WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 445,752: 73,766 68,905 116,649 226,911 206,126 417,326 391,679: 28,427 54,073
Old : 415,336: 62,804 75,460 107,367 218,657 185,399 388,827 368,226: 26,509 47,110
Other: 30,416: 19,593 2,075 651 8,254 20,726 28,498 23,453: 1,918 6,963
: : :
: : Changes in Commitments from: May 15, 2007 :
: -16,124: -5,846 4,888 -3,023 -2,045 -14,866 -10,914 -13,001: -5,210 -3,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 15.5 26.2 50.9 46.2 93.6 87.9: 6.4 12.1
Old : 100.0: 15.1 18.2 25.9 52.6 44.6 93.6 88.7: 6.4 11.3
Other: 100.0: 64.4 6.8 2.1 27.1 68.1 93.7 77.1: 6.3 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 96 127 137 74 106 267 290:
Old : 353: 93 130 132 74 105 260 289:
Other: 123: 30 19 19 13 65 55 95:
:----------------------------------------------------------------------------------------------------
: 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 14.9 32.4 22.8 21.2 13.9 31.9 19.7
Old : 22.6 15.2 34.3 22.9 22.2 14.9 33.7 20.4
Other: 55.8 24.0 75.7 36.7 54.9 22.2 73.5 33.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 1,824,437: 245,847 86,605 561,043 804,373 899,445 1,611,263 1,547,093: 213,174 277,344
Old : 770,737: 93,807 117,099 187,285 392,290 365,523 673,382 669,907: 97,355 100,830
Other: 1,053,700: 226,326 43,792 299,472 412,082 533,922 937,880 877,186: 115,820 176,514
: : :
: : Changes in Commitments from: May 15, 2007 :
: -30,209: -13,405 2,494 -11,423 -7,455 -16,875 -32,283 -25,803: 2,074 -4,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 4.7 30.8 44.1 49.3 88.3 84.8: 11.7 15.2
Old : 100.0: 12.2 15.2 24.3 50.9 47.4 87.4 86.9: 12.6 13.1
Other: 100.0: 21.5 4.2 28.4 39.1 50.7 89.0 83.2: 11.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 810: 191 168 262 325 374 656 687:
Old : 734: 150 181 198 255 331 521 601:
Other: 705: 164 131 169 256 337 509 551:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 17.5 21.0 23.8 9.9 10.2 14.7 13.7
Old : 17.8 16.3 26.8 24.9 17.6 14.1 26.0 20.1
Other: 15.6 20.4 24.8 26.6 8.9 9.4 14.9 12.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 19,291: 5,858 1,559 1,676 7,732 13,908 15,265 17,142: 4,026 2,149
Old : 19,291: 5,858 1,559 1,676 7,732 13,908 15,265 17,142: 4,026 2,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 160: 844 1,390 -214 -431 -914 199 262: -39 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.1 8.7 40.1 72.1 79.1 88.9: 20.9 11.1
Old : 100.0: 30.4 8.1 8.7 40.1 72.1 79.1 88.9: 20.9 11.1
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 : 58: 23 7 13 20 18 51 33:
Old : 58: 23 7 13 20 18 51 33:
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 : 25.3 46.2 38.8 68.6 21.9 41.9 33.2 56.4
Old : 25.3 46.2 38.8 68.6 21.9 41.9 33.2 56.4
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 22, 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 : 632,012: 134,868 21,702 178,183 251,546 336,607 564,597 536,492: 67,415 95,519
Old : 334,533: 91,609 33,875 59,704 149,682 200,964 300,996 294,543: 33,538 39,990
Other: 297,478: 73,282 17,851 88,455 101,864 135,643 263,601 241,949: 33,877 55,529
: : :
: : Changes in Commitments from: May 15, 2007 :
: 40,013: 25,421 1,023 11,293 4,999 29,126 41,712 41,441: -1,700 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 3.4 28.2 39.8 53.3 89.3 84.9: 10.7 15.1
Old : 100.0: 27.4 10.1 17.8 44.7 60.1 90.0 88.0: 10.0 12.0
Other: 100.0: 24.6 6.0 29.7 34.2 45.6 88.6 81.3: 11.4 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 481: 187 84 177 136 169 401 376:
Old : 438: 171 90 113 96 148 308 313:
Other: 363: 101 77 103 106 155 262 291:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 24.9 25.9 32.6 13.6 18.8 19.8 23.7
Old : 21.6 26.1 31.3 37.1 21.3 22.7 29.8 31.0
Other: 19.3 24.3 28.4 32.5 13.2 15.1 18.9 18.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,263: 13,770 2,046 514 0 981 14,284 3,541: 2,979 13,722
Old : 5,569: 3,493 1,949 37 0 36 3,530 2,022: 2,039 3,547
Other: 11,694: 10,627 447 127 0 945 10,754 1,519: 940 10,175
: : :
: : Changes in Commitments from: May 15, 2007 :
: 1,309: 1,675 -118 -57 0 299 1,618 124: -309 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 11.9 3.0 0.0 5.7 82.7 20.5: 17.3 79.5
Old : 100.0: 62.7 35.0 0.7 0.0 0.6 63.4 36.3: 36.6 63.7
Other: 100.0: 90.9 3.8 1.1 0.0 8.1 92.0 13.0: 8.0 87.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 6 7 0 4 15 17:
Old : 24: 13 8 2 0 3 14 12:
Other: 16: 10 2 4 0 4 10 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 9.4 73.3 15.3 57.0 9.4 72.1 15.3
Old : 33.8 28.2 49.7 35.6 33.8 28.2 49.7 35.0
Other: 75.4 8.4 90.3 12.7 74.6 8.4 89.3 11.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 341,846: 91,782 13,823 58,007 161,789 250,186 311,577 322,016: 30,269 19,830
Old : 227,645: 73,391 24,228 28,371 103,385 160,502 205,148 213,101: 22,497 14,545
Other: 114,201: 32,712 3,917 15,314 58,404 89,685 106,430 108,915: 7,771 5,286
: : :
: : Changes in Commitments from: May 15, 2007 :
: 5,297: 780 1,092 2,140 4,659 -277 7,579 2,954: -2,282 2,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 4.0 17.0 47.3 73.2 91.1 94.2: 8.9 5.8
Old : 100.0: 32.2 10.6 12.5 45.4 70.5 90.1 93.6: 9.9 6.4
Other: 100.0: 28.6 3.4 13.4 51.1 78.5 93.2 95.4: 6.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 90 33 55 64 67 189 131:
Old : 209: 83 42 40 56 61 164 119:
Other: 125: 38 18 33 44 50 101 86:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 38.0 25.9 50.0 15.5 30.0 22.2 40.8
Old : 21.0 44.0 29.9 52.7 21.0 43.1 29.6 50.7
Other: 26.6 46.9 37.9 57.7 24.0 44.4 33.5 53.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 1,157,294: 127,264 243,423 99,086 780,987 605,693 1,007,336 948,202: 149,957 209,092
Old : 1,157,294: 127,264 243,423 99,086 780,987 605,693 1,007,336 948,202: 149,957 209,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 88,454: 1,602 21,016 12,581 79,849 43,560 94,033 77,158: -5,579 11,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 21.0 8.6 67.5 52.3 87.0 81.9: 13.0 18.1
Old : 100.0: 11.0 21.0 8.6 67.5 52.3 87.0 81.9: 13.0 18.1
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 : 192: 36 45 52 84 94 145 167:
Old : 192: 36 45 52 84 94 145 167:
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 24.6 40.0 34.4 20.7 14.6 27.1 22.0
Old : 28.8 24.6 40.0 34.4 20.7 14.6 27.1 22.0
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 22, 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 : 232,978: 44,858 24,207 37,345 107,692 149,524 189,896 211,076: 43,083 21,902
Old : 131,331: 33,623 17,713 16,609 53,608 81,117 103,840 115,439: 27,492 15,892
Other: 101,647: 18,060 13,318 13,912 54,084 68,408 86,056 95,637: 15,591 6,010
: : :
: : Changes in Commitments from: May 15, 2007 :
: -6,539: 2,379 -2,756 -2,374 -7,849 966 -7,845 -4,164: 1,306 -2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.4 16.0 46.2 64.2 81.5 90.6: 18.5 9.4
Old : 100.0: 25.6 13.5 12.6 40.8 61.8 79.1 87.9: 20.9 12.1
Other: 100.0: 17.8 13.1 13.7 53.2 67.3 84.7 94.1: 15.3 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 50 43 48 61 59 144 130:
Old : 168: 51 45 36 53 52 125 114:
Other: 121: 29 30 32 49 39 98 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 33.6 32.8 46.3 23.4 31.8 30.7 43.4
Old : 17.8 32.0 25.6 42.8 16.4 31.4 24.2 40.9
Other: 34.9 42.8 45.8 52.7 34.2 40.9 44.9 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 16,229: 4,284 2,135 1,894 7,409 11,061 13,587 15,090: 2,643 1,139
Old : 5,595: 1,145 2,390 111 3,542 2,543 4,798 5,045: 796 550
Other: 10,635: 3,420 27 1,501 3,867 8,518 8,789 10,046: 1,846 589
: : :
: : Changes in Commitments from: May 15, 2007 :
: -170: -368 390 106 316 -484 54 13: -224 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 13.2 11.7 45.6 68.2 83.7 93.0: 16.3 7.0
Old : 100.0: 20.5 42.7 2.0 63.3 45.5 85.8 90.2: 14.2 9.8
Other: 100.0: 32.2 0.3 14.1 36.4 80.1 82.6 94.5: 17.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 21 16 11 35 22 61 44:
Old : 62: 11 17 6 21 19 36 38:
Other: 55: 19 3 10 26 15 47 26:
:----------------------------------------------------------------------------------------------------
: 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 47.7 33.6 64.4 18.3 40.4 29.6 54.0
Old : 32.2 41.5 51.0 56.6 32.1 41.5 50.9 56.6
Other: 27.7 66.3 47.5 83.0 26.8 57.2 38.4 67.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 1,244,475: 197,927 380,786 69,491 763,568 715,263 1,030,986 1,165,540: 213,489 78,935
Old : 1,244,475: 197,927 380,786 69,491 763,568 715,263 1,030,986 1,165,540: 213,489 78,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 94,626: 1,474 -73,596 30,130 1,077 149,520 32,681 106,054: 61,945 -11,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 30.6 5.6 61.4 57.5 82.8 93.7: 17.2 6.3
Old : 100.0: 15.9 30.6 5.6 61.4 57.5 82.8 93.7: 17.2 6.3
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 : 219: 55 34 27 104 85 171 134:
Old : 219: 55 34 27 104 85 171 134:
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 : 17.3 27.1 27.3 41.5 15.6 25.0 22.4 37.3
Old : 17.3 27.1 27.3 41.5 15.6 25.0 22.4 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 3,507,041: 811,779 457,750 322,114 2,092,227 2,332,657 3,226,120 3,112,522: 280,920 394,519
Old : 3,507,041: 811,779 457,750 322,114 2,092,227 2,332,657 3,226,120 3,112,522: 280,920 394,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 127,022: -1,054 65,852 10,396 172,814 83,394 182,156 159,643: -55,134 -32,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 13.1 9.2 59.7 66.5 92.0 88.8: 8.0 11.2
Old : 100.0: 23.1 13.1 9.2 59.7 66.5 92.0 88.8: 8.0 11.2
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 : 323: 62 81 72 148 154 242 275:
Old : 323: 62 81 72 148 154 242 275:
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 28.8 34.4 39.1 19.6 22.5 26.2 30.2
Old : 26.0 28.8 34.4 39.1 19.6 22.5 26.2 30.2
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 22, 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 : 1,991,470: 199,225 364,635 257,518 1,286,243 1,092,201 1,742,986 1,714,354: 248,484 277,116
Old : 1,991,470: 199,225 364,635 257,518 1,286,243 1,092,201 1,742,986 1,714,354: 248,484 277,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 45,876: -54,352 -17,816 69,026 50,248 -9,408 64,922 41,801: -19,045 4,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.3 12.9 64.6 54.8 87.5 86.1: 12.5 13.9
Old : 100.0: 10.0 18.3 12.9 64.6 54.8 87.5 86.1: 12.5 13.9
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 : 222: 40 46 45 109 101 174 169:
Old : 222: 40 46 45 109 101 174 169:
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 25.4 31.3 36.2 15.7 20.7 21.3 28.0
Old : 21.7 25.4 31.3 36.2 15.7 20.7 21.3 28.0
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 22, 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 : 807,925: 119,562 208,945 234,284 414,290 333,956 768,136 777,185: 39,790 30,740
Old : 807,925: 119,562 208,945 234,284 414,290 333,956 768,136 777,185: 39,790 30,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 12,075: 738 13,467 4,035 7,450 -8,726 12,224 8,776: -150 3,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 25.9 29.0 51.3 41.3 95.1 96.2: 4.9 3.8
Old : 100.0: 14.8 25.9 29.0 51.3 41.3 95.1 96.2: 4.9 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 : 150: 43 35 55 67 59 141 119:
Old : 150: 43 35 55 67 59 141 119:
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 : 26.8 35.6 39.5 52.6 19.1 28.3 26.0 32.9
Old : 26.8 35.6 39.5 52.6 19.1 28.3 26.0 32.9
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 22, 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 : 31,420: 6,803 7,555 1,762 5,918 14,157 14,483 23,474: 16,937 7,946
Old : 31,420: 6,803 7,555 1,762 5,918 14,157 14,483 23,474: 16,937 7,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -364: -869 -856 214 10 -618 -645 -1,260: 281 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 24.0 5.6 18.8 45.1 46.1 74.7: 53.9 25.3
Old : 100.0: 21.7 24.0 5.6 18.8 45.1 46.1 74.7: 53.9 25.3
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 : 48: 14 17 9 11 14 31 34:
Old : 48: 14 17 9 11 14 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 25.9 29.1 40.2 18.2 25.7 27.8 38.9
Old : 19.0 25.9 29.1 40.2 18.2 25.7 27.8 38.9
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 22, 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 : 52,367: 24,500 11,400 1,269 17,525 31,430 43,295 44,099: 9,073 8,268
Old : 52,367: 24,500 11,400 1,269 17,525 31,430 43,295 44,099: 9,073 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 349: 1,091 210 61 -1,288 1,574 -137 1,845: 485 -1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 21.8 2.4 33.5 60.0 82.7 84.2: 17.3 15.8
Old : 100.0: 46.8 21.8 2.4 33.5 60.0 82.7 84.2: 17.3 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 37 17 16 18 16 60 44:
Old : 82: 37 17 16 18 16 60 44:
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 : 25.7 36.8 38.6 55.3 25.1 36.4 38.0 54.8
Old : 25.7 36.8 38.6 55.3 25.1 36.4 38.0 54.8
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 22, 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 : 138,069: 40,617 57,603 1,573 86,374 54,943 128,564 114,120: 9,505 23,949
Old : 138,069: 40,617 57,603 1,573 86,374 54,943 128,564 114,120: 9,505 23,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -2,311: -16,612 1,844 -868 19,748 -350 2,268 626: -4,579 -2,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 41.7 1.1 62.6 39.8 93.1 82.7: 6.9 17.3
Old : 100.0: 29.4 41.7 1.1 62.6 39.8 93.1 82.7: 6.9 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 39 64 24 21 31 80 99:
Old : 145: 39 64 24 21 31 80 99:
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 : 53.6 23.0 64.1 34.6 53.5 23.0 63.7 34.4
Old : 53.6 23.0 64.1 34.6 53.5 23.0 63.7 34.4
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 22, 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 : 50,094: 2,068 16,957 333 47,506 30,812 49,907 48,102: 187 1,992
Old : 50,094: 2,068 16,957 333 47,506 30,812 49,907 48,102: 187 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,078: 53 299 -42 2,037 1,838 2,048 2,095: 30 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 33.9 0.7 94.8 61.5 99.6 96.0: 0.4 4.0
Old : 100.0: 4.1 33.9 0.7 94.8 61.5 99.6 96.0: 0.4 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: 7 13 2 14 10 21 25:
Old : 38: 7 13 2 14 10 21 25:
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 : 70.9 76.6 87.7 90.0 70.8 74.0 87.7 84.9
Old : 70.9 76.6 87.7 90.0 70.8 74.0 87.7 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2007