WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 14, 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 : 409,900: 113,322 78,958 59,697 201,621 202,787 374,640 341,442: 35,260 68,458
Old : 342,114: 90,495 86,972 36,318 185,784 163,890 312,597 287,180: 29,517 54,934
Other: 67,786: 42,743 11,902 3,463 15,837 38,897 62,043 54,262: 5,743 13,524
: : :
: : Changes in Commitments from: August 7, 2007 :
: -17,174: -3,573 -5,733 -8,615 -3,380 -2,570 -15,568 -16,918: -1,606 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 19.3 14.6 49.2 49.5 91.4 83.3: 8.6 16.7
Old : 100.0: 26.5 25.4 10.6 54.3 47.9 91.4 83.9: 8.6 16.1
Other: 100.0: 63.1 17.6 5.1 23.4 57.4 91.5 80.0: 8.5 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 125 110 120 67 112 282 280:
Old : 372: 116 118 102 62 107 255 270:
Other: 182: 51 41 20 23 77 85 131:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 16.7 34.5 24.6 22.1 15.9 33.7 22.7
Old : 24.9 16.4 37.8 25.0 24.6 15.8 37.0 23.1
Other: 43.8 23.2 61.2 33.9 43.8 23.2 60.6 33.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 14, 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 : 1,133,449: 309,250 124,294 129,533 563,996 657,476 1,002,779 911,303: 130,670 222,146
Old : 137,079: 43,683 29,205 1,550 66,376 81,373 111,609 112,128: 25,470 24,951
Other: 996,370: 306,832 136,354 86,718 497,620 576,103 891,170 799,175: 105,200 197,195
: : :
: : Changes in Commitments from: August 7, 2007 :
: -60,382: -3,699 -11,936 -41,827 -14,989 -10,477 -60,515 -64,240: 133 3,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.0 11.4 49.8 58.0 88.5 80.4: 11.5 19.6
Old : 100.0: 31.9 21.3 1.1 48.4 59.4 81.4 81.8: 18.6 18.2
Other: 100.0: 30.8 13.7 8.7 49.9 57.8 89.4 80.2: 10.6 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 166 140 160 230 309 486 549:
Old : 469: 101 76 5 129 187 234 264:
Other: 701: 161 161 106 193 297 407 517:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 17.1 27.5 23.2 18.0 15.4 27.3 20.8
Old : 23.3 24.1 31.1 34.0 23.0 24.1 30.1 33.7
Other: 18.7 17.2 27.9 23.2 18.7 15.5 27.6 20.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 14, 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 : 13,276: 5,326 520 10 4,939 11,014 10,275 11,544: 3,001 1,732
Old : 13,255: 5,326 520 10 4,938 11,013 10,274 11,543: 2,981 1,712
Other: 21: 0 0 0 1 1 1 1: 20 20
: : :
: : Changes in Commitments from: August 7, 2007 :
: 77: 120 87 -97 100 119 123 109: -46 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 3.9 0.1 37.2 83.0 77.4 87.0: 22.6 13.0
Old : 100.0: 40.2 3.9 0.1 37.3 83.1 77.5 87.1: 22.5 12.9
Other: 100.0: 0.0 0.0 0.0 4.8 4.8 4.8 4.8: 95.2 95.2
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 21 6 1 14 14 35 21:
Old : 48: 21 6 1 14 14 35 21:
Other: 2: 0 0 0 1 1 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 : 35.8 51.3 50.0 72.6 35.8 50.3 49.6 70.5
Old : 35.9 51.4 50.1 72.7 35.9 50.4 49.7 70.6
Other: 4.8 4.8 4.8 4.8 4.8 4.8 4.8 4.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 14, 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 : 502,421: 155,375 45,798 60,517 233,364 320,961 449,256 427,276: 53,165 75,145
Old : 443,940: 141,081 46,090 49,177 204,360 282,232 394,618 377,499: 49,322 66,441
Other: 58,481: 25,489 10,903 145 29,004 38,729 54,638 49,777: 3,843 8,704
: : :
: : Changes in Commitments from: August 7, 2007 :
: 4,710: 7,275 1,487 1,836 -3,746 2,533 5,365 5,856: -655 -1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 9.1 12.0 46.4 63.9 89.4 85.0: 10.6 15.0
Old : 100.0: 31.8 10.4 11.1 46.0 63.6 88.9 85.0: 11.1 15.0
Other: 100.0: 43.6 18.6 0.2 49.6 66.2 93.4 85.1: 6.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 479: 167 88 94 102 184 315 341:
Old : 475: 159 96 89 100 178 308 332:
Other: 220: 42 44 4 23 122 68 168:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 27.0 30.6 35.9 17.4 23.4 25.7 30.3
Old : 19.5 26.2 29.8 35.4 19.2 22.8 29.2 31.6
Other: 61.6 35.4 71.2 50.8 57.3 34.9 66.5 48.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 14, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,824: 15,866 5,352 404 0 973 16,270 6,729: 3,554 13,095
Old : 17,055: 13,670 5,259 194 0 847 13,864 6,300: 3,191 10,755
Other: 2,769: 2,406 303 0 0 126 2,406 429: 363 2,340
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,714: 1,090 1,230 -19 0 -204 1,071 1,007: 643 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 27.0 2.0 0.0 4.9 82.1 33.9: 17.9 66.1
Old : 100.0: 80.2 30.8 1.1 0.0 5.0 81.3 36.9: 18.7 63.1
Other: 100.0: 86.9 10.9 0.0 0.0 4.6 86.9 15.5: 13.1 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 13 3 0 4 14 18:
Old : 29: 12 13 3 0 4 14 18:
Other: 13: 7 3 0 0 3 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 55.0 20.0 74.5 25.4 55.0 18.7 74.5 24.1
Old : 52.9 22.4 73.9 28.0 52.9 22.1 73.9 27.7
Other: 70.9 14.3 86.9 15.5 70.9 14.3 86.9 15.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 14, 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 : 293,064: 67,444 19,469 47,344 152,615 210,032 267,403 276,845: 25,661 16,219
Old : 45,426: 11,317 14,338 86 28,770 27,750 40,173 42,174: 5,253 3,252
Other: 247,638: 69,120 18,124 34,265 123,845 182,282 227,230 234,671: 20,408 12,967
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,801: -2,776 1,880 1,957 4,609 -2,597 3,790 1,240: -989 1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 6.6 16.2 52.1 71.7 91.2 94.5: 8.8 5.5
Old : 100.0: 24.9 31.6 0.2 63.3 61.1 88.4 92.8: 11.6 7.2
Other: 100.0: 27.9 7.3 13.8 50.0 73.6 91.8 94.8: 8.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 75 25 50 62 55 169 122:
Old : 104: 24 23 1 34 32 58 56:
Other: 195: 84 28 42 55 52 157 114:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 39.4 31.2 51.0 19.0 32.6 26.7 42.7
Old : 47.5 36.9 58.7 53.2 47.5 36.8 58.6 52.4
Other: 22.0 43.3 30.9 55.5 21.9 39.9 30.1 49.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 14, 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 : 1,004,299: 126,857 261,003 7,387 731,357 586,507 865,601 854,897: 138,698 149,402
Old : 1,004,299: 126,857 261,003 7,387 731,357 586,507 865,601 854,897: 138,698 149,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -14,399: -19,846 15,525 -2,952 2,958 -5,588 -19,840 6,985: 5,441 -21,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 26.0 0.7 72.8 58.4 86.2 85.1: 13.8 14.9
Old : 100.0: 12.6 26.0 0.7 72.8 58.4 86.2 85.1: 13.8 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 29 48 19 79 86 117 144:
Old : 189: 29 48 19 79 86 117 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 32.9 36.5 43.5 21.5 28.7 32.4 37.7
Old : 23.5 32.9 36.5 43.5 21.5 28.7 32.4 37.7
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, August 14, 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 : 201,449: 54,799 6,935 23,881 83,724 150,048 162,404 180,864: 39,045 20,585
Old : 29,290: 9,390 3,219 175 12,662 20,536 22,227 23,930: 7,063 5,360
Other: 172,159: 52,624 10,931 16,491 71,062 129,512 140,177 156,934: 31,982 15,225
: : :
: : Changes in Commitments from: August 7, 2007 :
: -3,431: -1,959 -4,847 -722 -1,843 2,621 -4,524 -2,948: 1,093 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.4 11.9 41.6 74.5 80.6 89.8: 19.4 10.2
Old : 100.0: 32.1 11.0 0.6 43.2 70.1 75.9 81.7: 24.1 18.3
Other: 100.0: 30.6 6.3 9.6 41.3 75.2 81.4 91.2: 18.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 60 17 40 59 54 143 101:
Old : 94: 29 11 3 32 32 63 44:
Other: 159: 59 24 36 53 53 133 99:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 37.2 30.0 49.0 18.3 36.3 26.2 44.9
Old : 28.8 40.0 41.1 53.9 27.8 40.0 37.9 52.9
Other: 21.9 39.0 31.6 50.4 18.9 37.8 27.3 46.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 14, 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 : 15,293: 4,494 2,431 1,392 6,844 10,032 12,730 13,855: 2,563 1,438
Old : 15,293: 4,494 2,431 1,392 6,844 10,032 12,730 13,855: 2,563 1,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -811: 211 3 48 -841 -791 -582 -740: -229 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 15.9 9.1 44.8 65.6 83.2 90.6: 16.8 9.4
Old : 100.0: 29.4 15.9 9.1 44.8 65.6 83.2 90.6: 16.8 9.4
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 : 79: 28 11 11 30 18 62 39:
Old : 79: 28 11 11 30 18 62 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 50.1 34.7 66.9 22.8 46.8 34.3 62.3
Old : 22.8 50.1 34.7 66.9 22.8 46.8 34.3 62.3
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 - Futures Only, August 14, 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 : 1,009,656: 175,267 252,836 27,004 679,909 638,206 882,180 918,046: 127,476 91,610
Old : 1,009,656: 175,267 252,836 27,004 679,909 638,206 882,180 918,046: 127,476 91,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -49,372: -13,792 -10,722 -2,528 -19,112 -23,594 -35,432 -36,844: -13,940 -12,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 25.0 2.7 67.3 63.2 87.4 90.9: 12.6 9.1
Old : 100.0: 17.4 25.0 2.7 67.3 63.2 87.4 90.9: 12.6 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 : 206: 49 34 17 90 81 147 125:
Old : 206: 49 34 17 90 81 147 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 29.2 27.1 46.2 12.7 27.5 19.9 41.2
Old : 18.2 29.2 27.1 46.2 12.7 27.5 19.9 41.2
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, August 14, 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 : 2,920,253: 944,829 336,337 103,284 1,556,905 2,076,146 2,605,018 2,515,767: 315,235 404,486
Old : 2,920,253: 944,829 336,337 103,284 1,556,905 2,076,146 2,605,018 2,515,767: 315,235 404,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -138,668: -8,685 -10,668 4,483 -150,489 -121,364 -154,691 -127,549: 16,023 -11,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 11.5 3.5 53.3 71.1 89.2 86.1: 10.8 13.9
Old : 100.0: 32.4 11.5 3.5 53.3 71.1 89.2 86.1: 10.8 13.9
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 : 320: 62 82 51 119 129 210 233:
Old : 320: 62 82 51 119 129 210 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 31.9 37.3 43.5 21.4 27.5 30.3 35.1
Old : 26.8 31.9 37.3 43.5 21.4 27.5 30.3 35.1
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, August 14, 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 : 1,642,556: 247,707 283,069 55,656 1,084,243 1,063,799 1,387,606 1,402,524: 254,950 240,032
Old : 1,642,556: 247,707 283,069 55,656 1,084,243 1,063,799 1,387,606 1,402,524: 254,950 240,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -62,918: 3,627 215 -4,385 -66,900 -30,512 -67,658 -34,682: 4,740 -28,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.2 3.4 66.0 64.8 84.5 85.4: 15.5 14.6
Old : 100.0: 15.1 17.2 3.4 66.0 64.8 84.5 85.4: 15.5 14.6
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 : 205: 45 32 30 94 85 151 135:
Old : 205: 45 32 30 94 85 151 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 28.1 34.4 41.4 21.1 22.9 27.6 31.2
Old : 24.9 28.1 34.4 41.4 21.1 22.9 27.6 31.2
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, August 14, 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 : 549,458: 167,316 220,049 85,115 267,107 217,787 519,538 522,951: 29,920 26,507
Old : 549,458: 167,316 220,049 85,115 267,107 217,787 519,538 522,951: 29,920 26,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 35,715: 78,869 -2,353 36,381 -79,993 -769 35,257 33,259: 458 2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 40.0 15.5 48.6 39.6 94.6 95.2: 5.4 4.8
Old : 100.0: 30.5 40.0 15.5 48.6 39.6 94.6 95.2: 5.4 4.8
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 : 127: 23 41 32 49 48 91 103:
Old : 127: 23 41 32 49 48 91 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 26.1 52.0 40.4 28.4 21.8 43.6 34.2
Old : 35.9 26.1 52.0 40.4 28.4 21.8 43.6 34.2
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 - Futures Only, August 14, 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 : 19,220: 4,815 2,523 1,128 2,504 9,210 8,447 12,861: 10,773 6,359
Old : 19,220: 4,815 2,523 1,128 2,504 9,210 8,447 12,861: 10,773 6,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,403: 783 60 423 926 1,000 2,132 1,483: -729 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 13.1 5.9 13.0 47.9 43.9 66.9: 56.1 33.1
Old : 100.0: 25.1 13.1 5.9 13.0 47.9 43.9 66.9: 56.1 33.1
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 : 29: 11 5 3 5 10 18 16:
Old : 29: 11 5 3 5 10 18 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 : 18.3 40.5 31.0 53.9 18.3 37.3 28.9 47.8
Old : 18.3 40.5 31.0 53.9 18.3 37.3 28.9 47.8
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, August 14, 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 : 38,329: 16,779 14,451 211 14,715 16,367 31,705 31,029: 6,624 7,300
Old : 38,329: 16,779 14,451 211 14,715 16,367 31,705 31,029: 6,624 7,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 572: -201 1,363 98 -122 -127 -225 1,334: 797 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 37.7 0.6 38.4 42.7 82.7 81.0: 17.3 19.0
Old : 100.0: 43.8 37.7 0.6 38.4 42.7 82.7 81.0: 17.3 19.0
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 : 61: 23 14 7 14 12 42 28:
Old : 61: 23 14 7 14 12 42 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 : 31.7 39.8 50.0 58.3 31.7 38.8 50.0 56.9
Old : 31.7 39.8 50.0 58.3 31.7 38.8 50.0 56.9
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, August 14, 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 : 100,856: 43,411 38,899 779 40,841 49,937 85,031 89,615: 15,825 11,241
Old : 100,856: 43,411 38,899 779 40,841 49,937 85,031 89,615: 15,825 11,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -2,873: 8,805 -61 -279 -5,989 6,534 2,537 6,194: -5,410 -9,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 38.6 0.8 40.5 49.5 84.3 88.9: 15.7 11.1
Old : 100.0: 43.0 38.6 0.8 40.5 49.5 84.3 88.9: 15.7 11.1
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 : 128: 43 42 8 27 19 74 65:
Old : 128: 43 42 8 27 19 74 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 : 31.5 34.2 42.3 50.5 31.5 34.2 42.3 50.5
Old : 31.5 34.2 42.3 50.5 31.5 34.2 42.3 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 - Futures Only, August 14, 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 : 68,539: 3,589 18,959 285 64,433 49,086 68,307 68,330: 232 209
Old : 68,539: 3,589 18,959 285 64,433 49,086 68,307 68,330: 232 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -2,944: -587 594 0 -2,459 -3,472 -3,046 -2,878: 102 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 27.7 0.4 94.0 71.6 99.7 99.7: 0.3 0.3
Old : 100.0: 5.2 27.7 0.4 94.0 71.6 99.7 99.7: 0.3 0.3
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 : 50: 7 20 2 18 12 25 34:
Old : 50: 7 20 2 18 12 25 34:
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 : 81.4 73.4 89.7 89.6 78.0 72.8 84.4 84.3
Old : 81.4 73.4 89.7 89.6 78.0 72.8 84.4 84.3
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 - Futures Only, August 14, 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 : 34,561: 3,280 10,481 296 30,971 23,754 34,547 34,531: 14 30
Old : 34,561: 3,280 10,481 296 30,971 23,754 34,547 34,531: 14 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 3,380: 1,068 1,680 296 2,025 1,470 3,389 3,446: -9 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 30.3 0.9 89.6 68.7 100.0 99.9: 0.0 0.1
Old : 100.0: 9.5 30.3 0.9 89.6 68.7 100.0 99.9: 0.0 0.1
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 : 22: 5 8 1 5 6 11 14:
Old : 22: 5 8 1 5 6 11 14:
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 : 88.9 82.9 97.4 98.0 72.7 59.6 76.6 74.6
Old : 88.9 82.9 97.4 98.0 72.7 59.6 76.6 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2007