WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 499,203: 102,086 73,801 130,231 224,938 225,312 457,255 429,345: 41,948 69,859
Old : 441,155: 80,474 78,337 111,655 212,153 192,822 404,282 382,815: 36,873 58,340
Other: 58,048: 36,006 9,858 4,182 12,785 32,490 52,973 46,530: 5,075 11,519
: : :
: : Changes in Commitments from: July 10, 2007 :
: 16,331: 2,644 7,060 4,141 4,898 -2,125 11,683 9,076: 4,647 7,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 14.8 26.1 45.1 45.1 91.6 86.0: 8.4 14.0
Old : 100.0: 18.2 17.8 25.3 48.1 43.7 91.6 86.8: 8.4 13.2
Other: 100.0: 62.0 17.0 7.2 22.0 56.0 91.3 80.2: 8.7 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 119 126 138 78 118 299 298:
Old : 383: 119 129 127 77 115 285 293:
Other: 169: 45 37 27 19 78 83 126:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 14.7 28.3 22.1 17.7 13.7 27.7 20.1
Old : 19.1 14.9 30.2 22.2 19.0 13.8 29.5 20.4
Other: 45.8 19.7 61.6 32.8 45.8 19.3 60.7 32.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 1,719,601: 254,947 120,243 511,540 765,570 801,769 1,532,056 1,433,552: 187,545 286,049
Old : 448,223: 63,906 112,446 81,457 258,381 197,627 403,744 391,531: 44,479 56,692
Other: 1,271,378: 284,330 101,086 336,793 507,189 604,141 1,128,312 1,042,021: 143,065 229,357
: : :
: : Changes in Commitments from: July 10, 2007 :
: 44,260: -12,630 16,753 31,365 22,808 -19,593 41,543 28,524: 2,716 15,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.0 29.7 44.5 46.6 89.1 83.4: 10.9 16.6
Old : 100.0: 14.3 25.1 18.2 57.6 44.1 90.1 87.4: 9.9 12.6
Other: 100.0: 22.4 8.0 26.5 39.9 47.5 88.7 82.0: 11.3 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 788: 197 157 247 312 359 636 663:
Old : 603: 103 148 117 190 257 357 458:
Other: 754: 203 145 201 276 346 569 607:
:----------------------------------------------------------------------------------------------------
: 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 16.9 21.3 22.5 10.8 9.3 15.7 12.9
Old : 25.3 16.5 37.8 24.4 25.3 15.2 37.6 21.4
Other: 14.4 18.7 21.5 24.3 8.4 9.7 13.2 12.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 16,333: 5,242 79 910 6,698 13,444 12,850 14,433: 3,483 1,900
Old : 16,312: 5,261 79 891 6,697 13,444 12,849 14,414: 3,463 1,898
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: July 10, 2007 :
: 186: -632 62 200 441 -313 8 -52: 178 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 0.5 5.6 41.0 82.3 78.7 88.4: 21.3 11.6
Old : 100.0: 32.3 0.5 5.5 41.1 82.4 78.8 88.4: 21.2 11.6
Other: 100.0: 0.0 90.5 0.0 4.8 0.0 4.8 90.5: 95.2 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 20 4 7 16 17 40 25:
Old : 48: 21 4 7 16 17 40 25:
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 : 27.7 51.0 46.4 73.6 25.7 46.3 37.3 61.4
Old : 27.8 51.0 46.4 73.7 25.7 46.4 37.3 61.5
Other: 4.8 90.5 4.8 90.5 4.8 90.5 4.8 90.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 724,567: 150,205 25,169 210,356 285,037 387,185 645,598 622,711: 78,969 101,857
Old : 78,448: 22,950 8,870 22,934 21,800 35,187 67,684 66,991: 10,764 11,457
Other: 646,119: 146,069 35,114 168,607 263,238 351,998 577,914 555,719: 68,205 90,400
: : :
: : Changes in Commitments from: July 10, 2007 :
: 4,032: -14,685 -5,134 2,634 18,332 5,659 6,281 3,159: -2,249 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.5 29.0 39.3 53.4 89.1 85.9: 10.9 14.1
Old : 100.0: 29.3 11.3 29.2 27.8 44.9 86.3 85.4: 13.7 14.6
Other: 100.0: 22.6 5.4 26.1 40.7 54.5 89.4 86.0: 10.6 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 214 95 204 145 194 456 431:
Old : 292: 90 58 51 64 111 172 202:
Other: 543: 210 112 176 126 188 414 411:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 25.9 25.6 34.1 12.2 18.7 17.8 23.4
Old : 26.1 26.6 36.7 36.8 21.0 17.5 27.1 26.1
Other: 17.9 26.5 27.7 34.9 13.7 20.3 20.2 24.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,141: 17,222 5,088 428 0 1,120 17,650 6,636: 3,491 14,505
Old : 725: 568 16 0 0 0 568 16: 157 709
Other: 20,416: 16,667 5,085 415 0 1,120 17,082 6,620: 3,334 13,796
: : :
: : Changes in Commitments from: July 10, 2007 :
: 115: -69 312 -59 0 29 -128 282: 243 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 24.1 2.0 0.0 5.3 83.5 31.4: 16.5 68.6
Old : 100.0: 78.3 2.2 0.0 0.0 0.0 78.3 2.2: 21.7 97.8
Other: 100.0: 81.6 24.9 2.0 0.0 5.5 83.7 32.4: 16.3 67.6
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 12 5 0 4 16 19:
Old : 8: 5 3 0 0 0 5 3:
Other: 30: 14 12 4 0 4 16 18:
:----------------------------------------------------------------------------------------------------
: 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 : 55.2 17.3 72.9 23.2 55.1 16.0 72.8 21.5
Old : 71.9 2.2 78.3 2.2 71.9 2.2 78.3 2.2
Other: 54.7 17.9 73.1 24.0 54.7 16.5 73.0 22.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 336,816: 77,503 13,166 60,355 170,561 247,800 308,419 321,321: 28,397 15,495
Old : 97,499: 21,371 15,263 12,603 55,565 63,058 89,539 90,924: 7,961 6,575
Other: 239,317: 70,703 12,474 33,181 114,996 184,741 218,881 230,397: 20,436 8,920
: : :
: : Changes in Commitments from: July 10, 2007 :
: 14,301: -3,547 133 5,803 12,702 8,497 14,958 14,433: -657 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 3.9 17.9 50.6 73.6 91.6 95.4: 8.4 4.6
Old : 100.0: 21.9 15.7 12.9 57.0 64.7 91.8 93.3: 8.2 6.7
Other: 100.0: 29.5 5.2 13.9 48.1 77.2 91.5 96.3: 8.5 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 83 33 58 65 67 185 135:
Old : 136: 29 37 30 46 53 100 97:
Other: 194: 89 25 45 56 57 161 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 39.2 27.6 50.0 17.2 31.7 24.3 39.3
Old : 26.5 30.1 39.3 43.0 21.5 25.7 30.5 34.9
Other: 23.7 45.2 31.7 56.8 23.2 41.4 31.0 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 1,156,532: 111,530 231,043 99,814 800,341 620,243 1,011,685 951,100: 144,847 205,432
Old : 1,156,532: 111,530 231,043 99,814 800,341 620,243 1,011,685 951,100: 144,847 205,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -17,833: -8,230 -4,772 235 -5,103 -6,400 -13,097 -10,937: -4,736 -6,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.0 8.6 69.2 53.6 87.5 82.2: 12.5 17.8
Old : 100.0: 9.6 20.0 8.6 69.2 53.6 87.5 82.2: 12.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 37 49 50 93 89 152 166:
Old : 198: 37 49 50 93 89 152 166:
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 : 24.1 28.3 34.6 36.4 23.0 24.7 31.6 31.6
Old : 24.1 28.3 34.6 36.4 23.0 24.7 31.6 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 233,191: 61,963 7,638 37,107 92,120 166,250 191,189 210,995: 42,001 22,196
Old : 70,367: 18,925 4,795 5,971 32,712 50,771 57,608 61,538: 12,759 8,829
Other: 162,823: 54,988 14,794 19,185 59,408 115,479 133,581 149,457: 29,242 13,366
: : :
: : Changes in Commitments from: July 10, 2007 :
: -1,746: -459 22 -1,663 2,548 -36 426 -1,678: -2,172 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 3.3 15.9 39.5 71.3 82.0 90.5: 18.0 9.5
Old : 100.0: 26.9 6.8 8.5 46.5 72.2 81.9 87.5: 18.1 12.5
Other: 100.0: 33.8 9.1 11.8 36.5 70.9 82.0 91.8: 18.0 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 66 25 48 66 58 161 114:
Old : 123: 42 15 22 50 42 98 74:
Other: 164: 59 32 35 54 48 137 94:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 37.7 26.8 49.5 18.3 35.4 24.8 44.6
Old : 24.0 39.0 33.0 53.5 22.1 38.1 30.5 49.9
Other: 20.2 40.6 28.6 52.1 19.5 38.5 27.8 47.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 17,304: 3,837 2,720 1,724 8,364 10,620 13,925 15,064: 3,379 2,240
Old : 17,304: 3,837 2,720 1,724 8,364 10,620 13,925 15,064: 3,379 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 862: -698 611 -4 900 -664 199 -57: 664 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 15.7 10.0 48.3 61.4 80.5 87.1: 19.5 12.9
Old : 100.0: 22.2 15.7 10.0 48.3 61.4 80.5 87.1: 19.5 12.9
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 : 77: 26 15 10 32 21 62 42:
Old : 77: 26 15 10 32 21 62 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 45.4 34.2 60.7 20.6 39.6 31.2 54.0
Old : 20.7 45.4 34.2 60.7 20.6 39.6 31.2 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,021,762: 223,325 252,648 19,235 657,313 663,721 899,873 935,604: 121,889 86,158
Old : 1,021,762: 223,325 252,648 19,235 657,313 663,721 899,873 935,604: 121,889 86,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 7,464: 17,101 9,814 2,641 -6,313 5,048 13,429 17,503: -5,965 -10,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 24.7 1.9 64.3 65.0 88.1 91.6: 11.9 8.4
Old : 100.0: 21.9 24.7 1.9 64.3 65.0 88.1 91.6: 11.9 8.4
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 : 209: 52 34 21 101 75 160 123:
Old : 209: 52 34 21 101 75 160 123:
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 : 20.5 34.7 28.8 53.4 20.3 33.5 28.3 49.7
Old : 20.5 34.7 28.8 53.4 20.3 33.5 28.3 49.7
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, July 17, 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 : 3,684,233: 824,088 444,795 457,794 2,106,273 2,317,303 3,388,156 3,219,893: 296,077 464,340
Old : 3,684,233: 824,088 444,795 457,794 2,106,273 2,317,303 3,388,156 3,219,893: 296,077 464,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 41,362: 47,900 -7,110 15,102 2,951 52,366 65,954 60,358: -24,592 -18,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 12.1 12.4 57.2 62.9 92.0 87.4: 8.0 12.6
Old : 100.0: 22.4 12.1 12.4 57.2 62.9 92.0 87.4: 8.0 12.6
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 : 349: 69 86 82 151 172 255 305:
Old : 349: 69 86 82 151 172 255 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 26.2 34.7 34.9 21.3 22.9 28.7 27.3
Old : 25.3 26.2 34.7 34.9 21.3 22.9 28.7 27.3
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, July 17, 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 : 1,861,171: 295,739 359,983 210,636 1,117,350 1,028,659 1,623,725 1,599,278: 237,446 261,893
Old : 1,861,171: 295,739 359,983 210,636 1,117,350 1,028,659 1,623,725 1,599,278: 237,446 261,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 6,126: 13,805 1,195 16,685 -25,737 -716 4,753 17,164: 1,373 -11,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.3 11.3 60.0 55.3 87.2 85.9: 12.8 14.1
Old : 100.0: 15.9 19.3 11.3 60.0 55.3 87.2 85.9: 12.8 14.1
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 : 206: 38 48 44 96 90 159 157:
Old : 206: 38 48 44 96 90 159 157:
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 : 21.4 17.9 32.0 29.2 16.4 14.2 23.2 23.3
Old : 21.4 17.9 32.0 29.2 16.4 14.2 23.2 23.3
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, July 17, 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 : 702,676: 128,861 145,118 202,554 341,080 329,776 672,496 677,448: 30,180 25,228
Old : 702,676: 128,861 145,118 202,554 341,080 329,776 672,496 677,448: 30,180 25,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 16,679: -3,060 -21 12,150 9,475 1,874 18,565 14,003: -1,886 2,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.7 28.8 48.5 46.9 95.7 96.4: 4.3 3.6
Old : 100.0: 18.3 20.7 28.8 48.5 46.9 95.7 96.4: 4.3 3.6
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 : 134: 38 32 46 52 54 116 107:
Old : 134: 38 32 46 52 54 116 107:
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 : 24.3 32.0 38.3 48.5 16.7 23.0 24.9 30.2
Old : 24.3 32.0 38.3 48.5 16.7 23.0 24.9 30.2
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, July 17, 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 : 23,866: 4,746 5,033 1,715 3,068 10,701 9,530 17,449: 14,336 6,416
Old : 23,866: 4,746 5,033 1,715 3,068 10,701 9,530 17,449: 14,336 6,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 788: 155 4 84 364 -254 603 -166: 185 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.1 7.2 12.9 44.8 39.9 73.1: 60.1 26.9
Old : 100.0: 19.9 21.1 7.2 12.9 44.8 39.9 73.1: 60.1 26.9
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 : 38: 12 12 8 9 10 28 23:
Old : 38: 12 12 8 9 10 28 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 : 11.6 42.6 20.6 55.7 11.4 41.3 19.7 50.9
Old : 11.6 42.6 20.6 55.7 11.4 41.3 19.7 50.9
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, July 17, 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 : 36,622: 14,638 13,089 1,247 14,238 14,576 30,123 28,912: 6,499 7,710
Old : 36,622: 14,638 13,089 1,247 14,238 14,576 30,123 28,912: 6,499 7,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 1,794: 1,076 1,288 -75 -15 1,467 987 2,681: 807 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 35.7 3.4 38.9 39.8 82.3 78.9: 17.7 21.1
Old : 100.0: 40.0 35.7 3.4 38.9 39.8 82.3 78.9: 17.7 21.1
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 : 65: 27 13 11 16 12 49 30:
Old : 65: 27 13 11 16 12 49 30:
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 : 30.7 39.8 43.6 57.8 30.7 39.2 43.6 55.2
Old : 30.7 39.8 43.6 57.8 30.7 39.2 43.6 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, July 17, 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 : 109,506: 34,338 45,124 2,596 59,683 43,639 96,617 91,359: 12,888 18,147
Old : 109,506: 34,338 45,124 2,596 59,683 43,639 96,617 91,359: 12,888 18,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 20,571: 4,618 12,485 114 17,495 2,654 22,228 15,254: -1,656 5,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 41.2 2.4 54.5 39.9 88.2 83.4: 11.8 16.6
Old : 100.0: 31.4 41.2 2.4 54.5 39.9 88.2 83.4: 11.8 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 : 132: 38 55 21 27 20 78 83:
Old : 132: 38 55 21 27 20 78 83:
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 : 35.6 28.3 48.3 40.1 30.6 28.2 43.4 39.6
Old : 35.6 28.3 48.3 40.1 30.6 28.2 43.4 39.6
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, July 17, 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 : 64,467: 2,736 15,210 622 61,035 46,496 64,393 62,328: 74 2,139
Old : 64,467: 2,736 15,210 622 61,035 46,496 64,393 62,328: 74 2,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 554: 599 -1,075 11 38 1,655 648 591: -94 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 23.6 1.0 94.7 72.1 99.9 96.7: 0.1 3.3
Old : 100.0: 4.2 23.6 1.0 94.7 72.1 99.9 96.7: 0.1 3.3
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 : 41: 7 16 3 15 9 22 28:
Old : 41: 7 16 3 15 9 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 74.4 90.7 89.8 74.4 71.6 82.6 81.6
Old : 81.7 74.4 90.7 89.8 74.4 71.6 82.6 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 18,853: 1,155 3,273 141 17,557 14,940 18,853 18,354: 0 499
Old : 18,853: 1,155 3,273 141 17,557 14,940 18,853 18,354: 0 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -3,710: -204 -330 72 -3,578 -3,456 -3,710 -3,714: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 17.4 0.7 93.1 79.2 100.0 97.4: 0.0 2.6
Old : 100.0: 6.1 17.4 0.7 93.1 79.2 100.0 97.4: 0.0 2.6
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 : 23: 4 10 1 3 6 8 16:
Old : 23: 4 10 1 3 6 8 16:
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 : 95.4 81.2 100.0 90.6 95.4 81.2 99.3 90.0
Old : 95.4 81.2 100.0 90.6 95.4 81.2 99.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2007