WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 4, 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 : 370,005: 99,970 68,069 42,473 190,451 190,140 332,894 300,682: 37,111 69,323
Old : 290,738: 74,417 80,832 17,162 169,295 140,292 260,874 238,286: 29,864 52,452
Other: 79,267: 47,051 8,735 3,813 21,156 49,848 72,020 62,396: 7,247 16,871
: : :
: : Changes in Commitments from: August 28, 2007 :
: -9,299: 659 -3,266 -5,416 -3,385 461 -8,142 -8,221: -1,157 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.4 11.5 51.5 51.4 90.0 81.3: 10.0 18.7
Old : 100.0: 25.6 27.8 5.9 58.2 48.3 89.7 82.0: 10.3 18.0
Other: 100.0: 59.4 11.0 4.8 26.7 62.9 90.9 78.7: 9.1 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 121 109 99 69 114 256 272:
Old : 365: 107 124 76 63 109 226 261:
Other: 198: 60 37 28 31 83 104 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 17.6 36.8 26.4 23.9 17.1 36.4 24.6
Old : 27.4 17.4 41.5 27.6 27.0 17.0 41.1 26.0
Other: 41.6 25.6 60.2 36.6 41.6 25.6 60.1 36.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 4, 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 : 1,089,568: 304,372 134,936 106,368 563,213 631,979 973,953 873,283: 115,615 216,285
Old : 917,421: 231,016 166,042 62,410 522,392 510,595 815,818 739,047: 101,603 178,374
Other: 172,147: 113,345 8,883 3,969 40,821 121,384 158,135 134,236: 14,012 37,911
: : :
: : Changes in Commitments from: August 28, 2007 :
: -6,664: -13,305 5,023 1,406 8,672 -9,652 -3,227 -3,223: -3,437 -3,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.4 9.8 51.7 58.0 89.4 80.1: 10.6 19.9
Old : 100.0: 25.2 18.1 6.8 56.9 55.7 88.9 80.6: 11.1 19.4
Other: 100.0: 65.8 5.2 2.3 23.7 70.5 91.9 78.0: 8.1 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 694: 144 139 151 200 294 447 524:
Old : 687: 130 151 132 192 289 422 511:
Other: 410: 71 57 15 54 241 133 308:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 17.9 29.4 23.9 18.8 14.2 28.3 20.0
Old : 19.2 17.3 31.6 23.4 19.2 13.1 30.3 18.7
Other: 31.6 24.7 44.4 30.5 31.6 24.7 44.3 30.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 4, 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 : 13,973: 5,478 737 111 5,588 9,468 11,177 10,316: 2,796 3,657
Old : 13,951: 5,487 737 102 5,588 9,459 11,177 10,298: 2,774 3,653
Other: 22: 0 9 0 0 9 0 18: 22 4
: : :
: : Changes in Commitments from: August 28, 2007 :
: 430: 396 149 -9 207 196 594 336: -164 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 5.3 0.8 40.0 67.8 80.0 73.8: 20.0 26.2
Old : 100.0: 39.3 5.3 0.7 40.1 67.8 80.1 73.8: 19.9 26.2
Other: 100.0: 0.0 40.9 0.0 0.0 40.9 0.0 81.8: 100.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 22 9 3 12 15 36 25:
Old : 53: 22 9 3 12 15 36 25:
Other: 3: 0 1 0 0 2 0 3:
:----------------------------------------------------------------------------------------------------
: 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 : 36.3 37.4 51.2 58.5 33.0 34.1 46.6 51.6
Old : 36.3 37.5 51.3 58.6 33.1 34.2 46.6 51.7
Other: 0.0 81.8 0.0 81.8 0.0 81.8 0.0 81.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 4, 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 : 495,206: 145,569 42,971 63,377 236,088 308,786 445,034 415,134: 50,172 80,072
Old : 433,597: 136,477 43,610 50,386 201,325 268,989 388,188 362,985: 45,409 70,612
Other: 61,609: 21,932 12,201 151 34,763 39,797 56,846 52,149: 4,763 9,460
: : :
: : Changes in Commitments from: August 28, 2007 :
: 5,429: 5,426 3,979 -1,969 1,803 5,169 5,260 7,179: 169 -1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 8.7 12.8 47.7 62.4 89.9 83.8: 10.1 16.2
Old : 100.0: 31.5 10.1 11.6 46.4 62.0 89.5 83.7: 10.5 16.3
Other: 100.0: 35.6 19.8 0.2 56.4 64.6 92.3 84.6: 7.7 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 154 100 105 102 182 312 349:
Old : 470: 142 115 92 98 179 297 341:
Other: 222: 48 43 5 24 116 74 163:
:----------------------------------------------------------------------------------------------------
: 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 26.9 32.8 36.1 17.9 23.3 27.5 30.5
Old : 20.6 26.2 31.3 35.1 20.4 23.2 31.1 31.8
Other: 64.8 36.3 72.4 54.2 60.5 35.9 66.1 51.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,032: 18,326 5,349 403 0 965 18,729 6,717: 3,303 15,315
Old : 19,040: 16,007 5,321 128 0 868 16,135 6,317: 2,905 12,723
Other: 2,992: 2,594 303 0 0 97 2,594 400: 398 2,592
: : :
: : Changes in Commitments from: August 28, 2007 :
: 525: 836 -368 -15 0 -36 821 -419: -296 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 24.3 1.8 0.0 4.4 85.0 30.5: 15.0 69.5
Old : 100.0: 84.1 27.9 0.7 0.0 4.6 84.7 33.2: 15.3 66.8
Other: 100.0: 86.7 10.1 0.0 0.0 3.2 86.7 13.4: 13.3 86.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 16 11 6 0 4 19 18:
Old : 31: 16 11 5 0 4 18 18:
Other: 15: 9 3 0 0 3 9 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 : 52.9 17.2 73.0 23.2 52.8 16.0 72.9 22.0
Old : 50.6 19.1 72.5 25.9 50.4 18.8 72.3 25.7
Other: 70.1 12.2 86.5 13.4 70.1 12.2 86.5 13.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 4, 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 : 266,643: 55,775 15,753 40,375 146,454 195,403 242,604 251,531: 24,039 15,112
Old : 252,457: 58,487 18,667 33,693 136,895 185,342 229,075 237,702: 23,382 14,755
Other: 14,186: 3,873 3,671 97 9,559 10,061 13,529 13,829: 657 357
: : :
: : Changes in Commitments from: August 28, 2007 :
: -1,917: 6,294 -4,957 -440 -8,932 4,876 -3,078 -521: 1,161 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.9 15.1 54.9 73.3 91.0 94.3: 9.0 5.7
Old : 100.0: 23.2 7.4 13.3 54.2 73.4 90.7 94.2: 9.3 5.8
Other: 100.0: 27.3 25.9 0.7 67.4 70.9 95.4 97.5: 4.6 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 59 41 54 61 53 160 122:
Old : 190: 65 40 50 61 51 159 117:
Other: 40: 8 13 2 10 12 20 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 38.0 29.7 49.9 17.9 32.8 25.2 42.2
Old : 20.5 38.4 29.0 50.0 18.9 33.3 26.7 41.6
Other: 75.2 74.8 92.5 86.1 75.2 74.8 92.5 85.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 4, 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 : 955,890: 151,846 195,279 11,595 642,897 577,412 806,338 784,286: 149,552 171,604
Old : 955,890: 151,846 195,279 11,595 642,897 577,412 806,338 784,286: 149,552 171,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -51,971: -4,159 14,513 863 -55,698 -69,067 -58,994 -53,691: 7,023 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.4 1.2 67.3 60.4 84.4 82.0: 15.6 18.0
Old : 100.0: 15.9 20.4 1.2 67.3 60.4 84.4 82.0: 15.6 18.0
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 : 164: 26 39 19 71 79 105 129:
Old : 164: 26 39 19 71 79 105 129:
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 : 23.0 31.8 35.7 43.9 20.4 27.5 29.9 37.3
Old : 23.0 31.8 35.7 43.9 20.4 27.5 29.9 37.3
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, September 4, 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 : 205,858: 60,948 6,201 25,038 81,313 156,273 167,299 187,512: 38,559 18,346
Old : 197,034: 59,286 6,484 22,917 77,416 149,925 159,619 179,326: 37,415 17,708
Other: 8,824: 2,944 999 839 3,897 6,348 7,680 8,186: 1,144 638
: : :
: : Changes in Commitments from: August 28, 2007 :
: 6,317: 7,448 640 -1,333 -4,027 5,076 2,088 4,383: 4,229 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.0 12.2 39.5 75.9 81.3 91.1: 18.7 8.9
Old : 100.0: 30.1 3.3 11.6 39.3 76.1 81.0 91.0: 19.0 9.0
Other: 100.0: 33.4 11.3 9.5 44.2 71.9 87.0 92.8: 13.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 65 20 50 60 60 159 114:
Old : 176: 69 19 50 60 60 158 114:
Other: 43: 11 8 6 17 10 33 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 35.6 28.7 49.5 15.8 34.1 23.5 44.0
Old : 20.0 35.3 28.6 48.9 15.7 34.1 23.4 43.9
Other: 43.1 70.9 58.1 81.3 43.1 65.4 55.4 73.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 4, 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 : 14,015: 4,220 2,089 1,131 6,470 9,920 11,821 13,140: 2,194 875
Old : 14,000: 4,215 2,089 1,131 6,470 9,905 11,816 13,125: 2,184 875
Other: 15: 5 0 0 0 15 5 15: 10 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -316: 187 -330 -6 -447 179 -266 -157: -50 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 14.9 8.1 46.2 70.8 84.3 93.8: 15.7 6.2
Old : 100.0: 30.1 14.9 8.1 46.2 70.8 84.4 93.8: 15.6 6.3
Other: 100.0: 33.3 0.0 0.0 0.0 100.0 33.3 100.0: 66.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 28 10 7 23 17 52 34:
Old : 74: 28 10 7 23 17 52 34:
Other: 2: 1 0 0 0 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 : 27.0 58.6 42.1 75.3 26.6 57.0 40.1 71.9
Old : 27.1 58.6 42.1 75.3 26.7 57.0 40.1 71.9
Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 4, 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 : 951,184: 244,068 198,202 12,294 573,552 622,957 829,914 833,453: 121,270 117,731
Old : 951,184: 244,068 198,202 12,294 573,552 622,957 829,914 833,453: 121,270 117,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -16,184: 15,463 17,996 -4,004 -23,201 -43,461 -11,742 -29,469: -4,442 13,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 20.8 1.3 60.3 65.5 87.3 87.6: 12.7 12.4
Old : 100.0: 25.7 20.8 1.3 60.3 65.5 87.3 87.6: 12.7 12.4
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 : 202: 47 27 11 93 87 142 123:
Old : 202: 47 27 11 93 87 142 123:
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 : 13.4 31.9 21.9 47.2 13.4 29.5 21.8 44.0
Old : 13.4 31.9 21.9 47.2 13.4 29.5 21.8 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, September 4, 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 : 2,318,480: 618,248 291,270 81,148 1,290,915 1,558,482 1,990,311 1,930,900: 328,169 387,580
Old : 2,318,480: 618,248 291,270 81,148 1,290,915 1,558,482 1,990,311 1,930,900: 328,169 387,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -223,669: -77,017 -11,165 -22,626 -144,581 -199,359 -244,224 -233,150: 20,555 9,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 12.6 3.5 55.7 67.2 85.8 83.3: 14.2 16.7
Old : 100.0: 26.7 12.6 3.5 55.7 67.2 85.8 83.3: 14.2 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 49 70 45 117 122 193 210:
Old : 279: 49 70 45 117 122 193 210:
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 : 20.3 29.4 31.4 41.6 16.4 22.4 25.4 30.7
Old : 20.3 29.4 31.4 41.6 16.4 22.4 25.4 30.7
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, September 4, 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 : 1,582,024: 259,779 251,240 37,044 1,035,238 1,044,656 1,332,061 1,332,940: 249,963 249,084
Old : 1,582,024: 259,779 251,240 37,044 1,035,238 1,044,656 1,332,061 1,332,940: 249,963 249,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -59,710: 29,676 16,806 -17,891 -61,104 -60,272 -49,319 -61,357: -10,391 1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.9 2.3 65.4 66.0 84.2 84.3: 15.8 15.7
Old : 100.0: 16.4 15.9 2.3 65.4 66.0 84.2 84.3: 15.8 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 35 34 21 89 88 135 132:
Old : 193: 35 34 21 89 88 135 132:
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 33.6 32.4 47.8 17.9 25.8 25.3 33.5
Old : 20.6 33.6 32.4 47.8 17.9 25.8 25.3 33.5
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, September 4, 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 : 521,620: 203,623 192,150 58,109 230,203 223,737 491,935 473,996: 29,685 47,624
Old : 521,620: 203,623 192,150 58,109 230,203 223,737 491,935 473,996: 29,685 47,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 13,036: 6,192 -6,739 -6,802 6,204 -1,369 5,594 -14,910: 7,442 27,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 36.8 11.1 44.1 42.9 94.3 90.9: 5.7 9.1
Old : 100.0: 39.0 36.8 11.1 44.1 42.9 94.3 90.9: 5.7 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 : 114: 18 41 28 42 45 77 97:
Old : 114: 18 41 28 42 45 77 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 : 45.5 20.4 59.7 32.6 43.1 19.9 53.4 31.3
Old : 45.5 20.4 59.7 32.6 43.1 19.9 53.4 31.3
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, September 4, 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 : 19,656: 7,226 2,855 1,007 1,626 9,753 9,859 13,615: 9,797 6,041
Old : 19,656: 7,226 2,855 1,007 1,626 9,753 9,859 13,615: 9,797 6,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 630: 1,151 81 40 -604 267 587 388: 43 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 14.5 5.1 8.3 49.6 50.2 69.3: 49.8 30.7
Old : 100.0: 36.8 14.5 5.1 8.3 49.6 50.2 69.3: 49.8 30.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 6 6 4 9 23 17:
Old : 33: 15 6 6 4 9 23 17:
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 : 18.4 44.7 32.4 58.5 18.3 43.7 32.0 56.3
Old : 18.4 44.7 32.4 58.5 18.3 43.7 32.0 56.3
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, September 4, 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 : 38,144: 18,254 15,245 231 14,773 16,880 33,258 32,356: 4,886 5,788
Old : 38,144: 18,254 15,245 231 14,773 16,880 33,258 32,356: 4,886 5,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 269: 107 -246 187 -131 142 163 83: 106 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 40.0 0.6 38.7 44.3 87.2 84.8: 12.8 15.2
Old : 100.0: 47.9 40.0 0.6 38.7 44.3 87.2 84.8: 12.8 15.2
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 : 66: 23 19 9 16 13 45 35:
Old : 66: 23 19 9 16 13 45 35:
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 42.7 50.2 60.0 33.1 41.0 50.1 58.2
Old : 33.2 42.7 50.2 60.0 33.1 41.0 50.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 4, 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 : 98,976: 33,876 51,556 1,017 52,261 34,218 87,154 86,791: 11,822 12,185
Old : 98,976: 33,876 51,556 1,017 52,261 34,218 87,154 86,791: 11,822 12,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 2,548: 245 3,096 150 3,693 -1,198 4,088 2,048: -1,540 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 52.1 1.0 52.8 34.6 88.1 87.7: 11.9 12.3
Old : 100.0: 34.2 52.1 1.0 52.8 34.6 88.1 87.7: 11.9 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 : 125: 40 46 8 23 20 67 70:
Old : 125: 40 46 8 23 20 67 70:
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 : 42.1 26.9 55.4 40.5 42.1 26.5 55.4 40.1
Old : 42.1 26.9 55.4 40.5 42.1 26.5 55.4 40.1
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, September 4, 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 : 70,424: 3,286 17,916 383 66,537 51,948 70,206 70,247: 218 177
Old : 70,424: 3,286 17,916 383 66,537 51,948 70,206 70,247: 218 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -1,002: -16 -1,194 45 -1,041 106 -1,012 -1,043: 10 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 25.4 0.5 94.5 73.8 99.7 99.7: 0.3 0.3
Old : 100.0: 4.7 25.4 0.5 94.5 73.8 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 : 45: 7 15 3 18 12 26 29:
Old : 45: 7 15 3 18 12 26 29:
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 : 83.7 75.5 91.8 89.8 79.6 74.6 85.9 84.2
Old : 83.7 75.5 91.8 89.8 79.6 74.6 85.9 84.2
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, September 4, 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 : 26,217: 2,693 7,855 670 22,852 17,673 26,215 26,198: 2 19
Old : 26,217: 2,693 7,855 670 22,852 17,673 26,215 26,198: 2 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -5,084: -19 -2,313 51 -5,116 -2,820 -5,084 -5,082: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 30.0 2.6 87.2 67.4 100.0 99.9: 0.0 0.1
Old : 100.0: 10.3 30.0 2.6 87.2 67.4 100.0 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 4 7 11 15:
Old : 23: 6 8 1 4 7 11 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 : 89.6 76.8 98.4 97.2 74.6 57.5 79.1 76.2
Old : 89.6 76.8 98.4 97.2 74.6 57.5 79.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2007