WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 18, 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 : 376,948: 95,529 73,059 48,200 196,538 187,970 340,267 309,229: 36,681 67,719
Old : 294,781: 70,512 88,555 19,957 174,759 136,507 265,228 245,019: 29,553 49,762
Other: 82,167: 49,775 9,262 3,485 21,779 51,463 75,039 64,210: 7,128 17,957
: : :
: : Changes in Commitments from: September 11, 2007 :
: 3,291: 1,022 127 5,910 -5,010 -2,200 1,922 3,837: 1,369 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.4 12.8 52.1 49.9 90.3 82.0: 9.7 18.0
Old : 100.0: 23.9 30.0 6.8 59.3 46.3 90.0 83.1: 10.0 16.9
Other: 100.0: 60.6 11.3 4.2 26.5 62.6 91.3 78.1: 8.7 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 126 113 96 75 113 263 272:
Old : 366: 107 125 64 61 107 214 258:
Other: 205: 68 36 25 42 85 120 140:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 15.9 36.1 24.7 23.1 15.5 34.6 23.6
Old : 28.2 17.4 41.9 26.9 27.8 17.0 41.5 26.0
Other: 37.3 21.7 55.9 32.7 36.6 20.5 52.7 30.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 18, 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 : 1,101,748: 323,487 133,885 104,317 560,129 647,896 987,933 886,098: 113,815 215,650
Old : 917,555: 244,090 163,050 59,824 517,077 519,512 820,991 742,386: 96,564 175,169
Other: 184,193: 119,287 10,725 4,603 43,052 128,384 166,942 143,712: 17,251 40,481
: : :
: : Changes in Commitments from: September 11, 2007 :
: 14,786: 12,212 -2,793 -1,085 818 19,051 11,945 15,173: 2,841 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 12.2 9.5 50.8 58.8 89.7 80.4: 10.3 19.6
Old : 100.0: 26.6 17.8 6.5 56.4 56.6 89.5 80.9: 10.5 19.1
Other: 100.0: 64.8 5.8 2.5 23.4 69.7 90.6 78.0: 9.4 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 158 139 120 207 289 436 498:
Old : 669: 144 150 100 198 282 409 480:
Other: 418: 88 54 18 58 234 155 300:
:----------------------------------------------------------------------------------------------------
: 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 18.3 28.2 24.4 18.1 14.8 27.3 20.7
Old : 19.1 17.4 31.1 23.6 19.1 13.3 30.0 19.3
Other: 27.5 26.3 39.3 32.6 27.5 26.3 39.3 32.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,339: 5,826 588 83 5,550 9,073 11,459 9,744: 2,880 4,595
Old : 14,287: 5,826 592 79 5,543 9,065 11,448 9,736: 2,839 4,551
Other: 52: 4 0 0 7 8 11 8: 41 44
: : :
: : Changes in Commitments from: September 11, 2007 :
: 156: 96 -131 -1 42 -456 137 -588: 19 744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 4.1 0.6 38.7 63.3 79.9 68.0: 20.1 32.0
Old : 100.0: 40.8 4.1 0.6 38.8 63.4 80.1 68.1: 19.9 31.9
Other: 100.0: 7.7 0.0 0.0 13.5 15.4 21.2 15.4: 78.8 84.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 6 4 10 12 38 19:
Old : 50: 24 7 4 10 12 38 19:
Other: 3: 1 0 0 1 1 2 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 : 33.7 38.1 48.3 57.0 30.8 30.6 43.7 48.3
Old : 33.8 38.3 48.5 57.2 30.9 30.8 43.9 48.5
Other: 21.2 15.4 21.2 15.4 21.2 15.4 21.2 15.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 18, 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 : 528,123: 157,295 49,553 60,930 255,798 331,569 474,023 442,052: 54,100 86,071
Old : 459,929: 141,624 49,039 51,873 217,254 284,962 410,751 385,874: 49,178 74,055
Other: 68,194: 24,580 9,423 148 38,544 46,607 63,272 56,178: 4,922 12,016
: : :
: : Changes in Commitments from: September 11, 2007 :
: 26,251: 8,803 4,234 336 11,417 15,496 20,556 20,066: 5,695 6,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 9.4 11.5 48.4 62.8 89.8 83.7: 10.2 16.3
Old : 100.0: 30.8 10.7 11.3 47.2 62.0 89.3 83.9: 10.7 16.1
Other: 100.0: 36.0 13.8 0.2 56.5 68.3 92.8 82.4: 7.2 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 164 92 108 108 175 333 344:
Old : 481: 158 105 95 107 173 324 336:
Other: 224: 47 43 6 29 119 80 166:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 25.8 31.0 35.2 16.3 22.2 25.1 28.8
Old : 19.1 24.7 28.9 33.8 19.0 22.6 28.8 30.4
Other: 64.0 37.0 72.6 55.8 59.2 36.5 66.2 52.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,601: 18,832 6,371 348 0 1,086 19,180 7,805: 3,421 14,796
Old : 19,161: 15,890 6,261 123 0 980 16,013 7,364: 3,148 11,797
Other: 3,440: 3,167 335 0 0 106 3,167 441: 273 2,999
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,392: 1,188 872 -55 0 -127 1,133 690: 259 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 28.2 1.5 0.0 4.8 84.9 34.5: 15.1 65.5
Old : 100.0: 82.9 32.7 0.6 0.0 5.1 83.6 38.4: 16.4 61.6
Other: 100.0: 92.1 9.7 0.0 0.0 3.1 92.1 12.8: 7.9 87.2
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 14 6 0 4 19 20:
Old : 33: 16 13 5 0 4 18 20:
Other: 17: 9 5 0 0 3 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 57.7 17.7 75.4 24.3 57.7 16.3 75.4 22.9
Old : 55.5 20.1 74.2 27.7 55.5 19.6 74.2 27.2
Other: 70.3 10.8 91.9 12.8 70.3 10.8 91.9 12.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 18, 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 : 278,657: 69,008 12,778 32,773 146,563 218,526 248,344 264,077: 30,313 14,580
Old : 261,713: 70,927 15,355 26,571 134,570 205,775 232,068 247,701: 29,645 14,012
Other: 16,944: 3,858 3,200 425 11,993 12,751 16,276 16,376: 668 568
: : :
: : Changes in Commitments from: September 11, 2007 :
: 6,676: 5,318 537 -971 -930 7,302 3,417 6,868: 3,259 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.6 11.8 52.6 78.4 89.1 94.8: 10.9 5.2
Old : 100.0: 27.1 5.9 10.2 51.4 78.6 88.7 94.6: 11.3 5.4
Other: 100.0: 22.8 18.9 2.5 70.8 75.3 96.1 96.6: 3.9 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 78 23 45 64 59 166 118:
Old : 197: 80 27 43 64 58 165 116:
Other: 40: 6 17 4 8 12 18 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 39.2 29.1 51.5 17.2 34.8 24.2 44.2
Old : 18.4 40.2 27.2 52.4 18.3 36.1 25.8 44.5
Other: 80.3 69.0 94.4 82.6 80.3 69.0 92.6 81.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 18, 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 : 903,476: 129,868 176,633 3,779 621,300 568,232 754,947 748,644: 148,529 154,832
Old : 903,476: 129,868 176,633 3,779 621,300 568,232 754,947 748,644: 148,529 154,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -41,930: -28,622 -11,408 -406 -18,139 -20,140 -47,167 -31,954: 5,237 -9,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 19.6 0.4 68.8 62.9 83.6 82.9: 16.4 17.1
Old : 100.0: 14.4 19.6 0.4 68.8 62.9 83.6 82.9: 16.4 17.1
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 : 170: 30 36 15 73 78 110 122:
Old : 170: 30 36 15 73 78 110 122:
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 : 24.2 34.9 36.5 46.0 21.4 30.0 30.7 38.5
Old : 24.2 34.9 36.5 46.0 21.4 30.0 30.7 38.5
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, September 18, 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 : 224,426: 70,216 7,640 22,051 88,590 172,563 180,857 202,254: 43,569 22,172
Old : 214,554: 67,666 8,476 19,969 84,461 164,289 172,096 192,734: 42,458 21,820
Other: 9,872: 3,864 478 768 4,129 8,274 8,761 9,520: 1,111 352
: : :
: : Changes in Commitments from: September 11, 2007 :
: 12,832: 6,904 2,453 749 3,298 7,541 10,951 10,743: 1,881 2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 3.4 9.8 39.5 76.9 80.6 90.1: 19.4 9.9
Old : 100.0: 31.5 4.0 9.3 39.4 76.6 80.2 89.8: 19.8 10.2
Other: 100.0: 39.1 4.8 7.8 41.8 83.8 88.7 96.4: 11.3 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 67 23 45 54 57 150 109:
Old : 173: 69 26 44 54 57 149 109:
Other: 47: 17 5 8 17 12 37 22:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 36.9 27.6 51.0 15.5 35.5 24.2 46.9
Old : 18.6 38.2 28.2 50.2 15.5 37.0 24.8 46.2
Other: 42.4 73.7 61.9 84.9 41.9 73.0 58.7 81.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 18, 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 : 14,881: 4,529 1,861 1,525 6,312 10,688 12,366 14,074: 2,515 807
Old : 14,843: 4,529 1,861 1,522 6,287 10,673 12,338 14,056: 2,505 787
Other: 38: 2 2 1 25 15 28 18: 10 20
: : :
: : Changes in Commitments from: September 11, 2007 :
: 355: 237 -108 62 34 465 333 419: 22 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 12.5 10.2 42.4 71.8 83.1 94.6: 16.9 5.4
Old : 100.0: 30.5 12.5 10.3 42.4 71.9 83.1 94.7: 16.9 5.3
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 : 72: 29 7 8 23 15 53 30:
Old : 72: 29 7 8 23 15 53 30:
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 : 25.4 59.2 41.9 76.4 24.0 57.5 39.1 72.5
Old : 25.5 59.3 42.0 76.5 24.0 57.7 39.2 72.8
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 - Futures Only, September 18, 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 : 879,656: 184,002 170,036 8,425 556,735 598,519 749,162 776,980: 130,494 102,676
Old : 879,656: 184,002 170,036 8,425 556,735 598,519 749,162 776,980: 130,494 102,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -12,080: 2,403 19,321 -8,081 -16,988 -16,778 -22,666 -5,538: 10,586 -6,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.3 1.0 63.3 68.0 85.2 88.3: 14.8 11.7
Old : 100.0: 20.9 19.3 1.0 63.3 68.0 85.2 88.3: 14.8 11.7
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 : 200: 47 31 15 89 78 141 119:
Old : 200: 47 31 15 89 78 141 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 36.1 22.6 49.7 14.4 33.4 22.1 46.8
Old : 14.6 36.1 22.6 49.7 14.4 33.4 22.1 46.8
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, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,228,366: 630,925 319,857 88,773 1,192,432 1,431,097 1,912,130 1,839,727: 316,236 388,639
Old : 2,228,366: 630,925 319,857 88,773 1,192,432 1,431,097 1,912,130 1,839,727: 316,236 388,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -75,735: 8,188 30,509 -27,035 -51,424 -52,433 -70,271 -48,959: -5,464 -26,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 14.4 4.0 53.5 64.2 85.8 82.6: 14.2 17.4
Old : 100.0: 28.3 14.4 4.0 53.5 64.2 85.8 82.6: 14.2 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 59 72 34 117 112 197 197:
Old : 289: 59 72 34 117 112 197 197:
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 : 21.4 29.2 31.5 39.1 17.2 23.0 25.7 29.0
Old : 21.4 29.2 31.5 39.1 17.2 23.0 25.7 29.0
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, September 18, 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 : 1,591,468: 287,997 210,651 34,516 936,671 1,059,386 1,259,184 1,304,553: 332,284 286,915
Old : 1,591,468: 287,997 210,651 34,516 936,671 1,059,386 1,259,184 1,304,553: 332,284 286,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 22,813: 15,754 -50,080 10,998 -58,944 7,070 -32,192 -32,012: 55,005 54,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.2 2.2 58.9 66.6 79.1 82.0: 20.9 18.0
Old : 100.0: 18.1 13.2 2.2 58.9 66.6 79.1 82.0: 20.9 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 46 36 19 90 79 144 126:
Old : 207: 46 36 19 90 79 144 126:
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 : 16.6 37.1 26.1 46.5 13.1 27.7 20.0 34.5
Old : 16.6 37.1 26.1 46.5 13.1 27.7 20.0 34.5
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, September 18, 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 : 415,818: 169,565 132,159 28,667 197,317 210,432 395,549 371,258: 20,269 44,560
Old : 415,818: 169,565 132,159 28,667 197,317 210,432 395,549 371,258: 20,269 44,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -19,341: -19,507 -37,903 -6,118 7,703 1,627 -17,922 -42,394: -1,419 23,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 31.8 6.9 47.5 50.6 95.1 89.3: 4.9 10.7
Old : 100.0: 40.8 31.8 6.9 47.5 50.6 95.1 89.3: 4.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 26 33 18 40 46 76 88:
Old : 115: 26 33 18 40 46 76 88:
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 : 31.1 22.6 45.8 34.6 31.0 20.9 42.7 31.6
Old : 31.1 22.6 45.8 34.6 31.0 20.9 42.7 31.6
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, September 18, 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 : 22,267: 7,931 3,722 1,489 1,460 10,817 10,880 16,028: 11,387 6,239
Old : 22,267: 7,931 3,722 1,489 1,460 10,817 10,880 16,028: 11,387 6,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,676: 214 104 58 27 1,351 299 1,513: 1,377 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 16.7 6.7 6.6 48.6 48.9 72.0: 51.1 28.0
Old : 100.0: 35.6 16.7 6.7 6.6 48.6 48.9 72.0: 51.1 28.0
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 : 46: 22 7 8 5 13 32 23:
Old : 46: 22 7 8 5 13 32 23:
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 37.9 23.6 54.5 14.2 36.8 23.1 53.4
Old : 14.4 37.9 23.6 54.5 14.2 36.8 23.1 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 18, 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 : 46,164: 18,826 15,388 2,562 19,253 20,435 40,641 38,385: 5,523 7,779
Old : 46,164: 18,826 15,388 2,562 19,253 20,435 40,641 38,385: 5,523 7,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 5,130: 99 -479 1,726 4,240 3,472 6,065 4,719: -935 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 33.3 5.5 41.7 44.3 88.0 83.1: 12.0 16.9
Old : 100.0: 40.8 33.3 5.5 41.7 44.3 88.0 83.1: 12.0 16.9
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 : 70: 25 20 14 19 15 52 42:
Old : 70: 25 20 14 19 15 52 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 38.6 45.1 54.8 28.9 33.8 42.5 47.7
Old : 30.1 38.6 45.1 54.8 28.9 33.8 42.5 47.7
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, September 18, 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 : 122,208: 37,043 56,896 6,372 62,959 41,291 106,374 104,559: 15,834 17,649
Old : 122,208: 37,043 56,896 6,372 62,959 41,291 106,374 104,559: 15,834 17,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 28,793: 3,155 4,821 5,199 17,077 12,656 25,431 22,676: 3,362 6,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 46.6 5.2 51.5 33.8 87.0 85.6: 13.0 14.4
Old : 100.0: 30.3 46.6 5.2 51.5 33.8 87.0 85.6: 13.0 14.4
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 : 136: 41 52 27 34 27 92 90:
Old : 136: 41 52 27 34 27 92 90:
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 : 27.4 24.1 43.9 36.7 26.3 21.7 40.1 32.4
Old : 27.4 24.1 43.9 36.7 26.3 21.7 40.1 32.4
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, September 18, 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 : 54,032: 2,075 19,564 285 51,544 34,089 53,904 53,938: 128 94
Old : 54,032: 2,075 19,564 285 51,544 34,089 53,904 53,938: 128 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -11,152: -775 -2,075 0 -10,408 -9,103 -11,183 -11,178: 31 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 36.2 0.5 95.4 63.1 99.8 99.8: 0.2 0.2
Old : 100.0: 3.8 36.2 0.5 95.4 63.1 99.8 99.8: 0.2 0.2
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 : 42: 7 16 2 14 11 21 29:
Old : 42: 7 16 2 14 11 21 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 : 90.4 75.3 94.8 89.7 88.5 74.9 91.4 85.7
Old : 90.4 75.3 94.8 89.7 88.5 74.9 91.4 85.7
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 - Futures Only, September 18, 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 : 10,400: 5,132 2,676 0 5,225 7,702 10,357 10,378: 43 22
Old : 10,400: 5,132 2,676 0 5,225 7,702 10,357 10,378: 43 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -19,728: 2,328 -5,464 -2,451 -19,635 -11,820 -19,758 -19,735: 30 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 25.7 0.0 50.2 74.1 99.6 99.8: 0.4 0.2
Old : 100.0: 49.3 25.7 0.0 50.2 74.1 99.6 99.8: 0.4 0.2
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 : 24: 7 7 0 5 6 12 13:
Old : 24: 7 7 0 5 6 12 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 : 82.0 76.5 96.8 96.8 82.0 76.5 96.8 96.8
Old : 82.0 76.5 96.8 96.8 82.0 76.5 96.8 96.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2007