WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 524,094: 105,741 67,973 148,962 231,002 234,526 485,705 451,461: 38,389 72,633
Old : 453,841: 83,224 75,715 123,973 214,138 195,337 421,336 395,025: 32,505 58,816
Other: 70,253: 42,183 11,924 5,323 16,863 39,189 64,369 56,436: 5,884 13,817
: : :
: : Changes in Commitments from: August 7, 2007 :
: -445: -2,871 -7,129 3,190 803 1,418 1,123 -2,521: -1,568 2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 13.0 28.4 44.1 44.7 92.7 86.1: 7.3 13.9
Old : 100.0: 18.3 16.7 27.3 47.2 43.0 92.8 87.0: 7.2 13.0
Other: 100.0: 60.0 17.0 7.6 24.0 55.8 91.6 80.3: 8.4 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 134 117 144 81 121 311 307:
Old : 388: 123 126 131 76 117 289 298:
Other: 185: 51 43 29 27 78 97 135:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 14.9 27.4 23.3 17.6 13.6 26.7 19.4
Old : 19.0 14.8 29.1 23.3 18.7 13.1 28.1 19.2
Other: 42.2 22.6 60.0 32.9 42.2 22.2 59.2 32.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,599,397: 237,170 81,336 462,444 724,813 770,084 1,424,427 1,313,865: 174,970 285,533
Old : 210,702: 32,325 23,573 60,929 82,788 90,909 176,043 175,412: 34,659 35,291
Other: 1,388,695: 239,160 92,079 367,199 642,024 679,175 1,248,384 1,138,453: 140,311 250,242
: : :
: : Changes in Commitments from: August 7, 2007 :
: -60,373: -9,598 -16,659 -34,909 -12,653 -16,000 -57,159 -67,568: -3,214 7,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.1 28.9 45.3 48.1 89.1 82.1: 10.9 17.9
Old : 100.0: 15.3 11.2 28.9 39.3 43.1 83.6 83.3: 16.4 16.7
Other: 100.0: 17.2 6.6 26.4 46.2 48.9 89.9 82.0: 10.1 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 753: 193 142 239 306 347 617 638:
Old : 531: 108 100 99 192 214 353 361:
Other: 738: 178 167 198 269 336 546 608:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 17.3 22.7 23.1 11.3 9.8 16.8 13.1
Old : 15.9 16.9 21.9 24.7 15.0 15.0 19.6 21.0
Other: 15.4 18.3 23.3 23.6 11.0 10.1 16.8 13.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 14,281: 4,804 529 753 5,617 11,160 11,174 12,443: 3,107 1,838
Old : 14,260: 4,804 529 753 5,616 11,159 11,173 12,442: 3,087 1,818
Other: 21: 0 0 0 1 1 1 1: 20 20
: : :
: : Changes in Commitments from: August 7, 2007 :
: 26: 145 88 -132 65 108 78 64: -52 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 3.7 5.3 39.3 78.1 78.2 87.1: 21.8 12.9
Old : 100.0: 33.7 3.7 5.3 39.4 78.3 78.4 87.3: 21.6 12.7
Other: 100.0: 0.0 0.0 0.0 4.8 4.8 4.8 4.8: 95.2 95.2
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 9 5 17 15 39 26:
Old : 50: 19 9 5 17 15 39 26:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 47.8 48.0 67.9 33.3 46.9 46.1 65.8
Old : 33.4 47.9 48.1 68.0 33.3 47.0 46.2 65.9
Other: 4.8 4.8 4.8 4.8 4.8 4.8 4.8 4.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 657,415: 133,773 25,868 174,825 276,587 362,794 585,185 563,487: 72,230 93,928
Old : 591,598: 123,023 29,920 154,568 245,906 322,514 523,498 507,002: 68,100 84,596
Other: 65,817: 25,850 11,048 5,156 30,681 40,280 61,687 56,485: 4,130 9,332
: : :
: : Changes in Commitments from: August 7, 2007 :
: 4,738: 8,306 3,265 -132 -2,715 3,102 5,459 6,235: -721 -1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.9 26.6 42.1 55.2 89.0 85.7: 11.0 14.3
Old : 100.0: 20.8 5.1 26.1 41.6 54.5 88.5 85.7: 11.5 14.3
Other: 100.0: 39.3 16.8 7.8 46.6 61.2 93.7 85.8: 6.3 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 184 99 161 125 194 385 398:
Old : 510: 175 107 156 123 190 378 391:
Other: 224: 36 51 16 29 125 76 182:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 25.4 27.4 33.9 13.3 19.4 19.3 23.9
Old : 16.8 25.0 25.9 33.6 14.7 18.7 21.0 24.0
Other: 57.3 31.7 69.1 47.1 53.5 31.0 61.6 43.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,824: 15,866 5,352 404 0 973 16,270 6,729: 3,554 13,095
Old : 17,055: 13,670 5,259 194 0 847 13,864 6,300: 3,191 10,755
Other: 2,769: 2,406 303 0 0 126 2,406 429: 363 2,340
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,714: 1,090 1,230 -19 0 -204 1,071 1,007: 643 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 27.0 2.0 0.0 4.9 82.1 33.9: 17.9 66.1
Old : 100.0: 80.2 30.8 1.1 0.0 5.0 81.3 36.9: 18.7 63.1
Other: 100.0: 86.9 10.9 0.0 0.0 4.6 86.9 15.5: 13.1 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 13 3 0 4 14 18:
Old : 29: 12 13 3 0 4 14 18:
Other: 13: 7 3 0 0 3 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 20.0 74.5 25.4 55.0 18.7 74.5 24.1
Old : 52.9 22.4 73.9 28.0 52.9 22.1 73.9 27.7
Other: 70.9 14.3 86.9 15.5 70.9 14.3 86.9 15.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 327,883: 62,721 16,653 66,692 171,347 226,371 300,760 309,716: 27,124 18,168
Old : 54,662: 8,939 12,707 6,425 33,817 31,785 49,180 50,917: 5,482 3,745
Other: 273,221: 67,127 17,291 46,922 137,530 194,586 251,579 258,798: 21,642 14,423
: : :
: : Changes in Commitments from: August 7, 2007 :
: 7,911: -6,283 669 6,215 8,924 -735 8,855 6,148: -944 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.1 20.3 52.3 69.0 91.7 94.5: 8.3 5.5
Old : 100.0: 16.4 23.2 11.8 61.9 58.1 90.0 93.1: 10.0 6.9
Other: 100.0: 24.6 6.3 17.2 50.3 71.2 92.1 94.7: 7.9 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 69 34 60 68 65 178 140:
Old : 111: 20 29 12 41 40 69 73:
Other: 201: 82 32 53 62 61 167 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 36.2 29.1 47.2 16.2 28.7 23.1 37.4
Old : 40.7 31.6 51.9 45.1 39.2 30.7 48.3 43.2
Other: 20.4 40.1 29.1 51.3 18.9 35.2 26.0 43.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,189,460: 124,350 245,000 107,498 808,584 675,053 1,040,432 1,027,552: 149,028 161,909
Old : 1,189,460: 124,350 245,000 107,498 808,584 675,053 1,040,432 1,027,552: 149,028 161,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -13,685: -20,880 18,874 -2,376 5,953 -6,886 -17,303 9,612: 3,618 -23,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 20.6 9.0 68.0 56.8 87.5 86.4: 12.5 13.6
Old : 100.0: 10.5 20.6 9.0 68.0 56.8 87.5 86.4: 12.5 13.6
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 : 202: 36 47 49 94 97 159 164:
Old : 202: 36 47 49 94 97 159 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 28.6 31.5 39.7 18.1 24.5 27.5 32.9
Old : 20.1 28.6 31.5 39.7 18.1 24.5 27.5 32.9
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 217,119: 52,819 6,992 33,411 89,143 155,089 175,372 195,492: 41,747 21,627
Old : 31,552: 9,175 3,397 1,533 13,217 20,945 23,925 25,876: 7,627 5,676
Other: 185,567: 50,932 10,883 24,589 75,926 134,144 151,447 169,616: 34,120 15,951
: : :
: : Changes in Commitments from: August 7, 2007 :
: -3,220: -1,631 -5,347 -503 -2,490 2,990 -4,625 -2,860: 1,405 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.2 15.4 41.1 71.4 80.8 90.0: 19.2 10.0
Old : 100.0: 29.1 10.8 4.9 41.9 66.4 75.8 82.0: 24.2 18.0
Other: 100.0: 27.4 5.9 13.3 40.9 72.3 81.6 91.4: 18.4 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 59 20 45 61 59 147 111:
Old : 97: 34 9 17 35 36 73 58:
Other: 163: 54 31 41 55 57 136 108:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 35.4 28.5 46.8 17.3 33.9 24.6 42.2
Old : 27.5 37.2 38.9 50.6 25.3 37.2 34.7 49.7
Other: 21.0 37.5 29.9 48.2 18.1 35.3 25.8 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 16,391: 4,130 2,463 2,172 7,391 10,251 13,693 14,886: 2,698 1,504
Old : 16,391: 4,130 2,463 2,172 7,391 10,251 13,693 14,886: 2,698 1,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -821: 199 19 47 -815 -812 -569 -746: -251 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.0 13.3 45.1 62.5 83.5 90.8: 16.5 9.2
Old : 100.0: 25.2 15.0 13.3 45.1 62.5 83.5 90.8: 16.5 9.2
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 : 83: 28 16 12 33 22 68 44:
Old : 83: 28 16 12 33 22 68 44:
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 : 22.1 47.2 34.0 63.5 21.9 43.8 32.6 58.0
Old : 22.1 47.2 34.0 63.5 21.9 43.8 32.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,037,499: 173,237 258,982 36,639 698,904 648,251 908,780 943,873: 128,719 93,626
Old : 1,037,499: 173,237 258,982 36,639 698,904 648,251 908,780 943,873: 128,719 93,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -41,797: -13,662 -7,193 1,548 -14,947 -23,127 -27,061 -28,773: -14,736 -13,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.0 3.5 67.4 62.5 87.6 91.0: 12.4 9.0
Old : 100.0: 16.7 25.0 3.5 67.4 62.5 87.6 91.0: 12.4 9.0
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 : 207: 48 36 22 96 81 157 127:
Old : 207: 48 36 22 96 81 157 127:
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 : 17.7 28.4 26.5 44.9 12.3 26.8 19.4 40.2
Old : 17.7 28.4 26.5 44.9 12.3 26.8 19.4 40.2
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 3,793,946: 963,653 305,623 508,536 1,970,508 2,543,191 3,442,696 3,357,349: 351,249 436,596
Old : 3,793,946: 963,653 305,623 508,536 1,970,508 2,543,191 3,442,696 3,357,349: 351,249 436,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -107,125: -6,616 3,371 29,656 -155,175 -131,216 -132,135 -98,188: 25,010 -8,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 8.1 13.4 51.9 67.0 90.7 88.5: 9.3 11.5
Old : 100.0: 25.4 8.1 13.4 51.9 67.0 90.7 88.5: 9.3 11.5
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 : 336: 66 88 93 151 160 268 290:
Old : 336: 66 88 93 151 160 268 290:
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 : 22.4 29.0 31.2 39.0 17.7 25.4 25.1 31.6
Old : 22.4 29.0 31.2 39.0 17.7 25.4 25.1 31.6
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,931,383: 211,672 274,741 225,292 1,226,352 1,178,953 1,663,316 1,678,986: 268,068 252,398
Old : 1,931,383: 211,672 274,741 225,292 1,226,352 1,178,953 1,663,316 1,678,986: 268,068 252,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -47,980: 5,861 4,775 3,178 -63,695 -27,581 -54,656 -19,628: 6,676 -28,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.2 11.7 63.5 61.0 86.1 86.9: 13.9 13.1
Old : 100.0: 11.0 14.2 11.7 63.5 61.0 86.1 86.9: 13.9 13.1
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 : 210: 39 40 51 105 95 172 158:
Old : 210: 39 40 51 105 95 172 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 25.5 31.1 37.5 17.9 20.0 23.9 27.4
Old : 21.8 25.5 31.1 37.5 17.9 20.0 23.9 27.4
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 968,201: 119,634 189,440 434,808 377,309 312,074 931,751 936,322: 36,450 31,879
Old : 968,201: 119,634 189,440 434,808 377,309 312,074 931,751 936,322: 36,450 31,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 157,289: 12,528 -60,871 193,346 -51,273 20,510 154,601 152,986: 2,688 4,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 19.6 44.9 39.0 32.2 96.2 96.7: 3.8 3.3
Old : 100.0: 12.4 19.6 44.9 39.0 32.2 96.2 96.7: 3.8 3.3
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 : 140: 25 46 48 56 56 111 120:
Old : 140: 25 46 48 56 56 111 120:
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 : 33.5 38.3 48.0 52.3 11.6 13.1 18.7 19.5
Old : 33.5 38.3 48.0 52.3 11.6 13.1 18.7 19.5
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 20,024: 4,767 2,436 1,563 2,504 9,210 8,834 13,209: 11,190 6,815
Old : 20,024: 4,767 2,436 1,563 2,504 9,210 8,834 13,209: 11,190 6,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,603: 798 72 589 926 1,000 2,314 1,661: -711 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 12.2 7.8 12.5 46.0 44.1 66.0: 55.9 34.0
Old : 100.0: 23.8 12.2 7.8 12.5 46.0 44.1 66.0: 55.9 34.0
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 : 31: 12 6 5 5 10 19 19:
Old : 31: 12 6 5 5 10 19 19:
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 : 17.5 39.5 29.8 52.5 17.5 35.3 27.7 45.4
Old : 17.5 39.5 29.8 52.5 17.5 35.3 27.7 45.4
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 41,787: 16,451 14,685 1,967 15,891 17,263 34,310 33,915: 7,477 7,871
Old : 41,787: 16,451 14,685 1,967 15,891 17,263 34,310 33,915: 7,477 7,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,303: -485 1,624 548 142 56 205 2,228: 1,098 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 35.1 4.7 38.0 41.3 82.1 81.2: 17.9 18.8
Old : 100.0: 39.4 35.1 4.7 38.0 41.3 82.1 81.2: 17.9 18.8
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 : 63: 21 17 14 17 13 48 34:
Old : 63: 21 17 14 17 13 48 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 36.9 45.9 54.8 29.1 35.5 45.9 51.6
Old : 29.1 36.9 45.9 54.8 29.1 35.5 45.9 51.6
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 109,250: 45,469 38,567 2,903 44,032 56,122 92,404 97,592: 16,846 11,659
Old : 109,250: 45,469 38,567 2,903 44,032 56,122 92,404 97,592: 16,846 11,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -594: 9,612 -783 629 -6,024 8,740 4,217 8,586: -4,810 -9,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 35.3 2.7 40.3 51.4 84.6 89.3: 15.4 10.7
Old : 100.0: 41.6 35.3 2.7 40.3 51.4 84.6 89.3: 15.4 10.7
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 : 131: 47 41 18 29 22 86 71:
Old : 131: 47 41 18 29 22 86 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 : 30.4 31.6 43.2 47.8 26.2 31.6 37.2 46.7
Old : 30.4 31.6 43.2 47.8 26.2 31.6 37.2 46.7
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 68,539: 3,589 18,959 285 64,433 49,086 68,307 68,330: 232 209
Old : 68,539: 3,589 18,959 285 64,433 49,086 68,307 68,330: 232 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -2,944: -587 594 0 -2,459 -3,472 -3,046 -2,878: 102 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 27.7 0.4 94.0 71.6 99.7 99.7: 0.3 0.3
Old : 100.0: 5.2 27.7 0.4 94.0 71.6 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 : 50: 7 20 2 18 12 25 34:
Old : 50: 7 20 2 18 12 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 73.4 89.7 89.6 78.0 72.8 84.4 84.3
Old : 81.4 73.4 89.7 89.6 78.0 72.8 84.4 84.3
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 34,561: 3,280 10,481 296 30,971 23,754 34,547 34,531: 14 30
Old : 34,561: 3,280 10,481 296 30,971 23,754 34,547 34,531: 14 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 3,380: 1,068 1,680 296 2,025 1,470 3,389 3,446: -9 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 30.3 0.9 89.6 68.7 100.0 99.9: 0.0 0.1
Old : 100.0: 9.5 30.3 0.9 89.6 68.7 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 8 1 5 6 11 14:
Old : 22: 5 8 1 5 6 11 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 : 88.9 82.9 97.4 98.0 72.7 59.6 76.6 74.6
Old : 88.9 82.9 97.4 98.0 72.7 59.6 76.6 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2007