WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 503,339: 97,154 57,981 142,815 225,686 238,315 465,655 439,111: 37,683 64,227
Old : 462,681: 80,511 65,200 129,622 217,553 212,218 427,686 407,040: 34,995 55,641
Other: 40,657: 26,959 3,097 2,877 8,133 26,097 37,969 32,071: 2,688 8,586
: : :
: : Changes in Commitments from: June 5, 2007 :
: 9,027: 4,842 -4,026 8,584 -5,369 1,888 8,057 6,446: 970 2,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.5 28.4 44.8 47.3 92.5 87.2: 7.5 12.8
Old : 100.0: 17.4 14.1 28.0 47.0 45.9 92.4 88.0: 7.6 12.0
Other: 100.0: 66.3 7.6 7.1 20.0 64.2 93.4 78.9: 6.6 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 129 109 146 72 110 293 293:
Old : 370: 126 112 142 72 108 288 289:
Other: 132: 25 29 20 16 69 56 106:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 14.8 28.8 24.3 17.7 14.1 27.0 21.1
Old : 19.3 14.9 29.9 24.2 18.8 14.1 28.4 20.9
Other: 55.2 20.0 72.1 32.0 55.2 18.9 68.1 29.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 1,853,611: 270,644 67,414 567,326 784,020 935,411 1,621,990 1,570,150: 231,621 283,460
Old : 706,099: 90,997 96,037 167,768 350,582 351,264 609,347 615,068: 96,752 91,031
Other: 1,147,511: 248,243 39,973 330,962 433,438 584,147 1,012,643 955,082: 134,869 192,429
: : :
: : Changes in Commitments from: June 5, 2007 :
: -7,608: 6,412 -6,531 -6,621 -14,313 8,822 -14,521 -4,330: 6,914 -3,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 3.6 30.6 42.3 50.5 87.5 84.7: 12.5 15.3
Old : 100.0: 12.9 13.6 23.8 49.7 49.7 86.3 87.1: 13.7 12.9
Other: 100.0: 21.6 3.5 28.8 37.8 50.9 88.2 83.2: 11.8 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 216 146 273 318 373 664 688:
Old : 716: 155 167 199 250 323 522 583:
Other: 706: 190 113 177 256 335 522 554:
:----------------------------------------------------------------------------------------------------
: 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 18.9 21.2 25.2 10.3 11.9 14.9 15.6
Old : 19.3 18.6 28.2 24.9 19.0 16.8 27.7 22.4
Other: 16.3 21.3 24.5 27.6 9.2 11.1 14.4 14.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 20,026: 7,448 1,404 1,364 6,884 15,013 15,696 17,781: 4,330 2,245
Old : 20,026: 7,448 1,404 1,364 6,884 15,013 15,696 17,781: 4,330 2,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 79: 70 25 -80 65 142 55 87: 24 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.0 6.8 34.4 75.0 78.4 88.8: 21.6 11.2
Old : 100.0: 37.2 7.0 6.8 34.4 75.0 78.4 88.8: 21.6 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 : 63: 27 8 11 21 18 57 31:
Old : 63: 27 8 11 21 18 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 : 23.2 49.7 37.3 70.5 21.7 44.1 32.3 60.7
Old : 23.2 49.7 37.3 70.5 21.7 44.1 32.3 60.7
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 12, 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 : 722,314: 156,278 26,453 220,310 262,470 374,354 639,058 621,116: 83,255 101,197
Old : 269,684: 90,870 24,477 66,758 74,937 143,280 232,565 234,514: 37,119 35,170
Other: 452,630: 92,204 28,772 126,757 187,533 231,074 406,494 386,602: 46,136 66,028
: : :
: : Changes in Commitments from: June 5, 2007 :
: -970: -5,114 226 7,958 -6,845 -6,351 -4,000 1,834: 3,031 -2,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.7 30.5 36.3 51.8 88.5 86.0: 11.5 14.0
Old : 100.0: 33.7 9.1 24.8 27.8 53.1 86.2 87.0: 13.8 13.0
Other: 100.0: 20.4 6.4 28.0 41.4 51.1 89.8 85.4: 10.2 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 199 104 198 140 170 441 399:
Old : 446: 178 89 132 101 146 329 321:
Other: 419: 125 110 124 106 160 304 330:
:----------------------------------------------------------------------------------------------------
: 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 24.2 24.1 33.2 12.0 18.5 17.1 23.0
Old : 13.0 21.8 22.4 34.3 10.4 18.4 17.9 25.6
Other: 19.4 26.0 28.1 34.2 14.8 18.8 21.2 23.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,556: 17,638 4,977 846 0 1,372 18,484 7,195: 3,072 14,361
Old : 8,227: 6,399 4,626 113 0 213 6,512 4,952: 1,715 3,275
Other: 13,329: 11,856 968 116 0 1,159 11,972 2,243: 1,357 11,086
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,633: 2,194 1,629 265 0 289 2,459 2,183: -826 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 23.1 3.9 0.0 6.4 85.7 33.4: 14.3 66.6
Old : 100.0: 77.8 56.2 1.4 0.0 2.6 79.2 60.2: 20.8 39.8
Other: 100.0: 88.9 7.3 0.9 0.0 8.7 89.8 16.8: 10.2 83.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 18 14 8 0 5 18 27:
Old : 36: 16 16 2 0 4 17 21:
Other: 22: 10 7 3 0 5 10 15:
:----------------------------------------------------------------------------------------------------
: 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 : 51.7 11.9 68.5 18.0 49.6 11.9 65.5 17.6
Old : 38.3 31.3 61.4 45.3 38.3 30.8 61.4 44.1
Other: 73.8 7.7 88.8 13.1 73.2 7.7 88.0 13.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 359,127: 89,455 11,605 65,912 169,004 259,739 324,372 337,255: 34,755 21,871
Old : 214,902: 71,780 21,526 32,204 86,746 147,364 190,729 201,094: 24,173 13,808
Other: 144,224: 33,897 6,300 17,487 82,258 112,374 133,642 136,161: 10,582 8,063
: : :
: : Changes in Commitments from: June 5, 2007 :
: -20,915: -4,843 -48 -2,716 -13,015 -18,862 -20,574 -21,626: -340 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.2 18.4 47.1 72.3 90.3 93.9: 9.7 6.1
Old : 100.0: 33.4 10.0 15.0 40.4 68.6 88.8 93.6: 11.2 6.4
Other: 100.0: 23.5 4.4 12.1 57.0 77.9 92.7 94.4: 7.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 86 32 60 69 71 193 142:
Old : 209: 79 45 43 61 62 168 124:
Other: 143: 48 20 40 52 50 118 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 : 15.7 34.8 25.3 46.5 14.8 29.7 21.5 38.8
Old : 13.0 38.8 22.6 47.5 11.3 37.2 20.0 44.1
Other: 24.5 44.4 34.5 56.9 24.0 40.7 32.7 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 1,203,576: 152,511 259,621 148,350 744,652 582,414 1,045,512 990,384: 158,064 213,192
Old : 1,203,576: 152,511 259,621 148,350 744,652 582,414 1,045,512 990,384: 158,064 213,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 147,341: 38,080 3,614 56,007 49,606 84,982 143,693 144,603: 3,648 2,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 21.6 12.3 61.9 48.4 86.9 82.3: 13.1 17.7
Old : 100.0: 12.7 21.6 12.3 61.9 48.4 86.9 82.3: 13.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 39 54 52 92 85 159 163:
Old : 202: 39 54 52 92 85 159 163:
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 : 24.6 23.3 34.6 32.4 23.9 20.8 31.8 29.0
Old : 24.6 23.3 34.6 32.4 23.9 20.8 31.8 29.0
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, June 12, 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 : 246,137: 54,440 13,763 40,231 100,136 166,838 194,806 220,832: 51,331 25,305
Old : 136,709: 42,591 10,437 15,663 47,713 94,607 105,967 120,707: 30,741 16,002
Other: 109,428: 20,322 11,799 16,094 52,423 72,231 88,839 100,125: 20,589 9,303
: : :
: : Changes in Commitments from: June 5, 2007 :
: 394: 516 -4,887 2,733 -10,248 -1,813 -6,999 -3,967: 7,393 4,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.6 16.3 40.7 67.8 79.1 89.7: 20.9 10.3
Old : 100.0: 31.2 7.6 11.5 34.9 69.2 77.5 88.3: 22.5 11.7
Other: 100.0: 18.6 10.8 14.7 47.9 66.0 81.2 91.5: 18.8 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 60 33 45 63 63 152 121:
Old : 161: 63 27 34 58 56 136 102:
Other: 123: 30 30 27 46 44 92 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 : 18.5 34.2 25.9 45.8 16.6 32.9 23.7 41.7
Old : 15.8 39.8 23.9 48.7 14.3 39.1 21.7 46.6
Other: 27.1 34.6 35.8 45.8 25.9 31.9 34.3 41.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 18,032: 4,255 2,388 1,602 8,788 11,972 14,644 15,962: 3,387 2,070
Old : 4,893: 729 1,856 132 3,273 1,927 4,134 3,915: 760 978
Other: 13,139: 3,842 848 1,154 5,514 10,045 10,511 12,047: 2,628 1,091
: : :
: : Changes in Commitments from: June 5, 2007 :
: 640: 36 -96 16 264 266 316 185: 324 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 13.2 8.9 48.7 66.4 81.2 88.5: 18.8 11.5
Old : 100.0: 14.9 37.9 2.7 66.9 39.4 84.5 80.0: 15.5 20.0
Other: 100.0: 29.2 6.5 8.8 42.0 76.5 80.0 91.7: 20.0 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 26 16 12 33 23 63 47:
Old : 57: 11 15 7 19 18 32 38:
Other: 69: 24 10 10 28 19 56 35:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 48.3 31.5 61.1 14.7 38.2 24.0 49.3
Old : 42.3 40.1 60.5 56.2 42.1 40.1 60.1 56.2
Other: 22.6 61.7 35.9 73.5 20.4 54.2 31.6 63.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 985,301: 165,842 284,316 16,712 653,724 587,388 836,279 888,416: 149,022 96,884
Old : 985,301: 165,842 284,316 16,712 653,724 587,388 836,279 888,416: 149,022 96,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -16,046: 6,163 -20,721 992 -30,708 7,128 -23,552 -12,601: 7,506 -3,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 28.9 1.7 66.3 59.6 84.9 90.2: 15.1 9.8
Old : 100.0: 16.8 28.9 1.7 66.3 59.6 84.9 90.2: 15.1 9.8
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 : 194: 41 36 15 91 76 138 121:
Old : 194: 41 36 15 91 76 138 121:
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 : 21.2 35.0 31.8 53.2 21.1 33.1 31.2 49.1
Old : 21.2 35.0 31.8 53.2 21.1 33.1 31.2 49.1
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 12, 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 : 3,886,552: 727,818 484,380 516,384 2,276,855 2,360,678 3,521,057 3,361,441: 365,496 525,111
Old : 3,886,552: 727,818 484,380 516,384 2,276,855 2,360,678 3,521,057 3,361,441: 365,496 525,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 534,556: 46,497 2,509 219,153 230,682 275,811 496,332 497,472: 38,224 37,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.5 13.3 58.6 60.7 90.6 86.5: 9.4 13.5
Old : 100.0: 18.7 12.5 13.3 58.6 60.7 90.6 86.5: 9.4 13.5
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 : 327: 80 70 83 148 154 258 277:
Old : 327: 80 70 83 148 154 258 277:
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 : 24.0 23.7 34.3 32.6 21.8 19.1 27.5 24.5
Old : 24.0 23.7 34.3 32.6 21.8 19.1 27.5 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 1,947,424: 152,570 353,208 244,460 1,335,549 1,073,369 1,732,580 1,671,038: 214,844 276,386
Old : 1,947,424: 152,570 353,208 244,460 1,335,549 1,073,369 1,732,580 1,671,038: 214,844 276,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 28,693: -12,478 10,554 53,984 29,141 17,951 70,647 82,489: -41,954 -53,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 18.1 12.6 68.6 55.1 89.0 85.8: 11.0 14.2
Old : 100.0: 7.8 18.1 12.6 68.6 55.1 89.0 85.8: 11.0 14.2
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 : 215: 37 51 44 100 98 162 168:
Old : 215: 37 51 44 100 98 162 168:
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 15.1 36.8 26.0 20.9 11.2 26.5 18.5
Old : 26.8 15.1 36.8 26.0 20.9 11.2 26.5 18.5
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 12, 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 : 688,557: 117,520 159,328 193,915 338,236 306,939 649,671 660,181: 38,886 28,376
Old : 688,557: 117,520 159,328 193,915 338,236 306,939 649,671 660,181: 38,886 28,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 33,609: 12,740 -11,879 9,948 12,801 31,482 35,489 29,551: -1,880 4,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 23.1 28.2 49.1 44.6 94.4 95.9: 5.6 4.1
Old : 100.0: 17.1 23.1 28.2 49.1 44.6 94.4 95.9: 5.6 4.1
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 : 129: 36 30 46 53 52 115 103:
Old : 129: 36 30 46 53 52 115 103:
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 : 24.2 31.6 40.3 47.0 17.9 23.8 24.6 30.1
Old : 24.2 31.6 40.3 47.0 17.9 23.8 24.6 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 TROY OUNCES) :
: : :
All : 8,493: 1,727 1,534 209 1,034 4,449 2,970 6,192: 5,523 2,301
Old : 8,493: 1,727 1,534 209 1,034 4,449 2,970 6,192: 5,523 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.1 2.5 12.2 52.4 35.0 72.9: 65.0 27.1
Old : 100.0: 20.3 18.1 2.5 12.2 52.4 35.0 72.9: 65.0 27.1
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 : 20: 6 6 2 3 6 10 13:
Old : 20: 6 6 2 3 6 10 13:
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 : 20.4 49.5 31.0 64.0 18.8 49.5 27.6 63.6
Old : 20.4 49.5 31.0 64.0 18.8 49.5 27.6 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 23,169: 4,937 4,469 1,036 3,084 11,265 9,058 16,771: 14,111 6,398
Old : 23,169: 4,937 4,469 1,036 3,084 11,265 9,058 16,771: 14,111 6,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -1,726: -1,387 -1,471 242 -536 -1,545 -1,681 -2,774: -45 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 19.3 4.5 13.3 48.6 39.1 72.4: 60.9 27.6
Old : 100.0: 21.3 19.3 4.5 13.3 48.6 39.1 72.4: 60.9 27.6
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 : 40: 13 13 5 7 10 24 24:
Old : 40: 13 13 5 7 10 24 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 : 14.8 37.2 23.5 52.1 14.8 35.2 23.1 50.1
Old : 14.8 37.2 23.5 52.1 14.8 35.2 23.1 50.1
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 12, 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 : 64,188: 24,968 11,597 5,928 21,792 36,730 52,687 54,255: 11,501 9,933
Old : 64,188: 24,968 11,597 5,928 21,792 36,730 52,687 54,255: 11,501 9,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 7,752: -1,322 -1,373 3,322 3,493 4,660 5,493 6,609: 2,258 1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 18.1 9.2 33.9 57.2 82.1 84.5: 17.9 15.5
Old : 100.0: 38.9 18.1 9.2 33.9 57.2 82.1 84.5: 17.9 15.5
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 : 83: 37 18 25 21 20 68 53:
Old : 83: 37 18 25 21 20 68 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 35.7 35.0 50.5 21.5 33.1 30.9 45.4
Old : 22.8 35.7 35.0 50.5 21.5 33.1 30.9 45.4
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, June 12, 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 : 152,745: 33,357 52,385 11,234 89,704 65,577 134,296 129,196: 18,449 23,549
Old : 152,745: 33,357 52,385 11,234 89,704 65,577 134,296 129,196: 18,449 23,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 14,180: 1,170 -8,834 6,011 1,341 16,582 8,521 13,759: 5,659 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 34.3 7.4 58.7 42.9 87.9 84.6: 12.1 15.4
Old : 100.0: 21.8 34.3 7.4 58.7 42.9 87.9 84.6: 12.1 15.4
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 : 135: 38 50 40 33 35 95 102:
Old : 135: 38 50 40 33 35 95 102:
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 : 43.4 25.5 53.0 35.5 35.2 22.5 41.7 30.7
Old : 43.4 25.5 53.0 35.5 35.2 22.5 41.7 30.7
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 12, 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 : 67,310: 1,602 22,583 351 65,118 41,802 67,071 64,736: 239 2,574
Old : 67,310: 1,602 22,583 351 65,118 41,802 67,071 64,736: 239 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,759: -157 -856 -113 3,007 3,357 2,737 2,388: 22 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 33.6 0.5 96.7 62.1 99.6 96.2: 0.4 3.8
Old : 100.0: 2.4 33.6 0.5 96.7 62.1 99.6 96.2: 0.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 12 3 14 7 20 22:
Old : 34: 5 12 3 14 7 20 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 : 84.2 77.2 93.3 90.6 79.9 74.4 87.3 84.2
Old : 84.2 77.2 93.3 90.6 79.9 74.4 87.3 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2007