33.4 30.3 44.4 17.5 32.2 25.5 43.1
Other: 27.4 49.9 36.0 61.0 27.4 47.0 35.9 57.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 26, 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 : 999,529: 148,864 269,050 9,919 711,256 532,893 870,039 811,862: 129,490 187,667
Old : 999,529: 148,864 269,050 9,919 711,256 532,893 870,039 811,862: 129,490 187,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -8,893: -8,243 -4,873 379 9,063 -1,481 1,199 -5,975: -10,092 -2,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 26.9 1.0 71.2 53.3 87.0 81.2: 13.0 18.8
Old : 100.0: 14.9 26.9 1.0 71.2 53.3 87.0 81.2: 13.0 18.8
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 : 189: 28 56 23 75 78 111 149:
Old : 189: 28 56 23 75 78 111 149:
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 : 31.4 29.3 43.4 39.7 30.8 26.7 41.3 36.6
Old : 31.4 29.3 43.4 39.7 30.8 26.7 41.3 36.6
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, June 26, 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 : 207,892: 57,610 12,086 27,250 83,035 148,533 167,895 187,869: 39,997 20,023
Old : 74,282: 21,644 6,410 2,287 33,929 55,524 57,860 64,221: 16,422 10,061
Other: 133,610: 49,264 18,974 11,665 49,106 93,009 110,035 123,648: 23,575 9,962
: : :
: : Changes in Commitments from: June 19, 2007 :
: -12,834: -7,710 -3,872 -442 -820 -4,976 -8,972 -9,290: -3,862 -3,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.8 13.1 39.9 71.4 80.8 90.4: 19.2 9.6
Old : 100.0: 29.1 8.6 3.1 45.7 74.7 77.9 86.5: 22.1 13.5
Other: 100.0: 36.9 14.2 8.7 36.8 69.6 82.4 92.5: 17.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 65 19 36 59 50 142 101:
Old : 113: 41 11 17 46 44 91 68:
Other: 148: 55 31 25 47 38 117 81:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 38.1 27.7 51.5 16.5 36.8 25.4 46.4
Old : 21.9 42.7 32.8 57.4 18.7 41.1 29.1 53.9
Other: 19.7 41.7 30.8 53.8 18.8 39.7 29.9 49.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,218: 5,290 1,917 805 7,655 12,289 13,750 15,011: 2,468 1,207
Old : 2,344: 265 455 0 1,863 1,636 2,128 2,091: 216 253
Other: 13,874: 5,278 1,715 552 5,792 10,653 11,622 12,920: 2,252 954
: : :
: : Changes in Commitments from: June 19, 2007 :
: 170: -186 107 58 314 150 186 315: -16 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.8 5.0 47.2 75.8 84.8 92.6: 15.2 7.4
Old : 100.0: 11.3 19.4 0.0 79.5 69.8 90.8 89.2: 9.2 10.8
Other: 100.0: 38.0 12.4 4.0 41.7 76.8 83.8 93.1: 16.2 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 26 12 10 30 21 59 40:
Old : 31: 5 9 0 8 9 13 18:
Other: 72: 27 10 7 27 17 54 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 54.0 36.1 68.6 19.7 43.1 30.5 55.2
Old : 72.2 62.4 85.0 78.5 72.2 62.4 85.0 78.5
Other: 23.7 59.2 38.7 73.8 23.1 52.0 36.2 65.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 26, 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 : 954,980: 207,509 220,250 12,205 616,110 631,499 835,824 863,954: 119,156 91,026
Old : 954,980: 207,509 220,250 12,205 616,110 631,499 835,824 863,954: 119,156 91,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 6,066: 37,410 -24,687 1,538 -25,094 23,941 13,854 792: -7,788 5,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 23.1 1.3 64.5 66.1 87.5 90.5: 12.5 9.5
Old : 100.0: 21.7 23.1 1.3 64.5 66.1 87.5 90.5: 12.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 50 29 14 96 81 150 120:
Old : 204: 50 29 14 96 81 150 120:
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 : 20.4 31.7 31.2 53.0 19.9 29.1 29.2 46.9
Old : 20.4 31.7 31.2 53.0 19.9 29.1 29.2 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 26, 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 : 2,789,907: 770,942 425,508 74,721 1,658,266 1,808,994 2,503,929 2,309,223: 285,978 480,684
Old : 2,789,907: 770,942 425,508 74,721 1,658,266 1,808,994 2,503,929 2,309,223: 285,978 480,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -102,639: 1,432 -98,698 13,180 -105,496 -22,818 -90,884 -108,336: -11,755 5,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 15.3 2.7 59.4 64.8 89.7 82.8: 10.3 17.2
Old : 100.0: 27.6 15.3 2.7 59.4 64.8 89.7 82.8: 10.3 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 : 305: 58 76 39 112 122 189 219:
Old : 305: 58 76 39 112 122 189 219:
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 30.3 39.3 40.1 24.0 28.1 33.8 34.7
Old : 27.2 30.3 39.3 40.1 24.0 28.1 33.8 34.7
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, June 26, 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 : 1,588,881: 272,795 384,884 26,071 1,084,034 906,419 1,382,900 1,317,374: 205,981 271,507
Old : 1,588,881: 272,795 384,884 26,071 1,084,034 906,419 1,382,900 1,317,374: 205,981 271,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -24,581: 26,251 -18,419 -5,142 -49,467 -5,168 -28,358 -28,729: 3,777 4,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 24.2 1.6 68.2 57.0 87.0 82.9: 13.0 17.1
Old : 100.0: 17.2 24.2 1.6 68.2 57.0 87.0 82.9: 13.0 17.1
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 : 207: 48 39 17 85 82 140 131:
Old : 207: 48 39 17 85 82 140 131:
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 : 27.2 20.6 38.0 35.3 23.1 15.8 30.3 27.9
Old : 27.2 20.6 38.0 35.3 23.1 15.8 30.3 27.9
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, June 26, 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 : 521,732: 94,131 153,154 62,085 332,209 283,510 488,425 498,749: 33,307 22,983
Old : 521,732: 94,131 153,154 62,085 332,209 283,510 488,425 498,749: 33,307 22,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 38,457: 2,689 1,022 3,283 28,720 29,070 34,692 33,375: 3,765 5,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 29.4 11.9 63.7 54.3 93.6 95.6: 6.4 4.4
Old : 100.0: 18.0 29.4 11.9 63.7 54.3 93.6 95.6: 6.4 4.4
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 : 121: 34 25 32 47 44 100 84:
Old : 121: 34 25 32 47 44 100 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 : 27.4 36.4 40.6 50.1 24.0 30.9 34.1 42.7
Old : 27.4 36.4 40.6 50.1 24.0 30.9 34.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders - Futures Only, June 26, 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 TROY OUNCES) :
: : :
All : 9,002: 1,613 2,846 65 897 4,302 2,575 7,213: 6,427 1,789
Old : 9,002: 1,613 2,846 65 897 4,302 2,575 7,213: 6,427 1,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 544: -114 1,312 -144 -137 -147 -395 1,021: 939 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 31.6 0.7 10.0 47.8 28.6 80.1: 71.4 19.9
Old : 100.0: 17.9 31.6 0.7 10.0 47.8 28.6 80.1: 71.4 19.9
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 : 20: 5 7 2 3 6 10 13:
Old : 20: 5 7 2 3 6 10 13:
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 52.9 27.9 70.0 17.6 52.7 26.5 69.3
Old : 19.0 52.9 27.9 70.0 17.6 52.7 26.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 22,237: 3,247 6,200 660 4,070 10,439 7,977 17,299: 14,260 4,938
Old : 22,237: 3,247 6,200 660 4,070 10,439 7,977 17,299: 14,260 4,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,637: 68 1,395 267 1,267 315 1,602 1,977: 35 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.9 3.0 18.3 46.9 35.9 77.8: 64.1 22.2
Old : 100.0: 14.6 27.9 3.0 18.3 46.9 35.9 77.8: 64.1 22.2
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: 12 12 5 8 8 25 20:
Old : 38: 12 12 5 8 8 25 20:
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 : 13.1 40.6 21.5 56.1 12.2 37.8 18.1 51.9
Old : 13.1 40.6 21.5 56.1 12.2 37.8 18.1 51.9
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, June 26, 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 : 32,438: 13,043 12,596 43 14,033 11,973 27,119 24,612: 5,319 7,826
Old : 32,438: 13,043 12,596 43 14,033 11,973 27,119 24,612: 5,319 7,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -137: 1,562 -303 5 -948 12 619 -286: -756 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 38.8 0.1 43.3 36.9 83.6 75.9: 16.4 24.1
Old : 100.0: 40.2 38.8 0.1 43.3 36.9 83.6 75.9: 16.4 24.1
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 : 57: 21 13 5 14 9 39 23:
Old : 57: 21 13 5 14 9 39 23:
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 : 35.2 46.5 50.1 60.3 35.2 46.5 50.1 60.3
Old : 35.2 46.5 50.1 60.3 35.2 46.5 50.1 60.3
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, June 26, 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 : 88,030: 28,279 27,898 1,530 40,774 46,443 70,583 75,871: 17,447 12,159
Old : 88,030: 28,279 27,898 1,530 40,774 46,443 70,583 75,871: 17,447 12,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 11,788: 767 4,113 760 5,880 5,157 7,407 10,030: 4,381 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 31.7 1.7 46.3 52.8 80.2 86.2: 19.8 13.8
Old : 100.0: 32.1 31.7 1.7 46.3 52.8 80.2 86.2: 19.8 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 : 112: 39 34 8 25 18 66 58:
Old : 112: 39 34 8 25 18 66 58:
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 : 32.6 40.8 43.3 53.9 32.6 40.6 43.3 53.7
Old : 32.6 40.8 43.3 53.9 32.6 40.6 43.3 53.7
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, June 26, 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 : 58,248: 1,835 15,028 304 55,955 40,624 58,094 55,956: 154 2,292
Old : 58,248: 1,835 15,028 304 55,955 40,624 58,094 55,956: 154 2,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,180: 36 1,403 0 1,240 -201 1,276 1,202: -96 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 25.8 0.5 96.1 69.7 99.7 96.1: 0.3 3.9
Old : 100.0: 3.2 25.8 0.5 96.1 69.7 99.7 96.1: 0.3 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 : 38: 6 13 3 16 9 23 24:
Old : 38: 6 13 3 16 9 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 72.7 92.3 89.2 77.3 72.3 85.9 83.1
Old : 82.8 72.7 92.3 89.2 77.3 72.3 85.9 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007