WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 28, 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 : 379,304: 99,311 71,335 47,889 193,836 189,679 341,036 308,903: 38,268 70,401
Old : 305,324: 76,412 81,902 23,191 174,394 145,011 273,997 250,104: 31,327 55,220
Other: 73,980: 43,442 9,976 4,155 19,442 44,668 67,039 58,799: 6,941 15,181
: : :
: : Changes in Commitments from: August 21, 2007 :
: -13,889: -5,036 -7,050 -5,707 -868 -1,177 -11,611 -13,934: -2,278 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 18.8 12.6 51.1 50.0 89.9 81.4: 10.1 18.6
Old : 100.0: 25.0 26.8 7.6 57.1 47.5 89.7 81.9: 10.3 18.1
Other: 100.0: 58.7 13.5 5.6 26.3 60.4 90.6 79.5: 9.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 115 105 103 71 108 259 265:
Old : 354: 101 122 81 65 103 229 253:
Other: 180: 51 37 27 28 77 94 129:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 17.5 36.2 26.2 23.3 17.1 35.8 24.5
Old : 26.4 17.2 40.6 27.1 26.1 16.8 40.0 25.8
Other: 42.8 23.9 60.0 34.9 42.8 23.9 59.5 34.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 28, 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 : 1,096,232: 317,677 129,913 104,962 554,541 641,631 977,180 876,506: 119,052 219,726
Old : 49,541: 16,834 3,834 960 16,725 32,916 34,519 37,710: 15,022 11,831
Other: 1,046,691: 314,172 139,408 90,673 537,816 608,715 942,661 838,796: 104,030 207,895
: : :
: : Changes in Commitments from: August 21, 2007 :
: -8,946: 8,432 3,705 -13,169 542 -1,053 -4,195 -10,517: -4,751 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 11.9 9.6 50.6 58.5 89.1 80.0: 10.9 20.0
Old : 100.0: 34.0 7.7 1.9 33.8 66.4 69.7 76.1: 30.3 23.9
Other: 100.0: 30.0 13.3 8.7 51.4 58.2 90.1 80.1: 9.9 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 682: 138 136 149 235 305 473 528:
Old : 313: 57 33 2 100 139 159 173:
Other: 680: 143 156 119 193 298 404 518:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 17.3 28.5 23.4 18.5 14.2 27.9 19.8
Old : 14.5 27.0 22.1 37.2 10.7 25.0 17.0 32.5
Other: 19.3 17.0 29.9 23.2 19.3 14.3 29.1 19.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 28, 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 : 13,543: 5,082 588 120 5,381 9,272 10,583 9,980: 2,960 3,563
Old : 13,522: 5,099 588 103 5,380 9,271 10,582 9,962: 2,940 3,560
Other: 21: 0 17 0 1 1 1 18: 20 3
: : :
: : Changes in Commitments from: August 21, 2007 :
: 379: 249 29 32 13 -1,323 294 -1,262: 85 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 4.3 0.9 39.7 68.5 78.1 73.7: 21.9 26.3
Old : 100.0: 37.7 4.3 0.8 39.8 68.6 78.3 73.7: 21.7 26.3
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 : 48: 19 8 3 13 14 34 23:
Old : 48: 19 8 3 12 14 33 23:
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 : 36.6 39.4 51.7 59.5 34.2 37.6 47.5 55.0
Old : 36.7 39.4 51.8 59.6 34.2 37.7 47.6 55.1
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 28, 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 : 489,777: 140,143 38,992 65,346 234,285 303,617 439,774 407,955: 50,003 81,822
Old : 428,790: 129,670 38,065 54,014 201,563 266,409 385,247 358,488: 43,543 70,302
Other: 60,987: 21,684 12,138 121 32,722 37,208 54,527 49,467: 6,460 11,520
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,985: 763 -4,269 1,984 -394 4,096 2,353 1,811: -368 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 8.0 13.3 47.8 62.0 89.8 83.3: 10.2 16.7
Old : 100.0: 30.2 8.9 12.6 47.0 62.1 89.8 83.6: 10.2 16.4
Other: 100.0: 35.6 19.9 0.2 53.7 61.0 89.4 81.1: 10.6 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 143 75 111 108 174 314 334:
Old : 450: 134 87 101 105 171 305 325:
Other: 205: 40 41 4 24 111 67 154:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 27.4 32.1 36.5 18.1 23.6 27.1 30.3
Old : 20.5 26.8 31.0 36.0 20.2 23.2 30.8 32.1
Other: 61.4 35.3 69.0 52.0 57.3 34.9 62.9 49.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,507: 17,490 5,717 418 0 1,001 17,908 7,136: 3,599 14,371
Old : 18,606: 15,410 5,779 53 0 874 15,463 6,706: 3,143 11,900
Other: 2,901: 2,445 303 0 0 127 2,445 430: 456 2,471
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,273: 1,178 -30 16 0 16 1,194 2: 79 1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 26.6 1.9 0.0 4.7 83.3 33.2: 16.7 66.8
Old : 100.0: 82.8 31.1 0.3 0.0 4.7 83.1 36.0: 16.9 64.0
Other: 100.0: 84.3 10.4 0.0 0.0 4.4 84.3 14.8: 15.7 85.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 16 12 5 0 4 18 19:
Old : 32: 16 12 3 0 4 17 18:
Other: 14: 8 3 0 0 3 8 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 : 52.0 18.0 71.1 24.1 52.0 16.8 71.1 22.9
Old : 49.9 20.0 70.4 27.0 49.9 19.8 70.4 26.7
Other: 68.9 13.7 84.3 14.8 68.9 13.7 84.3 14.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 28, 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 : 268,560: 49,481 20,710 40,815 155,386 190,527 245,682 252,052: 22,878 16,508
Old : 19,171: 5,481 6,549 130 10,717 10,111 16,328 16,790: 2,843 2,381
Other: 249,389: 53,863 24,024 30,822 144,669 180,416 229,354 235,262: 20,035 14,127
: : :
: : Changes in Commitments from: August 21, 2007 :
: -18,003: -5,004 -2,396 -9,004 -3,639 -6,398 -17,647 -17,798: -356 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.7 15.2 57.9 70.9 91.5 93.9: 8.5 6.1
Old : 100.0: 28.6 34.2 0.7 55.9 52.7 85.2 87.6: 14.8 12.4
Other: 100.0: 21.6 9.6 12.4 58.0 72.3 92.0 94.3: 8.0 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 56 30 55 71 57 168 131:
Old : 91: 23 19 2 31 23 56 42:
Other: 195: 64 41 41 64 56 152 124:
:----------------------------------------------------------------------------------------------------
: 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 36.3 29.8 47.3 18.1 30.1 25.4 39.0
Old : 34.5 29.3 46.2 45.6 34.5 28.8 46.1 44.7
Other: 21.5 38.6 31.2 50.1 19.5 32.9 27.4 41.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 28, 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 : 1,007,861: 156,005 180,766 10,732 698,595 646,479 865,332 837,977: 142,529 169,884
Old : 1,007,861: 156,005 180,766 10,732 698,595 646,479 865,332 837,977: 142,529 169,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 16,619: 11,150 -52,423 2,562 -1,858 48,829 11,854 -1,032: 4,765 17,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 17.9 1.1 69.3 64.1 85.9 83.1: 14.1 16.9
Old : 100.0: 15.5 17.9 1.1 69.3 64.1 85.9 83.1: 14.1 16.9
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 : 162: 26 37 22 71 80 112 125:
Old : 162: 26 37 22 71 80 112 125:
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 : 23.1 31.4 36.4 44.2 20.2 26.9 29.9 36.7
Old : 23.1 31.4 36.4 44.2 20.2 26.9 29.9 36.7
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 28, 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 : 199,541: 53,500 5,561 26,371 85,340 151,197 165,211 183,129: 34,330 16,412
Old : 15,720: 5,586 1,582 11 6,374 11,232 11,971 12,825: 3,749 2,895
Other: 183,821: 54,269 10,334 20,005 78,966 139,965 153,240 170,304: 30,581 13,517
: : :
: : Changes in Commitments from: August 21, 2007 :
: 3,015: 3,802 -1,382 -4 -194 6,510 3,604 5,124: -589 -2,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.8 13.2 42.8 75.8 82.8 91.8: 17.2 8.2
Old : 100.0: 35.5 10.1 0.1 40.5 71.5 76.2 81.6: 23.8 18.4
Other: 100.0: 29.5 5.6 10.9 43.0 76.1 83.4 92.6: 16.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 60 18 51 60 58 151 114:
Old : 79: 23 7 1 25 33 48 41:
Other: 166: 62 28 40 56 55 138 109:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 36.3 30.9 49.3 17.0 34.2 24.9 42.9
Old : 21.8 36.6 35.3 49.8 19.3 32.1 31.9 45.3
Other: 23.3 37.4 33.1 50.1 19.7 36.0 28.2 45.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 28, 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 : 14,331: 4,033 2,419 1,137 6,917 9,741 12,087 13,297: 2,244 1,034
Old : 14,331: 4,033 2,419 1,137 6,917 9,741 12,087 13,297: 2,244 1,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -897: -473 -321 -71 -134 -48 -678 -440: -219 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.9 7.9 48.3 68.0 84.3 92.8: 15.7 7.2
Old : 100.0: 28.1 16.9 7.9 48.3 68.0 84.3 92.8: 15.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 28 10 8 27 19 56 37:
Old : 75: 28 10 8 27 19 56 37:
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 : 26.0 51.9 39.6 69.8 26.0 50.4 38.2 67.0
Old : 26.0 51.9 39.6 69.8 26.0 50.4 38.2 67.0
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 - Futures Only, August 28, 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 : 967,368: 228,605 180,206 16,298 596,753 666,418 841,656 862,922: 125,712 104,446
Old : 967,368: 228,605 180,206 16,298 596,753 666,418 841,656 862,922: 125,712 104,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 12,203: 2,155 -586 -1,978 14,431 33,338 14,608 30,774: -2,405 -18,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 18.6 1.7 61.7 68.9 87.0 89.2: 13.0 10.8
Old : 100.0: 23.6 18.6 1.7 61.7 68.9 87.0 89.2: 13.0 10.8
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 : 204: 45 27 14 100 86 150 122:
Old : 204: 45 27 14 100 86 150 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 33.6 22.2 47.6 13.1 30.1 21.9 44.0
Old : 13.1 33.6 22.2 47.6 13.1 30.1 21.9 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 28, 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 : 2,542,149: 695,265 302,435 103,774 1,435,496 1,757,841 2,234,535 2,164,050: 307,614 378,099
Old : 2,542,149: 695,265 302,435 103,774 1,435,496 1,757,841 2,234,535 2,164,050: 307,614 378,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -251,806: -119,356 -32,805 -20,002 -103,923 -200,776 -243,281 -253,583: -8,525 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.9 4.1 56.5 69.1 87.9 85.1: 12.1 14.9
Old : 100.0: 27.3 11.9 4.1 56.5 69.1 87.9 85.1: 12.1 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 : 278: 49 69 45 124 119 204 202:
Old : 278: 49 69 45 124 119 204 202:
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 : 23.3 32.3 36.1 42.7 18.7 25.8 28.2 33.2
Old : 23.3 32.3 36.1 42.7 18.7 25.8 28.2 33.2
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 28, 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 : 1,641,734: 230,103 234,434 54,935 1,096,342 1,104,928 1,381,380 1,394,297: 260,354 247,437
Old : 1,641,734: 230,103 234,434 54,935 1,096,342 1,104,928 1,381,380 1,394,297: 260,354 247,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -59,046: -51,144 -72,162 -16,081 6,551 11,162 -60,674 -77,081: 1,628 18,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.3 3.3 66.8 67.3 84.1 84.9: 15.9 15.1
Old : 100.0: 14.0 14.3 3.3 66.8 67.3 84.1 84.9: 15.9 15.1
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 : 194: 37 30 28 95 91 144 138:
Old : 194: 37 30 28 95 91 144 138:
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 : 21.8 33.6 33.8 47.3 18.6 26.3 25.5 33.1
Old : 21.8 33.6 33.8 47.3 18.6 26.3 25.5 33.1
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 28, 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 : 508,584: 197,431 198,889 64,911 223,999 225,106 486,341 488,906: 22,243 19,678
Old : 508,584: 197,431 198,889 64,911 223,999 225,106 486,341 488,906: 22,243 19,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -13,065: -20,059 -2,563 9,607 3,732 -13,713 -6,720 -6,669: -6,345 -6,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 39.1 12.8 44.0 44.3 95.6 96.1: 4.4 3.9
Old : 100.0: 38.8 39.1 12.8 44.0 44.3 95.6 96.1: 4.4 3.9
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 : 116: 17 41 30 41 47 76 101:
Old : 116: 17 41 30 41 47 76 101:
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 : 45.4 22.6 59.0 36.4 42.5 22.0 53.0 34.6
Old : 45.4 22.6 59.0 36.4 42.5 22.0 53.0 34.6
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 28, 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 : 19,026: 6,075 2,774 967 2,230 9,486 9,272 13,227: 9,754 5,799
Old : 19,026: 6,075 2,774 967 2,230 9,486 9,272 13,227: 9,754 5,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,290: 1,597 -251 205 -393 1,408 1,409 1,362: -119 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 14.6 5.1 11.7 49.9 48.7 69.5: 51.3 30.5
Old : 100.0: 31.9 14.6 5.1 11.7 49.9 48.7 69.5: 51.3 30.5
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 : 29: 13 6 6 5 7 22 15:
Old : 29: 13 6 6 5 7 22 15:
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 : 20.6 47.8 33.5 62.5 20.5 46.8 32.8 58.9
Old : 20.6 47.8 33.5 62.5 20.5 46.8 32.8 58.9
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 - Futures Only, August 28, 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 : 37,875: 18,147 15,491 44 14,904 16,738 33,095 32,273: 4,780 5,602
Old : 37,875: 18,147 15,491 44 14,904 16,738 33,095 32,273: 4,780 5,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -65: 782 -333 -182 188 689 788 174: -853 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 40.9 0.1 39.4 44.2 87.4 85.2: 12.6 14.8
Old : 100.0: 47.9 40.9 0.1 39.4 44.2 87.4 85.2: 12.6 14.8
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 : 67: 23 19 6 16 14 44 34:
Old : 67: 23 19 6 16 14 44 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 : 33.4 42.7 51.1 60.0 33.4 41.3 51.1 58.1
Old : 33.4 42.7 51.1 60.0 33.4 41.3 51.1 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 28, 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 : 96,428: 33,631 48,460 867 48,568 35,416 83,066 84,743: 13,362 11,685
Old : 96,428: 33,631 48,460 867 48,568 35,416 83,066 84,743: 13,362 11,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,263: -2,459 5,676 -5 4,802 -4,428 2,338 1,243: -1,075 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 50.3 0.9 50.4 36.7 86.1 87.9: 13.9 12.1
Old : 100.0: 34.9 50.3 0.9 50.4 36.7 86.1 87.9: 13.9 12.1
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: 39 49 9 24 18 67 72:
Old : 128: 39 49 9 24 18 67 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 26.6 52.0 41.7 37.1 26.3 52.0 41.4
Old : 37.1 26.6 52.0 41.7 37.1 26.3 52.0 41.4
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 28, 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 : 71,426: 3,302 19,110 338 67,578 51,842 71,218 71,290: 208 136
Old : 71,426: 3,302 19,110 338 67,578 51,842 71,218 71,290: 208 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 3,710: -187 1,276 53 3,939 2,481 3,805 3,810: -95 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 26.8 0.5 94.6 72.6 99.7 99.8: 0.3 0.2
Old : 100.0: 4.6 26.8 0.5 94.6 72.6 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 15 3 19 13 27 30:
Old : 46: 7 15 3 19 13 27 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 : 83.8 76.2 91.6 90.0 80.5 75.6 86.7 85.5
Old : 83.8 76.2 91.6 90.0 80.5 75.6 86.7 85.5
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 28, 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 : 31,301: 2,712 10,168 619 27,968 20,493 31,299 31,280: 2 21
Old : 31,301: 2,712 10,168 619 27,968 20,493 31,299 31,280: 2 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -3,993: 192 -1,137 491 -2,262 -931 -1,579 -1,577: -2,414 -2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 32.5 2.0 89.4 65.5 100.0 99.9: 0.0 0.1
Old : 100.0: 8.7 32.5 2.0 89.4 65.5 100.0 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 : 23: 6 8 1 5 7 12 15:
Old : 23: 6 8 1 5 7 12 15:
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 : 91.4 80.3 98.6 97.6 79.9 64.0 83.7 81.3
Old : 91.4 80.3 98.6 97.6 79.9 64.0 83.7 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2007