WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 494,312: 92,312 62,008 134,231 231,055 236,427 457,598 432,665: 36,714 61,647
Old : 457,158: 79,307 68,945 121,600 222,260 213,010 423,167 403,556: 33,991 53,602
Other: 37,154: 22,887 2,945 2,748 8,796 23,417 34,431 29,110: 2,723 8,045
: : :
: : Changes in Commitments from: May 29, 2007 :
: 42,459: 16,116 -3,269 13,548 5,282 26,046 34,946 36,325: 7,513 6,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.5 27.2 46.7 47.8 92.6 87.5: 7.4 12.5
Old : 100.0: 17.3 15.1 26.6 48.6 46.6 92.6 88.3: 7.4 11.7
Other: 100.0: 61.6 7.9 7.4 23.7 63.0 92.7 78.3: 7.3 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 126 111 143 74 105 290 286:
Old : 364: 126 111 139 74 104 285 284:
Other: 126: 24 28 19 16 66 56 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 14.9 30.4 23.6 18.4 14.4 28.0 20.7
Old : 19.9 15.1 31.3 23.7 19.5 14.6 29.3 21.1
Other: 48.7 20.7 68.8 32.6 48.7 19.2 63.5 29.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 1,861,219: 264,232 73,944 573,947 798,333 926,589 1,636,511 1,574,480: 224,707 286,738
Old : 754,432: 101,230 98,682 188,379 363,846 364,090 653,456 651,151: 100,975 103,280
Other: 1,106,787: 230,200 42,462 318,368 434,486 562,499 983,055 923,329: 123,732 183,458
: : :
: : Changes in Commitments from: May 29, 2007 :
: 30,922: 22,522 -22,236 18,886 -18,580 30,841 22,827 27,491: 8,095 3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 4.0 30.8 42.9 49.8 87.9 84.6: 12.1 15.4
Old : 100.0: 13.4 13.1 25.0 48.2 48.3 86.6 86.3: 13.4 13.7
Other: 100.0: 20.8 3.8 28.8 39.3 50.8 88.8 83.4: 11.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 808: 217 147 266 323 373 668 682:
Old : 721: 162 162 204 256 328 532 589:
Other: 702: 180 118 171 255 334 514 548:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 18.3 21.1 24.5 10.3 11.2 14.8 14.8
Old : 18.4 17.1 27.5 24.5 18.2 15.2 26.4 20.4
Other: 16.5 21.2 25.1 27.6 9.5 10.8 15.3 13.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 19,947: 7,379 1,379 1,443 6,819 14,871 15,640 17,694: 4,307 2,253
Old : 19,947: 7,379 1,379 1,443 6,819 14,871 15,640 17,694: 4,307 2,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 590: 773 4 -430 110 1,035 453 608: 137 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 6.9 7.2 34.2 74.6 78.4 88.7: 21.6 11.3
Old : 100.0: 37.0 6.9 7.2 34.2 74.6 78.4 88.7: 21.6 11.3
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 : 62: 27 7 11 21 19 57 31:
Old : 62: 27 7 11 21 19 57 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 : 23.3 48.2 37.3 69.8 21.1 43.5 32.1 60.5
Old : 23.3 48.2 37.3 69.8 21.1 43.5 32.1 60.5
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, June 5, 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 : 723,283: 161,392 26,227 212,352 269,315 380,704 643,059 619,283: 80,225 104,001
Old : 342,008: 99,233 35,268 72,850 130,383 193,264 302,465 301,382: 39,543 40,626
Other: 381,275: 87,734 16,533 113,927 138,933 187,440 340,594 317,901: 40,682 63,375
: : :
: : Changes in Commitments from: May 29, 2007 :
: 61,445: 18,036 -582 27,773 8,710 29,255 54,519 56,446: 6,926 4,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.6 29.4 37.2 52.6 88.9 85.6: 11.1 14.4
Old : 100.0: 29.0 10.3 21.3 38.1 56.5 88.4 88.1: 11.6 11.9
Other: 100.0: 23.0 4.3 29.9 36.4 49.2 89.3 83.4: 10.7 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 194 103 199 138 175 438 405:
Old : 456: 166 110 131 93 150 315 339:
Other: 408: 133 81 121 109 165 306 319:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 24.5 24.4 33.7 12.1 18.7 17.4 22.9
Old : 19.1 25.0 28.1 36.8 18.0 22.6 25.6 29.8
Other: 17.4 24.1 26.0 33.8 9.6 15.8 16.0 19.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,923: 15,444 3,348 581 0 1,083 16,025 5,012: 3,898 14,911
Old : 7,130: 4,500 3,221 121 0 170 4,621 3,512: 2,509 3,618
Other: 12,793: 11,315 498 89 0 913 11,404 1,500: 1,389 11,293
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,416: 1,218 1,271 143 0 78 1,361 1,492: 1,055 924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 16.8 2.9 0.0 5.4 80.4 25.2: 19.6 74.8
Old : 100.0: 63.1 45.2 1.7 0.0 2.4 64.8 49.3: 35.2 50.7
Other: 100.0: 88.4 3.9 0.7 0.0 7.1 89.1 11.7: 10.9 88.3
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 17 10 6 0 4 17 20:
Old : 30: 15 12 2 0 3 17 15:
Other: 15: 8 3 2 0 4 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 55.3 9.7 69.0 15.3 53.6 9.7 66.7 15.3
Old : 31.0 26.2 49.1 40.5 31.0 26.2 49.1 40.1
Other: 75.2 8.0 89.1 11.6 74.5 8.0 88.4 11.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 380,041: 94,299 11,652 68,628 182,019 278,600 344,946 358,881: 35,095 21,160
Old : 245,748: 77,024 28,710 30,627 112,921 172,568 220,572 231,906: 25,176 13,843
Other: 134,293: 38,636 4,304 16,640 69,099 106,032 124,374 126,975: 9,918 7,317
: : :
: : Changes in Commitments from: May 29, 2007 :
: 26,355: 229 -4,256 7,614 15,132 22,610 22,975 25,969: 3,380 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 3.1 18.1 47.9 73.3 90.8 94.4: 9.2 5.6
Old : 100.0: 31.3 11.7 12.5 45.9 70.2 89.8 94.4: 10.2 5.6
Other: 100.0: 28.8 3.2 12.4 51.5 79.0 92.6 94.6: 7.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 90 35 56 70 69 198 135:
Old : 217: 85 44 41 62 63 173 123:
Other: 135: 48 15 33 49 50 110 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 37.0 25.5 48.5 14.3 28.9 21.0 38.9
Old : 17.1 41.2 26.6 49.6 17.1 39.9 25.3 46.1
Other: 22.7 45.2 33.8 56.5 18.6 42.1 27.5 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 1,056,235: 114,431 256,007 92,343 695,045 497,431 901,819 845,781: 154,416 210,454
Old : 1,056,235: 114,431 256,007 92,343 695,045 497,431 901,819 845,781: 154,416 210,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -76,582: -5,086 13,903 7,182 -62,561 -59,322 -60,465 -38,237: -16,117 -38,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 24.2 8.7 65.8 47.1 85.4 80.1: 14.6 19.9
Old : 100.0: 10.8 24.2 8.7 65.8 47.1 85.4 80.1: 14.6 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 34 46 44 87 86 139 158:
Old : 186: 34 46 44 87 86 139 158:
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 : 26.4 24.0 36.8 34.0 24.6 20.1 32.4 28.6
Old : 26.4 24.0 36.8 34.0 24.6 20.1 32.4 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 245,743: 53,924 18,650 37,498 110,384 168,651 201,805 224,798: 43,937 20,944
Old : 136,453: 42,782 11,505 13,661 52,716 97,446 109,159 122,612: 27,294 13,841
Other: 109,290: 19,781 15,784 15,198 57,668 71,205 92,647 102,187: 16,643 7,103
: : :
: : Changes in Commitments from: May 29, 2007 :
: 11,962: 6,814 -3,105 600 5,096 15,154 12,510 12,649: -549 -687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 7.6 15.3 44.9 68.6 82.1 91.5: 17.9 8.5
Old : 100.0: 31.4 8.4 10.0 38.6 71.4 80.0 89.9: 20.0 10.1
Other: 100.0: 18.1 14.4 13.9 52.8 65.2 84.8 93.5: 15.2 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 61 36 50 64 62 156 128:
Old : 168: 65 32 37 57 56 139 108:
Other: 124: 25 34 33 48 43 98 87:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 33.3 30.0 45.7 19.2 31.7 26.4 41.8
Old : 17.1 37.7 24.7 48.0 14.0 36.6 20.6 44.2
Other: 32.0 34.9 41.3 46.9 30.6 33.5 39.8 42.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 17,392: 4,218 2,484 1,586 8,524 11,707 14,328 15,777: 3,064 1,615
Old : 5,012: 840 2,277 121 3,068 1,959 4,029 4,357: 984 655
Other: 12,379: 3,570 398 1,274 5,456 9,747 10,299 11,419: 2,080 960
: : :
: : Changes in Commitments from: May 29, 2007 :
: 704: -60 160 -413 971 637 498 385: 205 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.3 9.1 49.0 67.3 82.4 90.7: 17.6 9.3
Old : 100.0: 16.8 45.4 2.4 61.2 39.1 80.4 86.9: 19.6 13.1
Other: 100.0: 28.8 3.2 10.3 44.1 78.7 83.2 92.2: 16.8 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 18 11 36 23 62 47:
Old : 59: 10 16 6 21 17 33 37:
Other: 66: 20 9 10 28 19 52 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 46.6 31.9 61.9 17.3 37.9 26.9 49.6
Old : 34.1 44.1 52.4 60.6 34.0 44.1 50.8 60.6
Other: 24.6 62.8 40.4 76.7 23.2 54.2 35.8 65.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 1,001,346: 159,679 305,037 15,720 684,432 580,260 859,831 901,017: 141,515 100,329
Old : 1,001,346: 159,679 305,037 15,720 684,432 580,260 859,831 901,017: 141,515 100,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -162,225: -25,485 -36,601 -53,454 -25,968 -19,175 -104,907 -109,229: -57,317 -52,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 30.5 1.6 68.4 57.9 85.9 90.0: 14.1 10.0
Old : 100.0: 15.9 30.5 1.6 68.4 57.9 85.9 90.0: 14.1 10.0
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 : 192: 41 34 17 96 75 144 119:
Old : 192: 41 34 17 96 75 144 119:
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 : 21.1 31.9 31.2 50.2 20.0 29.0 29.7 45.3
Old : 21.1 31.9 31.2 50.2 20.0 29.0 29.7 45.3
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, June 5, 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 : 3,351,996: 681,321 481,870 297,232 2,046,172 2,084,867 3,024,725 2,863,969: 327,272 488,027
Old : 3,351,996: 681,321 481,870 297,232 2,046,172 2,084,867 3,024,725 2,863,969: 327,272 488,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -52,879: -112,550 19,249 9,203 80,884 -66,757 -22,464 -38,305: -30,415 -14,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 14.4 8.9 61.0 62.2 90.2 85.4: 9.8 14.6
Old : 100.0: 20.3 14.4 8.9 61.0 62.2 90.2 85.4: 9.8 14.6
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 : 311: 56 80 78 144 145 237 266:
Old : 311: 56 80 78 144 145 237 266:
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 : 26.7 26.4 36.3 35.3 25.1 23.1 32.3 29.8
Old : 26.7 26.4 36.3 35.3 25.1 23.1 32.3 29.8
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, June 5, 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 : 1,918,731: 165,049 342,655 190,476 1,306,408 1,055,418 1,661,933 1,588,549: 256,798 330,182
Old : 1,918,731: 165,049 342,655 190,476 1,306,408 1,055,418 1,661,933 1,588,549: 256,798 330,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -101,567: -15,531 -6,485 -4,572 -25,493 -62,801 -45,596 -73,858: -55,971 -27,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 17.9 9.9 68.1 55.0 86.6 82.8: 13.4 17.2
Old : 100.0: 8.6 17.9 9.9 68.1 55.0 86.6 82.8: 13.4 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 39 56 43 97 94 160 169:
Old : 219: 39 56 43 97 94 160 169:
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 : 26.4 17.3 38.3 28.0 21.6 14.3 28.5 21.6
Old : 26.4 17.3 38.3 28.0 21.6 14.3 28.5 21.6
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, June 5, 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 : 654,948: 104,780 171,206 183,967 325,435 275,457 614,182 630,630: 40,765 24,318
Old : 654,948: 104,780 171,206 183,967 325,435 275,457 614,182 630,630: 40,765 24,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -170,887: -17,891 -40,095 -52,285 -103,859 -74,688 -174,034 -167,067: 3,147 -3,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 26.1 28.1 49.7 42.1 93.8 96.3: 6.2 3.7
Old : 100.0: 16.0 26.1 28.1 49.7 42.1 93.8 96.3: 6.2 3.7
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 : 125: 38 28 47 51 50 114 102:
Old : 125: 38 28 47 51 50 114 102:
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 : 25.1 35.9 40.1 52.5 17.0 27.8 24.9 34.1
Old : 25.1 35.9 40.1 52.5 17.0 27.8 24.9 34.1
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, June 5, 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 : 24,895: 6,325 5,941 794 3,620 12,810 10,739 19,545: 14,156 5,350
Old : 24,895: 6,325 5,941 794 3,620 12,810 10,739 19,545: 14,156 5,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,883: 1,133 250 -1,072 -1,305 64 -1,244 -758: -640 -1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 23.9 3.2 14.5 51.5 43.1 78.5: 56.9 21.5
Old : 100.0: 25.4 23.9 3.2 14.5 51.5 43.1 78.5: 56.9 21.5
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 : 42: 12 16 4 7 11 22 28:
Old : 42: 12 16 4 7 11 22 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 : 17.5 36.6 28.4 53.6 16.6 36.1 26.1 51.7
Old : 17.5 36.6 28.4 53.6 16.6 36.1 26.1 51.7
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, June 5, 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 : 56,436: 26,289 12,970 2,606 18,299 32,070 47,194 47,646: 9,242 8,791
Old : 56,436: 26,289 12,970 2,606 18,299 32,070 47,194 47,646: 9,242 8,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,412: 1,597 1,929 776 -47 -259 2,326 2,446: 86 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 23.0 4.6 32.4 56.8 83.6 84.4: 16.4 15.6
Old : 100.0: 46.6 23.0 4.6 32.4 56.8 83.6 84.4: 16.4 15.6
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 : 83: 38 18 17 18 16 61 46:
Old : 83: 38 18 17 18 16 61 46:
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 : 24.9 38.6 38.5 53.0 24.4 37.7 36.9 52.1
Old : 24.9 38.6 38.5 53.0 24.4 37.7 36.9 52.1
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, June 5, 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 : 138,565: 32,187 61,219 5,224 88,364 48,995 125,775 115,437: 12,790 23,128
Old : 138,565: 32,187 61,219 5,224 88,364 48,995 125,775 115,437: 12,790 23,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,207: -4,901 3,080 1,852 419 -5,025 -2,630 -93: 1,423 -1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 44.2 3.8 63.8 35.4 90.8 83.3: 9.2 16.7
Old : 100.0: 23.2 44.2 3.8 63.8 35.4 90.8 83.3: 9.2 16.7
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 : 141: 35 61 28 26 31 85 96:
Old : 141: 35 61 28 26 31 85 96:
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 : 51.3 24.0 61.3 33.8 51.1 24.0 59.2 33.0
Old : 51.3 24.0 61.3 33.8 51.1 24.0 59.2 33.0
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, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 64,551: 1,759 23,439 464 62,111 38,445 64,334 62,348: 217 2,203
Old : 64,551: 1,759 23,439 464 62,111 38,445 64,334 62,348: 217 2,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 3,728: -265 3,329 -48 4,397 632 4,084 3,913: -356 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 36.3 0.7 96.2 59.6 99.7 96.6: 0.3 3.4
Old : 100.0: 2.7 36.3 0.7 96.2 59.6 99.7 96.6: 0.3 3.4
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 : 34: 6 13 4 14 7 22 22:
Old : 34: 6 13 4 14 7 22 22:
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 : 83.5 79.7 93.2 92.6 83.1 76.1 91.1 87.3
Old : 83.5 79.7 93.2 92.6 83.1 76.1 91.1 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2007