WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 528,433: 103,989 57,704 148,252 233,404 252,958 485,645 458,913: 42,788 69,519
Old : 485,144: 87,945 66,552 132,875 225,016 225,046 445,836 424,473: 39,308 60,671
Other: 43,288: 28,396 3,505 3,024 8,388 27,911 39,809 34,440: 3,479 8,848
: : :
: : Changes in Commitments from: June 12, 2007 :
: 25,094: 6,834 -278 5,437 7,718 14,643 19,989 19,802: 5,105 5,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.9 28.1 44.2 47.9 91.9 86.8: 8.1 13.2
Old : 100.0: 18.1 13.7 27.4 46.4 46.4 91.9 87.5: 8.1 12.5
Other: 100.0: 65.6 8.1 7.0 19.4 64.5 92.0 79.6: 8.0 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 119 116 146 82 117 305 291:
Old : 373: 117 118 143 82 116 301 288:
Other: 141: 25 30 23 18 77 60 116:
:----------------------------------------------------------------------------------------------------
: 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 14.7 27.1 23.9 17.1 13.8 25.4 20.1
Old : 19.1 14.5 28.2 23.9 18.1 13.6 26.6 20.0
Other: 56.1 19.9 71.6 31.6 56.1 19.1 69.6 29.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,851,543: 301,165 65,127 557,199 765,609 946,838 1,623,972 1,569,164: 227,571 282,379
Old : 663,616: 91,079 85,705 152,224 334,210 342,623 577,513 580,552: 86,103 83,064
Other: 1,187,927: 270,103 39,440 344,957 431,399 604,215 1,046,460 988,612: 141,468 199,315
: : :
: : Changes in Commitments from: June 12, 2007 :
: -2,068: 30,521 -2,287 -10,127 -18,411 11,427 1,983 -987: -4,050 -1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 3.5 30.1 41.3 51.1 87.7 84.7: 12.3 15.3
Old : 100.0: 13.7 12.9 22.9 50.4 51.6 87.0 87.5: 13.0 12.5
Other: 100.0: 22.7 3.3 29.0 36.3 50.9 88.1 83.2: 11.9 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 821: 239 128 257 323 382 669 687:
Old : 702: 162 153 180 245 328 500 570:
Other: 750: 233 102 176 265 350 555 577:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 18.7 21.1 24.9 10.1 11.7 14.6 15.5
Old : 20.0 18.0 29.6 25.0 19.7 17.1 29.0 22.9
Other: 15.6 20.6 23.6 26.8 8.4 10.1 13.5 13.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,940: 7,081 72 1,045 7,011 15,934 15,137 17,051: 3,803 1,890
Old : 18,939: 7,082 72 1,044 7,010 15,934 15,136 17,050: 3,803 1,890
Other: 1: 0 1 0 1 0 1 1: -0 -0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -1,086: -368 -1,332 -318 128 921 -558 -730: -527 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 0.4 5.5 37.0 84.1 79.9 90.0: 20.1 10.0
Old : 100.0: 37.4 0.4 5.5 37.0 84.1 79.9 90.0: 20.1 10.0
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 : 59: 29 3 8 19 18 52 27:
Old : 59: 30 3 8 19 18 52 27:
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 : 24.7 52.4 39.0 74.0 22.8 45.7 32.8 63.0
Old : 24.7 52.4 39.0 74.0 22.8 45.7 32.8 63.0
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 with Delta-adjusted Options and Futures Combined, 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 : 736,533: 154,112 21,778 234,272 266,821 376,441 655,205 632,491: 81,327 104,042
Old : 224,055: 75,677 13,419 68,435 50,770 111,111 194,883 192,965: 29,172 31,090
Other: 512,478: 108,604 38,528 135,668 216,050 265,329 460,323 439,526: 52,155 72,952
: : :
: : Changes in Commitments from: June 12, 2007 :
: 14,219: -2,166 -4,675 13,962 4,350 2,087 16,147 11,375: -1,928 2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.0 31.8 36.2 51.1 89.0 85.9: 11.0 14.1
Old : 100.0: 33.8 6.0 30.5 22.7 49.6 87.0 86.1: 13.0 13.9
Other: 100.0: 21.2 7.5 26.5 42.2 51.8 89.8 85.8: 10.2 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 206 98 211 141 181 454 422:
Old : 423: 171 80 133 95 149 310 318:
Other: 475: 147 137 137 110 168 340 365:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 24.4 24.6 32.7 11.6 18.3 17.2 22.6
Old : 15.1 21.7 22.3 33.7 7.8 15.0 13.5 20.9
Other: 18.8 26.7 28.8 33.8 15.7 19.9 23.4 24.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 354,553: 88,141 10,649 68,402 168,222 256,750 324,765 335,801: 29,787 18,752
Old : 179,035: 56,168 14,458 34,473 69,230 117,561 159,871 166,492: 19,164 12,543
Other: 175,518: 43,869 8,086 22,033 98,992 139,189 164,894 169,309: 10,623 6,209
: : :
: : Changes in Commitments from: June 12, 2007 :
: -4,574: -1,314 -956 2,490 -782 -2,989 393 -1,454: -4,967 -3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.0 19.3 47.4 72.4 91.6 94.7: 8.4 5.3
Old : 100.0: 31.4 8.1 19.3 38.7 65.7 89.3 93.0: 10.7 7.0
Other: 100.0: 25.0 4.6 12.6 56.4 79.3 93.9 96.5: 6.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 82 27 53 73 72 187 136:
Old : 177: 66 32 38 59 61 146 112:
Other: 157: 52 26 40 54 55 128 104:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 35.5 25.7 46.2 14.4 28.9 20.6 37.8
Old : 15.9 33.7 25.6 44.6 11.7 31.4 17.2 38.5
Other: 26.5 45.4 36.6 57.5 26.3 42.2 36.0 52.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,213,521: 161,033 266,243 120,754 773,549 617,197 1,055,335 1,004,193: 158,186 209,328
Old : 1,213,521: 161,033 266,243 120,754 773,549 617,197 1,055,335 1,004,193: 158,186 209,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 9,945: 8,522 6,622 -27,596 28,897 34,783 9,823 13,809: 122 -3,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.9 10.0 63.7 50.9 87.0 82.8: 13.0 17.2
Old : 100.0: 13.3 21.9 10.0 63.7 50.9 87.0 82.8: 13.0 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 40 55 53 88 93 152 177:
Old : 204: 40 55 53 88 93 152 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 24.4 36.4 33.7 26.0 22.5 34.3 31.2
Old : 26.7 24.4 36.4 33.7 26.0 22.5 34.3 31.2
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 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 : 247,226: 59,452 14,735 44,785 95,756 162,624 199,993 222,145: 47,233 25,081
Old : 117,270: 33,949 8,561 14,872 41,924 78,703 90,744 102,137: 26,525 15,133
Other: 129,956: 37,044 17,715 18,372 53,833 83,921 109,249 120,008: 20,707 9,948
: : :
: : Changes in Commitments from: June 12, 2007 :
: 1,089: 5,012 972 4,554 -4,380 -4,214 5,187 1,313: -4,098 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 6.0 18.1 38.7 65.8 80.9 89.9: 19.1 10.1
Old : 100.0: 28.9 7.3 12.7 35.7 67.1 77.4 87.1: 22.6 12.9
Other: 100.0: 28.5 13.6 14.1 41.4 64.6 84.1 92.3: 15.9 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 66 33 48 61 64 160 125:
Old : 149: 55 25 33 51 60 121 103:
Other: 147: 44 38 30 50 44 114 93:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 34.0 25.7 45.0 15.7 32.0 23.5 40.4
Old : 14.6 37.0 21.9 47.3 11.7 35.9 18.4 43.4
Other: 23.8 36.8 34.9 47.8 22.7 33.6 33.9 42.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 17,483: 5,394 1,744 1,673 7,724 12,607 14,791 16,024: 2,692 1,459
Old : 3,204: 332 603 95 2,379 2,085 2,806 2,783: 398 421
Other: 14,279: 5,474 1,552 1,166 5,345 10,522 11,985 13,241: 2,294 1,039
: : :
: : Changes in Commitments from: June 12, 2007 :
: -549: 1,140 -644 71 -1,064 635 147 62: -695 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 10.0 9.6 44.2 72.1 84.6 91.7: 15.4 8.3
Old : 100.0: 10.4 18.8 3.0 74.2 65.1 87.6 86.9: 12.4 13.1
Other: 100.0: 38.3 10.9 8.2 37.4 73.7 83.9 92.7: 16.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 28 13 14 31 23 64 45:
Old : 47: 6 14 7 15 17 26 33:
Other: 73: 29 10 9 27 20 58 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 50.1 33.5 63.7 17.9 40.5 28.2 51.6
Old : 58.6 48.8 73.0 63.0 58.6 48.8 72.6 63.0
Other: 22.8 56.9 38.2 69.6 21.9 49.9 35.3 61.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 953,730: 169,741 244,520 12,394 643,968 609,962 826,103 866,877: 127,627 86,853
Old : 953,730: 169,741 244,520 12,394 643,968 609,962 826,103 866,877: 127,627 86,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -31,571: 3,898 -39,795 -4,318 -9,756 22,574 -10,176 -21,540: -21,395 -10,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 25.6 1.3 67.5 64.0 86.6 90.9: 13.4 9.1
Old : 100.0: 17.8 25.6 1.3 67.5 64.0 86.6 90.9: 13.4 9.1
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 : 202: 46 33 19 94 78 147 123:
Old : 202: 46 33 19 94 78 147 123:
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 : 21.5 34.9 32.2 53.0 21.0 33.6 30.5 48.0
Old : 21.5 34.9 32.2 53.0 21.0 33.6 30.5 48.0
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 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 : 3,691,375: 732,860 487,724 449,206 2,177,970 2,250,167 3,360,036 3,187,097: 331,339 504,278
Old : 3,691,375: 732,860 487,724 449,206 2,177,970 2,250,167 3,360,036 3,187,097: 331,339 504,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -195,177: 5,043 3,345 -67,179 -98,885 -110,511 -161,020 -174,344: -34,157 -20,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.2 12.2 59.0 61.0 91.0 86.3: 9.0 13.7
Old : 100.0: 19.9 13.2 12.2 59.0 61.0 91.0 86.3: 9.0 13.7
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 : 341: 62 91 90 152 155 264 287:
Old : 341: 62 91 90 152 155 264 287:
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 24.5 34.9 33.2 20.5 20.4 28.2 26.5
Old : 24.0 24.5 34.9 33.2 20.5 20.4 28.2 26.5
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 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 : 1,926,736: 183,938 395,060 218,938 1,308,338 1,034,088 1,711,214 1,648,086: 215,522 278,650
Old : 1,926,736: 183,938 395,060 218,938 1,308,338 1,034,088 1,711,214 1,648,086: 215,522 278,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -20,688: 31,367 41,851 -25,522 -27,211 -39,281 -21,366 -22,952: 678 2,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 20.5 11.4 67.9 53.7 88.8 85.5: 11.2 14.5
Old : 100.0: 9.5 20.5 11.4 67.9 53.7 88.8 85.5: 11.2 14.5
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: 39 53 44 99 95 162 168:
Old : 217: 39 53 44 99 95 162 168:
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 : 26.5 16.0 36.2 28.2 20.1 12.2 26.3 21.3
Old : 26.5 16.0 36.2 28.2 20.1 12.2 26.3 21.3
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 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 : 718,065: 119,290 169,763 201,433 363,860 324,453 684,583 695,649: 33,482 22,417
Old : 718,065: 119,290 169,763 201,433 363,860 324,453 684,583 695,649: 33,482 22,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 29,508: 1,769 10,435 7,518 25,624 17,514 34,912 35,468: -5,404 -5,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.6 28.1 50.7 45.2 95.3 96.9: 4.7 3.1
Old : 100.0: 16.6 23.6 28.1 50.7 45.2 95.3 96.9: 4.7 3.1
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 : 137: 38 34 50 53 53 120 109:
Old : 137: 38 34 50 53 53 120 109:
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 : 22.9 32.0 39.0 47.2 17.6 23.2 24.2 30.4
Old : 22.9 32.0 39.0 47.2 17.6 23.2 24.2 30.4
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 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 : 22,075: 3,178 4,673 935 2,952 10,479 7,065 16,086: 15,011 5,989
Old : 22,075: 3,178 4,673 935 2,952 10,479 7,065 16,086: 15,011 5,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -1,093: -1,759 204 -102 -132 -786 -1,993 -684: 900 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 21.2 4.2 13.4 47.5 32.0 72.9: 68.0 27.1
Old : 100.0: 14.4 21.2 4.2 13.4 47.5 32.0 72.9: 68.0 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 : 36: 9 13 5 9 10 22 24:
Old : 36: 9 13 5 9 10 22 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 : 12.8 39.3 20.4 52.5 12.8 37.3 19.6 50.0
Old : 12.8 39.3 20.4 52.5 12.8 37.3 19.6 50.0
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 with Delta-adjusted Options and Futures Combined, 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 : 34,492: 11,429 12,937 1,010 15,604 12,086 28,043 26,033: 6,449 8,458
Old : 34,492: 11,429 12,937 1,010 15,604 12,086 28,043 26,033: 6,449 8,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -29,696: -13,539 1,340 -4,918 -6,188 -24,643 -24,644 -28,221: -5,052 -1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 37.5 2.9 45.2 35.0 81.3 75.5: 18.7 24.5
Old : 100.0: 33.1 37.5 2.9 45.2 35.0 81.3 75.5: 18.7 24.5
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 : 56: 16 16 10 17 9 42 26:
Old : 56: 16 16 10 17 9 42 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 : 35.3 44.4 48.4 57.4 35.3 44.0 48.4 55.2
Old : 35.3 44.4 48.4 57.4 35.3 44.0 48.4 55.2
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 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 : 79,977: 27,481 24,039 1,782 37,458 43,250 66,721 69,071: 13,256 10,906
Old : 79,977: 27,481 24,039 1,782 37,458 43,250 66,721 69,071: 13,256 10,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -72,768: -5,876 -28,346 -9,453 -52,246 -22,327 -67,575 -60,125: -5,193 -12,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 30.1 2.2 46.8 54.1 83.4 86.4: 16.6 13.6
Old : 100.0: 34.4 30.1 2.2 46.8 54.1 83.4 86.4: 16.6 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 : 104: 33 35 15 20 23 61 65:
Old : 104: 33 35 15 20 23 61 65:
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 : 35.8 38.1 47.2 50.6 34.4 38.1 44.8 50.5
Old : 35.8 38.1 47.2 50.6 34.4 38.1 44.8 50.5
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 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