WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 19, 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 : 410,943: 107,300 74,264 58,259 206,514 215,436 372,073 347,959: 38,870 62,984
Old : 368,620: 91,374 83,224 43,433 198,397 187,711 333,204 314,368: 35,416 54,252
Other: 42,323: 28,643 3,757 2,109 8,117 27,725 38,869 33,591: 3,454 8,732
: : :
: : Changes in Commitments from: June 12, 2007 :
: 19,101: 11,528 2,196 -4,285 6,389 17,002 13,632 14,913: 5,469 4,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 18.1 14.2 50.3 52.4 90.5 84.7: 9.5 15.3
Old : 100.0: 24.8 22.6 11.8 53.8 50.9 90.4 85.3: 9.6 14.7
Other: 100.0: 67.7 8.9 5.0 19.2 65.5 91.8 79.4: 8.2 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 120 102 112 67 110 269 259:
Old : 355: 120 103 107 65 109 261 256:
Other: 140: 24 31 13 18 76 53 112:
:----------------------------------------------------------------------------------------------------
: 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 17.0 33.5 25.7 21.8 16.4 32.3 22.3
Old : 24.5 17.1 36.0 25.9 23.5 16.3 34.7 22.6
Other: 57.4 20.1 73.2 32.0 57.4 19.8 71.2 30.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 19, 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 : 1,265,090: 380,306 112,914 137,824 581,321 793,894 1,099,451 1,044,632: 165,639 220,458
Old : 499,585: 112,488 103,620 27,326 295,204 302,020 435,018 432,966: 64,567 66,619
Other: 765,505: 341,342 82,818 36,974 286,117 491,874 664,433 611,666: 101,072 153,839
: : :
: : Changes in Commitments from: June 12, 2007 :
: 5,250: 24,504 9,202 -16,224 -5,242 12,457 3,038 5,435: 2,212 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.9 10.9 46.0 62.8 86.9 82.6: 13.1 17.4
Old : 100.0: 22.5 20.7 5.5 59.1 60.5 87.1 86.7: 12.9 13.3
Other: 100.0: 44.6 10.8 4.8 37.4 64.3 86.8 79.9: 13.2 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 780: 202 139 179 245 349 548 596:
Old : 644: 137 142 76 167 288 355 457:
Other: 716: 207 110 82 176 323 412 493:
:----------------------------------------------------------------------------------------------------
: 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 18.6 25.8 24.3 16.6 17.5 25.0 22.9
Old : 26.1 21.7 38.6 29.9 26.1 21.6 38.3 29.5
Other: 19.2 17.6 27.4 24.6 18.8 17.0 27.0 23.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 19, 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 : 17,902: 7,517 121 266 6,367 15,772 14,150 16,159: 3,752 1,743
Old : 17,901: 7,518 121 265 6,366 15,772 14,149 16,158: 3,752 1,743
Other: 1: 0 1 0 1 0 1 1: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -1,046: -379 -1,348 -310 151 998 -538 -660: -508 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 0.7 1.5 35.6 88.1 79.0 90.3: 21.0 9.7
Old : 100.0: 42.0 0.7 1.5 35.6 88.1 79.0 90.3: 21.0 9.7
Other: 100.0: 0.0 100.0 0.0 100.0 0.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 28 3 6 18 17 50 24:
Old : 57: 29 3 6 18 17 50 24:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 55.4 38.8 77.8 24.1 48.4 34.7 66.7
Old : 26.2 55.4 38.8 77.9 24.1 48.4 34.7 66.8
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 19, 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 : 564,214: 189,883 47,349 98,457 214,578 334,033 502,918 479,839: 61,296 84,375
Old : 156,680: 94,699 27,265 8,195 30,811 96,249 133,705 131,709: 22,975 24,971
Other: 407,534: 125,717 50,617 59,729 183,767 237,784 369,213 348,130: 38,321 59,404
: : :
: : Changes in Commitments from: June 12, 2007 :
: 8,667: 2,353 -967 6,337 1,886 1,009 10,576 6,379: -1,909 2,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 8.4 17.5 38.0 59.2 89.1 85.0: 10.9 15.0
Old : 100.0: 60.4 17.4 5.2 19.7 61.4 85.3 84.1: 14.7 15.9
Other: 100.0: 30.8 12.4 14.7 45.1 58.3 90.6 85.4: 9.4 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 188 84 151 111 173 386 367:
Old : 393: 167 57 53 62 140 237 242:
Other: 454: 130 133 101 83 161 282 334:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 24.5 25.5 33.1 16.1 21.6 23.4 29.1
Old : 12.5 24.4 21.0 37.2 12.5 24.1 21.0 35.7
Other: 20.2 26.7 31.6 34.0 19.0 23.6 29.6 29.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 19, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,744: 15,746 1,545 1,045 0 1,413 16,791 4,003: 2,953 15,741
Old : 4,482: 3,252 1,536 120 0 158 3,372 1,814: 1,110 2,668
Other: 15,262: 13,323 838 96 0 1,255 13,419 2,189: 1,843 13,073
: : :
: : Changes in Commitments from: June 12, 2007 :
: -1,812: -1,892 -3,432 199 0 41 -1,693 -3,192: -119 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 7.8 5.3 0.0 7.2 85.0 20.3: 15.0 79.7
Old : 100.0: 72.6 34.3 2.7 0.0 3.5 75.2 40.5: 24.8 59.5
Other: 100.0: 87.3 5.5 0.6 0.0 8.2 87.9 14.3: 12.1 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 8 10 0 5 17 20:
Old : 23: 11 8 2 0 4 12 13:
Other: 24: 13 6 4 0 5 13 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 : 59.8 7.7 76.1 13.0 57.1 6.5 72.7 11.4
Old : 47.3 29.9 64.3 39.6 47.3 27.8 64.3 37.5
Other: 67.3 6.9 85.6 11.7 66.7 6.9 85.0 11.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 19, 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 : 306,437: 88,227 15,243 43,568 146,537 230,422 278,332 289,233: 28,105 17,204
Old : 144,627: 57,568 18,498 16,123 52,805 98,400 126,496 133,021: 18,131 11,606
Other: 161,810: 42,189 8,275 15,915 93,732 132,022 151,836 156,212: 9,974 5,598
: : :
: : Changes in Commitments from: June 12, 2007 :
: -5,057: -1,206 224 2,138 -1,193 -4,320 -261 -1,958: -4,796 -3,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.0 14.2 47.8 75.2 90.8 94.4: 9.2 5.6
Old : 100.0: 39.8 12.8 11.1 36.5 68.0 87.5 92.0: 12.5 8.0
Other: 100.0: 26.1 5.1 9.8 57.9 81.6 93.8 96.5: 6.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 84 23 46 66 61 176 121:
Old : 169: 65 32 27 50 52 132 96:
Other: 149: 51 23 35 51 47 121 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 37.1 27.6 48.9 16.6 32.7 23.8 42.5
Old : 16.5 37.4 23.6 48.8 13.3 35.5 19.7 44.9
Other: 28.4 47.8 39.4 59.9 28.4 45.6 38.9 56.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 19, 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 : 1,008,422: 157,107 273,923 9,540 702,193 534,374 868,840 817,837: 139,582 190,585
Old : 1,008,422: 157,107 273,923 9,540 702,193 534,374 868,840 817,837: 139,582 190,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 31,825: 7,329 7,266 -6,607 39,623 38,032 40,345 38,691: -8,520 -6,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 27.2 0.9 69.6 53.0 86.2 81.1: 13.8 18.9
Old : 100.0: 15.6 27.2 0.9 69.6 53.0 86.2 81.1: 13.8 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 32 57 20 70 84 110 153:
Old : 194: 32 57 20 70 84 110 153:
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 : 31.9 29.1 43.0 39.7 31.3 26.9 40.9 36.9
Old : 31.9 29.1 43.0 39.7 31.3 26.9 40.9 36.9
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 19, 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 : 220,726: 65,320 15,958 27,692 83,855 153,509 176,867 197,159: 43,859 23,567
Old : 102,531: 36,768 9,838 5,823 35,058 72,747 77,649 88,408: 24,882 14,123
Other: 118,195: 39,970 17,538 10,451 48,797 80,762 99,218 108,751: 18,977 9,444
: : :
: : Changes in Commitments from: June 12, 2007 :
: 1,112: 5,465 1,952 3,740 -3,946 -4,351 5,259 1,341: -4,147 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.2 12.5 38.0 69.5 80.1 89.3: 19.9 10.7
Old : 100.0: 35.9 9.6 5.7 34.2 71.0 75.7 86.2: 24.3 13.8
Other: 100.0: 33.8 14.8 8.8 41.3 68.3 83.9 92.0: 16.1 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 74 23 42 57 57 153 113:
Old : 146: 57 20 25 45 52 112 88:
Other: 143: 51 30 23 46 41 108 84:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 35.9 27.0 47.9 16.4 34.5 25.1 44.0
Old : 14.9 39.4 23.0 50.2 12.7 39.4 20.4 48.0
Other: 24.1 38.9 36.4 50.7 23.3 36.5 35.6 46.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 19, 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 : 16,048: 5,476 1,810 747 7,341 12,139 13,564 14,696: 2,484 1,352
Old : 3,078: 312 614 0 2,373 2,055 2,685 2,669: 393 409
Other: 12,970: 5,414 1,446 497 4,968 10,084 10,879 12,027: 2,091 943
: : :
: : Changes in Commitments from: June 12, 2007 :
: -391: 1,135 -664 171 -1,033 695 273 202: -664 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 11.3 4.7 45.7 75.6 84.5 91.6: 15.5 8.4
Old : 100.0: 10.1 19.9 0.0 77.1 66.8 87.2 86.7: 12.8 13.3
Other: 100.0: 41.7 11.1 3.8 38.3 77.7 83.9 92.7: 16.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 28 10 12 28 23 59 43:
Old : 45: 7 12 0 11 15 18 27:
Other: 70: 27 9 7 23 17 52 32:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 53.1 35.9 67.6 19.5 42.8 30.6 54.9
Old : 61.0 50.8 75.6 65.6 61.0 50.8 75.6 65.6
Other: 24.8 60.8 41.1 74.5 24.1 53.3 38.4 66.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 19, 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 : 948,914: 170,099 244,937 10,667 641,204 607,558 821,970 863,162: 126,944 85,752
Old : 948,914: 170,099 244,937 10,667 641,204 607,558 821,970 863,162: 126,944 85,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -32,090: 4,532 -40,633 -4,608 -10,604 23,145 -10,680 -22,096: -21,410 -9,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.8 1.1 67.6 64.0 86.6 91.0: 13.4 9.0
Old : 100.0: 17.9 25.8 1.1 67.6 64.0 86.6 91.0: 13.4 9.0
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 : 201: 44 34 16 92 78 141 123:
Old : 201: 44 34 16 92 78 141 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 35.1 32.4 53.2 21.1 33.8 30.7 48.2
Old : 21.7 35.1 32.4 53.2 21.1 33.8 30.7 48.2
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 19, 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 : 2,892,546: 769,510 524,206 61,541 1,763,762 1,831,812 2,594,813 2,417,559: 297,733 474,987
Old : 2,892,546: 769,510 524,206 61,541 1,763,762 1,831,812 2,594,813 2,417,559: 297,733 474,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -60,227: 43,719 44,642 -31,299 -34,069 -65,847 -21,649 -52,504: -38,578 -7,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 18.1 2.1 61.0 63.3 89.7 83.6: 10.3 16.4
Old : 100.0: 26.6 18.1 2.1 61.0 63.3 89.7 83.6: 10.3 16.4
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 : 326: 67 79 47 119 128 207 234:
Old : 326: 67 79 47 119 128 207 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 28.9 38.8 38.8 23.9 26.5 34.1 33.8
Old : 27.0 28.9 38.8 38.8 23.9 26.5 34.1 33.8
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 - Futures Only, June 19, 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 : 1,613,462: 246,544 403,303 31,213 1,133,501 911,587 1,411,258 1,346,103: 202,204 267,359
Old : 1,613,462: 246,544 403,303 31,213 1,133,501 911,587 1,411,258 1,346,103: 202,204 267,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 19,192: 31,825 41,220 -1,997 -9,986 -24,487 19,842 14,736: -650 4,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.0 1.9 70.3 56.5 87.5 83.4: 12.5 16.6
Old : 100.0: 15.3 25.0 1.9 70.3 56.5 87.5 83.4: 12.5 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 : 212: 42 48 17 86 86 138 141:
Old : 212: 42 48 17 86 86 138 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 18.3 38.3 32.6 23.9 14.3 31.2 24.9
Old : 27.9 18.3 38.3 32.6 23.9 14.3 31.2 24.9
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 19, 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 : 483,275: 91,442 152,132 58,802 303,489 254,440 453,733 465,374: 29,542 17,901
Old : 483,275: 91,442 152,132 58,802 303,489 254,440 453,733 465,374: 29,542 17,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 12,915: -1,718 3,842 2,359 18,037 13,247 18,678 19,448: -5,763 -6,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 31.5 12.2 62.8 52.6 93.9 96.3: 6.1 3.7
Old : 100.0: 18.9 31.5 12.2 62.8 52.6 93.9 96.3: 6.1 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 : 120: 31 27 34 48 45 99 87:
Old : 120: 31 27 34 48 45 99 87:
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 : 28.5 31.9 40.3 46.7 21.7 26.9 31.8 38.7
Old : 28.5 31.9 40.3 46.7 21.7 26.9 31.8 38.7
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 19, 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 : 20,600: 3,179 4,805 393 2,803 10,124 6,375 15,322: 14,225 5,278
Old : 20,600: 3,179 4,805 393 2,803 10,124 6,375 15,322: 14,225 5,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -1,038: -1,773 203 -66 -275 -807 -2,114 -670: 1,076 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 23.3 1.9 13.6 49.1 30.9 74.4: 69.1 25.6
Old : 100.0: 15.4 23.3 1.9 13.6 49.1 30.9 74.4: 69.1 25.6
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 : 34: 8 12 3 8 9 19 21:
Old : 34: 8 12 3 8 9 19 21:
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 : 13.8 41.1 21.6 55.3 13.7 41.0 21.0 54.6
Old : 13.8 41.1 21.6 55.3 13.7 41.0 21.0 54.6
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 19, 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 : 32,575: 11,481 12,899 38 14,981 11,961 26,500 24,898: 6,075 7,677
Old : 32,575: 11,481 12,899 38 14,981 11,961 26,500 24,898: 6,075 7,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -27,467: -12,344 2,141 -4,458 -5,859 -23,866 -22,661 -26,183: -4,806 -1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 39.6 0.1 46.0 36.7 81.4 76.4: 18.6 23.6
Old : 100.0: 35.2 39.6 0.1 46.0 36.7 81.4 76.4: 18.6 23.6
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 : 55: 19 12 5 15 9 37 23:
Old : 55: 19 12 5 15 9 37 23:
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 : 37.4 46.7 51.3 60.1 37.4 46.7 51.3 60.1
Old : 37.4 46.7 51.3 60.1 37.4 46.7 51.3 60.1
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 - Futures Only, June 19, 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 : 76,242: 27,512 23,785 770 34,894 41,286 63,176 65,841: 13,066 10,401
Old : 76,242: 27,512 23,785 770 34,894 41,286 63,176 65,841: 13,066 10,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -71,193: -5,466 -28,124 -9,171 -51,670 -21,589 -66,307 -58,884: -4,886 -12,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 31.2 1.0 45.8 54.2 82.9 86.4: 17.1 13.6
Old : 100.0: 36.1 31.2 1.0 45.8 54.2 82.9 86.4: 17.1 13.6
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 : 101: 32 33 4 19 21 52 57:
Old : 101: 32 33 4 19 21 52 57:
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 : 36.2 40.0 47.4 52.9 36.2 40.0 47.4 52.9
Old : 36.2 40.0 47.4 52.9 36.2 40.0 47.4 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, June 19, 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 : 57,068: 1,799 13,625 304 54,715 40,825 56,818 54,754: 250 2,314
Old : 57,068: 1,799 13,625 304 54,715 40,825 56,818 54,754: 250 2,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -10,242: 197 -8,958 -47 -10,403 -977 -10,253 -9,982: 11 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 23.9 0.5 95.9 71.5 99.6 95.9: 0.4 4.1
Old : 100.0: 3.2 23.9 0.5 95.9 71.5 99.6 95.9: 0.4 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 : 34: 6 11 3 15 7 22 20:
Old : 34: 6 11 3 15 7 22 20:
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 : 82.9 74.7 92.5 90.8 75.9 72.0 84.6 82.4
Old : 82.9 74.7 92.5 90.8 75.9 72.0 84.6 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2007