WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 11, 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 : 373,657: 94,507 72,932 42,290 201,548 190,170 338,345 305,392: 35,312 68,265
Old : 291,182: 68,300 86,665 14,845 179,707 138,586 262,852 240,096: 28,330 51,086
Other: 82,475: 49,824 9,884 3,828 21,841 51,584 75,493 65,296: 6,982 17,179
: : :
: : Changes in Commitments from: September 4, 2007 :
: 3,652: -5,463 4,863 -183 11,097 30 5,451 4,710: -1,799 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.5 11.3 53.9 50.9 90.5 81.7: 9.5 18.3
Old : 100.0: 23.5 29.8 5.1 61.7 47.6 90.3 82.5: 9.7 17.5
Other: 100.0: 60.4 12.0 4.6 26.5 62.5 91.5 79.2: 8.5 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 119 110 91 72 109 255 258:
Old : 357: 107 121 59 63 103 213 245:
Other: 198: 62 36 29 35 84 111 140:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 16.8 37.6 25.4 23.9 16.4 36.3 24.4
Old : 28.7 18.1 43.1 27.5 28.4 17.7 42.8 26.9
Other: 38.2 22.5 58.4 35.0 38.0 22.4 56.5 33.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 11, 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 : 1,086,962: 311,275 136,678 105,402 559,311 628,845 975,988 870,925: 110,974 216,037
Old : 909,070: 233,573 165,890 61,484 517,884 505,039 812,941 732,413: 96,129 176,657
Other: 177,892: 117,369 10,455 4,251 41,427 123,806 163,047 138,512: 14,845 39,380
: : :
: : Changes in Commitments from: September 4, 2007 :
: -2,606: 6,903 1,742 -966 -3,902 -3,134 2,035 -2,358: -4,641 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 12.6 9.7 51.5 57.9 89.8 80.1: 10.2 19.9
Old : 100.0: 25.7 18.2 6.8 57.0 55.6 89.4 80.6: 10.6 19.4
Other: 100.0: 66.0 5.9 2.4 23.3 69.6 91.7 77.9: 8.3 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 150 143 130 205 292 429 511:
Old : 670: 137 155 112 198 287 406 497:
Other: 408: 79 49 17 56 235 145 296:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 17.6 28.6 23.7 18.3 14.2 27.5 19.9
Old : 18.9 16.9 31.0 23.1 18.9 12.9 29.8 18.5
Other: 29.3 25.0 42.5 31.0 29.3 24.9 42.4 30.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 11, 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 : 14,183: 5,730 719 84 5,508 9,529 11,322 10,332: 2,861 3,851
Old : 14,157: 5,737 717 77 5,508 9,521 11,322 10,315: 2,835 3,842
Other: 26: 0 9 0 0 8 0 17: 26 9
: : :
: : Changes in Commitments from: September 4, 2007 :
: 210: 252 -18 -27 -80 61 145 16: 65 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 5.1 0.6 38.8 67.2 79.8 72.8: 20.2 27.2
Old : 100.0: 40.5 5.1 0.5 38.9 67.3 80.0 72.9: 20.0 27.1
Other: 100.0: 0.0 34.6 0.0 0.0 30.8 0.0 65.4: 100.0 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 23 10 3 10 12 36 22:
Old : 52: 24 9 3 10 12 36 22:
Other: 2: 0 1 0 0 1 0 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 : 35.1 38.9 50.5 59.7 32.2 31.2 46.1 51.2
Old : 35.2 39.0 50.6 59.9 32.3 31.3 46.2 51.2
Other: 0.0 65.4 0.0 65.4 0.0 65.4 0.0 65.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 11, 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 : 501,872: 148,492 45,319 60,594 244,381 316,073 453,467 421,986: 48,405 79,886
Old : 436,723: 136,186 46,537 48,452 208,632 272,467 393,270 367,456: 43,453 69,267
Other: 65,149: 24,222 10,698 226 35,749 43,606 60,197 54,530: 4,952 10,619
: : :
: : Changes in Commitments from: September 4, 2007 :
: 6,666: 2,923 2,348 -2,783 8,293 7,287 8,433 6,852: -1,767 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 9.0 12.1 48.7 63.0 90.4 84.1: 9.6 15.9
Old : 100.0: 31.2 10.7 11.1 47.8 62.4 90.1 84.1: 9.9 15.9
Other: 100.0: 37.2 16.4 0.3 54.9 66.9 92.4 83.7: 7.6 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 147 84 87 100 182 293 333:
Old : 456: 137 101 76 98 178 283 324:
Other: 220: 46 40 4 23 122 71 165:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 26.8 32.4 36.0 17.5 22.5 26.9 29.2
Old : 20.5 25.9 30.9 34.8 20.3 22.7 30.7 30.7
Other: 63.4 36.8 71.9 54.9 59.3 36.2 66.2 52.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,209: 17,644 5,499 403 0 1,213 18,047 7,115: 3,162 14,094
Old : 18,020: 15,128 5,469 128 0 1,094 15,256 6,691: 2,764 11,329
Other: 3,189: 2,791 305 0 0 119 2,791 424: 398 2,765
: : :
: : Changes in Commitments from: September 4, 2007 :
: -823: -682 150 0 0 248 -682 398: -141 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 25.9 1.9 0.0 5.7 85.1 33.5: 14.9 66.5
Old : 100.0: 84.0 30.3 0.7 0.0 6.1 84.7 37.1: 15.3 62.9
Other: 100.0: 87.5 9.6 0.0 0.0 3.7 87.5 13.3: 12.5 86.7
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 15 11 7 0 5 19 19:
Old : 31: 15 11 6 0 5 18 19:
Other: 16: 9 3 0 0 4 9 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 : 57.9 18.4 75.4 25.0 57.9 17.2 75.3 23.2
Old : 55.7 20.9 74.9 28.4 55.6 20.6 74.8 27.9
Other: 70.8 11.6 87.4 13.3 70.8 11.6 87.4 13.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 11, 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 : 271,981: 63,690 12,241 33,744 147,493 211,224 244,927 257,209: 27,054 14,772
Old : 257,171: 65,444 14,705 28,173 137,029 199,800 230,646 242,678: 26,525 14,493
Other: 14,810: 3,643 2,933 174 10,464 11,424 14,281 14,531: 529 279
: : :
: : Changes in Commitments from: September 4, 2007 :
: 5,338: 7,915 -3,512 -6,631 1,039 15,821 2,323 5,678: 3,015 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.5 12.4 54.2 77.7 90.1 94.6: 9.9 5.4
Old : 100.0: 25.4 5.7 11.0 53.3 77.7 89.7 94.4: 10.3 5.6
Other: 100.0: 24.6 19.8 1.2 70.7 77.1 96.4 98.1: 3.6 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 67 27 45 62 59 157 119:
Old : 189: 70 30 42 62 57 156 115:
Other: 40: 9 13 2 8 13 19 26:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 39.1 28.4 51.4 17.3 33.9 24.6 43.5
Old : 19.5 39.7 27.6 51.8 18.3 34.8 26.1 43.3
Other: 76.0 76.4 93.3 87.2 76.0 76.4 93.3 87.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 11, 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 : 945,406: 158,490 188,041 4,185 639,439 588,372 802,114 780,598: 143,292 164,808
Old : 945,406: 158,490 188,041 4,185 639,439 588,372 802,114 780,598: 143,292 164,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -10,484: 6,644 -7,238 -7,410 -3,458 10,960 -4,224 -3,688: -6,260 -6,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 19.9 0.4 67.6 62.2 84.8 82.6: 15.2 17.4
Old : 100.0: 16.8 19.9 0.4 67.6 62.2 84.8 82.6: 15.2 17.4
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 : 174: 29 41 17 75 78 116 125:
Old : 174: 29 41 17 75 78 116 125:
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 : 23.8 31.7 36.4 41.8 21.4 26.7 30.5 34.9
Old : 23.8 31.7 36.4 41.8 21.4 26.7 30.5 34.9
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 11, 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 : 211,594: 63,312 5,187 21,302 85,292 165,022 169,906 191,511: 41,688 20,083
Old : 202,190: 61,376 5,564 19,019 81,375 158,028 161,770 182,611: 40,420 19,579
Other: 9,404: 3,377 1,064 842 3,917 6,994 8,136 8,900: 1,268 504
: : :
: : Changes in Commitments from: September 4, 2007 :
: 5,736: 2,364 -1,014 -3,736 3,979 8,749 2,607 3,999: 3,129 1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 2.5 10.1 40.3 78.0 80.3 90.5: 19.7 9.5
Old : 100.0: 30.4 2.8 9.4 40.2 78.2 80.0 90.3: 20.0 9.7
Other: 100.0: 35.9 11.3 9.0 41.7 74.4 86.5 94.6: 13.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 65 18 40 56 60 143 104:
Old : 163: 66 19 40 56 60 143 104:
Other: 44: 13 8 4 17 11 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 : 19.5 36.6 28.7 51.4 15.7 35.1 24.2 45.8
Old : 19.6 36.1 28.9 50.8 15.7 35.3 24.4 45.7
Other: 40.8 75.1 56.8 85.0 40.8 68.4 53.9 76.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 11, 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 : 14,526: 4,292 1,969 1,463 6,278 10,223 12,033 13,655: 2,493 871
Old : 14,488: 4,292 1,969 1,460 6,253 10,208 12,005 13,637: 2,483 851
Other: 38: 2 2 1 25 15 28 18: 10 20
: : :
: : Changes in Commitments from: September 4, 2007 :
: 511: 72 -120 332 -192 303 212 515: 299 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 13.6 10.1 43.2 70.4 82.8 94.0: 17.2 6.0
Old : 100.0: 29.6 13.6 10.1 43.2 70.5 82.9 94.1: 17.1 5.9
Other: 100.0: 5.3 5.3 2.6 65.8 39.5 73.7 47.4: 26.3 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 29 8 8 23 15 53 31:
Old : 73: 29 8 8 23 15 53 31:
Other: 5: 1 1 1 1 1 3 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 : 24.9 58.9 40.9 75.2 23.9 57.2 38.3 71.4
Old : 24.9 59.0 41.0 75.3 24.0 57.4 38.4 71.7
Other: 73.7 47.4 73.7 47.4 71.1 44.7 71.1 44.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 11, 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 : 891,736: 181,599 150,715 16,506 573,723 615,297 771,828 782,518: 119,908 109,218
Old : 891,736: 181,599 150,715 16,506 573,723 615,297 771,828 782,518: 119,908 109,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -59,448: -62,469 -47,487 4,212 171 -7,660 -58,086 -50,935: -1,362 -8,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.9 1.9 64.3 69.0 86.6 87.8: 13.4 12.2
Old : 100.0: 20.4 16.9 1.9 64.3 69.0 86.6 87.8: 13.4 12.2
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 : 211: 46 34 12 99 77 148 120:
Old : 211: 46 34 12 99 77 148 120:
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 : 15.7 34.7 23.9 47.4 15.6 32.0 23.6 44.1
Old : 15.7 34.7 23.9 47.4 15.6 32.0 23.6 44.1
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 11, 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 : 2,304,101: 622,737 289,348 115,808 1,243,856 1,483,530 1,982,401 1,888,686: 321,700 415,415
Old : 2,304,101: 622,737 289,348 115,808 1,243,856 1,483,530 1,982,401 1,888,686: 321,700 415,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -14,379: 4,489 -1,922 34,660 -47,059 -74,952 -7,910 -42,214: -6,469 27,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.6 5.0 54.0 64.4 86.0 82.0: 14.0 18.0
Old : 100.0: 27.0 12.6 5.0 54.0 64.4 86.0 82.0: 14.0 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 : 285: 52 73 40 118 112 197 198:
Old : 285: 52 73 40 118 112 197 198:
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 : 19.4 28.5 30.1 40.1 16.3 22.9 25.4 30.4
Old : 19.4 28.5 30.1 40.1 16.3 22.9 25.4 30.4
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 11, 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 : 1,568,655: 272,243 260,731 23,518 995,615 1,052,316 1,291,376 1,336,565: 277,279 232,090
Old : 1,568,655: 272,243 260,731 23,518 995,615 1,052,316 1,291,376 1,336,565: 277,279 232,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -13,369: 12,464 9,491 -13,526 -39,623 7,660 -40,685 3,625: 27,316 -16,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.6 1.5 63.5 67.1 82.3 85.2: 17.7 14.8
Old : 100.0: 17.4 16.6 1.5 63.5 67.1 82.3 85.2: 17.7 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 : 206: 44 40 18 83 80 136 129:
Old : 206: 44 40 18 83 80 136 129:
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 : 19.0 37.4 29.5 49.4 16.0 29.2 23.8 36.3
Old : 19.0 37.4 29.5 49.4 16.0 29.2 23.8 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 11, 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 : 435,159: 189,072 170,062 34,785 189,614 208,805 413,471 413,652: 21,688 21,507
Old : 435,159: 189,072 170,062 34,785 189,614 208,805 413,471 413,652: 21,688 21,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -86,461: -14,551 -22,088 -23,324 -40,589 -14,932 -78,464 -60,344: -7,997 -26,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 39.1 8.0 43.6 48.0 95.0 95.1: 5.0 4.9
Old : 100.0: 43.4 39.1 8.0 43.6 48.0 95.0 95.1: 5.0 4.9
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 : 110: 19 40 24 37 44 72 92:
Old : 110: 19 40 24 37 44 72 92:
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 : 46.8 18.6 58.7 32.3 46.0 18.4 56.5 30.9
Old : 46.8 18.6 58.7 32.3 46.0 18.4 56.5 30.9
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 11, 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 : 20,591: 7,717 3,618 1,431 1,433 9,466 10,581 14,515: 10,010 6,076
Old : 20,591: 7,717 3,618 1,431 1,433 9,466 10,581 14,515: 10,010 6,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 935: 491 763 424 -193 -287 722 900: 213 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 17.6 6.9 7.0 46.0 51.4 70.5: 48.6 29.5
Old : 100.0: 37.5 17.6 6.9 7.0 46.0 51.4 70.5: 48.6 29.5
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 : 41: 19 7 8 5 11 30 20:
Old : 41: 19 7 8 5 11 30 20:
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 : 17.3 42.7 28.1 55.7 17.1 41.8 26.7 53.6
Old : 17.3 42.7 28.1 55.7 17.1 41.8 26.7 53.6
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 11, 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 : 41,034: 18,727 15,867 836 15,013 16,963 34,576 33,666: 6,458 7,368
Old : 41,034: 18,727 15,867 836 15,013 16,963 34,576 33,666: 6,458 7,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,890: 473 622 605 240 83 1,318 1,310: 1,572 1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 38.7 2.0 36.6 41.3 84.3 82.0: 15.7 18.0
Old : 100.0: 45.6 38.7 2.0 36.6 41.3 84.3 82.0: 15.7 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 : 67: 23 20 8 14 13 42 36:
Old : 67: 23 20 8 14 13 42 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 39.1 48.1 54.9 31.6 38.1 48.0 53.9
Old : 31.6 39.1 48.1 54.9 31.6 38.1 48.0 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 11, 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 : 93,415: 33,888 52,075 1,173 45,882 28,635 80,943 81,883: 12,472 11,532
Old : 93,415: 33,888 52,075 1,173 45,882 28,635 80,943 81,883: 12,472 11,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -5,561: 12 519 156 -6,379 -5,583 -6,211 -4,908: 650 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 55.7 1.3 49.1 30.7 86.6 87.7: 13.4 12.3
Old : 100.0: 36.3 55.7 1.3 49.1 30.7 86.6 87.7: 13.4 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 : 124: 39 46 11 25 19 69 71:
Old : 124: 39 46 11 25 19 69 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 27.2 50.2 40.8 35.6 27.2 50.0 40.8
Old : 35.6 27.2 50.2 40.8 35.6 27.2 50.0 40.8
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, September 11, 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 : 65,184: 2,850 21,639 285 61,952 43,192 65,087 65,116: 97 68
Old : 65,184: 2,850 21,639 285 61,952 43,192 65,087 65,116: 97 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -5,240: -436 3,723 -98 -4,585 -8,756 -5,119 -5,131: -121 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 33.2 0.4 95.0 66.3 99.9 99.9: 0.1 0.1
Old : 100.0: 4.4 33.2 0.4 95.0 66.3 99.9 99.9: 0.1 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 : 46: 7 18 2 17 12 24 32:
Old : 46: 7 18 2 17 12 24 32:
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 : 82.4 74.7 91.8 90.6 76.1 70.6 82.3 79.7
Old : 82.4 74.7 91.8 90.6 76.1 70.6 82.3 79.7
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 11, 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 : 30,128: 2,804 8,140 2,451 24,860 19,522 30,115 30,113: 13 15
Old : 30,128: 2,804 8,140 2,451 24,860 19,522 30,115 30,113: 13 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 3,911: 111 285 1,781 2,008 1,849 3,900 3,915: 11 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 27.0 8.1 82.5 64.8 100.0 100.0: 0.0 0.0
Old : 100.0: 9.3 27.0 8.1 82.5 64.8 100.0 100.0: 0.0 0.0
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 : 23: 6 9 1 5 6 12 15:
Old : 23: 6 9 1 5 6 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 : 90.1 76.5 98.6 95.6 55.7 41.6 60.0 55.6
Old : 90.1 76.5 98.6 95.6 55.7 41.6 60.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2007