WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 452,753: 83,391 64,266 111,480 225,131 221,548 420,002 397,294: 32,751 55,459
Old : 423,067: 72,445 70,102 102,721 217,035 201,634 392,201 374,458: 30,866 48,610
Other: 29,686: 19,092 2,310 613 8,096 19,914 27,800 22,837: 1,885 6,849
: : :
: : Changes in Commitments from: April 24, 2007 :
: 6,866: 4,716 5,475 3,124 -264 3,554 7,576 12,153: -711 -5,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 14.2 24.6 49.7 48.9 92.8 87.8: 7.2 12.2
Old : 100.0: 17.1 16.6 24.3 51.3 47.7 92.7 88.5: 7.3 11.5
Other: 100.0: 64.3 7.8 2.1 27.3 67.1 93.6 76.9: 6.4 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 98 107 121 76 110 262 261:
Old : 335: 92 114 118 76 109 257 260:
Other: 122: 24 23 16 14 67 51 96:
:----------------------------------------------------------------------------------------------------
: 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 16.5 32.0 24.8 20.7 15.3 31.5 22.4
Old : 22.4 16.8 33.9 25.1 21.9 16.5 33.4 23.4
Other: 57.4 23.4 77.2 36.2 56.6 21.6 74.6 33.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 1,845,252: 268,645 76,684 546,768 816,479 934,398 1,631,892 1,557,850: 213,360 287,402
Old : 829,090: 117,505 112,818 180,570 427,934 421,848 726,009 715,236: 103,081 113,853
Other: 1,016,162: 222,796 35,521 294,542 388,545 512,550 905,884 842,613: 110,279 173,549
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,149: 16,535 2,922 819 -9,900 6,826 7,454 10,567: -5,305 -8,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.2 29.6 44.2 50.6 88.4 84.4: 11.6 15.6
Old : 100.0: 14.2 13.6 21.8 51.6 50.9 87.6 86.3: 12.4 13.7
Other: 100.0: 21.9 3.5 29.0 38.2 50.4 89.1 82.9: 10.9 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 802: 186 152 242 324 377 646 665:
Old : 737: 138 177 194 260 335 525 594:
Other: 691: 165 112 152 255 345 496 534:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.8 21.2 24.5 9.9 10.4 14.9 14.3
Old : 17.3 18.5 26.8 26.6 17.2 16.0 25.9 21.5
Other: 16.1 19.1 24.9 25.4 8.3 7.8 14.3 11.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 19,311: 5,535 29 1,795 7,921 15,195 15,250 17,018: 4,061 2,292
Old : 19,311: 5,535 29 1,795 7,921 15,195 15,250 17,018: 4,061 2,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -370: 261 -6 28 -289 -471 0 -449: -370 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 0.1 9.3 41.0 78.7 79.0 88.1: 21.0 11.9
Old : 100.0: 28.7 0.1 9.3 41.0 78.7 79.0 88.1: 21.0 11.9
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 : 56: 23 4 13 16 18 47 31:
Old : 56: 23 4 13 16 18 47 31:
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 : 28.1 48.1 42.0 70.8 23.4 47.2 34.5 58.3
Old : 28.1 48.1 42.0 70.8 23.4 47.2 34.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 550,492: 91,189 27,216 154,031 242,673 273,647 487,893 454,894: 62,600 95,598
Old : 314,784: 63,628 39,424 56,943 161,134 172,153 281,705 268,520: 33,079 46,264
Other: 235,708: 56,053 16,285 68,596 81,538 101,494 206,188 186,375: 29,521 49,334
: : :
: : Changes in Commitments from: April 24, 2007 :
: -627: 10,128 -6,936 5,152 -10,975 3,764 4,306 1,981: -4,933 -2,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 4.9 28.0 44.1 49.7 88.6 82.6: 11.4 17.4
Old : 100.0: 20.2 12.5 18.1 51.2 54.7 89.5 85.3: 10.5 14.7
Other: 100.0: 23.8 6.9 29.1 34.6 43.1 87.5 79.1: 12.5 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 137 112 165 136 157 375 353:
Old : 417: 141 102 115 102 140 293 308:
Other: 324: 75 78 92 95 142 232 259:
:----------------------------------------------------------------------------------------------------
: 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 23.1 28.5 31.2 15.2 16.7 22.5 20.6
Old : 24.1 25.4 35.0 35.4 24.0 21.4 33.2 28.3
Other: 22.9 21.6 31.8 30.8 16.1 12.3 21.7 16.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,008: 11,683 1,879 781 0 686 12,464 3,346: 2,544 11,662
Old : 4,805: 3,105 1,995 161 0 10 3,266 2,166: 1,539 2,639
Other: 10,203: 9,082 388 116 0 676 9,198 1,180: 1,005 9,023
: : :
: : Changes in Commitments from: April 24, 2007 :
: -568: -150 148 -270 0 31 -420 -91: -148 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 12.5 5.2 0.0 4.6 83.0 22.3: 17.0 77.7
Old : 100.0: 64.6 41.5 3.4 0.0 0.2 68.0 45.1: 32.0 54.9
Other: 100.0: 89.0 3.8 1.1 0.0 6.6 90.1 11.6: 9.9 88.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 13 7 7 0 3 14 16:
Old : 22: 12 8 5 0 2 13 14:
Other: 14: 9 2 3 0 3 9 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 10.9 75.0 16.6 56.6 10.7 71.4 15.9
Old : 39.6 32.5 55.9 43.4 39.4 32.3 55.3 41.5
Other: 76.7 8.7 88.7 11.6 75.6 8.7 87.6 10.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 333,678: 89,401 13,661 55,608 156,707 246,217 301,717 315,487: 31,961 18,191
Old : 232,392: 74,244 25,582 25,384 107,076 167,020 206,704 217,986: 25,688 14,407
Other: 101,285: 30,730 3,653 14,651 49,632 79,197 95,013 97,501: 6,273 3,784
: : :
: : Changes in Commitments from: April 24, 2007 :
: 4,333: 10,321 -1,743 -81 -5,344 6,534 4,896 4,711: -563 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 4.1 16.7 47.0 73.8 90.4 94.5: 9.6 5.5
Old : 100.0: 31.9 11.0 10.9 46.1 71.9 88.9 93.8: 11.1 6.2
Other: 100.0: 30.3 3.6 14.5 49.0 78.2 93.8 96.3: 6.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 85 33 58 61 63 187 131:
Old : 210: 78 45 47 53 58 167 122:
Other: 116: 43 13 30 39 45 94 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 38.7 25.8 51.1 14.4 30.4 21.3 41.6
Old : 19.8 42.6 27.8 51.9 19.8 40.2 27.3 48.1
Other: 31.9 45.2 43.5 60.1 30.2 42.8 39.2 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 1,038,680: 114,093 205,640 88,400 690,650 548,527 893,143 842,567: 145,537 196,113
Old : 1,038,680: 114,093 205,640 88,400 690,650 548,527 893,143 842,567: 145,537 196,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 38,153: -8,575 26,770 12,998 34,292 -7,454 38,714 32,314: -561 5,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.8 8.5 66.5 52.8 86.0 81.1: 14.0 18.9
Old : 100.0: 11.0 19.8 8.5 66.5 52.8 86.0 81.1: 14.0 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 32 45 51 77 94 138 161:
Old : 187: 32 45 51 77 94 138 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 21.7 39.1 32.4 22.8 15.8 29.8 22.8
Old : 27.0 21.7 39.1 32.4 22.8 15.8 29.8 22.8
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 234,024: 40,082 24,194 43,509 111,624 140,295 195,215 207,998: 38,809 26,026
Old : 139,926: 31,179 17,973 23,269 61,187 78,981 115,636 120,224: 24,290 19,703
Other: 94,098: 15,194 12,512 13,949 50,436 61,314 79,579 87,775: 14,519 6,323
: : :
: : Changes in Commitments from: April 24, 2007 :
: -553: 4,812 2,501 2,899 -5,742 -5,904 1,970 -503: -2,523 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.3 18.6 47.7 59.9 83.4 88.9: 16.6 11.1
Old : 100.0: 22.3 12.8 16.6 43.7 56.4 82.6 85.9: 17.4 14.1
Other: 100.0: 16.1 13.3 14.8 53.6 65.2 84.6 93.3: 15.4 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 45 40 55 59 55 143 132:
Old : 164: 44 41 48 54 47 130 118:
Other: 111: 29 23 29 45 37 89 75:
:----------------------------------------------------------------------------------------------------
: 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 31.4 34.7 44.6 24.8 29.0 32.9 40.5
Old : 19.9 32.3 29.2 42.1 18.3 31.9 27.2 40.3
Other: 38.3 42.4 48.3 53.1 37.6 40.2 46.6 50.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 16,217: 3,943 2,082 1,788 7,508 10,917 13,239 14,788: 2,978 1,430
Old : 6,413: 1,111 2,227 142 3,919 3,265 5,171 5,634: 1,242 779
Other: 9,804: 3,105 128 1,373 3,590 7,652 8,068 9,153: 1,736 651
: : :
: : Changes in Commitments from: April 24, 2007 :
: -795: -107 348 -465 57 -464 -514 -581: -281 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 12.8 11.0 46.3 67.3 81.6 91.2: 18.4 8.8
Old : 100.0: 17.3 34.7 2.2 61.1 50.9 80.6 87.9: 19.4 12.1
Other: 100.0: 31.7 1.3 14.0 36.6 78.0 82.3 93.4: 17.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 19 15 11 31 21 56 41:
Old : 60: 13 13 7 20 19 35 37:
Other: 50: 14 6 9 23 15 42 25:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 47.7 36.1 61.0 20.0 38.7 31.3 50.4
Old : 27.5 36.1 44.4 57.7 27.4 36.1 44.3 55.9
Other: 31.3 63.2 50.8 81.4 28.8 51.7 41.1 64.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 1,118,102: 162,196 406,139 35,247 771,779 581,692 969,221 1,023,077: 148,881 95,025
Old : 1,118,102: 162,196 406,139 35,247 771,779 581,692 969,221 1,023,077: 148,881 95,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 86,730: 148 49,674 21,439 55,346 6,751 76,932 77,863: 9,798 8,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 36.3 3.2 69.0 52.0 86.7 91.5: 13.3 8.5
Old : 100.0: 14.5 36.3 3.2 69.0 52.0 86.7 91.5: 13.3 8.5
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 : 209: 41 37 24 98 84 153 131:
Old : 209: 41 37 24 98 84 153 131:
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 : 20.3 29.1 30.3 45.0 19.3 27.7 28.0 41.6
Old : 20.3 29.1 30.3 45.0 19.3 27.7 28.0 41.6
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 3,094,282: 730,310 323,105 273,057 1,769,246 2,055,126 2,772,613 2,651,288: 321,669 442,994
Old : 3,094,282: 730,310 323,105 273,057 1,769,246 2,055,126 2,772,613 2,651,288: 321,669 442,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 95,219: 1,337 16,049 22,389 59,297 62,183 83,023 100,621: 12,196 -5,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 10.4 8.8 57.2 66.4 89.6 85.7: 10.4 14.3
Old : 100.0: 23.6 10.4 8.8 57.2 66.4 89.6 85.7: 10.4 14.3
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 : 293: 46 79 73 135 142 223 252:
Old : 293: 46 79 73 135 142 223 252:
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 : 26.2 27.6 36.5 37.9 21.6 23.6 31.5 31.0
Old : 26.2 27.6 36.5 37.9 21.6 23.6 31.5 31.0
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 1,938,944: 270,934 385,888 157,032 1,244,772 1,135,960 1,672,737 1,678,880: 266,207 260,064
Old : 1,938,944: 270,934 385,888 157,032 1,244,772 1,135,960 1,672,737 1,678,880: 266,207 260,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 85,153: 35,332 66 16,248 38,313 62,007 89,893 78,322: -4,740 6,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.9 8.1 64.2 58.6 86.3 86.6: 13.7 13.4
Old : 100.0: 14.0 19.9 8.1 64.2 58.6 86.3 86.6: 13.7 13.4
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 : 209: 45 38 40 100 98 163 158:
Old : 209: 45 38 40 100 98 163 158:
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 : 25.4 28.9 36.5 39.8 19.5 25.1 26.3 32.6
Old : 25.4 28.9 36.5 39.8 19.5 25.1 26.3 32.6
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 846,704: 168,127 241,792 213,844 409,932 369,124 791,904 824,761: 54,801 21,944
Old : 846,704: 168,127 241,792 213,844 409,932 369,124 791,904 824,761: 54,801 21,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -92,919: -4,955 32,276 -63,604 -44,896 -51,646 -113,455 -82,974: 20,537 -9,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 28.6 25.3 48.4 43.6 93.5 97.4: 6.5 2.6
Old : 100.0: 19.9 28.6 25.3 48.4 43.6 93.5 97.4: 6.5 2.6
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 : 149: 47 33 54 63 56 137 117:
Old : 149: 47 33 54 63 56 137 117:
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 : 28.6 35.3 39.7 50.2 24.5 31.0 31.0 38.1
Old : 28.6 35.3 39.7 50.2 24.5 31.0 31.0 38.1
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 30,459: 9,528 5,943 1,104 2,867 16,332 13,498 23,379: 16,961 7,080
Old : 30,459: 9,528 5,943 1,104 2,867 16,332 13,498 23,379: 16,961 7,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,478: -1,511 1,773 -560 901 -3,345 -1,171 -2,133: -2,308 -1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 19.5 3.6 9.4 53.6 44.3 76.8: 55.7 23.2
Old : 100.0: 31.3 19.5 3.6 9.4 53.6 44.3 76.8: 55.7 23.2
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 : 44: 15 14 7 7 12 27 28:
Old : 44: 15 14 7 7 12 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 36.1 26.8 52.9 16.4 36.1 25.4 52.9
Old : 16.8 36.1 26.8 52.9 16.4 36.1 25.4 52.9
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 51,115: 24,061 10,240 1,022 18,576 31,256 43,660 42,519: 7,455 8,596
Old : 51,115: 24,061 10,240 1,022 18,576 31,256 43,660 42,519: 7,455 8,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 6,209: 4,804 2,988 326 682 2,083 5,812 5,398: 396 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 20.0 2.0 36.3 61.1 85.4 83.2: 14.6 16.8
Old : 100.0: 47.1 20.0 2.0 36.3 61.1 85.4 83.2: 14.6 16.8
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 : 75: 31 14 12 20 15 54 38:
Old : 75: 31 14 12 20 15 54 38:
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 : 26.5 39.2 43.1 57.4 25.9 39.2 42.3 57.4
Old : 26.5 39.2 43.1 57.4 25.9 39.2 42.3 57.4
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 121,800: 51,033 47,493 1,739 52,906 45,823 105,678 95,055: 16,121 26,745
Old : 121,800: 51,033 47,493 1,739 52,906 45,823 105,678 95,055: 16,121 26,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 16,779: 3,198 3,708 624 10,427 11,936 14,249 16,268: 2,530 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 39.0 1.4 43.4 37.6 86.8 78.0: 13.2 22.0
Old : 100.0: 41.9 39.0 1.4 43.4 37.6 86.8 78.0: 13.2 22.0
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 : 134: 38 56 18 20 31 72 91:
Old : 134: 38 56 18 20 31 72 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 22.6 57.5 33.9 46.4 22.6 56.3 33.9
Old : 46.7 22.6 57.5 33.9 46.4 22.6 56.3 33.9
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 with Delta-adjusted Options and Futures Combined, May 1, 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 : 47,191: 2,268 16,954 375 44,514 27,996 47,157 45,325: 34 1,866
Old : 47,191: 2,268 16,954 375 44,514 27,996 47,157 45,325: 34 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,010: -78 917 38 1,302 174 1,262 1,129: -252 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 35.9 0.8 94.3 59.3 99.9 96.0: 0.1 4.0
Old : 100.0: 4.8 35.9 0.8 94.3 59.3 99.9 96.0: 0.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 13 3 14 9 23 24:
Old : 38: 8 13 3 14 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 : 71.5 81.3 88.3 89.8 71.5 72.8 84.6 81.1
Old : 71.5 81.3 88.3 89.8 71.5 72.8 84.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007