WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 24, 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 : 426,140: 106,516 83,303 73,653 210,310 205,544 390,479 362,500: 35,661 63,640
Old : 365,401: 84,575 89,797 53,344 196,907 170,386 334,826 313,527: 30,575 51,874
Other: 60,739: 38,787 10,352 3,463 13,403 35,158 55,653 48,973: 5,086 11,766
: : :
: : Changes in Commitments from: July 17, 2007 :
: 12,068: 2,680 1,263 8,208 4,077 3,869 14,965 13,340: -2,897 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 19.5 17.3 49.4 48.2 91.6 85.1: 8.4 14.9
Old : 100.0: 23.1 24.6 14.6 53.9 46.6 91.6 85.8: 8.4 14.2
Other: 100.0: 63.9 17.0 5.7 22.1 57.9 91.6 80.6: 8.4 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 123 113 133 67 114 292 293:
Old : 386: 117 120 115 61 110 266 286:
Other: 179: 47 40 19 20 80 82 129:
:----------------------------------------------------------------------------------------------------
: 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 15.5 33.1 22.5 20.5 15.2 32.4 21.5
Old : 22.8 15.8 36.3 22.8 22.6 15.7 35.5 22.2
Other: 45.2 20.3 61.9 33.0 45.2 20.3 61.1 32.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 24, 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 : 1,222,222: 319,437 151,498 170,594 604,679 688,865 1,094,710 1,010,957: 127,512 211,265
Old : 342,391: 65,203 119,704 12,816 236,385 173,401 314,404 305,921: 27,987 36,470
Other: 879,831: 352,209 129,769 59,803 368,294 515,464 780,306 705,036: 99,525 174,795
: : :
: : Changes in Commitments from: July 17, 2007 :
: -7,474: -9,735 -7,774 3,941 10,969 3,303 5,175 -530: -12,649 -6,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.4 14.0 49.5 56.4 89.6 82.7: 10.4 17.3
Old : 100.0: 19.0 35.0 3.7 69.0 50.6 91.8 89.3: 8.2 10.7
Other: 100.0: 40.0 14.7 6.8 41.9 58.6 88.7 80.1: 11.3 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 160 147 165 242 318 501 573:
Old : 554: 83 147 9 130 215 218 366:
Other: 704: 192 126 107 203 302 431 504:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 17.2 25.7 23.2 16.8 14.9 25.5 20.7
Old : 34.1 21.3 50.2 30.9 34.1 21.1 50.2 29.3
Other: 16.4 18.0 24.5 24.3 16.3 17.1 23.7 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 24, 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 : 14,042: 5,222 336 125 5,446 11,408 10,793 11,869: 3,249 2,173
Old : 14,021: 5,241 336 106 5,445 11,408 10,792 11,850: 3,229 2,171
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: July 17, 2007 :
: -1,293: -633 268 -1 -481 -1,904 -1,115 -1,637: -178 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 2.4 0.9 38.8 81.2 76.9 84.5: 23.1 15.5
Old : 100.0: 37.4 2.4 0.8 38.8 81.4 77.0 84.5: 23.0 15.5
Other: 100.0: 0.0 90.5 0.0 4.8 0.0 4.8 90.5: 95.2 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 20 3 2 14 15 34 20:
Old : 45: 20 3 2 14 15 34 20:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 55.1 43.7 72.9 26.0 50.4 38.9 65.7
Old : 26.5 55.1 43.7 73.0 26.1 50.5 38.9 65.8
Other: 4.8 90.5 4.8 90.5 4.8 90.5 4.8 90.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 24, 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 : 528,766: 163,521 44,879 74,037 237,922 329,502 475,480 448,418: 53,286 80,348
Old : 40,140: 21,700 10,599 620 11,781 21,106 34,101 32,325: 6,039 7,815
Other: 488,626: 157,237 49,696 58,001 226,141 308,396 441,379 416,093: 47,247 72,533
: : :
: : Changes in Commitments from: July 17, 2007 :
: -25,714: -14,106 2,061 -8,217 3,312 -17,292 -19,011 -23,448: -6,703 -2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.5 14.0 45.0 62.3 89.9 84.8: 10.1 15.2
Old : 100.0: 54.1 26.4 1.5 29.3 52.6 85.0 80.5: 15.0 19.5
Other: 100.0: 32.2 10.2 11.9 46.3 63.1 90.3 85.2: 9.7 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 506: 171 88 130 127 183 376 364:
Old : 240: 60 46 3 58 86 120 133:
Other: 500: 168 113 107 101 178 329 353:
:----------------------------------------------------------------------------------------------------
: 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 26.4 29.5 35.2 17.5 22.9 26.1 30.1
Old : 30.8 24.9 42.9 37.5 30.8 24.9 42.9 35.7
Other: 20.1 27.9 31.2 36.8 18.2 25.4 27.5 32.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,876: 17,659 5,595 428 0 1,002 18,087 7,025: 2,789 13,851
Old : 632: 494 22 0 0 2 494 24: 138 608
Other: 20,244: 17,184 5,592 409 0 1,000 17,593 7,001: 2,651 13,243
: : :
: : Changes in Commitments from: July 17, 2007 :
: -265: 437 507 0 0 -118 437 389: -702 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 26.8 2.1 0.0 4.8 86.6 33.7: 13.4 66.3
Old : 100.0: 78.2 3.5 0.0 0.0 0.3 78.2 3.8: 21.8 96.2
Other: 100.0: 84.9 27.6 2.0 0.0 4.9 86.9 34.6: 13.1 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 15 5 0 4 16 22:
Old : 9: 5 3 0 0 1 5 4:
Other: 33: 14 15 4 0 4 16 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 17.3 75.2 23.5 55.9 16.0 75.1 22.3
Old : 70.9 3.8 78.2 3.8 70.9 3.8 78.2 3.8
Other: 55.7 17.8 75.5 24.2 55.6 16.5 75.4 23.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 24, 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 : 297,063: 76,158 15,221 43,847 152,210 224,991 272,215 284,059: 24,848 13,004
Old : 76,425: 20,520 13,874 3,451 45,109 53,748 69,080 71,073: 7,345 5,352
Other: 220,638: 70,215 15,924 25,819 107,101 171,243 203,135 212,986: 17,503 7,652
: : :
: : Changes in Commitments from: July 17, 2007 :
: -3,060: -795 877 934 -1,556 -4,573 -1,417 -2,762: -1,643 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.1 14.8 51.2 75.7 91.6 95.6: 8.4 4.4
Old : 100.0: 26.8 18.2 4.5 59.0 70.3 90.4 93.0: 9.6 7.0
Other: 100.0: 31.8 7.2 11.7 48.5 77.6 92.1 96.5: 7.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 79 27 52 58 57 170 123:
Old : 126: 34 27 21 38 41 84 81:
Other: 185: 82 28 41 49 50 149 105:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 41.5 30.1 53.1 19.4 34.5 26.9 42.8
Old : 33.6 35.9 46.9 50.3 31.6 32.1 42.7 44.1
Other: 25.1 45.8 34.0 57.7 25.0 42.9 33.7 52.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 24, 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 : 986,073: 130,986 251,160 8,883 723,398 565,556 863,267 825,599: 122,806 160,474
Old : 986,073: 130,986 251,160 8,883 723,398 565,556 863,267 825,599: 122,806 160,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 4,741: 16,903 13,279 37 -5,064 19,727 11,876 33,043: -7,135 -28,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 25.5 0.9 73.4 57.4 87.5 83.7: 12.5 16.3
Old : 100.0: 13.3 25.5 0.9 73.4 57.4 87.5 83.7: 12.5 16.3
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 : 188: 30 50 25 76 79 121 139:
Old : 188: 30 50 25 76 79 121 139:
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 : 26.3 33.5 39.1 42.0 24.9 29.4 35.5 37.4
Old : 26.3 33.5 39.1 42.0 24.9 29.4 35.5 37.4
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, July 24, 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 : 206,054: 54,736 10,909 27,114 86,219 147,780 168,069 185,803: 37,985 20,251
Old : 48,822: 14,555 5,068 976 22,240 36,034 37,771 42,078: 11,051 6,744
Other: 157,232: 49,077 14,737 17,242 63,979 111,746 130,298 143,725: 26,934 13,507
: : :
: : Changes in Commitments from: July 17, 2007 :
: -8,644: -9,809 3,081 1,699 678 -13,009 -7,432 -8,229: -1,212 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.3 13.2 41.8 71.7 81.6 90.2: 18.4 9.8
Old : 100.0: 29.8 10.4 2.0 45.6 73.8 77.4 86.2: 22.6 13.8
Other: 100.0: 31.2 9.4 11.0 40.7 71.1 82.9 91.4: 17.1 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 58 19 44 64 56 148 108:
Old : 113: 32 16 10 45 43 83 63:
Other: 157: 58 27 35 56 44 132 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 : 19.6 36.6 28.2 49.4 18.0 33.9 25.7 44.4
Old : 21.8 39.6 31.8 53.6 20.4 39.5 29.4 53.1
Other: 21.3 38.9 30.7 51.2 20.3 36.5 29.0 47.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 24, 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 : 15,562: 4,239 2,787 964 7,758 10,309 12,961 14,060: 2,601 1,502
Old : 15,562: 4,239 2,787 964 7,758 10,309 12,961 14,060: 2,601 1,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -577: -95 154 57 67 -126 29 85: -606 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.9 6.2 49.9 66.2 83.3 90.3: 16.7 9.7
Old : 100.0: 27.2 17.9 6.2 49.9 66.2 83.3 90.3: 16.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 25 11 9 30 16 56 36:
Old : 72: 25 11 9 30 16 56 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 49.7 35.5 66.9 22.2 44.2 33.5 60.4
Old : 22.2 49.7 35.5 66.9 22.2 44.2 33.5 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 24, 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 : 1,041,227: 236,840 230,782 24,124 654,933 677,427 915,897 932,333: 125,330 108,894
Old : 1,041,227: 236,840 230,782 24,124 654,933 677,427 915,897 932,333: 125,330 108,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 30,955: 10,059 -21,855 9,431 6,795 19,193 26,285 6,769: 4,670 24,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 22.2 2.3 62.9 65.1 88.0 89.5: 12.0 10.5
Old : 100.0: 22.7 22.2 2.3 62.9 65.1 88.0 89.5: 12.0 10.5
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 : 210: 54 35 18 97 74 158 120:
Old : 210: 54 35 18 97 74 158 120:
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 : 21.0 34.6 29.7 53.1 20.7 33.2 28.7 50.0
Old : 21.0 34.6 29.7 53.1 20.7 33.2 28.7 50.0
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, July 24, 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 : 2,812,951: 755,885 403,619 121,032 1,644,494 1,883,269 2,521,411 2,407,920: 291,540 405,031
Old : 2,812,951: 755,885 403,619 121,032 1,644,494 1,883,269 2,521,411 2,407,920: 291,540 405,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -58,529: -61,213 -77,746 23,137 -41,469 24,872 -79,545 -29,737: 21,016 -28,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.3 4.3 58.5 66.9 89.6 85.6: 10.4 14.4
Old : 100.0: 26.9 14.3 4.3 58.5 66.9 89.6 85.6: 10.4 14.4
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 : 333: 63 81 44 125 134 209 238:
Old : 333: 63 81 44 125 134 209 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 32.5 38.8 41.0 24.7 29.5 33.3 34.5
Old : 28.3 32.5 38.8 41.0 24.7 29.5 33.3 34.5
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, July 24, 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 : 1,615,711: 339,920 347,985 34,102 1,014,282 989,080 1,388,304 1,371,167: 227,407 244,544
Old : 1,615,711: 339,920 347,985 34,102 1,014,282 989,080 1,388,304 1,371,167: 227,407 244,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 47,284: -7,874 -21,579 5,533 46,449 71,141 44,108 55,095: 3,176 -7,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 21.5 2.1 62.8 61.2 85.9 84.9: 14.1 15.1
Old : 100.0: 21.0 21.5 2.1 62.8 61.2 85.9 84.9: 14.1 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 : 209: 51 37 25 90 81 153 131:
Old : 209: 51 37 25 90 81 153 131:
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 : 23.2 20.6 34.0 34.2 19.6 15.1 26.9 26.6
Old : 23.2 20.6 34.0 34.2 19.6 15.1 26.9 26.6
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, July 24, 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 : 505,646: 111,598 169,700 53,390 311,315 257,923 476,303 481,013: 29,343 24,633
Old : 505,646: 111,598 169,700 53,390 311,315 257,923 476,303 481,013: 29,343 24,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 45,114: 8,124 27,008 1,545 33,552 13,190 43,221 41,743: 1,893 3,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 33.6 10.6 61.6 51.0 94.2 95.1: 5.8 4.9
Old : 100.0: 22.1 33.6 10.6 61.6 51.0 94.2 95.1: 5.8 4.9
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 : 120: 22 37 30 50 41 95 87:
Old : 120: 22 37 30 50 41 95 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 34.3 42.3 50.0 24.4 29.8 37.3 41.6
Old : 27.6 34.3 42.3 50.0 24.4 29.8 37.3 41.6
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, July 24, 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 : 23,707: 6,873 3,523 1,968 2,230 12,000 11,071 17,491: 12,636 6,216
Old : 23,707: 6,873 3,523 1,968 2,230 12,000 11,071 17,491: 12,636 6,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,190: 1,946 -1,557 983 -747 1,387 2,182 813: -992 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 14.9 8.3 9.4 50.6 46.7 73.8: 53.3 26.2
Old : 100.0: 29.0 14.9 8.3 9.4 50.6 46.7 73.8: 53.3 26.2
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 : 43: 16 11 8 9 11 31 24:
Old : 43: 16 11 8 9 11 31 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 : 16.2 43.9 26.3 54.6 16.2 43.9 24.8 53.0
Old : 16.2 43.9 26.3 54.6 16.2 43.9 24.8 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, July 24, 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 : 34,171: 16,032 11,821 34 12,740 14,951 28,806 26,806: 5,365 7,365
Old : 34,171: 16,032 11,821 34 12,740 14,951 28,806 26,806: 5,365 7,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 343: 1,763 -834 5 -592 753 1,176 -76: -833 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 34.6 0.1 37.3 43.8 84.3 78.4: 15.7 21.6
Old : 100.0: 46.9 34.6 0.1 37.3 43.8 84.3 78.4: 15.7 21.6
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 : 66: 30 12 4 13 13 46 26:
Old : 66: 30 12 4 13 13 46 26:
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 : 34.5 42.1 49.3 59.6 34.5 42.1 49.3 59.5
Old : 34.5 42.1 49.3 59.6 34.5 42.1 49.3 59.5
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, July 24, 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 : 89,744: 33,826 38,611 1,024 40,137 35,763 74,987 75,398: 14,757 14,346
Old : 89,744: 33,826 38,611 1,024 40,137 35,763 74,987 75,398: 14,757 14,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -9,853: -2 -5,057 147 -12,073 -2,365 -11,928 -7,275: 2,075 -2,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 43.0 1.1 44.7 39.9 83.6 84.0: 16.4 16.0
Old : 100.0: 37.7 43.0 1.1 44.7 39.9 83.6 84.0: 16.4 16.0
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 : 118: 37 40 7 27 18 68 61:
Old : 118: 37 40 7 27 18 68 61:
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 35.8 43.2 48.4 32.1 35.6 43.2 47.9
Old : 32.1 35.8 43.2 48.4 32.1 35.6 43.2 47.9
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, July 24, 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 : 64,633: 2,566 13,785 828 61,122 47,741 64,516 62,354: 117 2,279
Old : 64,633: 2,566 13,785 828 61,122 47,741 64,516 62,354: 117 2,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 166: -170 -1,425 206 87 1,245 123 26: 43 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 21.3 1.3 94.6 73.9 99.8 96.5: 0.2 3.5
Old : 100.0: 4.0 21.3 1.3 94.6 73.9 99.8 96.5: 0.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 16 3 15 11 22 30:
Old : 43: 7 16 3 15 11 22 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 : 81.1 73.2 90.6 85.8 77.7 70.5 86.2 81.7
Old : 81.1 73.2 90.6 85.8 77.7 70.5 86.2 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, July 24, 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 : 20,794: 1,485 5,140 149 19,160 15,364 20,794 20,653: 0 141
Old : 20,794: 1,485 5,140 149 19,160 15,364 20,794 20,653: 0 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,941: 330 1,867 8 1,603 424 1,941 2,299: 0 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 24.7 0.7 92.1 73.9 100.0 99.3: 0.0 0.7
Old : 100.0: 7.1 24.7 0.7 92.1 73.9 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 10 1 4 6 7 16:
Old : 21: 2 10 1 4 6 7 16:
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 : 95.7 79.8 100.0 93.1 95.7 76.6 96.1 89.2
Old : 95.7 79.8 100.0 93.1 95.7 76.6 96.1 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2007