WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 21, 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 : 393,193: 104,347 78,385 53,596 194,704 190,856 352,647 322,837: 40,546 70,356
Old : 322,402: 81,656 86,826 29,967 177,397 149,772 289,020 266,565: 33,382 55,837
Other: 70,791: 42,779 11,647 3,541 17,307 41,084 63,627 56,272: 7,164 14,519
: : :
: : Changes in Commitments from: August 14, 2007 :
: -16,707: -8,975 -573 -6,101 -6,917 -11,931 -21,993 -18,605: 5,286 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.9 13.6 49.5 48.5 89.7 82.1: 10.3 17.9
Old : 100.0: 25.3 26.9 9.3 55.0 46.5 89.6 82.7: 10.4 17.3
Other: 100.0: 60.4 16.5 5.0 24.4 58.0 89.9 79.5: 10.1 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 110 112 111 73 111 267 270:
Old : 353: 99 120 91 68 106 240 257:
Other: 181: 49 43 23 25 76 88 131:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 16.1 35.4 24.4 22.5 15.1 34.3 22.8
Old : 25.8 15.8 39.0 25.2 25.4 15.5 38.1 23.5
Other: 42.3 22.3 60.2 33.3 42.3 22.3 59.2 33.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 21, 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 : 1,105,178: 309,245 126,208 118,131 553,999 642,684 981,375 887,023: 123,803 218,155
Old : 98,568: 34,462 18,476 1,393 40,843 58,272 76,698 78,141: 21,870 20,427
Other: 1,006,610: 299,732 132,681 91,789 513,156 584,412 904,677 808,882: 101,933 197,728
: : :
: : Changes in Commitments from: August 14, 2007 :
: -28,271: -5 1,914 -11,402 -9,997 -14,792 -21,404 -24,280: -6,867 -3,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 11.4 10.7 50.1 58.2 88.8 80.3: 11.2 19.7
Old : 100.0: 35.0 18.7 1.4 41.4 59.1 77.8 79.3: 22.2 20.7
Other: 100.0: 29.8 13.2 9.1 51.0 58.1 89.9 80.4: 10.1 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 160 136 153 234 305 485 533:
Old : 434: 85 74 4 119 177 206 253:
Other: 690: 157 147 117 196 298 417 512:
:----------------------------------------------------------------------------------------------------
: 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 16.7 27.6 22.6 17.7 14.5 27.3 19.8
Old : 21.7 20.0 30.0 28.1 21.2 20.0 28.3 27.3
Other: 19.1 16.5 28.6 22.6 19.1 14.5 28.3 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 21, 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 : 13,164: 4,833 559 88 5,368 10,595 10,289 11,242: 2,875 1,922
Old : 13,143: 4,850 559 71 5,367 10,594 10,288 11,224: 2,855 1,919
Other: 21: 0 17 0 1 1 1 18: 20 3
: : :
: : Changes in Commitments from: August 14, 2007 :
: -112: -493 39 78 429 -419 14 -302: -126 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 4.2 0.7 40.8 80.5 78.2 85.4: 21.8 14.6
Old : 100.0: 36.9 4.3 0.5 40.8 80.6 78.3 85.4: 21.7 14.6
Other: 100.0: 0.0 81.0 0.0 4.8 4.8 4.8 85.7: 95.2 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 6 3 12 13 31 21:
Old : 44: 18 6 3 12 13 31 21:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 49.1 53.2 70.2 35.7 48.3 49.4 69.2
Old : 37.7 49.2 53.3 70.3 35.7 48.4 49.5 69.3
Other: 4.8 85.7 4.8 85.7 4.8 85.7 4.8 85.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 21, 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 : 487,792: 139,380 43,261 63,362 234,679 299,521 437,421 406,144: 50,371 81,648
Old : 428,433: 129,917 44,770 49,256 203,217 262,220 382,390 356,246: 46,043 72,187
Other: 59,359: 23,512 12,540 57 31,462 37,301 55,031 49,898: 4,328 9,461
: : :
: : Changes in Commitments from: August 14, 2007 :
: -14,629: -15,995 -2,537 2,845 1,315 -21,440 -11,835 -21,132: -2,794 6,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 8.9 13.0 48.1 61.4 89.7 83.3: 10.3 16.7
Old : 100.0: 30.3 10.4 11.5 47.4 61.2 89.3 83.2: 10.7 16.8
Other: 100.0: 39.6 21.1 0.1 53.0 62.8 92.7 84.1: 7.3 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 148 78 94 105 171 301 319:
Old : 442: 136 91 85 102 167 291 310:
Other: 203: 39 39 2 24 112 65 152:
:----------------------------------------------------------------------------------------------------
: 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 26.6 32.5 35.7 18.3 23.2 27.7 30.3
Old : 20.5 25.6 31.3 34.9 20.2 22.4 31.0 31.1
Other: 62.8 36.2 72.6 54.8 58.6 35.7 66.8 52.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 21, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,234: 16,312 5,747 402 0 985 16,714 7,134: 3,520 13,100
Old : 17,360: 14,114 5,559 187 0 858 14,301 6,604: 3,059 10,756
Other: 2,874: 2,413 403 0 0 127 2,413 530: 461 2,344
: : :
: : Changes in Commitments from: August 14, 2007 :
: 410: 446 395 -2 0 12 444 405: -34 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 28.4 2.0 0.0 4.9 82.6 35.3: 17.4 64.7
Old : 100.0: 81.3 32.0 1.1 0.0 4.9 82.4 38.0: 17.6 62.0
Other: 100.0: 84.0 14.0 0.0 0.0 4.4 84.0 18.4: 16.0 81.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 14 4 0 4 17 19:
Old : 32: 14 14 3 0 4 16 19:
Other: 15: 8 4 0 0 3 8 7:
:----------------------------------------------------------------------------------------------------
: 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 18.9 73.9 25.3 55.0 17.6 73.9 24.0
Old : 53.2 21.0 73.6 27.9 53.2 20.7 73.6 27.6
Other: 68.5 15.8 84.0 18.4 68.5 15.8 84.0 18.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 21, 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 : 286,563: 54,485 23,106 49,819 159,025 196,925 263,329 269,850: 23,234 16,713
Old : 39,966: 13,502 13,227 86 23,050 23,668 36,638 36,981: 3,328 2,985
Other: 246,597: 54,888 23,784 35,828 135,975 173,257 226,691 232,869: 19,906 13,728
: : :
: : Changes in Commitments from: August 14, 2007 :
: -6,501: -12,959 3,637 2,475 6,410 -13,107 -4,074 -6,995: -2,427 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.1 17.4 55.5 68.7 91.9 94.2: 8.1 5.8
Old : 100.0: 33.8 33.1 0.2 57.7 59.2 91.7 92.5: 8.3 7.5
Other: 100.0: 22.3 9.6 14.5 55.1 70.3 91.9 94.4: 8.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 60 27 52 68 58 161 128:
Old : 110: 27 24 1 35 29 62 54:
Other: 190: 68 34 44 64 54 152 120:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 35.8 31.2 46.8 17.5 29.7 25.0 38.4
Old : 48.5 38.5 60.3 56.7 48.5 38.5 60.3 56.1
Other: 21.0 39.7 30.8 51.5 20.4 35.0 28.4 44.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 21, 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 : 991,242: 144,855 233,189 8,170 700,453 597,650 853,478 839,009: 137,764 152,233
Old : 991,242: 144,855 233,189 8,170 700,453 597,650 853,478 839,009: 137,764 152,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -13,057: 17,998 -27,814 783 -30,904 11,143 -12,123 -15,888: -934 2,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.5 0.8 70.7 60.3 86.1 84.6: 13.9 15.4
Old : 100.0: 14.6 23.5 0.8 70.7 60.3 86.1 84.6: 13.9 15.4
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 : 184: 31 44 21 77 83 119 137:
Old : 184: 31 44 21 77 83 119 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 30.3 37.4 40.7 22.1 26.2 32.9 34.7
Old : 24.2 30.3 37.4 40.7 22.1 26.2 32.9 34.7
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 21, 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 : 196,526: 49,698 6,943 26,375 85,534 144,687 161,607 178,005: 34,919 18,521
Old : 22,717: 7,880 3,691 6 9,853 15,524 17,739 19,221: 4,978 3,496
Other: 173,809: 49,494 10,928 18,693 75,681 129,163 143,868 158,784: 29,941 15,025
: : :
: : Changes in Commitments from: August 14, 2007 :
: -4,923: -5,101 8 2,494 1,810 -5,361 -797 -2,859: -4,126 -2,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.5 13.4 43.5 73.6 82.2 90.6: 17.8 9.4
Old : 100.0: 34.7 16.2 0.0 43.4 68.3 78.1 84.6: 21.9 15.4
Other: 100.0: 28.5 6.3 10.8 43.5 74.3 82.8 91.4: 17.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 60 17 46 62 56 149 106:
Old : 97: 26 13 1 37 32 64 45:
Other: 161: 61 24 37 55 54 134 102:
:----------------------------------------------------------------------------------------------------
: 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 37.0 29.7 48.3 19.4 35.6 25.6 44.0
Old : 23.8 33.5 35.0 50.8 17.3 33.5 28.0 49.7
Other: 23.3 39.2 32.1 50.2 21.3 37.7 28.3 46.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 21, 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 : 15,228: 4,506 2,740 1,208 7,051 9,789 12,765 13,737: 2,463 1,491
Old : 15,228: 4,506 2,740 1,208 7,051 9,789 12,765 13,737: 2,463 1,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -65: 12 309 -184 207 -243 35 -118: -100 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 18.0 7.9 46.3 64.3 83.8 90.2: 16.2 9.8
Old : 100.0: 29.6 18.0 7.9 46.3 64.3 83.8 90.2: 16.2 9.8
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 : 82: 29 13 10 30 20 62 42:
Old : 82: 29 13 10 30 20 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 : 24.1 48.2 37.7 65.0 23.7 46.7 35.7 62.1
Old : 24.1 48.2 37.7 65.0 23.7 46.7 35.7 62.1
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 21, 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 : 955,165: 226,450 180,792 18,276 582,322 633,080 827,048 832,148: 128,117 123,017
Old : 955,165: 226,450 180,792 18,276 582,322 633,080 827,048 832,148: 128,117 123,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -54,491: 51,183 -72,044 -8,728 -97,587 -5,126 -55,132 -85,898: 641 31,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 18.9 1.9 61.0 66.3 86.6 87.1: 13.4 12.9
Old : 100.0: 23.7 18.9 1.9 61.0 66.3 86.6 87.1: 13.4 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 : 203: 48 25 18 92 85 145 123:
Old : 203: 48 25 18 92 85 145 123:
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 : 14.0 26.9 22.0 43.9 13.9 24.8 21.7 40.7
Old : 14.0 26.9 22.0 43.9 13.9 24.8 21.7 40.7
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 - Futures Only, August 21, 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 : 2,793,955: 814,621 335,240 123,776 1,539,419 1,958,617 2,477,816 2,417,633: 316,139 376,322
Old : 2,793,955: 814,621 335,240 123,776 1,539,419 1,958,617 2,477,816 2,417,633: 316,139 376,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -126,298: -130,208 -1,097 20,492 -17,486 -117,529 -127,202 -98,134: 904 -28,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 12.0 4.4 55.1 70.1 88.7 86.5: 11.3 13.5
Old : 100.0: 29.2 12.0 4.4 55.1 70.1 88.7 86.5: 11.3 13.5
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 : 317: 58 80 54 125 132 215 234:
Old : 317: 58 80 54 125 132 215 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 31.1 37.0 41.9 21.3 26.6 29.0 33.1
Old : 25.0 31.1 37.0 41.9 21.3 26.6 29.0 33.1
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 21, 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 : 1,700,780: 281,247 306,596 71,016 1,089,791 1,093,766 1,442,054 1,471,378: 258,726 229,402
Old : 1,700,780: 281,247 306,596 71,016 1,089,791 1,093,766 1,442,054 1,471,378: 258,726 229,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 58,224: 33,540 23,527 15,360 5,548 29,967 54,448 68,854: 3,776 -10,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.0 4.2 64.1 64.3 84.8 86.5: 15.2 13.5
Old : 100.0: 16.5 18.0 4.2 64.1 64.3 84.8 86.5: 15.2 13.5
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 : 207: 42 37 29 89 93 147 143:
Old : 207: 42 37 29 89 93 147 143:
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 : 23.9 33.0 34.7 47.7 20.7 25.0 28.0 34.2
Old : 23.9 33.0 34.7 47.7 20.7 25.0 28.0 34.2
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 21, 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 : 521,649: 217,490 201,452 55,304 220,267 238,819 493,061 495,575: 28,588 26,074
Old : 521,649: 217,490 201,452 55,304 220,267 238,819 493,061 495,575: 28,588 26,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -27,809: 50,174 -18,597 -29,811 -46,840 21,032 -26,477 -27,376: -1,332 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 38.6 10.6 42.2 45.8 94.5 95.0: 5.5 5.0
Old : 100.0: 41.7 38.6 10.6 42.2 45.8 94.5 95.0: 5.5 5.0
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 : 119: 21 39 25 41 47 78 97:
Old : 119: 21 39 25 41 47 78 97:
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 : 46.0 20.7 57.6 35.2 42.0 20.0 52.9 33.2
Old : 46.0 20.7 57.6 35.2 42.0 20.0 52.9 33.2
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 21, 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 : 17,736: 4,478 3,025 762 2,623 8,078 7,863 11,865: 9,873 5,871
Old : 17,736: 4,478 3,025 762 2,623 8,078 7,863 11,865: 9,873 5,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -1,484: -337 502 -366 119 -1,132 -584 -996: -900 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.1 4.3 14.8 45.5 44.3 66.9: 55.7 33.1
Old : 100.0: 25.2 17.1 4.3 14.8 45.5 44.3 66.9: 55.7 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 7 4 5 8 19 16:
Old : 29: 11 7 4 5 8 19 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 : 22.1 41.9 32.0 56.8 21.7 40.8 31.6 54.0
Old : 22.1 41.9 32.0 56.8 21.7 40.8 31.6 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, August 21, 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 : 37,940: 17,365 15,824 226 14,716 16,049 32,307 32,099: 5,633 5,841
Old : 37,940: 17,365 15,824 226 14,716 16,049 32,307 32,099: 5,633 5,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -389: 586 1,373 15 1 -318 602 1,070: -991 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 41.7 0.6 38.8 42.3 85.2 84.6: 14.8 15.4
Old : 100.0: 45.8 41.7 0.6 38.8 42.3 85.2 84.6: 14.8 15.4
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 : 63: 22 18 5 14 12 40 31:
Old : 63: 22 18 5 14 12 40 31:
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 : 33.2 42.3 51.5 59.7 33.2 41.3 51.5 58.1
Old : 33.2 42.3 51.5 59.7 33.2 41.3 51.5 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 21, 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 : 95,165: 36,090 42,784 872 43,766 39,844 80,728 83,500: 14,437 11,665
Old : 95,165: 36,090 42,784 872 43,766 39,844 80,728 83,500: 14,437 11,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,691: -7,321 3,885 93 2,925 -10,093 -4,303 -6,115: -1,388 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 45.0 0.9 46.0 41.9 84.8 87.7: 15.2 12.3
Old : 100.0: 37.9 45.0 0.9 46.0 41.9 84.8 87.7: 15.2 12.3
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 : 120: 37 44 11 23 19 66 68:
Old : 120: 37 44 11 23 19 66 68:
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 : 33.6 27.8 48.6 42.8 33.6 27.8 48.6 42.8
Old : 33.6 27.8 48.6 42.8 33.6 27.8 48.6 42.8
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 21, 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 : 67,716: 3,489 17,834 285 63,639 49,361 67,413 67,480: 303 236
Old : 67,716: 3,489 17,834 285 63,639 49,361 67,413 67,480: 303 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -823: -100 -1,125 0 -794 275 -894 -850: 71 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 26.3 0.4 94.0 72.9 99.6 99.7: 0.4 0.3
Old : 100.0: 5.2 26.3 0.4 94.0 72.9 99.6 99.7: 0.4 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 : 45: 6 16 2 17 12 23 30:
Old : 45: 6 16 2 17 12 23 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 : 82.6 73.2 90.6 89.2 79.1 72.7 85.6 84.8
Old : 82.6 73.2 90.6 89.2 79.1 72.7 85.6 84.8
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 21, 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 : 35,294: 2,520 11,305 128 30,230 21,424 32,878 32,857: 2,416 2,437
Old : 35,294: 2,520 11,305 128 30,230 21,424 32,878 32,857: 2,416 2,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 733: -760 824 -168 -741 -2,330 -1,669 -1,674: 2,402 2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 32.0 0.4 85.7 60.7 93.2 93.1: 6.8 6.9
Old : 100.0: 7.1 32.0 0.4 85.7 60.7 93.2 93.1: 6.8 6.9
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 : 21: 5 8 1 4 6 10 14:
Old : 21: 5 8 1 4 6 10 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 : 87.5 75.7 92.4 91.2 77.3 62.7 80.1 78.2
Old : 87.5 75.7 92.4 91.2 77.3 62.7 80.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2007