WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 558,330: 85,406 70,746 191,113 235,426 215,120 511,944 476,979: 46,386 81,351
Old : 412,523: 52,482 85,043 137,500 190,483 136,055 380,465 358,598: 32,059 53,926
Other: 145,807: 63,463 16,243 23,074 44,942 79,065 131,480 118,381: 14,327 27,425
: : :
: : Changes in Commitments from: October 23, 2007 :
: 7,293: -2,543 -131 8,436 -952 2,779 4,941 11,083: 2,352 -3,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.7 34.2 42.2 38.5 91.7 85.4: 8.3 14.6
Old : 100.0: 12.7 20.6 33.3 46.2 33.0 92.2 86.9: 7.8 13.1
Other: 100.0: 43.5 11.1 15.8 30.8 54.2 90.2 81.2: 9.8 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 126 143 183 97 131 340 360:
Old : 402: 105 156 157 80 120 294 336:
Other: 271: 99 59 60 66 97 196 189:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 12.4 26.8 20.6 18.1 10.9 25.3 15.2
Old : 20.8 13.1 30.3 22.1 20.3 9.9 28.6 14.9
Other: 27.5 18.6 41.4 28.1 27.0 18.0 38.2 25.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,647,761: 260,146 86,929 483,285 728,336 788,100 1,471,766 1,358,314: 175,995 289,447
Old : 1,312,434: 186,406 122,267 364,886 616,148 602,652 1,167,440 1,089,805: 144,993 222,629
Other: 335,327: 124,543 15,465 67,595 112,187 185,448 304,326 268,509: 31,001 66,818
: : :
: : Changes in Commitments from: October 23, 2007 :
: 7,176: 6,183 -11,283 -514 -1,506 15,902 4,162 4,105: 3,014 3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.3 29.3 44.2 47.8 89.3 82.4: 10.7 17.6
Old : 100.0: 14.2 9.3 27.8 46.9 45.9 89.0 83.0: 11.0 17.0
Other: 100.0: 37.1 4.6 20.2 33.5 55.3 90.8 80.1: 9.2 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 720: 198 136 257 275 314 604 606:
Old : 710: 173 168 233 261 305 567 589:
Other: 461: 123 56 64 103 244 253 339:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 18.9 20.9 24.3 10.5 12.6 16.0 16.7
Old : 14.3 17.8 22.8 23.7 12.2 11.9 18.8 16.3
Other: 20.0 24.5 29.4 31.2 12.9 18.0 20.6 22.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,153: 4,022 595 1,691 7,390 9,459 13,102 11,745: 3,051 4,408
Old : 15,996: 4,022 595 1,691 7,354 9,373 13,066 11,659: 2,930 4,337
Other: 157: 0 0 0 36 86 36 86: 121 71
: : :
: : Changes in Commitments from: October 23, 2007 :
: 631: 180 -86 472 -109 710 544 1,097: 87 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.7 10.5 45.7 58.6 81.1 72.7: 18.9 27.3
Old : 100.0: 25.1 3.7 10.6 46.0 58.6 81.7 72.9: 18.3 27.1
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 : 54: 25 7 9 18 14 48 26:
Old : 54: 25 7 9 17 14 47 26:
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 : 30.5 34.4 45.4 53.7 26.6 24.6 37.2 39.2
Old : 30.8 34.3 45.8 53.7 26.9 25.0 37.5 39.3
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 with Delta-adjusted Options and Futures Combined, 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 : 696,084: 157,637 24,459 168,160 301,968 397,998 627,765 590,617: 68,319 105,467
Old : 590,296: 133,917 28,810 141,285 255,338 332,421 530,539 502,516: 59,757 87,780
Other: 105,788: 39,415 11,344 11,181 46,630 65,576 97,226 88,101: 8,562 17,687
: : :
: : Changes in Commitments from: October 23, 2007 :
: -89,221: -594 699 -63,532 -24,527 -22,514 -88,653 -85,347: -568 -3,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.5 24.2 43.4 57.2 90.2 84.8: 9.8 15.2
Old : 100.0: 22.7 4.9 23.9 43.3 56.3 89.9 85.1: 10.1 14.9
Other: 100.0: 37.3 10.7 10.6 44.1 62.0 91.9 83.3: 8.1 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 182 79 181 140 221 410 446:
Old : 540: 169 88 172 135 217 393 437:
Other: 304: 69 57 34 50 159 131 238:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 24.4 28.0 34.2 14.0 21.1 21.3 24.6
Old : 16.4 23.3 26.5 32.9 15.5 20.4 22.0 23.9
Other: 43.0 32.5 56.6 49.1 38.2 32.0 48.6 43.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 338,987: 71,283 12,120 68,221 168,381 241,191 307,885 321,532: 31,101 17,455
Old : 317,723: 72,510 15,038 61,253 153,557 224,787 287,320 301,079: 30,402 16,644
Other: 21,264: 4,857 3,165 885 14,824 16,403 20,565 20,453: 699 811
: : :
: : Changes in Commitments from: October 23, 2007 :
: 15,797: 2,263 -2,414 6,955 4,432 9,153 13,650 13,695: 2,147 2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 3.6 20.1 49.7 71.2 90.8 94.9: 9.2 5.1
Old : 100.0: 22.8 4.7 19.3 48.3 70.7 90.4 94.8: 9.6 5.2
Other: 100.0: 22.8 14.9 4.2 69.7 77.1 96.7 96.2: 3.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 76 36 61 64 67 177 141:
Old : 209: 75 44 61 64 66 177 140:
Other: 49: 15 9 12 14 15 32 34:
:----------------------------------------------------------------------------------------------------
: 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 33.0 28.0 44.5 15.1 30.7 21.5 39.6
Old : 18.3 32.6 27.6 44.3 15.9 30.5 22.5 37.9
Other: 60.8 70.0 78.8 82.9 60.8 70.0 78.5 82.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,108,753: 167,342 175,498 83,478 698,682 674,578 949,502 933,554: 159,252 175,199
Old : 1,108,753: 167,342 175,498 83,478 698,682 674,578 949,502 933,554: 159,252 175,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -6,594: 30,302 18,011 -13,211 -24,586 -11,629 -7,495 -6,829: 901 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.8 7.5 63.0 60.8 85.6 84.2: 14.4 15.8
Old : 100.0: 15.1 15.8 7.5 63.0 60.8 85.6 84.2: 14.4 15.8
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 : 185: 38 44 45 78 88 140 153:
Old : 185: 38 44 45 78 88 140 153:
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 29.0 32.4 40.6 16.6 22.1 25.9 30.2
Old : 20.1 29.0 32.4 40.6 16.6 22.1 25.9 30.2
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, 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 : 259,032: 72,469 4,464 42,726 99,001 189,579 214,196 236,769: 44,836 22,263
Old : 244,969: 69,938 4,655 39,390 93,212 179,378 202,540 223,424: 42,429 21,545
Other: 14,063: 4,370 1,648 1,496 5,789 10,201 11,656 13,345: 2,408 718
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,885: -930 -3,502 2,946 -311 3,438 1,706 2,882: 180 -996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 1.7 16.5 38.2 73.2 82.7 91.4: 17.3 8.6
Old : 100.0: 28.5 1.9 16.1 38.1 73.2 82.7 91.2: 17.3 8.8
Other: 100.0: 31.1 11.7 10.6 41.2 72.5 82.9 94.9: 17.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 72 21 58 56 58 157 119:
Old : 177: 75 20 57 55 58 156 118:
Other: 56: 15 12 11 23 11 44 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 : 20.0 38.4 28.7 51.3 17.0 36.1 25.5 47.2
Old : 20.7 39.6 29.8 50.9 18.5 38.0 27.5 47.5
Other: 30.6 61.8 50.2 78.7 28.5 58.7 42.7 71.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,646: 5,100 441 2,425 7,837 14,739 15,361 17,604: 3,284 1,041
Old : 17,770: 5,218 443 2,142 7,183 14,212 14,542 16,797: 3,228 973
Other: 876: 154 270 11 654 526 819 808: 57 68
: : :
: : Changes in Commitments from: October 23, 2007 :
: -283: 98 -71 -552 331 383 -123 -241: -159 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 2.4 13.0 42.0 79.0 82.4 94.4: 17.6 5.6
Old : 100.0: 29.4 2.5 12.1 40.4 80.0 81.8 94.5: 18.2 5.5
Other: 100.0: 17.6 30.9 1.3 74.7 60.1 93.5 92.2: 6.5 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 28 6 11 33 20 65 34:
Old : 75: 26 6 9 31 20 61 32:
Other: 21: 4 6 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 : 22.5 60.5 36.3 76.6 20.6 58.1 31.8 67.6
Old : 22.9 61.7 37.5 78.1 21.2 60.4 33.4 71.5
Other: 72.4 50.8 92.1 78.1 63.6 49.7 81.2 72.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,041,643: 242,277 238,143 23,018 642,960 680,612 908,256 941,772: 133,387 99,871
Old : 1,041,643: 242,277 238,143 23,018 642,960 680,612 908,256 941,772: 133,387 99,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 9,512: 18,772 3,963 -980 2,598 10,085 20,390 13,069: -10,878 -3,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 22.9 2.2 61.7 65.3 87.2 90.4: 12.8 9.6
Old : 100.0: 23.3 22.9 2.2 61.7 65.3 87.2 90.4: 12.8 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 : 226: 54 36 24 97 94 159 146:
Old : 226: 54 36 24 97 94 159 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 38.0 24.0 50.9 13.2 35.9 22.3 46.5
Old : 13.8 38.0 24.0 50.9 13.2 35.9 22.3 46.5
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, 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 : 3,275,628: 715,677 273,637 437,409 1,747,660 2,103,982 2,900,746 2,815,028: 374,882 460,600
Old : 3,275,628: 715,677 273,637 437,409 1,747,660 2,103,982 2,900,746 2,815,028: 374,882 460,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -128,348: 8,286 -25,900 -78,963 -65,865 -23,487 -136,542 -128,351: 8,195 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.4 13.4 53.4 64.2 88.6 85.9: 11.4 14.1
Old : 100.0: 21.8 8.4 13.4 53.4 64.2 88.6 85.9: 11.4 14.1
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 : 315: 77 61 81 139 154 249 264:
Old : 315: 77 61 81 139 154 249 264:
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 : 22.8 27.7 33.0 35.8 14.7 20.6 22.9 25.2
Old : 22.8 27.7 33.0 35.8 14.7 20.6 22.9 25.2
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, 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 : 1,979,900: 420,596 327,293 158,003 1,144,262 1,265,778 1,722,861 1,751,074: 257,039 228,826
Old : 1,979,900: 420,596 327,293 158,003 1,144,262 1,265,778 1,722,861 1,751,074: 257,039 228,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 42,116: 12,315 69,800 -1,132 30,662 -29,263 41,844 39,405: 272 2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.5 8.0 57.8 63.9 87.0 88.4: 13.0 11.6
Old : 100.0: 21.2 16.5 8.0 57.8 63.9 87.0 88.4: 13.0 11.6
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 : 220: 49 42 39 104 98 175 157:
Old : 220: 49 42 39 104 98 175 157:
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 : 21.5 42.7 29.6 51.9 18.8 38.7 25.6 43.7
Old : 21.5 42.7 29.6 51.9 18.8 38.7 25.6 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 825,776: 96,713 105,878 293,656 395,501 390,371 785,870 789,904: 39,905 35,871
Old : 825,776: 96,713 105,878 293,656 395,501 390,371 785,870 789,904: 39,905 35,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 221,696: -15,191 44,370 110,865 116,868 63,576 212,542 218,812: 9,153 2,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.8 35.6 47.9 47.3 95.2 95.7: 4.8 4.3
Old : 100.0: 11.7 12.8 35.6 47.9 47.3 95.2 95.7: 4.8 4.3
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 : 171: 49 42 59 67 74 140 152:
Old : 171: 49 42 59 67 74 140 152:
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 : 24.4 24.0 36.6 34.7 11.2 8.3 16.6 13.2
Old : 24.4 24.0 36.6 34.7 11.2 8.3 16.6 13.2
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, 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 : 22,360: 6,589 5,856 1,335 2,380 7,638 10,304 14,829: 12,056 7,532
Old : 22,360: 6,589 5,856 1,335 2,380 7,638 10,304 14,829: 12,056 7,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -70: -288 1,200 -587 -14 12 -889 625: 818 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 26.2 6.0 10.6 34.2 46.1 66.3: 53.9 33.7
Old : 100.0: 29.5 26.2 6.0 10.6 34.2 46.1 66.3: 53.9 33.7
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 : 45: 17 14 9 7 10 30 27:
Old : 45: 17 14 9 7 10 30 27:
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 : 14.4 31.6 23.8 49.0 14.2 28.7 22.4 45.7
Old : 14.4 31.6 23.8 49.0 14.2 28.7 22.4 45.7
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 with Delta-adjusted Options and Futures Combined, 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 : 35,602: 13,097 10,597 458 17,470 17,661 31,025 28,716: 4,577 6,886
Old : 35,602: 13,097 10,597 458 17,470 17,661 31,025 28,716: 4,577 6,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,781: 1,151 508 137 480 607 1,768 1,252: 13 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 29.8 1.3 49.1 49.6 87.1 80.7: 12.9 19.3
Old : 100.0: 36.8 29.8 1.3 49.1 49.6 87.1 80.7: 12.9 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 19 18 9 13 12 40 31:
Old : 59: 19 18 9 13 12 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 32.5 53.3 53.0 32.7 32.5 53.2 52.9
Old : 32.8 32.5 53.3 53.0 32.7 32.5 53.2 52.9
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 with Delta-adjusted Options and Futures Combined, 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 : 112,261: 40,906 38,350 1,983 54,294 61,180 97,183 101,512: 15,078 10,748
Old : 112,261: 40,906 38,350 1,983 54,294 61,180 97,183 101,512: 15,078 10,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 747: 939 3,939 -104 720 -2,663 1,554 1,171: -807 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 34.2 1.8 48.4 54.5 86.6 90.4: 13.4 9.6
Old : 100.0: 36.4 34.2 1.8 48.4 54.5 86.6 90.4: 13.4 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 19 25 19 82 65:
Old : 118: 51 33 19 25 19 82 65:
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 : 34.7 40.9 49.0 56.0 33.8 40.7 47.1 55.8
Old : 34.7 40.9 49.0 56.0 33.8 40.7 47.1 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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