WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 397,362: 93,920 79,849 61,013 209,544 199,009 364,477 339,871: 32,885 57,491
Old : 361,273: 80,347 86,215 49,567 201,003 175,773 330,917 311,555: 30,356 49,718
Other: 36,089: 23,131 3,192 1,888 8,541 23,236 33,560 28,316: 2,529 7,773
: : :
: : Changes in Commitments from: May 29, 2007 :
: 31,893: 11,822 -2,445 5,928 6,964 21,832 24,714 25,315: 7,179 6,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.1 15.4 52.7 50.1 91.7 85.5: 8.3 14.5
Old : 100.0: 22.2 23.9 13.7 55.6 48.7 91.6 86.2: 8.4 13.8
Other: 100.0: 64.1 8.8 5.2 23.7 64.4 93.0 78.5: 7.0 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 110 111 108 62 100 248 261:
Old : 344: 107 114 99 60 96 236 256:
Other: 126: 26 26 8 15 66 47 97:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 16.1 36.6 24.2 22.7 15.5 34.6 22.2
Old : 24.7 16.2 39.1 24.6 24.5 15.8 36.9 23.0
Other: 50.1 20.8 70.9 33.1 50.1 20.1 65.4 30.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 1,267,354: 357,317 108,118 161,911 591,210 774,243 1,110,438 1,044,272: 156,916 223,082
Old : 558,360: 127,469 112,565 51,906 307,242 311,831 486,617 476,302: 71,743 82,058
Other: 708,994: 309,103 74,808 30,750 283,968 462,412 623,821 567,970: 85,173 141,024
: : :
: : Changes in Commitments from: May 29, 2007 :
: 7,249: 18,360 -18,044 22 -16,739 21,432 1,643 3,410: 5,606 3,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 8.5 12.8 46.6 61.1 87.6 82.4: 12.4 17.6
Old : 100.0: 22.8 20.2 9.3 55.0 55.8 87.2 85.3: 12.8 14.7
Other: 100.0: 43.6 10.6 4.3 40.1 65.2 88.0 80.1: 12.0 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 760: 205 124 181 240 334 540 574:
Old : 663: 141 145 89 175 287 380 467:
Other: 667: 190 92 73 168 303 379 451:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 18.8 25.9 24.8 16.9 17.7 25.1 22.8
Old : 24.4 21.4 35.9 28.9 24.4 20.0 35.3 27.4
Other: 20.9 19.0 30.0 26.2 20.9 18.6 30.0 24.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 18,860: 7,803 1,424 674 6,150 14,612 14,627 16,710: 4,233 2,150
Old : 18,860: 7,803 1,424 674 6,150 14,612 14,627 16,710: 4,233 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 624: 703 42 -366 160 992 497 668: 127 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 7.6 3.6 32.6 77.5 77.6 88.6: 22.4 11.4
Old : 100.0: 41.4 7.6 3.6 32.6 77.5 77.6 88.6: 22.4 11.4
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 : 60: 28 5 8 18 18 52 28:
Old : 60: 28 5 8 18 18 52 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 : 24.2 50.9 36.6 73.5 22.4 46.1 33.9 64.0
Old : 24.2 50.9 36.6 73.5 22.4 46.1 33.9 64.0
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 - Futures Only, 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 : 551,445: 189,374 46,309 83,169 218,708 337,033 491,251 466,511: 60,194 84,934
Old : 264,906: 115,267 46,203 8,833 108,916 176,200 233,016 231,236: 31,890 33,670
Other: 286,539: 101,317 27,316 47,126 109,792 160,833 258,235 235,275: 28,304 51,264
: : :
: : Changes in Commitments from: May 29, 2007 :
: 38,056: 18,814 -153 10,001 3,180 23,953 31,995 33,801: 6,061 4,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.4 15.1 39.7 61.1 89.1 84.6: 10.9 15.4
Old : 100.0: 43.5 17.4 3.3 41.1 66.5 88.0 87.3: 12.0 12.7
Other: 100.0: 35.4 9.5 16.4 38.3 56.1 90.1 82.1: 9.9 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 181 85 143 107 167 369 352:
Old : 431: 157 94 52 62 142 242 269:
Other: 385: 112 81 92 84 153 251 289:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 25.6 25.8 34.4 16.3 22.2 24.1 29.3
Old : 23.3 28.2 32.7 40.9 23.3 27.1 32.7 39.7
Other: 16.9 23.3 26.2 32.6 13.3 19.4 22.2 25.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, 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 - Futures Only, 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 : 332,718: 94,400 16,463 44,518 160,652 253,378 299,570 314,359: 33,148 18,359
Old : 210,542: 77,894 31,755 12,904 95,877 154,271 186,675 198,930: 23,867 11,612
Other: 122,176: 37,033 5,235 11,087 64,775 99,107 112,895 115,429: 9,281 6,747
: : :
: : Changes in Commitments from: May 29, 2007 :
: 21,490: 140 -2,796 5,197 13,119 19,215 18,456 21,616: 3,034 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 4.9 13.4 48.3 76.2 90.0 94.5: 10.0 5.5
Old : 100.0: 37.0 15.1 6.1 45.5 73.3 88.7 94.5: 11.3 5.5
Other: 100.0: 30.3 4.3 9.1 53.0 81.1 92.4 94.5: 7.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 90 31 47 65 60 187 120:
Old : 211: 85 42 28 54 55 158 107:
Other: 127: 41 18 26 44 43 99 77:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 38.9 28.1 51.1 16.3 32.7 23.9 43.3
Old : 20.0 45.1 30.1 53.0 20.0 44.0 29.5 51.5
Other: 24.7 47.2 37.0 58.9 20.9 45.5 30.5 54.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 928,170: 117,718 257,541 16,835 654,154 456,261 788,707 730,637: 139,463 197,533
Old : 928,170: 117,718 257,541 16,835 654,154 456,261 788,707 730,637: 139,463 197,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -98,152: -5,519 16,216 -7,700 -68,986 -67,252 -82,205 -58,736: -15,947 -39,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 27.7 1.8 70.5 49.2 85.0 78.7: 15.0 21.3
Old : 100.0: 12.7 27.7 1.8 70.5 49.2 85.0 78.7: 15.0 21.3
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 : 179: 28 50 20 73 77 113 135:
Old : 179: 28 50 20 73 77 113 135:
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 : 29.6 27.3 41.3 38.6 27.8 22.9 36.6 32.5
Old : 29.6 27.3 41.3 38.6 27.8 22.9 36.6 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, 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 : 220,887: 60,113 18,504 21,811 98,192 160,894 180,116 201,209: 40,771 19,678
Old : 121,888: 46,226 11,806 4,865 45,241 92,340 96,332 109,011: 25,556 12,877
Other: 98,999: 22,338 15,149 8,495 52,951 68,554 83,784 92,198: 15,215 6,801
: : :
: : Changes in Commitments from: May 29, 2007 :
: 9,717: 6,680 -2,409 -1,074 4,998 13,695 10,604 10,212: -887 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.4 9.9 44.5 72.8 81.5 91.1: 18.5 8.9
Old : 100.0: 37.9 9.7 4.0 37.1 75.8 79.0 89.4: 21.0 10.6
Other: 100.0: 22.6 15.3 8.6 53.5 69.2 84.6 93.1: 15.4 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 70 26 41 57 58 147 116:
Old : 167: 70 26 26 49 52 129 94:
Other: 118: 33 24 26 42 40 90 77:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 35.4 31.5 48.8 19.9 34.5 27.9 45.7
Old : 17.7 40.4 26.2 51.4 14.9 40.4 22.3 48.5
Other: 32.8 37.5 43.1 50.0 31.6 36.9 41.8 46.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 16,066: 4,648 2,565 586 7,915 11,389 13,149 14,540: 2,917 1,526
Old : 4,798: 846 2,265 0 2,985 1,895 3,831 4,160: 967 638
Other: 11,268: 3,941 439 447 4,930 9,494 9,318 10,380: 1,950 888
: : :
: : Changes in Commitments from: May 29, 2007 :
: 715: -63 135 -378 945 644 504 401: 211 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.0 3.6 49.3 70.9 81.8 90.5: 18.2 9.5
Old : 100.0: 17.6 47.2 0.0 62.2 39.5 79.8 86.7: 20.2 13.3
Other: 100.0: 35.0 3.9 4.0 43.8 84.3 82.7 92.1: 17.3 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 23 14 9 33 21 57 44:
Old : 56: 9 16 0 18 13 27 29:
Other: 63: 20 8 7 23 16 45 29:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 49.6 32.6 66.0 18.2 40.7 28.5 53.5
Old : 34.8 46.1 53.4 63.4 34.8 46.1 53.4 63.4
Other: 26.0 67.7 42.3 81.2 24.7 59.3 38.5 71.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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 : 997,991: 159,589 305,963 14,792 682,916 578,143 857,297 898,898: 140,694 99,093
Old : 997,991: 159,589 305,963 14,792 682,916 578,143 857,297 898,898: 140,694 99,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -162,954: -25,166 -36,113 -53,944 -26,332 -19,584 -105,442 -109,641: -57,512 -53,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 30.7 1.5 68.4 57.9 85.9 90.1: 14.1 9.9
Old : 100.0: 16.0 30.7 1.5 68.4 57.9 85.9 90.1: 14.1 9.9
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 : 191: 39 35 16 95 74 141 118:
Old : 191: 39 35 16 95 74 141 118:
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 32.0 31.3 50.4 20.1 29.0 29.8 45.4
Old : 21.2 32.0 31.3 50.4 20.1 29.0 29.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, 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 : 2,784,615: 675,848 462,159 58,926 1,743,893 1,808,688 2,478,667 2,329,773: 305,948 454,842
Old : 2,784,615: 675,848 462,159 58,926 1,743,893 1,808,688 2,478,667 2,329,773: 305,948 454,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -201,632: -132,965 11,446 -43,993 9,048 -140,855 -167,910 -173,402: -33,722 -28,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 16.6 2.1 62.6 65.0 89.0 83.7: 11.0 16.3
Old : 100.0: 24.3 16.6 2.1 62.6 65.0 89.0 83.7: 11.0 16.3
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 : 302: 62 71 43 123 126 203 222:
Old : 302: 62 71 43 123 126 203 222:
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 : 29.2 31.2 39.4 41.9 28.2 28.7 37.3 36.5
Old : 29.2 31.2 39.4 41.9 28.2 28.7 37.3 36.5
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 - Futures Only, 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 : 1,651,328: 207,369 347,183 46,637 1,164,001 951,442 1,418,007 1,345,262: 233,321 306,066
Old : 1,651,328: 207,369 347,183 46,637 1,164,001 951,442 1,418,007 1,345,262: 233,321 306,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -182,878: -5,126 -1,080 -44,178 -65,004 -96,375 -114,308 -141,633: -68,570 -41,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 21.0 2.8 70.5 57.6 85.9 81.5: 14.1 18.5
Old : 100.0: 12.6 21.0 2.8 70.5 57.6 85.9 81.5: 14.1 18.5
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 : 217: 47 47 23 87 85 143 146:
Old : 217: 47 47 23 87 85 143 146:
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 19.4 39.7 31.5 25.2 16.3 31.4 24.8
Old : 28.8 19.4 39.7 31.5 25.2 16.3 31.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, 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 : 452,166: 80,211 157,259 57,583 277,912 217,096 415,706 431,938: 36,460 20,228
Old : 452,166: 80,211 157,259 57,583 277,912 217,096 415,706 431,938: 36,460 20,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -143,080: -9,017 -39,945 -38,428 -98,169 -60,372 -145,614 -138,745: 2,534 -4,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 34.8 12.7 61.5 48.0 91.9 95.5: 8.1 4.5
Old : 100.0: 17.7 34.8 12.7 61.5 48.0 91.9 95.5: 8.1 4.5
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 : 107: 26 25 31 48 41 92 81:
Old : 107: 26 25 31 48 41 92 81:
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 : 26.9 38.7 41.9 55.3 20.3 34.1 32.5 45.8
Old : 26.9 38.7 41.9 55.3 20.3 34.1 32.5 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, 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 : 23,828: 6,331 6,184 449 3,620 12,582 10,400 19,215: 13,428 4,613
Old : 23,828: 6,331 6,184 449 3,620 12,582 10,400 19,215: 13,428 4,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -2,111: 1,136 244 -1,096 -1,305 32 -1,265 -820: -846 -1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 26.0 1.9 15.2 52.8 43.6 80.6: 56.4 19.4
Old : 100.0: 26.6 26.0 1.9 15.2 52.8 43.6 80.6: 56.4 19.4
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 : 40: 11 15 3 7 11 21 26:
Old : 40: 11 15 3 7 11 21 26:
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 : 18.3 38.3 29.6 55.6 17.4 37.7 27.3 55.0
Old : 18.3 38.3 29.6 55.6 17.4 37.7 27.3 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, 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 : 52,559: 25,005 12,097 1,378 17,312 31,238 43,695 44,713: 8,864 7,846
Old : 52,559: 25,005 12,097 1,378 17,312 31,238 43,695 44,713: 8,864 7,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,292: 1,598 1,961 696 -75 -273 2,219 2,384: 73 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 23.0 2.6 32.9 59.4 83.1 85.1: 16.9 14.9
Old : 100.0: 47.6 23.0 2.6 32.9 59.4 83.1 85.1: 16.9 14.9
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 : 82: 39 17 10 16 15 56 41:
Old : 82: 39 17 10 16 15 56 41:
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 41.3 41.3 56.7 26.2 40.6 39.7 56.0
Old : 26.8 41.3 41.3 56.7 26.2 40.6 39.7 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, 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 : 133,258: 31,788 60,379 4,107 84,856 46,608 120,751 111,094: 12,507 22,164
Old : 133,258: 31,788 60,379 4,107 84,856 46,608 120,751 111,094: 12,507 22,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,904: -4,892 2,957 1,625 -72 -5,316 -3,339 -734: 1,435 -1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 45.3 3.1 63.7 35.0 90.6 83.4: 9.4 16.6
Old : 100.0: 23.9 45.3 3.1 63.7 35.0 90.6 83.4: 9.4 16.6
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 : 138: 37 56 16 25 29 75 88:
Old : 138: 37 56 16 25 29 75 88:
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 : 53.1 25.0 62.2 35.2 53.1 25.0 61.7 34.3
Old : 53.1 25.0 62.2 35.2 53.1 25.0 61.7 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, 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