WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 31, 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 : 437,581: 107,746 84,807 78,884 211,077 207,453 397,707 371,144: 39,874 66,437
Old : 375,275: 84,991 91,205 59,438 196,301 170,654 340,730 321,297: 34,545 53,978
Other: 62,306: 40,397 11,244 1,804 14,776 36,799 56,977 49,847: 5,329 12,459
: : :
: : Changes in Commitments from: July 24, 2007 :
: 11,441: 1,230 1,504 5,231 767 1,909 7,228 8,644: 4,213 2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 19.4 18.0 48.2 47.4 90.9 84.8: 9.1 15.2
Old : 100.0: 22.6 24.3 15.8 52.3 45.5 90.8 85.6: 9.2 14.4
Other: 100.0: 64.8 18.0 2.9 23.7 59.1 91.4 80.0: 8.6 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 119 107 132 63 115 283 286:
Old : 376: 112 114 113 60 111 258 280:
Other: 180: 48 42 18 21 77 82 128:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 15.8 32.5 22.5 20.0 14.9 31.8 21.0
Old : 22.1 15.4 35.2 22.3 22.0 15.0 34.5 21.0
Other: 46.0 21.9 62.8 34.5 46.0 21.9 62.0 34.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 31, 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 : 1,219,615: 321,591 145,306 178,313 587,216 678,395 1,087,120 1,002,014: 132,495 217,601
Old : 323,851: 67,691 116,791 11,495 216,378 157,641 295,564 285,927: 28,287 37,924
Other: 895,764: 357,520 132,135 63,198 370,838 520,754 791,556 716,087: 104,208 179,677
: : :
: : Changes in Commitments from: July 24, 2007 :
: -2,607: 2,154 -6,192 7,719 -17,463 -10,470 -7,590 -8,943: 4,983 6,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 11.9 14.6 48.1 55.6 89.1 82.2: 10.9 17.8
Old : 100.0: 20.9 36.1 3.5 66.8 48.7 91.3 88.3: 8.7 11.7
Other: 100.0: 39.9 14.8 7.1 41.4 58.1 88.4 79.9: 11.6 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 173 146 170 241 311 510 565:
Old : 536: 91 133 8 132 204 227 341:
Other: 706: 193 132 114 199 294 438 501:
:----------------------------------------------------------------------------------------------------
: 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 17.2 25.7 22.9 16.6 15.1 25.4 20.7
Old : 35.1 21.2 50.7 32.1 35.1 21.1 50.1 31.0
Other: 15.9 17.7 23.8 23.7 15.7 16.8 23.3 21.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 31, 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 : 13,969: 5,183 559 106 5,469 11,243 10,758 11,908: 3,211 2,061
Old : 13,948: 5,202 559 87 5,468 11,243 10,757 11,889: 3,191 2,059
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: July 24, 2007 :
: -73: -39 223 -19 23 -165 -35 39: -38 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 4.0 0.8 39.2 80.5 77.0 85.2: 23.0 14.8
Old : 100.0: 37.3 4.0 0.6 39.2 80.6 77.1 85.2: 22.9 14.8
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 : 46: 20 6 3 13 13 33 22:
Old : 46: 20 6 3 13 13 33 22:
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 : 32.6 52.4 47.8 73.1 31.7 52.2 44.6 67.5
Old : 32.6 52.4 47.9 73.2 31.7 52.3 44.7 67.6
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 31, 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 : 509,020: 152,196 48,017 69,143 233,010 315,729 454,349 432,889: 54,671 76,131
Old : 11,301: 10,239 1,987 215 165 6,179 10,619 8,381: 682 2,920
Other: 497,719: 152,957 57,030 57,928 232,845 309,550 443,730 424,508: 53,989 73,211
: : :
: : Changes in Commitments from: July 24, 2007 :
: -19,746: -11,325 3,138 -4,894 -4,912 -13,773 -21,131 -15,529: 1,385 -4,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.4 13.6 45.8 62.0 89.3 85.0: 10.7 15.0
Old : 100.0: 90.6 17.6 1.9 1.5 54.7 94.0 74.2: 6.0 25.8
Other: 100.0: 30.7 11.5 11.6 46.8 62.2 89.2 85.3: 10.8 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 493: 163 108 117 102 181 332 356:
Old : 113: 31 29 3 6 49 37 81:
Other: 491: 165 111 98 102 180 314 353:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 27.0 30.0 36.0 17.7 23.8 26.1 30.2
Old : 20.1 28.3 37.8 40.4 20.1 28.2 37.6 40.2
Other: 20.1 27.5 30.7 36.5 18.1 24.2 26.7 30.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,837: 16,516 5,204 435 0 1,020 16,951 6,659: 2,886 13,178
Old : 124: 98 41 0 0 0 98 41: 26 83
Other: 19,713: 16,456 5,201 397 0 1,020 16,853 6,618: 2,860 13,095
: : :
: : Changes in Commitments from: July 24, 2007 :
: -1,039: -1,143 -391 7 0 18 -1,136 -366: 97 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 26.2 2.2 0.0 5.1 85.5 33.6: 14.5 66.4
Old : 100.0: 79.0 33.1 0.0 0.0 0.0 79.0 33.1: 21.0 66.9
Other: 100.0: 83.5 26.4 2.0 0.0 5.2 85.5 33.6: 14.5 66.4
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 14 4 0 4 16 20:
Old : 6: 4 2 0 0 0 4 2:
Other: 32: 14 14 3 0 4 16 19:
:----------------------------------------------------------------------------------------------------
: 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 : 56.2 17.4 73.9 23.9 56.2 16.1 73.7 22.6
Old : 79.0 33.1 79.0 33.1 79.0 33.1 79.0 33.1
Other: 56.2 17.5 74.0 24.0 56.2 16.2 74.0 22.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 31, 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 : 297,365: 73,695 14,869 48,674 146,855 219,148 269,224 282,691: 28,141 14,674
Old : 64,940: 18,850 9,514 4,432 34,484 45,398 57,766 59,344: 7,174 5,596
Other: 232,425: 67,381 17,891 31,706 112,371 173,750 211,458 223,347: 20,967 9,078
: : :
: : Changes in Commitments from: July 24, 2007 :
: 302: -2,463 -352 4,827 -5,355 -5,843 -2,991 -1,368: 3,293 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 5.0 16.4 49.4 73.7 90.5 95.1: 9.5 4.9
Old : 100.0: 29.0 14.7 6.8 53.1 69.9 89.0 91.4: 11.0 8.6
Other: 100.0: 29.0 7.7 13.6 48.3 74.8 91.0 96.1: 9.0 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 75 29 61 57 57 175 131:
Old : 120: 39 18 20 32 37 82 70:
Other: 193: 79 38 39 50 53 148 115:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 42.0 30.0 53.1 19.4 35.5 26.9 44.6
Old : 36.9 36.3 49.2 52.7 34.2 33.3 45.1 49.5
Other: 23.9 45.4 32.8 57.1 23.8 42.3 32.2 52.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 31, 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 : 1,012,550: 133,332 231,239 5,801 733,182 595,787 872,315 832,827: 140,235 179,723
Old : 1,012,550: 133,332 231,239 5,801 733,182 595,787 872,315 832,827: 140,235 179,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 26,477: 2,346 -19,921 -3,082 9,784 30,231 9,048 7,228: 17,429 19,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.8 0.6 72.4 58.8 86.2 82.3: 13.8 17.7
Old : 100.0: 13.2 22.8 0.6 72.4 58.8 86.2 82.3: 13.8 17.7
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 : 185: 30 44 21 73 84 113 139:
Old : 185: 30 44 21 73 84 113 139:
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 : 26.0 32.4 38.6 42.2 24.8 27.1 34.0 35.7
Old : 26.0 32.4 38.6 42.2 24.8 27.1 34.0 35.7
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, July 31, 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 : 202,116: 49,993 13,449 30,402 86,803 139,077 167,198 182,928: 34,918 19,188
Old : 45,517: 15,970 3,820 2,942 17,474 31,653 36,386 38,415: 9,131 7,102
Other: 156,599: 45,286 20,892 16,197 69,329 107,424 130,812 144,513: 25,787 12,086
: : :
: : Changes in Commitments from: July 24, 2007 :
: -3,938: -4,743 2,540 3,288 584 -8,703 -871 -2,875: -3,067 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 6.7 15.0 42.9 68.8 82.7 90.5: 17.3 9.5
Old : 100.0: 35.1 8.4 6.5 38.4 69.5 79.9 84.4: 20.1 15.6
Other: 100.0: 28.9 13.3 10.3 44.3 68.6 83.5 92.3: 16.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 59 24 54 60 56 153 121:
Old : 118: 43 10 16 37 41 87 66:
Other: 162: 55 36 37 54 45 130 101:
:----------------------------------------------------------------------------------------------------
: 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 36.3 32.4 48.1 21.3 35.1 29.3 44.1
Old : 25.0 38.6 36.1 52.4 23.9 38.6 34.4 51.5
Other: 25.1 37.7 35.3 50.0 24.1 36.1 33.4 46.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 31, 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 : 15,833: 4,245 2,934 1,065 7,969 10,471 13,279 14,470: 2,554 1,363
Old : 15,833: 4,245 2,934 1,065 7,969 10,471 13,279 14,470: 2,554 1,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 271: 6 147 101 211 162 318 410: -47 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.5 6.7 50.3 66.1 83.9 91.4: 16.1 8.6
Old : 100.0: 26.8 18.5 6.7 50.3 66.1 83.9 91.4: 16.1 8.6
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 : 73: 24 12 9 31 17 57 37:
Old : 73: 24 12 9 31 17 57 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 47.0 37.5 66.9 22.1 43.5 33.3 59.9
Old : 24.1 47.0 37.5 66.9 22.1 43.5 33.3 59.9
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 31, 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 : 1,037,964: 188,629 221,015 18,104 687,009 692,802 893,742 931,921: 144,222 106,043
Old : 1,037,964: 188,629 221,015 18,104 687,009 692,802 893,742 931,921: 144,222 106,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -3,263: -48,211 -9,767 -6,020 32,076 15,375 -22,155 -412: 18,892 -2,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 21.3 1.7 66.2 66.7 86.1 89.8: 13.9 10.2
Old : 100.0: 18.2 21.3 1.7 66.2 66.7 86.1 89.8: 13.9 10.2
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 : 199: 50 31 19 89 77 147 119:
Old : 199: 50 31 19 89 77 147 119:
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 : 20.6 31.5 29.4 49.9 20.5 30.3 28.0 46.0
Old : 20.6 31.5 29.4 49.9 20.5 30.3 28.0 46.0
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 31, 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 : 2,945,613: 872,561 357,955 87,723 1,668,818 2,098,124 2,629,102 2,543,802: 316,511 401,811
Old : 2,945,613: 872,561 357,955 87,723 1,668,818 2,098,124 2,629,102 2,543,802: 316,511 401,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 132,662: 116,676 -45,664 -33,309 24,324 214,855 107,691 135,882: 24,971 -3,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 12.2 3.0 56.7 71.2 89.3 86.4: 10.7 13.6
Old : 100.0: 29.6 12.2 3.0 56.7 71.2 89.3 86.4: 10.7 13.6
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 : 320: 59 81 49 122 135 211 235:
Old : 320: 59 81 49 122 135 211 235:
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 : 28.8 32.5 39.1 42.7 24.4 29.9 33.6 35.7
Old : 28.8 32.5 39.1 42.7 24.4 29.9 33.6 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, July 31, 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 : 1,644,091: 291,479 261,641 57,265 1,071,270 1,060,080 1,420,014 1,378,986: 224,077 265,105
Old : 1,644,091: 291,479 261,641 57,265 1,071,270 1,060,080 1,420,014 1,378,986: 224,077 265,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 28,380: -48,441 -86,344 23,163 56,988 71,000 31,710 7,819: -3,330 20,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.9 3.5 65.2 64.5 86.4 83.9: 13.6 16.1
Old : 100.0: 17.7 15.9 3.5 65.2 64.5 86.4 83.9: 13.6 16.1
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 : 214: 50 34 28 96 87 159 136:
Old : 214: 50 34 28 96 87 159 136:
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 : 21.7 24.8 30.5 37.7 15.5 17.2 22.2 26.6
Old : 21.7 24.8 30.5 37.7 15.5 17.2 22.2 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 31, 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 : 548,470: 107,565 184,045 77,372 334,188 254,573 519,125 515,990: 29,345 32,480
Old : 548,470: 107,565 184,045 77,372 334,188 254,573 519,125 515,990: 29,345 32,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 42,824: -4,033 14,345 23,982 22,873 -3,350 42,822 34,977: 2 7,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 33.6 14.1 60.9 46.4 94.6 94.1: 5.4 5.9
Old : 100.0: 19.6 33.6 14.1 60.9 46.4 94.6 94.1: 5.4 5.9
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 : 122: 29 29 27 52 47 95 90:
Old : 122: 29 29 27 52 47 95 90:
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 : 25.6 27.4 39.5 44.5 22.3 22.3 32.7 36.4
Old : 25.6 27.4 39.5 44.5 22.3 22.3 32.7 36.4
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 31, 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 : 20,164: 4,891 3,305 1,088 2,475 9,326 8,454 13,719: 11,710 6,445
Old : 20,164: 4,891 3,305 1,088 2,475 9,326 8,454 13,719: 11,710 6,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -3,543: -1,982 -218 -880 245 -2,674 -2,617 -3,772: -926 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 16.4 5.4 12.3 46.3 41.9 68.0: 58.1 32.0
Old : 100.0: 24.3 16.4 5.4 12.3 46.3 41.9 68.0: 58.1 32.0
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 : 30: 11 7 4 8 9 22 17:
Old : 30: 11 7 4 8 9 22 17:
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 : 16.4 38.6 27.3 54.2 16.4 36.5 25.3 48.2
Old : 16.4 38.6 27.3 54.2 16.4 36.5 25.3 48.2
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 31, 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 : 35,404: 16,466 12,742 53 13,313 16,151 29,832 28,946: 5,572 6,458
Old : 35,404: 16,466 12,742 53 13,313 16,151 29,832 28,946: 5,572 6,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,233: 434 921 19 573 1,200 1,026 2,140: 207 -907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 36.0 0.1 37.6 45.6 84.3 81.8: 15.7 18.2
Old : 100.0: 46.5 36.0 0.1 37.6 45.6 84.3 81.8: 15.7 18.2
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 : 58: 24 11 4 13 12 40 24:
Old : 58: 24 11 4 13 12 40 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 : 34.5 43.1 51.4 61.9 34.4 43.1 51.4 61.6
Old : 34.5 43.1 51.4 61.9 34.4 43.1 51.4 61.6
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 31, 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 : 91,756: 34,782 35,613 738 40,052 43,194 75,572 79,545: 16,184 12,211
Old : 91,756: 34,782 35,613 738 40,052 43,194 75,572 79,545: 16,184 12,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 2,012: 956 -2,998 -286 -85 7,431 585 4,147: 1,427 -2,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 38.8 0.8 43.7 47.1 82.4 86.7: 17.6 13.3
Old : 100.0: 37.9 38.8 0.8 43.7 47.1 82.4 86.7: 17.6 13.3
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 : 113: 38 34 5 25 20 65 57:
Old : 113: 38 34 5 25 20 65 57:
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 : 33.7 34.6 44.1 51.1 33.7 34.6 44.1 50.8
Old : 33.7 34.6 44.1 51.1 33.7 34.6 44.1 50.8
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 31, 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 : 65,963: 3,643 12,303 1,714 60,374 49,415 65,731 63,432: 232 2,531
Old : 65,963: 3,643 12,303 1,714 60,374 49,415 65,731 63,432: 232 2,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,330: 1,077 -1,482 886 -748 1,674 1,215 1,078: 115 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 18.7 2.6 91.5 74.9 99.6 96.2: 0.4 3.8
Old : 100.0: 5.5 18.7 2.6 91.5 74.9 99.6 96.2: 0.4 3.8
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 : 46: 7 16 4 17 12 26 30:
Old : 46: 7 16 4 17 12 26 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 : 78.0 75.1 86.6 87.5 75.5 73.8 82.2 83.4
Old : 78.0 75.1 86.6 87.5 75.5 73.8 82.2 83.4
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 31, 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 : 33,264: 1,217 10,996 0 32,047 22,044 33,264 33,040: 0 224
Old : 33,264: 1,217 10,996 0 32,047 22,044 33,264 33,040: 0 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 12,470: -268 5,856 -149 12,887 6,680 12,470 12,387: 0 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 33.1 0.0 96.3 66.3 100.0 99.3: 0.0 0.7
Old : 100.0: 3.7 33.1 0.0 96.3 66.3 100.0 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 : 20: 3 8 0 4 7 7 15:
Old : 20: 3 8 0 4 7 7 15:
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 : 96.3 70.3 100.0 93.4 87.2 64.9 88.5 84.4
Old : 96.3 70.3 100.0 93.4 87.2 64.9 88.5 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2007