WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 2, 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 : 398,387: 96,619 82,732 61,081 200,617 183,893 358,317 327,706: 40,070 70,681
Old : 303,291: 68,578 98,293 28,515 175,854 126,795 272,947 253,603: 30,344 49,688
Other: 95,096: 54,791 11,189 5,816 24,763 57,098 85,370 74,103: 9,726 20,993
: : :
: : Changes in Commitments from: September 25, 2007 :
: 11,067: -1,456 13,704 5,968 4,547 -5,401 9,059 14,271: 2,008 -3,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 20.8 15.3 50.4 46.2 89.9 82.3: 10.1 17.7
Old : 100.0: 22.6 32.4 9.4 58.0 41.8 90.0 83.6: 10.0 16.4
Other: 100.0: 57.6 11.8 6.1 26.0 60.0 89.8 77.9: 10.2 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 122 116 113 82 112 279 281:
Old : 364: 107 126 87 62 103 230 264:
Other: 222: 73 43 34 54 84 143 150:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 17.1 35.6 25.0 23.4 16.4 34.2 23.3
Old : 29.6 19.3 42.5 28.1 29.3 18.1 42.1 26.2
Other: 33.0 18.8 50.0 29.3 32.8 18.0 48.9 27.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 2, 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 : 1,152,216: 336,859 150,917 124,053 568,239 652,479 1,029,151 927,449: 123,065 224,767
Old : 947,573: 256,980 186,893 68,295 517,998 514,189 843,273 769,377: 104,300 178,196
Other: 204,643: 129,265 13,410 6,372 50,241 138,290 185,878 158,072: 18,765 46,571
: : :
: : Changes in Commitments from: September 25, 2007 :
: 11,623: -7,740 12,962 9,739 8,363 -16,494 10,362 6,207: 1,261 5,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.1 10.8 49.3 56.6 89.3 80.5: 10.7 19.5
Old : 100.0: 27.1 19.7 7.2 54.7 54.3 89.0 81.2: 11.0 18.8
Other: 100.0: 63.2 6.6 3.1 24.6 67.6 90.8 77.2: 9.2 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 667: 152 145 130 196 280 439 488:
Old : 656: 133 165 101 189 278 405 475:
Other: 416: 98 48 21 61 225 167 288:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 18.7 26.7 24.8 17.4 15.9 25.9 21.9
Old : 18.7 17.7 29.7 23.8 18.7 14.3 28.9 20.3
Other: 23.7 26.5 33.9 34.0 23.7 26.3 33.8 33.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 2, 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 : 13,978: 5,161 690 42 5,687 8,860 10,890 9,592: 3,088 4,386
Old : 13,924: 5,161 690 42 5,687 8,852 10,890 9,584: 3,034 4,340
Other: 54: 0 0 0 0 8 0 8: 54 46
: : :
: : Changes in Commitments from: September 25, 2007 :
: -329: -466 -99 19 -23 -113 -470 -193: 141 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 4.9 0.3 40.7 63.4 77.9 68.6: 22.1 31.4
Old : 100.0: 37.1 5.0 0.3 40.8 63.6 78.2 68.8: 21.8 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 14.8 0.0 14.8: 100.0 85.2
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 27 5 3 10 12 38 19:
Old : 51: 27 5 3 10 12 38 19:
Other: 1: 0 0 0 0 1 0 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 : 34.1 36.4 46.7 57.0 29.0 29.3 40.6 47.2
Old : 34.3 36.5 46.9 57.2 29.1 29.4 40.8 47.4
Other: 0.0 14.8 0.0 14.8 0.0 14.8 0.0 14.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 2, 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 : 570,934: 172,281 44,282 90,073 259,126 346,144 521,480 480,499: 49,454 90,435
Old : 494,124: 151,550 44,009 79,651 219,514 292,954 450,715 416,614: 43,409 77,510
Other: 76,810: 30,891 10,433 262 39,612 53,190 70,765 63,885: 6,045 12,925
: : :
: : Changes in Commitments from: September 25, 2007 :
: 17,256: 5,372 929 16,971 -631 -1,692 21,712 16,208: -4,456 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.8 15.8 45.4 60.6 91.3 84.2: 8.7 15.8
Old : 100.0: 30.7 8.9 16.1 44.4 59.3 91.2 84.3: 8.8 15.7
Other: 100.0: 40.2 13.6 0.3 51.6 69.2 92.1 83.2: 7.9 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 493: 173 78 127 115 178 361 350:
Old : 492: 169 86 125 114 177 357 349:
Other: 230: 52 37 7 30 123 87 164:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 25.9 27.9 34.2 14.8 22.6 23.0 28.7
Old : 17.5 24.5 25.8 32.6 17.5 22.3 25.5 29.4
Other: 57.5 36.6 67.8 53.8 52.7 36.2 62.5 51.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,375: 19,472 6,442 723 0 1,168 20,195 8,333: 4,180 16,042
Old : 20,235: 15,821 6,393 448 0 1,034 16,269 7,875: 3,966 12,360
Other: 4,140: 3,926 324 0 0 134 3,926 458: 214 3,682
: : :
: : Changes in Commitments from: September 25, 2007 :
: 1,304: 559 313 145 0 22 704 480: 600 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 26.4 3.0 0.0 4.8 82.9 34.2: 17.1 65.8
Old : 100.0: 78.2 31.6 2.2 0.0 5.1 80.4 38.9: 19.6 61.1
Other: 100.0: 94.8 7.8 0.0 0.0 3.2 94.8 11.1: 5.2 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 17 9 0 4 19 25:
Old : 35: 14 17 8 0 4 18 25:
Other: 18: 10 5 0 0 3 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 57.4 16.3 73.2 22.0 57.3 15.0 73.2 20.5
Old : 56.2 18.7 70.6 25.3 56.2 18.2 70.6 24.8
Other: 73.2 9.5 93.3 11.1 73.2 9.5 93.3 11.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 2, 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 : 266,394: 66,363 14,976 37,295 134,941 199,430 238,599 251,701: 27,795 14,693
Old : 247,787: 67,118 17,302 31,021 122,651 185,228 220,790 233,551: 26,997 14,236
Other: 18,607: 4,818 3,247 701 12,290 14,202 17,809 18,150: 798 457
: : :
: : Changes in Commitments from: September 25, 2007 :
: -14,982: -4,347 2,200 2,788 -11,038 -19,803 -12,597 -14,815: -2,385 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.6 14.0 50.7 74.9 89.6 94.5: 10.4 5.5
Old : 100.0: 27.1 7.0 12.5 49.5 74.8 89.1 94.3: 10.9 5.7
Other: 100.0: 25.9 17.5 3.8 66.1 76.3 95.7 97.5: 4.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 65 39 64 58 60 168 136:
Old : 203: 70 39 61 58 59 167 133:
Other: 41: 9 13 8 9 11 23 28:
:----------------------------------------------------------------------------------------------------
: 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 35.8 29.8 48.4 18.5 33.8 26.3 42.8
Old : 19.9 36.6 28.8 48.6 19.9 33.6 27.9 42.8
Other: 72.7 70.7 87.9 84.4 72.7 70.7 87.8 83.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 2, 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 : 925,217: 110,988 177,724 3,868 667,850 580,986 782,706 762,578: 142,511 162,639
Old : 925,217: 110,988 177,724 3,868 667,850 580,986 782,706 762,578: 142,511 162,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 45,611: 8,299 20,600 288 35,302 32,371 43,889 53,259: 1,722 -7,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 19.2 0.4 72.2 62.8 84.6 82.4: 15.4 17.6
Old : 100.0: 12.0 19.2 0.4 72.2 62.8 84.6 82.4: 15.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 30 44 15 72 70 109 122:
Old : 171: 30 44 15 72 70 109 122:
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 : 25.9 35.0 37.9 46.0 22.8 29.8 31.0 37.0
Old : 25.9 35.0 37.9 46.0 22.8 29.8 31.0 37.0
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, October 2, 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 : 215,628: 67,264 10,506 22,501 85,346 161,718 175,111 194,725: 40,517 20,903
Old : 204,364: 65,506 11,527 19,257 80,623 153,065 165,386 183,849: 38,978 20,515
Other: 11,264: 3,819 1,040 1,183 4,723 8,653 9,725 10,876: 1,539 388
: : :
: : Changes in Commitments from: September 25, 2007 :
: -9,611: -2,027 3,153 1,417 -4,846 -10,741 -5,456 -6,171: -4,155 -3,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 4.9 10.4 39.6 75.0 81.2 90.3: 18.8 9.7
Old : 100.0: 32.1 5.6 9.4 39.5 74.9 80.9 90.0: 19.1 10.0
Other: 100.0: 33.9 9.2 10.5 41.9 76.8 86.3 96.6: 13.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 70 34 52 54 55 162 118:
Old : 189: 72 35 47 53 55 158 116:
Other: 55: 19 9 10 18 11 40 28:
:----------------------------------------------------------------------------------------------------
: 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 36.7 29.7 49.2 16.9 33.9 26.1 44.8
Old : 20.5 36.8 30.5 48.3 17.7 34.5 27.1 44.6
Other: 34.2 67.8 50.2 82.5 28.0 67.8 43.8 78.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 2, 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 : 16,482: 4,785 828 1,868 6,667 12,770 13,320 15,466: 3,162 1,016
Old : 16,098: 4,932 836 1,708 6,337 12,539 12,977 15,083: 3,121 1,015
Other: 384: 8 147 5 330 231 343 383: 41 1
: : :
: : Changes in Commitments from: September 25, 2007 :
: 1,618: 384 -367 515 126 1,336 1,025 1,484: 593 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.0 11.3 40.5 77.5 80.8 93.8: 19.2 6.2
Old : 100.0: 30.6 5.2 10.6 39.4 77.9 80.6 93.7: 19.4 6.3
Other: 100.0: 2.1 38.3 1.3 85.9 60.2 89.3 99.7: 10.7 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 31 6 11 24 18 57 34:
Old : 70: 31 6 9 21 18 54 32:
Other: 13: 1 5 2 3 5 6 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 62.3 40.9 78.8 24.7 60.2 37.0 72.6
Old : 27.4 62.8 41.9 79.2 25.2 61.2 37.9 74.6
Other: 88.0 73.4 89.3 97.7 84.4 72.7 84.4 94.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 2, 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 : 909,363: 200,997 205,704 6,828 558,259 587,377 766,084 799,909: 143,279 109,454
Old : 909,363: 200,997 205,704 6,828 558,259 587,377 766,084 799,909: 143,279 109,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -14,594: -10,656 -1,341 631 -16,053 -17,197 -26,078 -17,907: 11,484 3,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 22.6 0.8 61.4 64.6 84.2 88.0: 15.8 12.0
Old : 100.0: 22.1 22.6 0.8 61.4 64.6 84.2 88.0: 15.8 12.0
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 : 196: 46 29 10 90 73 140 108:
Old : 196: 46 29 10 90 73 140 108:
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 : 13.2 41.3 21.9 51.0 12.8 38.3 21.4 47.9
Old : 13.2 41.3 21.9 51.0 12.8 38.3 21.4 47.9
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, October 2, 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 : 2,392,643: 706,010 356,494 77,492 1,276,692 1,559,429 2,060,194 1,993,415: 332,449 399,228
Old : 2,392,643: 706,010 356,494 77,492 1,276,692 1,559,429 2,060,194 1,993,415: 332,449 399,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 121,326: 76,720 19,788 11,254 29,928 83,791 117,902 114,833: 3,424 6,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 14.9 3.2 53.4 65.2 86.1 83.3: 13.9 16.7
Old : 100.0: 29.5 14.9 3.2 53.4 65.2 86.1 83.3: 13.9 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 : 298: 59 71 44 110 129 200 213:
Old : 298: 59 71 44 110 129 200 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 29.3 36.9 40.5 19.6 24.8 29.0 29.6
Old : 25.0 29.3 36.9 40.5 19.6 24.8 29.0 29.6
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, October 2, 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 : 1,616,218: 402,022 210,599 27,062 922,194 1,156,868 1,351,278 1,394,529: 264,940 221,689
Old : 1,616,218: 402,022 210,599 27,062 922,194 1,156,868 1,351,278 1,394,529: 264,940 221,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 23,436: 72,316 -4,407 -5,399 -58,405 32,764 8,512 22,958: 14,924 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 13.0 1.7 57.1 71.6 83.6 86.3: 16.4 13.7
Old : 100.0: 24.9 13.0 1.7 57.1 71.6 83.6 86.3: 16.4 13.7
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 : 208: 49 34 20 84 83 143 127:
Old : 208: 49 34 20 84 83 143 127:
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 : 21.2 40.3 31.2 49.0 18.3 33.8 25.7 39.7
Old : 21.2 40.3 31.2 49.0 18.3 33.8 25.7 39.7
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, October 2, 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 : 316,795: 99,302 63,046 43,547 151,943 187,150 294,792 293,743: 22,003 23,052
Old : 316,795: 99,302 63,046 43,547 151,943 187,150 294,792 293,743: 22,003 23,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -78,870: -37,843 -17,463 -29 -39,054 -57,127 -76,926 -74,619: -1,944 -4,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 19.9 13.7 48.0 59.1 93.1 92.7: 6.9 7.3
Old : 100.0: 31.3 19.9 13.7 48.0 59.1 93.1 92.7: 6.9 7.3
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 : 110: 26 27 23 41 46 78 86:
Old : 110: 26 27 23 41 46 78 86:
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 : 23.6 19.9 37.2 32.5 21.7 17.9 33.8 28.1
Old : 23.6 19.9 37.2 32.5 21.7 17.9 33.8 28.1
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, October 2, 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 : 22,888: 9,053 3,703 581 1,764 11,125 11,398 15,409: 11,490 7,479
Old : 22,888: 9,053 3,703 581 1,764 11,125 11,398 15,409: 11,490 7,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -383: -27 -93 -426 -74 -1,037 -527 -1,556: 144 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 16.2 2.5 7.7 48.6 49.8 67.3: 50.2 32.7
Old : 100.0: 39.6 16.2 2.5 7.7 48.6 49.8 67.3: 50.2 32.7
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 : 39: 18 6 4 7 11 28 18:
Old : 39: 18 6 4 7 11 28 18:
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 : 19.3 39.0 29.3 54.8 19.2 37.9 29.2 53.7
Old : 19.3 39.0 29.3 54.8 19.2 37.9 29.2 53.7
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, October 2, 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 : 27,592: 7,189 7,485 18 15,057 14,763 22,264 22,266: 5,328 5,326
Old : 27,592: 7,189 7,485 18 15,057 14,763 22,264 22,266: 5,328 5,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 3,058: 283 1,089 -1 1,424 1,487 1,706 2,575: 1,352 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 27.1 0.1 54.6 53.5 80.7 80.7: 19.3 19.3
Old : 100.0: 26.1 27.1 0.1 54.6 53.5 80.7 80.7: 19.3 19.3
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 : 46: 10 18 2 12 7 24 25:
Old : 46: 10 18 2 12 7 24 25:
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 : 47.9 49.7 59.2 63.9 47.8 49.7 59.1 63.9
Old : 47.9 49.7 59.2 63.9 47.8 49.7 59.1 63.9
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, October 2, 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 : 87,135: 36,399 27,044 617 37,944 44,255 74,960 71,916: 12,175 15,219
Old : 87,135: 36,399 27,044 617 37,944 44,255 74,960 71,916: 12,175 15,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 9,477: 4,304 552 -372 4,498 8,258 8,430 8,438: 1,047 1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 31.0 0.7 43.5 50.8 86.0 82.5: 14.0 17.5
Old : 100.0: 41.8 31.0 0.7 43.5 50.8 86.0 82.5: 14.0 17.5
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 : 112: 48 28 4 22 18 72 48:
Old : 112: 48 28 4 22 18 72 48:
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 : 32.6 29.8 44.4 48.4 31.6 29.8 43.5 48.4
Old : 32.6 29.8 44.4 48.4 31.6 29.8 43.5 48.4
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, October 2, 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 : 52,924: 2,501 17,961 285 49,908 34,612 52,694 52,858: 230 66
Old : 52,924: 2,501 17,961 285 49,908 34,612 52,694 52,858: 230 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -2,149: 33 -3,005 0 -2,133 830 -2,100 -2,175: -49 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 33.9 0.5 94.3 65.4 99.6 99.9: 0.4 0.1
Old : 100.0: 4.7 33.9 0.5 94.3 65.4 99.6 99.9: 0.4 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 : 43: 8 15 2 13 13 21 30:
Old : 43: 8 15 2 13 13 21 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 : 90.1 75.6 95.0 88.5 86.7 70.5 90.6 83.4
Old : 90.1 75.6 95.0 88.5 86.7 70.5 90.6 83.4
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, October 2, 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 : 13,245: 7,735 3,169 0 5,416 9,939 13,151 13,108: 94 137
Old : 13,245: 7,735 3,169 0 5,416 9,939 13,151 13,108: 94 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -631: -732 318 0 9 -1,059 -723 -741: 92 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 23.9 0.0 40.9 75.0 99.3 99.0: 0.7 1.0
Old : 100.0: 58.4 23.9 0.0 40.9 75.0 99.3 99.0: 0.7 1.0
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 : 25: 9 6 0 4 6 13 12:
Old : 25: 9 6 0 4 6 13 12:
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 : 80.9 83.8 95.2 96.9 80.9 83.8 95.2 96.9
Old : 80.9 83.8 95.2 96.9 80.9 83.8 95.2 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2007