WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 7, 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 : 427,074: 116,895 84,691 68,312 205,001 205,357 390,208 358,360: 36,866 68,714
Old : 362,736: 94,056 89,743 47,795 189,156 168,692 331,007 306,230: 31,729 56,506
Other: 64,338: 40,797 12,906 2,559 15,845 36,665 59,201 52,130: 5,137 12,208
: : :
: : Changes in Commitments from: July 31, 2007 :
: -10,507: 9,149 -116 -10,572 -6,076 -2,096 -7,499 -12,784: -3,008 2,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 19.8 16.0 48.0 48.1 91.4 83.9: 8.6 16.1
Old : 100.0: 25.9 24.7 13.2 52.1 46.5 91.3 84.4: 8.7 15.6
Other: 100.0: 63.4 20.1 4.0 24.6 57.0 92.0 81.0: 8.0 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 127 106 132 69 110 295 283:
Old : 378: 117 116 113 65 105 272 272:
Other: 182: 44 46 24 23 79 85 135:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 16.5 33.7 24.1 20.8 15.8 32.9 22.5
Old : 23.2 16.6 36.7 24.3 23.0 16.2 35.9 22.6
Other: 45.4 20.9 62.8 34.0 45.4 20.9 61.9 33.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 7, 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 : 1,193,831: 312,949 136,230 171,360 578,985 667,953 1,063,294 975,543: 130,537 218,288
Old : 263,632: 57,712 93,695 8,448 172,403 130,297 238,563 232,440: 25,069 31,192
Other: 930,199: 339,301 126,599 78,848 406,582 537,656 824,731 743,103: 105,468 187,096
: : :
: : Changes in Commitments from: July 31, 2007 :
: -25,784: -8,642 -9,076 -6,953 -8,231 -10,442 -23,826 -26,471: -1,958 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 11.4 14.4 48.5 56.0 89.1 81.7: 10.9 18.3
Old : 100.0: 21.9 35.5 3.2 65.4 49.4 90.5 88.2: 9.5 11.8
Other: 100.0: 36.5 13.6 8.5 43.7 57.8 88.7 79.9: 11.3 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 176 142 169 238 311 513 559:
Old : 524: 85 126 8 134 201 223 331:
Other: 717: 201 130 117 202 295 453 501:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 17.0 26.3 23.1 17.1 15.4 26.1 20.6
Old : 33.6 23.5 49.5 34.5 33.6 23.5 47.9 33.6
Other: 16.3 17.3 24.8 22.8 16.2 16.6 24.4 21.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,199: 5,206 433 107 4,839 10,895 10,152 11,435: 3,047 1,764
Old : 13,178: 5,225 433 88 4,838 10,895 10,151 11,416: 3,027 1,762
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: July 31, 2007 :
: -770: 23 -126 1 -630 -348 -606 -473: -164 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 3.3 0.8 36.7 82.5 76.9 86.6: 23.1 13.4
Old : 100.0: 39.6 3.3 0.7 36.7 82.7 77.0 86.6: 23.0 13.4
Other: 100.0: 0.0 90.5 0.0 4.8 0.0 4.8 90.5: 95.2 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 5 3 13 13 34 21:
Old : 45: 21 5 3 13 13 34 21:
Other: 2: 0 1 0 1 0 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 : 33.8 56.3 49.6 76.9 33.8 56.1 47.7 72.6
Old : 33.8 56.4 49.7 77.0 33.8 56.2 47.8 72.7
Other: 4.8 90.5 4.8 90.5 4.8 90.5 4.8 90.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 7, 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 : 497,711: 148,100 44,311 58,681 237,110 318,428 443,891 421,420: 53,820 76,291
Old : 442,359: 135,444 43,807 48,222 208,824 282,797 392,490 374,826: 49,869 67,533
Other: 55,352: 22,915 10,763 200 28,286 35,631 51,401 46,594: 3,951 8,758
: : :
: : Changes in Commitments from: July 31, 2007 :
: -11,309: -4,096 -3,706 -10,462 4,100 2,699 -10,458 -11,469: -851 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 8.9 11.8 47.6 64.0 89.2 84.7: 10.8 15.3
Old : 100.0: 30.6 9.9 10.9 47.2 63.9 88.7 84.7: 11.3 15.3
Other: 100.0: 41.4 19.4 0.4 51.1 64.4 92.9 84.2: 7.1 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 171 92 96 105 185 329 337:
Old : 477: 163 100 92 102 182 320 330:
Other: 219: 39 46 6 24 121 67 170:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 27.1 31.3 36.5 17.8 24.0 27.0 30.8
Old : 20.0 27.3 30.5 36.2 19.6 23.7 29.8 31.8
Other: 63.2 32.9 72.7 47.4 58.9 32.5 67.1 45.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,110: 14,776 4,122 423 0 1,177 15,199 5,722: 2,911 12,388
Old : 15,468: 12,678 4,034 208 0 1,070 12,886 5,312: 2,582 10,156
Other: 2,642: 2,313 303 0 0 107 2,313 410: 329 2,232
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,727: -1,740 -1,082 -12 0 157 -1,752 -937: 25 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 22.8 2.3 0.0 6.5 83.9 31.6: 16.1 68.4
Old : 100.0: 82.0 26.1 1.3 0.0 6.9 83.3 34.3: 16.7 65.7
Other: 100.0: 87.5 11.5 0.0 0.0 4.0 87.5 15.5: 12.5 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 12 5 0 5 16 19:
Old : 29: 13 11 4 0 5 15 18:
Other: 14: 8 3 0 0 3 8 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 : 59.1 16.7 75.0 22.3 59.1 15.3 74.9 20.9
Old : 57.4 18.6 74.5 24.7 57.4 18.3 74.3 24.4
Other: 70.9 15.0 87.5 15.5 70.9 15.0 87.5 15.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 290,263: 70,220 17,589 45,387 148,006 212,629 263,613 275,605: 26,650 14,658
Old : 51,387: 15,131 12,437 818 29,731 34,569 45,680 47,824: 5,707 3,563
Other: 238,876: 68,269 18,332 31,389 118,275 178,060 217,933 227,781: 20,943 11,095
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,102: -3,475 2,720 -3,287 1,151 -6,519 -5,611 -7,086: -1,491 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 6.1 15.6 51.0 73.3 90.8 95.0: 9.2 5.0
Old : 100.0: 29.4 24.2 1.6 57.9 67.3 88.9 93.1: 11.1 6.9
Other: 100.0: 28.6 7.7 13.1 49.5 74.5 91.2 95.4: 8.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 72 31 55 59 57 167 126:
Old : 115: 30 26 4 31 38 65 64:
Other: 187: 80 30 45 51 52 151 113:
:----------------------------------------------------------------------------------------------------
: 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 41.3 31.4 52.2 20.0 34.8 27.7 43.8
Old : 43.7 38.9 55.8 53.8 42.5 38.8 53.4 53.3
Other: 23.4 44.3 32.2 56.1 23.3 40.8 31.4 50.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 7, 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 : 1,018,698: 146,703 245,478 10,339 728,399 592,095 885,441 847,912: 133,257 170,786
Old : 1,018,698: 146,703 245,478 10,339 728,399 592,095 885,441 847,912: 133,257 170,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 6,148: 13,371 14,239 4,538 -4,783 -3,692 13,126 15,085: -6,978 -8,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.1 1.0 71.5 58.1 86.9 83.2: 13.1 16.8
Old : 100.0: 14.4 24.1 1.0 71.5 58.1 86.9 83.2: 13.1 16.8
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 : 186: 25 47 21 80 87 117 143:
Old : 186: 25 47 21 80 87 117 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 32.4 35.8 43.3 21.8 28.1 31.5 37.4
Old : 23.5 32.4 35.8 43.3 21.8 28.1 31.5 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 7, 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 : 204,880: 56,758 11,782 24,603 85,567 147,427 166,928 183,812: 37,952 21,068
Old : 38,819: 11,053 2,845 1,009 18,582 28,516 30,644 32,370: 8,175 6,449
Other: 166,061: 52,723 15,955 16,576 66,985 118,911 136,284 151,442: 29,777 14,619
: : :
: : Changes in Commitments from: July 31, 2007 :
: 2,764: 6,765 -1,667 -5,799 -1,236 8,350 -270 884: 3,034 1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.8 12.0 41.8 72.0 81.5 89.7: 18.5 10.3
Old : 100.0: 28.5 7.3 2.6 47.9 73.5 78.9 83.4: 21.1 16.6
Other: 100.0: 31.7 9.6 10.0 40.3 71.6 82.1 91.2: 17.9 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 63 20 44 57 52 146 106:
Old : 103: 34 11 7 32 36 71 52:
Other: 162: 62 28 34 53 49 133 98:
:----------------------------------------------------------------------------------------------------
: 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 37.1 31.0 48.6 20.7 36.2 28.8 44.9
Old : 34.8 43.6 45.8 55.3 33.4 43.6 42.5 55.1
Other: 21.8 38.1 31.8 49.3 20.4 36.7 29.6 46.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 7, 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 : 16,104: 4,283 2,428 1,344 7,685 10,823 13,312 14,595: 2,792 1,509
Old : 16,104: 4,283 2,428 1,344 7,685 10,823 13,312 14,595: 2,792 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 271: 38 -506 279 -284 352 33 125: 238 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 15.1 8.3 47.7 67.2 82.7 90.6: 17.3 9.4
Old : 100.0: 26.6 15.1 8.3 47.7 67.2 82.7 90.6: 17.3 9.4
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 : 77: 25 12 10 30 18 59 39:
Old : 77: 25 12 10 30 18 59 39:
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 : 24.0 47.3 36.9 66.4 21.8 43.5 32.7 58.3
Old : 24.0 47.3 36.9 66.4 21.8 43.5 32.7 58.3
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 - Futures Only, August 7, 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 : 1,059,028: 189,059 263,558 29,532 699,021 661,800 917,612 954,890: 141,416 104,138
Old : 1,059,028: 189,059 263,558 29,532 699,021 661,800 917,612 954,890: 141,416 104,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 21,064: 430 42,543 11,428 12,012 -31,002 23,870 22,969: -2,806 -1,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 24.9 2.8 66.0 62.5 86.6 90.2: 13.4 9.8
Old : 100.0: 17.9 24.9 2.8 66.0 62.5 86.6 90.2: 13.4 9.8
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 : 203: 50 32 17 87 81 146 122:
Old : 203: 50 32 17 87 81 146 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 29.6 28.6 47.2 16.1 27.8 23.8 42.1
Old : 19.6 29.6 28.6 47.2 16.1 27.8 23.8 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 7, 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 : 3,058,921: 953,514 347,005 98,801 1,707,394 2,197,510 2,759,709 2,643,316: 299,212 415,605
Old : 3,058,921: 953,514 347,005 98,801 1,707,394 2,197,510 2,759,709 2,643,316: 299,212 415,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 113,308: 80,953 -10,950 11,078 38,576 99,386 130,607 99,514: -17,299 13,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 11.3 3.2 55.8 71.8 90.2 86.4: 9.8 13.6
Old : 100.0: 31.2 11.3 3.2 55.8 71.8 90.2 86.4: 9.8 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 : 328: 60 84 49 124 136 212 241:
Old : 328: 60 84 49 124 136 212 241:
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 33.4 39.1 44.0 23.9 29.0 32.9 36.0
Old : 29.1 33.4 39.1 44.0 23.9 29.0 32.9 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 7, 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 : 1,705,474: 244,080 282,854 60,041 1,151,143 1,094,311 1,455,264 1,437,206: 250,210 268,268
Old : 1,705,474: 244,080 282,854 60,041 1,151,143 1,094,311 1,455,264 1,437,206: 250,210 268,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 61,383: -47,399 21,213 2,776 79,873 34,231 35,250 58,220: 26,133 3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 16.6 3.5 67.5 64.2 85.3 84.3: 14.7 15.7
Old : 100.0: 14.3 16.6 3.5 67.5 64.2 85.3 84.3: 14.7 15.7
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 : 215: 45 37 32 98 86 162 136:
Old : 215: 45 37 32 98 86 162 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 25.3 33.1 39.3 19.5 18.2 26.1 27.6
Old : 23.5 25.3 33.1 39.3 19.5 18.2 26.1 27.6
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 - Futures Only, August 7, 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 : 513,743: 88,447 222,402 48,734 347,100 218,556 484,281 489,692: 29,462 24,051
Old : 513,743: 88,447 222,402 48,734 347,100 218,556 484,281 489,692: 29,462 24,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -34,727: -19,118 38,357 -28,638 12,912 -36,017 -34,844 -26,298: 117 -8,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 43.3 9.5 67.6 42.5 94.3 95.3: 5.7 4.7
Old : 100.0: 17.2 43.3 9.5 67.6 42.5 94.3 95.3: 5.7 4.7
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 : 120: 27 35 23 48 41 89 85:
Old : 120: 27 35 23 48 41 89 85:
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 : 26.7 31.3 42.1 48.4 24.4 29.1 37.3 44.2
Old : 26.7 31.3 42.1 48.4 24.4 29.1 37.3 44.2
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 - Futures Only, August 7, 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 : 17,817: 4,032 2,463 705 1,578 8,210 6,315 11,378: 11,502 6,439
Old : 17,817: 4,032 2,463 705 1,578 8,210 6,315 11,378: 11,502 6,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,347: -859 -842 -383 -897 -1,116 -2,139 -2,341: -208 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.8 4.0 8.9 46.1 35.4 63.9: 64.6 36.1
Old : 100.0: 22.6 13.8 4.0 8.9 46.1 35.4 63.9: 64.6 36.1
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 : 24: 9 4 3 5 8 16 13:
Old : 24: 9 4 3 5 8 16 13:
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 : 16.5 42.1 27.7 55.8 16.5 41.2 27.3 54.7
Old : 16.5 42.1 27.7 55.8 16.5 41.2 27.3 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, August 7, 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 : 37,757: 16,980 13,088 113 14,837 16,494 31,930 29,695: 5,827 8,062
Old : 37,757: 16,980 13,088 113 14,837 16,494 31,930 29,695: 5,827 8,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 2,353: 514 346 60 1,524 343 2,098 749: 255 1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 34.7 0.3 39.3 43.7 84.6 78.6: 15.4 21.4
Old : 100.0: 45.0 34.7 0.3 39.3 43.7 84.6 78.6: 15.4 21.4
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 : 61: 26 11 5 15 12 45 24:
Old : 61: 26 11 5 15 12 45 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 : 32.7 40.4 50.9 59.0 32.7 39.4 50.9 57.8
Old : 32.7 40.4 50.9 59.0 32.7 39.4 50.9 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 7, 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 : 103,729: 34,606 38,960 1,058 46,830 43,403 82,494 83,421: 21,235 20,308
Old : 103,729: 34,606 38,960 1,058 46,830 43,403 82,494 83,421: 21,235 20,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 11,973: -176 3,347 320 6,778 209 6,922 3,876: 5,051 8,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 37.6 1.0 45.1 41.8 79.5 80.4: 20.5 19.6
Old : 100.0: 33.4 37.6 1.0 45.1 41.8 79.5 80.4: 20.5 19.6
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 : 123: 38 44 8 26 19 69 66:
Old : 123: 38 44 8 26 19 69 66:
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 : 31.8 33.2 44.0 46.9 31.8 33.2 44.0 46.7
Old : 31.8 33.2 44.0 46.9 31.8 33.2 44.0 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 - Futures Only, August 7, 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 : 71,483: 4,176 18,365 285 66,892 52,558 71,353 71,208: 130 275
Old : 71,483: 4,176 18,365 285 66,892 52,558 71,353 71,208: 130 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 5,520: 533 6,062 -1,429 6,518 3,143 5,622 7,776: -102 -2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 25.7 0.4 93.6 73.5 99.8 99.6: 0.2 0.4
Old : 100.0: 5.8 25.7 0.4 93.6 73.5 99.8 99.6: 0.2 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 : 47: 8 17 2 19 10 27 29:
Old : 47: 8 17 2 19 10 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 73.6 87.7 90.3 72.6 69.0 78.8 80.4
Old : 77.5 73.6 87.7 90.3 72.6 69.0 78.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, August 7, 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 : 31,181: 2,212 8,801 0 28,946 22,284 31,158 31,085: 23 96
Old : 31,181: 2,212 8,801 0 28,946 22,284 31,158 31,085: 23 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,083: 995 -2,195 0 -3,101 240 -2,106 -1,955: 23 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 28.2 0.0 92.8 71.5 99.9 99.7: 0.1 0.3
Old : 100.0: 7.1 28.2 0.0 92.8 71.5 99.9 99.7: 0.1 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 : 22: 5 8 0 5 6 10 14:
Old : 22: 5 8 0 5 6 10 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 : 92.0 81.6 99.4 97.1 70.2 54.3 72.6 69.7
Old : 92.0 81.6 99.4 97.1 70.2 54.3 72.6 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2007