WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 500,032: 91,225 69,200 128,933 240,211 225,877 460,369 424,010: 39,662 76,022
Old : 410,280: 64,855 81,730 98,638 214,382 171,822 377,874 352,190: 32,406 58,089
Other: 89,752: 48,769 9,869 7,897 25,829 54,054 82,495 71,819: 7,257 17,932
: : :
: : Changes in Commitments from: September 4, 2007 :
: 20,964: -4,630 7,078 9,177 17,956 5,465 22,503 21,721: -1,539 -757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.8 25.8 48.0 45.2 92.1 84.8: 7.9 15.2
Old : 100.0: 15.8 19.9 24.0 52.3 41.9 92.1 85.8: 7.9 14.2
Other: 100.0: 54.3 11.0 8.8 28.8 60.2 91.9 80.0: 8.1 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 130 117 133 83 124 293 303:
Old : 373: 113 129 114 75 119 258 296:
Other: 206: 66 38 38 39 88 124 150:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 14.7 29.1 22.9 18.7 13.1 28.1 18.3
Old : 20.9 15.4 31.3 24.2 20.5 13.0 30.9 18.8
Other: 35.4 22.4 56.6 34.0 35.2 22.0 52.7 31.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,532,637: 240,960 92,660 418,313 721,754 745,886 1,381,027 1,256,858: 151,609 275,778
Old : 1,275,068: 179,161 118,369 325,068 640,433 602,265 1,144,662 1,045,703: 130,406 229,365
Other: 257,569: 99,941 12,432 55,103 81,321 143,620 236,366 211,156: 21,203 46,413
: : :
: : Changes in Commitments from: September 4, 2007 :
: 10,708: 4,847 1,932 6,571 4,321 -3,373 15,740 5,130: -5,032 5,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.0 27.3 47.1 48.7 90.1 82.0: 9.9 18.0
Old : 100.0: 14.1 9.3 25.5 50.2 47.2 89.8 82.0: 10.2 18.0
Other: 100.0: 38.8 4.8 21.4 31.6 55.8 91.8 82.0: 8.2 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 716: 176 146 219 279 336 564 607:
Old : 708: 170 152 209 270 329 547 592:
Other: 433: 80 61 53 82 252 192 341:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 18.1 23.8 23.7 11.2 8.9 16.8 12.6
Old : 15.7 17.1 25.1 22.9 12.0 7.7 18.7 11.6
Other: 24.3 24.6 37.6 31.3 19.0 16.2 28.9 20.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,159: 5,207 707 846 6,172 9,668 12,224 11,221: 2,935 3,938
Old : 15,133: 5,214 705 839 6,172 9,660 12,224 11,204: 2,909 3,929
Other: 26: 0 9 0 0 8 0 17: 26 9
: : :
: : Changes in Commitments from: September 4, 2007 :
: 188: 254 -14 -25 -86 49 143 10: 45 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 4.7 5.6 40.7 63.8 80.6 74.0: 19.4 26.0
Old : 100.0: 34.5 4.7 5.5 40.8 63.8 80.8 74.0: 19.2 26.0
Other: 100.0: 0.0 34.6 0.0 0.0 30.8 0.0 65.4: 100.0 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 23 11 6 13 13 39 27:
Old : 54: 24 10 6 13 13 39 27:
Other: 2: 0 1 0 0 1 0 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 36.5 48.2 56.3 30.2 29.5 43.2 48.0
Old : 33.1 36.6 48.3 56.4 30.2 29.6 43.2 48.0
Other: 0.0 65.4 0.0 65.4 0.0 65.4 0.0 65.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 679,157: 134,259 23,835 186,523 289,199 367,057 609,981 577,415: 69,175 101,742
Old : 604,910: 125,687 28,362 164,320 250,980 321,791 540,987 514,474: 63,923 90,437
Other: 74,247: 24,183 11,083 6,592 38,219 45,266 68,994 62,941: 5,253 11,305
: : :
: : Changes in Commitments from: September 4, 2007 :
: 19,616: 3,815 1,010 4,474 13,174 12,966 21,463 18,449: -1,847 1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.5 27.5 42.6 54.0 89.8 85.0: 10.2 15.0
Old : 100.0: 20.8 4.7 27.2 41.5 53.2 89.4 85.0: 10.6 15.0
Other: 100.0: 32.6 14.9 8.9 51.5 61.0 92.9 84.8: 7.1 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 487: 163 93 155 128 192 366 389:
Old : 486: 156 107 146 127 190 360 382:
Other: 223: 42 44 17 31 127 82 180:
:----------------------------------------------------------------------------------------------------
: 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 24.5 27.6 33.5 13.0 18.9 19.8 23.3
Old : 16.5 23.8 25.5 32.9 15.0 18.2 21.5 23.9
Other: 59.5 33.0 69.9 51.4 53.9 32.1 61.3 46.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,209: 17,644 5,499 403 0 1,213 18,047 7,115: 3,162 14,094
Old : 18,020: 15,128 5,469 128 0 1,094 15,256 6,691: 2,764 11,329
Other: 3,189: 2,791 305 0 0 119 2,791 424: 398 2,765
: : :
: : Changes in Commitments from: September 4, 2007 :
: -823: -682 150 0 0 248 -682 398: -141 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 25.9 1.9 0.0 5.7 85.1 33.5: 14.9 66.5
Old : 100.0: 84.0 30.3 0.7 0.0 6.1 84.7 37.1: 15.3 62.9
Other: 100.0: 87.5 9.6 0.0 0.0 3.7 87.5 13.3: 12.5 86.7
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 15 11 7 0 5 19 19:
Old : 31: 15 11 6 0 5 18 19:
Other: 16: 9 3 0 0 4 9 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 18.4 75.4 25.0 57.9 17.2 75.3 23.2
Old : 55.7 20.9 74.9 28.4 55.6 20.6 74.8 27.9
Other: 70.8 11.6 87.4 13.3 70.8 11.6 87.4 13.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 302,768: 61,046 12,185 49,127 163,399 225,027 273,573 286,340: 29,195 16,428
Old : 287,826: 62,838 14,665 43,464 152,858 213,549 259,160 271,677: 28,666 16,149
Other: 14,942: 3,616 2,928 256 10,541 11,479 14,413 14,662: 529 279
: : :
: : Changes in Commitments from: September 4, 2007 :
: 5,356: 8,273 -3,202 -6,902 1,051 15,772 2,422 5,667: 2,934 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.0 16.2 54.0 74.3 90.4 94.6: 9.6 5.4
Old : 100.0: 21.8 5.1 15.1 53.1 74.2 90.0 94.4: 10.0 5.6
Other: 100.0: 24.2 19.6 1.7 70.5 76.8 96.5 98.1: 3.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 64 35 58 71 69 171 140:
Old : 197: 67 38 55 71 67 170 136:
Other: 40: 10 12 5 8 14 20 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 : 18.1 35.9 26.9 47.7 15.3 29.1 21.9 37.9
Old : 18.6 36.3 26.1 47.7 16.1 29.6 23.1 37.3
Other: 75.9 75.7 93.0 86.4 75.5 75.7 92.7 86.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,098,602: 152,462 179,955 91,372 702,448 647,249 946,282 918,576: 152,320 180,025
Old : 1,098,602: 152,462 179,955 91,372 702,448 647,249 946,282 918,576: 152,320 180,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 29,338: -298 -8,936 14,351 19,984 25,389 34,037 30,803: -4,698 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.4 8.3 63.9 58.9 86.1 83.6: 13.9 16.4
Old : 100.0: 13.9 16.4 8.3 63.9 58.9 86.1 83.6: 13.9 16.4
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 : 182: 34 41 41 83 88 142 145:
Old : 182: 34 41 41 83 88 142 145:
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 : 20.9 27.5 31.8 36.6 18.1 22.8 25.4 29.9
Old : 20.9 27.5 31.8 36.6 18.1 22.8 25.4 29.9
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, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 229,688: 62,103 4,809 31,949 91,523 171,865 185,575 208,623: 44,113 21,065
Old : 220,253: 60,147 5,183 29,665 87,597 164,845 177,409 199,692: 42,844 20,561
Other: 9,435: 3,383 1,054 857 3,926 7,020 8,166 8,931: 1,269 504
: : :
: : Changes in Commitments from: September 4, 2007 :
: 7,314: 2,676 -834 -3,334 5,089 9,869 4,430 5,700: 2,883 1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 2.1 13.9 39.8 74.8 80.8 90.8: 19.2 9.2
Old : 100.0: 27.3 2.4 13.5 39.8 74.8 80.5 90.7: 19.5 9.3
Other: 100.0: 35.9 11.2 9.1 41.6 74.4 86.6 94.7: 13.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 68 19 46 59 63 150 113:
Old : 170: 70 19 46 59 63 150 113:
Other: 46: 14 8 7 18 12 36 23:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 34.9 27.3 49.2 14.7 33.1 22.8 43.2
Old : 18.8 34.3 27.5 48.5 14.6 33.1 23.0 43.0
Other: 40.7 74.8 56.6 84.7 40.4 68.2 53.5 76.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,735: 4,431 1,994 2,041 6,564 10,747 13,035 14,782: 2,700 953
Old : 15,697: 4,431 1,994 2,038 6,539 10,732 13,007 14,764: 2,690 933
Other: 38: 2 2 1 25 15 28 18: 10 20
: : :
: : Changes in Commitments from: September 4, 2007 :
: 498: 128 -66 270 -212 302 186 505: 312 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.7 13.0 41.7 68.3 82.8 93.9: 17.2 6.1
Old : 100.0: 28.2 12.7 13.0 41.7 68.4 82.9 94.1: 17.1 5.9
Other: 100.0: 5.3 5.3 2.6 65.8 39.5 73.7 47.4: 26.3 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 30 12 10 25 19 58 39:
Old : 78: 30 12 10 25 19 58 39:
Other: 5: 1 1 1 1 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 55.8 38.6 71.9 21.9 54.1 35.2 68.0
Old : 23.8 55.8 38.7 72.0 22.0 54.3 35.3 68.2
Other: 73.7 47.4 73.7 47.4 71.1 44.7 71.1 44.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 922,399: 181,837 151,625 34,517 585,645 625,894 802,000 812,036: 120,399 110,362
Old : 922,399: 181,837 151,625 34,517 585,645 625,894 802,000 812,036: 120,399 110,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -44,490: -60,090 -47,528 13,174 4,036 -1,149 -42,880 -35,502: -1,610 -8,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 16.4 3.7 63.5 67.9 86.9 88.0: 13.1 12.0
Old : 100.0: 19.7 16.4 3.7 63.5 67.9 86.9 88.0: 13.1 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 : 213: 47 35 19 100 82 155 128:
Old : 213: 47 35 19 100 82 155 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 33.6 23.2 45.8 15.1 30.9 22.8 42.6
Old : 15.2 33.6 23.2 45.8 15.1 30.9 22.8 42.6
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 with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,082,195: 640,760 283,342 493,229 1,610,473 1,872,595 2,744,462 2,649,166: 337,734 433,029
Old : 3,082,195: 640,760 283,342 493,229 1,610,473 1,872,595 2,744,462 2,649,166: 337,734 433,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 145,448: 7,217 9,560 92,459 51,354 14,034 151,030 116,054: -5,582 29,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 9.2 16.0 52.3 60.8 89.0 86.0: 11.0 14.0
Old : 100.0: 20.8 9.2 16.0 52.3 60.8 89.0 86.0: 11.0 14.0
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 : 299: 63 69 78 137 137 242 242:
Old : 299: 63 69 78 137 137 242 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 24.2 23.4 34.3 11.9 19.3 19.0 26.2
Old : 15.2 24.2 23.4 34.3 11.9 19.3 19.0 26.2
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, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,945,908: 262,889 243,065 184,065 1,207,323 1,275,554 1,654,277 1,702,684: 291,631 243,224
Old : 1,945,908: 262,889 243,065 184,065 1,207,323 1,275,554 1,654,277 1,702,684: 291,631 243,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 82,857: 14,152 3,444 30,465 8,504 67,728 53,120 101,637: 29,737 -18,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 12.5 9.5 62.0 65.6 85.0 87.5: 15.0 12.5
Old : 100.0: 13.5 12.5 9.5 62.0 65.6 85.0 87.5: 15.0 12.5
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 : 213: 47 41 43 98 89 166 152:
Old : 213: 47 41 43 98 89 166 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 33.6 25.7 45.5 12.9 26.8 19.8 33.6
Old : 15.5 33.6 25.7 45.5 12.9 26.8 19.8 33.6
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, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 767,518: 80,774 96,816 367,386 293,398 278,637 741,558 742,839: 25,960 24,678
Old : 767,518: 80,774 96,816 367,386 293,398 278,637 741,558 742,839: 25,960 24,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -124,082: 9,083 12,465 -87,331 -37,426 -23,267 -115,674 -98,133: -8,408 -25,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.6 47.9 38.2 36.3 96.6 96.8: 3.4 3.2
Old : 100.0: 10.5 12.6 47.9 38.2 36.3 96.6 96.8: 3.4 3.2
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 : 123: 22 43 37 41 51 87 107:
Old : 123: 22 43 37 41 51 87 107:
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 : 36.2 34.4 51.5 46.4 12.0 7.2 17.6 12.0
Old : 36.2 34.4 51.5 46.4 12.0 7.2 17.6 12.0
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, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 22,296: 7,612 3,536 2,262 1,950 9,638 11,824 15,436: 10,473 6,860
Old : 22,296: 7,612 3,536 2,262 1,950 9,638 11,824 15,436: 10,473 6,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,620: 519 725 738 167 -115 1,424 1,348: 195 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 15.9 10.1 8.7 43.2 53.0 69.2: 47.0 30.8
Old : 100.0: 34.1 15.9 10.1 8.7 43.2 53.0 69.2: 47.0 30.8
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 : 42: 17 10 10 5 13 31 24:
Old : 42: 17 10 10 5 13 31 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 : 16.0 40.3 26.2 52.2 15.8 37.8 24.7 48.6
Old : 16.0 40.3 26.2 52.2 15.8 37.8 24.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 44,124: 18,973 15,650 2,227 16,018 18,259 37,218 36,136: 6,906 7,988
Old : 44,124: 18,973 15,650 2,227 16,018 18,259 37,218 36,136: 6,906 7,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 3,528: 477 565 849 562 516 1,887 1,930: 1,640 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 35.5 5.0 36.3 41.4 84.3 81.9: 15.7 18.1
Old : 100.0: 43.0 35.5 5.0 36.3 41.4 84.3 81.9: 15.7 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 : 68: 25 18 14 16 14 49 38:
Old : 68: 25 18 14 16 14 49 38:
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 : 29.4 36.6 44.8 52.0 29.4 35.3 44.7 49.4
Old : 29.4 36.6 44.8 52.0 29.4 35.3 44.7 49.4
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, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 100,787: 35,535 52,239 2,861 49,598 33,719 87,995 88,819: 12,793 11,968
Old : 100,787: 35,535 52,239 2,861 49,598 33,719 87,995 88,819: 12,793 11,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -5,175: -182 387 661 -6,307 -5,477 -5,829 -4,430: 654 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 51.8 2.8 49.2 33.5 87.3 88.1: 12.7 11.9
Old : 100.0: 35.3 51.8 2.8 49.2 33.5 87.3 88.1: 12.7 11.9
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 : 127: 41 47 22 27 21 81 77:
Old : 127: 41 47 22 27 21 81 77:
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 : 35.4 25.2 51.2 38.0 32.3 25.2 45.7 37.9
Old : 35.4 25.2 51.2 38.0 32.3 25.2 45.7 37.9
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, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 65,184: 2,850 21,639 285 61,952 43,192 65,087 65,116: 97 68
Old : 65,184: 2,850 21,639 285 61,952 43,192 65,087 65,116: 97 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -5,240: -436 3,723 -98 -4,585 -8,756 -5,119 -5,131: -121 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 33.2 0.4 95.0 66.3 99.9 99.9: 0.1 0.1
Old : 100.0: 4.4 33.2 0.4 95.0 66.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 18 2 17 12 24 32:
Old : 46: 7 18 2 17 12 24 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 74.7 91.8 90.6 76.1 70.6 82.3 79.7
Old : 82.4 74.7 91.8 90.6 76.1 70.6 82.3 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 30,128: 2,804 8,140 2,451 24,860 19,522 30,115 30,113: 13 15
Old : 30,128: 2,804 8,140 2,451 24,860 19,522 30,115 30,113: 13 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 3,911: 111 285 1,781 2,008 1,849 3,900 3,915: 11 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 27.0 8.1 82.5 64.8 100.0 100.0: 0.0 0.0
Old : 100.0: 9.3 27.0 8.1 82.5 64.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 9 1 5 6 12 15:
Old : 23: 6 9 1 5 6 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.1 76.5 98.6 95.6 55.7 41.6 60.0 55.6
Old : 90.1 76.5 98.6 95.6 55.7 41.6 60.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2007