WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 30, 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 : 423,208: 93,548 85,722 83,721 203,514 179,655 380,783 349,098: 42,425 74,110
Old : 297,382: 62,961 102,566 39,328 166,319 107,187 268,608 249,081: 28,774 48,301
Other: 125,826: 63,635 16,204 11,345 37,195 72,468 112,175 100,017: 13,651 25,809
: : :
: : Changes in Commitments from: October 23, 2007 :
: 9,951: -2,333 2,510 10,336 -385 1,334 7,618 14,180: 2,333 -4,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 20.3 19.8 48.1 42.5 90.0 82.5: 10.0 17.5
Old : 100.0: 21.2 34.5 13.2 55.9 36.0 90.3 83.8: 9.7 16.2
Other: 100.0: 50.6 12.9 9.0 29.6 57.6 89.2 79.5: 10.8 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 122 120 146 82 116 297 313:
Old : 375: 106 134 107 62 101 238 285:
Other: 251: 94 47 38 57 91 171 161:
:----------------------------------------------------------------------------------------------------
: 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 14.6 33.8 22.5 22.9 13.8 32.8 20.3
Old : 28.3 15.4 40.6 24.0 28.0 14.4 40.1 22.2
Other: 31.7 19.3 45.0 29.9 31.2 19.0 43.0 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 30, 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 : 1,190,794: 323,724 134,344 153,319 586,623 660,094 1,063,666 947,757: 127,128 243,037
Old : 954,223: 233,192 172,265 92,949 523,623 503,032 849,764 768,246: 104,459 185,977
Other: 236,571: 143,161 14,708 7,741 63,000 157,062 213,902 179,511: 22,669 57,060
: : :
: : Changes in Commitments from: October 23, 2007 :
: 16,923: 7,962 -16,465 5,305 1,512 20,569 14,779 9,409: 2,144 7,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 11.3 12.9 49.3 55.4 89.3 79.6: 10.7 20.4
Old : 100.0: 24.4 18.1 9.7 54.9 52.7 89.1 80.5: 10.9 19.5
Other: 100.0: 60.5 6.2 3.3 26.6 66.4 90.4 75.9: 9.6 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 172 130 159 204 280 472 511:
Old : 664: 143 164 125 191 271 424 492:
Other: 432: 118 45 18 71 229 197 286:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 18.6 25.4 24.9 16.8 16.5 25.0 22.5
Old : 18.2 17.3 28.5 24.0 18.2 14.8 28.2 21.2
Other: 21.4 26.2 31.8 33.8 21.4 26.1 31.7 32.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 30, 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 : 14,815: 4,770 598 648 6,432 9,255 11,850 10,501: 2,965 4,314
Old : 14,658: 4,770 598 648 6,396 9,169 11,814 10,415: 2,844 4,243
Other: 157: 0 0 0 36 86 36 86: 121 71
: : :
: : Changes in Commitments from: October 23, 2007 :
: 604: 179 -71 456 -121 690 514 1,075: 90 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 4.0 4.4 43.4 62.5 80.0 70.9: 20.0 29.1
Old : 100.0: 32.5 4.1 4.4 43.6 62.6 80.6 71.1: 19.4 28.9
Other: 100.0: 0.0 0.0 0.0 22.9 54.8 22.9 54.8: 77.1 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 26 5 6 17 12 47 20:
Old : 51: 26 5 6 15 12 45 20:
Other: 6: 0 0 0 3 4 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 37.1 43.9 57.5 29.0 30.3 40.8 47.5
Old : 30.4 37.1 44.4 57.5 29.3 30.7 41.2 47.6
Other: 22.9 54.8 22.9 54.8 22.3 54.1 22.3 54.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 30, 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 : 575,413: 162,640 26,534 83,634 275,776 374,859 522,050 485,027: 53,363 90,386
Old : 482,677: 138,255 31,109 66,356 232,726 311,385 437,337 408,850: 45,340 73,827
Other: 92,736: 39,531 10,571 2,132 43,050 63,474 84,713 76,177: 8,023 16,559
: : :
: : Changes in Commitments from: October 23, 2007 :
: -10,532: -8,659 -18,906 2,443 -2,550 10,203 -8,766 -6,260: -1,766 -4,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 4.6 14.5 47.9 65.1 90.7 84.3: 9.3 15.7
Old : 100.0: 28.6 6.4 13.7 48.2 64.5 90.6 84.7: 9.4 15.3
Other: 100.0: 42.6 11.4 2.3 46.4 68.4 91.3 82.1: 8.7 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 167 76 159 114 208 370 411:
Old : 522: 150 91 150 109 206 353 405:
Other: 293: 69 49 15 39 149 113 209:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 27.5 29.7 36.1 16.4 25.6 25.6 29.7
Old : 19.0 26.7 27.9 34.7 18.9 25.0 26.8 29.2
Other: 47.5 36.5 59.2 52.1 42.2 36.2 53.8 48.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,625: 13,791 2,250 1,333 0 234 15,124 3,817: 3,501 14,808
Old : 13,532: 8,960 2,250 1,333 0 190 10,293 3,773: 3,239 9,759
Other: 5,093: 4,831 0 0 0 44 4,831 44: 262 5,049
: : :
: : Changes in Commitments from: October 23, 2007 :
: -2,675: -1,243 -757 -650 0 -471 -1,893 -1,878: -782 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 12.1 7.2 0.0 1.3 81.2 20.5: 18.8 79.5
Old : 100.0: 66.2 16.6 9.9 0.0 1.4 76.1 27.9: 23.9 72.1
Other: 100.0: 94.9 0.0 0.0 0.0 0.9 94.9 0.9: 5.1 99.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 13 6 9 0 1 16 13:
Old : 20: 13 6 9 0 1 16 13:
Other: 9: 8 0 0 0 1 8 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 : 54.5 12.5 69.2 18.9 52.8 9.4 65.0 13.3
Old : 46.4 17.3 62.1 25.6 43.1 13.0 56.3 18.0
Other: 80.7 0.9 94.9 0.9 80.7 0.9 94.9 0.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 30, 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 : 290,694: 76,658 13,712 41,500 143,020 219,719 261,178 274,931: 29,516 15,763
Old : 269,694: 78,070 16,692 34,513 128,294 203,503 240,877 254,708: 28,817 14,986
Other: 21,000: 4,771 3,203 804 14,726 16,216 20,301 20,223: 699 777
: : :
: : Changes in Commitments from: October 23, 2007 :
: 8,566: 1,464 -1,729 3,342 1,526 4,829 6,332 6,442: 2,234 2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.7 14.3 49.2 75.6 89.8 94.6: 10.2 5.4
Old : 100.0: 28.9 6.2 12.8 47.6 75.5 89.3 94.4: 10.7 5.6
Other: 100.0: 22.7 15.3 3.8 70.1 77.2 96.7 96.3: 3.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 78 30 53 59 59 168 126:
Old : 202: 76 38 52 58 58 167 123:
Other: 48: 14 10 9 14 12 31 29:
:----------------------------------------------------------------------------------------------------
: 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 36.2 29.6 48.4 16.9 35.8 24.2 46.2
Old : 19.7 36.0 29.3 47.9 18.0 35.7 25.9 44.4
Other: 61.6 70.9 79.4 84.0 61.6 70.9 79.4 83.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 30, 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 : 979,545: 180,185 181,858 5,199 642,160 630,588 827,544 817,645: 152,001 161,900
Old : 979,545: 180,185 181,858 5,199 642,160 630,588 827,544 817,645: 152,001 161,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 22,436: 37,905 17,956 -2,735 -15,515 749 19,655 15,970: 2,781 6,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.6 0.5 65.6 64.4 84.5 83.5: 15.5 16.5
Old : 100.0: 18.4 18.6 0.5 65.6 64.4 84.5 83.5: 15.5 16.5
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 : 173: 38 37 18 69 74 117 119:
Old : 173: 38 37 18 69 74 117 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 32.7 35.9 45.8 18.5 25.0 29.1 34.3
Old : 22.3 32.7 35.9 45.8 18.5 25.0 29.1 34.3
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, October 30, 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 : 236,432: 74,800 6,551 26,779 92,850 181,738 194,429 215,068: 42,003 21,364
Old : 222,566: 71,628 6,232 24,118 87,101 171,561 182,847 201,911: 39,719 20,655
Other: 13,866: 4,490 1,637 1,343 5,749 10,177 11,582 13,157: 2,284 709
: : :
: : Changes in Commitments from: October 23, 2007 :
: 3,673: 668 -2,989 2,316 44 4,922 3,028 4,249: 645 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 2.8 11.3 39.3 76.9 82.2 91.0: 17.8 9.0
Old : 100.0: 32.2 2.8 10.8 39.1 77.1 82.2 90.7: 17.8 9.3
Other: 100.0: 32.4 11.8 9.7 41.5 73.4 83.5 94.9: 16.5 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 69 22 48 55 51 151 105:
Old : 173: 73 20 47 54 51 150 104:
Other: 55: 18 9 7 22 10 43 24:
:----------------------------------------------------------------------------------------------------
: 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 40.6 29.8 54.1 17.7 38.4 26.9 50.7
Old : 21.1 42.1 30.9 54.0 19.4 40.7 29.0 51.1
Other: 31.0 62.6 50.9 79.8 29.1 59.5 43.5 72.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 30, 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 : 18,118: 5,017 441 2,244 7,722 14,511 14,983 17,196: 3,135 922
Old : 17,256: 5,132 445 1,964 7,068 13,993 14,164 16,402: 3,092 854
Other: 862: 156 267 9 654 518 819 794: 43 68
: : :
: : Changes in Commitments from: October 23, 2007 :
: 308: 81 -169 -94 414 589 401 326: -93 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 2.4 12.4 42.6 80.1 82.7 94.9: 17.3 5.1
Old : 100.0: 29.7 2.6 11.4 41.0 81.1 82.1 95.1: 17.9 4.9
Other: 100.0: 18.1 31.0 1.0 75.9 60.1 95.0 92.1: 5.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 27 7 11 33 20 65 34:
Old : 75: 25 7 9 31 20 61 32:
Other: 21: 5 5 2 5 8 11 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 61.0 37.0 77.6 21.2 58.8 32.6 68.6
Old : 23.3 62.2 38.2 79.2 21.9 61.1 34.4 72.6
Other: 73.5 51.6 93.5 79.4 64.6 50.5 82.5 73.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 30, 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 : 1,018,908: 248,213 238,429 8,267 630,286 673,561 886,766 920,257: 132,142 98,651
Old : 1,018,908: 248,213 238,429 8,267 630,286 673,561 886,766 920,257: 132,142 98,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 11,344: 18,497 4,245 107 3,274 10,782 21,878 15,134: -10,534 -3,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 23.4 0.8 61.9 66.1 87.0 90.3: 13.0 9.7
Old : 100.0: 24.4 23.4 0.8 61.9 66.1 87.0 90.3: 13.0 9.7
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 : 222: 55 32 16 95 90 153 135:
Old : 222: 55 32 16 95 90 153 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 38.9 24.5 52.1 13.5 36.7 22.8 47.6
Old : 14.1 38.9 24.5 52.1 13.5 36.7 22.8 47.6
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 30, 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 : 2,541,447: 684,436 373,393 71,607 1,431,601 1,654,096 2,187,644 2,099,096: 353,803 442,351
Old : 2,541,447: 684,436 373,393 71,607 1,431,601 1,654,096 2,187,644 2,099,096: 353,803 442,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -21,025: 12,404 -33,619 -5,223 -41,345 20,355 -34,164 -18,487: 13,139 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.7 2.8 56.3 65.1 86.1 82.6: 13.9 17.4
Old : 100.0: 26.9 14.7 2.8 56.3 65.1 86.1 82.6: 13.9 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 : 303: 56 75 42 118 125 202 214:
Old : 303: 56 75 42 118 125 202 214:
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 : 28.5 27.5 41.6 36.3 20.2 22.5 30.7 27.6
Old : 28.5 27.5 41.6 36.3 20.2 22.5 30.7 27.6
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 30, 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 : 1,732,771: 428,011 351,977 30,746 1,028,485 1,126,702 1,487,242 1,509,425: 245,529 223,346
Old : 1,732,771: 428,011 351,977 30,746 1,028,485 1,126,702 1,487,242 1,509,425: 245,529 223,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 45,160: 6,478 66,913 2,225 35,552 -29,086 44,255 40,052: 905 5,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.3 1.8 59.4 65.0 85.8 87.1: 14.2 12.9
Old : 100.0: 24.7 20.3 1.8 59.4 65.0 85.8 87.1: 14.2 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 51 39 24 90 84 154 134:
Old : 217: 51 39 24 90 84 154 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 44.8 32.9 54.9 21.4 40.5 29.0 46.3
Old : 24.2 44.8 32.9 54.9 21.4 40.5 29.0 46.3
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, October 30, 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 : 475,724: 87,160 122,130 72,269 282,392 253,198 441,821 447,597: 33,903 28,127
Old : 475,724: 87,160 122,130 72,269 282,392 253,198 441,821 447,597: 33,903 28,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 81,620: -20,888 56,838 23,254 71,618 2,565 73,984 82,657: 7,636 -1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 25.7 15.2 59.4 53.2 92.9 94.1: 7.1 5.9
Old : 100.0: 18.3 25.7 15.2 59.4 53.2 92.9 94.1: 7.1 5.9
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 : 144: 36 36 31 53 58 106 111:
Old : 144: 36 36 31 53 58 106 111:
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 22.2 36.4 33.5 18.6 14.8 27.4 22.7
Old : 23.0 22.2 36.4 33.5 18.6 14.8 27.4 22.7
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 30, 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 : 21,494: 6,606 6,061 935 2,380 7,638 9,921 14,634: 11,573 6,860
Old : 21,494: 6,606 6,061 935 2,380 7,638 9,921 14,634: 11,573 6,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -79: -266 1,211 -542 -8 12 -816 681: 737 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 28.2 4.4 11.1 35.5 46.2 68.1: 53.8 31.9
Old : 100.0: 30.7 28.2 4.4 11.1 35.5 46.2 68.1: 53.8 31.9
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 : 43: 17 12 7 7 10 29 24:
Old : 43: 17 12 7 7 10 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 32.6 23.8 50.8 14.8 31.0 23.3 48.7
Old : 14.8 32.6 23.8 50.8 14.8 31.0 23.3 48.7
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 30, 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 : 34,357: 13,014 10,652 90 17,233 17,410 30,337 28,152: 4,020 6,205
Old : 34,357: 13,014 10,652 90 17,233 17,410 30,337 28,152: 4,020 6,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,537: 1,092 517 72 451 572 1,615 1,161: -78 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 31.0 0.3 50.2 50.7 88.3 81.9: 11.7 18.1
Old : 100.0: 37.9 31.0 0.3 50.2 50.7 88.3 81.9: 11.7 18.1
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 : 58: 18 18 7 13 11 38 29:
Old : 58: 18 18 7 13 11 38 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 : 34.0 33.7 55.2 54.9 33.9 33.7 55.1 54.9
Old : 34.0 33.7 55.2 54.9 33.9 33.7 55.1 54.9
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 30, 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 : 107,658: 40,804 38,374 984 50,964 57,914 92,752 97,272: 14,906 10,386
Old : 107,658: 40,804 38,374 984 50,964 57,914 92,752 97,272: 14,906 10,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 103: 1,204 4,006 -427 131 -3,006 908 573: -805 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 35.6 0.9 47.3 53.8 86.2 90.4: 13.8 9.6
Old : 100.0: 37.9 35.6 0.9 47.3 53.8 86.2 90.4: 13.8 9.6
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 : 118: 51 33 10 23 17 77 57:
Old : 118: 51 33 10 23 17 77 57:
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 42.6 48.4 58.3 35.0 42.4 47.7 58.1
Old : 35.6 42.6 48.4 58.3 35.0 42.4 47.7 58.1
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, October 30, 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 : 55,763: 4,820 19,463 618 50,165 35,516 55,603 55,597: 160 166
Old : 55,763: 4,820 19,463 618 50,165 35,516 55,603 55,597: 160 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 771: -622 935 43 1,424 -246 845 732: -74 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 34.9 1.1 90.0 63.7 99.7 99.7: 0.3 0.3
Old : 100.0: 8.6 34.9 1.1 90.0 63.7 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 : 44: 9 14 4 15 13 25 30:
Old : 44: 9 14 4 15 13 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 75.0 90.4 90.5 80.2 68.7 86.0 83.5
Old : 82.7 75.0 90.4 90.5 80.2 68.7 86.0 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, October 30, 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 : 15,334: 9,144 4,310 0 6,189 10,969 15,333 15,279: 1 55
Old : 15,334: 9,144 4,310 0 6,189 10,969 15,333 15,279: 1 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 145: 59 786 -106 192 -536 145 144: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 28.1 0.0 40.4 71.5 100.0 99.6: 0.0 0.4
Old : 100.0: 59.6 28.1 0.0 40.4 71.5 100.0 99.6: 0.0 0.4
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 : 27: 9 8 0 4 6 13 14:
Old : 27: 9 8 0 4 6 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 79.3 97.2 97.2 82.9 79.3 97.2 97.2
Old : 82.9 79.3 97.2 97.2 82.9 79.3 97.2 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2007