WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 479,068: 95,855 62,121 119,756 222,255 220,411 437,866 402,289: 41,202 76,779
Old : 394,269: 70,548 74,314 91,770 198,179 168,740 360,498 334,824: 33,771 59,444
Other: 84,799: 46,436 8,937 6,856 24,076 51,671 77,368 67,465: 7,431 17,334
: : :
: : Changes in Commitments from: August 28, 2007 :
: 5,734: -994 -1,264 3,061 3,862 3,015 5,930 4,812: -195 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.0 25.0 46.4 46.0 91.4 84.0: 8.6 16.0
Old : 100.0: 17.9 18.8 23.3 50.3 42.8 91.4 84.9: 8.6 15.1
Other: 100.0: 54.8 10.5 8.1 28.4 60.9 91.2 79.6: 8.8 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 142 103 134 82 126 291 308:
Old : 378: 121 120 118 76 122 266 299:
Other: 204: 62 39 35 36 86 115 147:
:----------------------------------------------------------------------------------------------------
: 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 15.1 29.3 23.6 19.3 14.1 28.9 19.3
Old : 20.6 15.0 31.1 24.2 20.2 13.5 30.7 19.2
Other: 39.2 25.6 59.2 35.9 39.2 25.2 59.0 35.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 1,521,929: 236,113 90,728 411,742 717,433 749,259 1,365,288 1,251,728: 156,641 270,200
Old : 1,270,997: 178,078 117,750 319,065 636,606 608,383 1,133,749 1,045,197: 137,249 225,800
Other: 250,931: 95,160 10,104 55,551 80,827 140,876 231,539 206,531: 19,392 44,400
: : :
: : Changes in Commitments from: August 28, 2007 :
: 11,171: -11,189 7,217 11,024 11,944 -1,284 11,779 16,957: -607 -5,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 6.0 27.1 47.1 49.2 89.7 82.2: 10.3 17.8
Old : 100.0: 14.0 9.3 25.1 50.1 47.9 89.2 82.2: 10.8 17.8
Other: 100.0: 37.9 4.0 22.1 32.2 56.1 92.3 82.3: 7.7 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 167 145 233 275 334 577 612:
Old : 722: 155 154 221 267 328 559 599:
Other: 435: 74 68 54 79 257 180 355:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 18.5 24.3 24.1 11.8 9.4 17.5 13.1
Old : 16.1 17.5 25.5 23.4 12.5 8.3 19.4 12.3
Other: 25.9 24.4 39.4 31.4 20.3 16.1 29.9 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 14,971: 4,953 721 871 6,257 9,619 12,081 11,211: 2,890 3,759
Old : 14,949: 4,962 721 862 6,257 9,610 12,081 11,193: 2,868 3,755
Other: 22: 0 9 0 0 9 0 18: 22 4
: : :
: : Changes in Commitments from: August 28, 2007 :
: 450: 357 146 17 239 195 613 358: -163 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 4.8 5.8 41.8 64.3 80.7 74.9: 19.3 25.1
Old : 100.0: 33.2 4.8 5.8 41.9 64.3 80.8 74.9: 19.2 25.1
Other: 100.0: 0.0 40.9 0.0 0.0 40.9 0.0 81.8: 100.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 21 11 6 14 16 38 30:
Old : 55: 21 11 6 14 16 38 30:
Other: 3: 0 1 0 0 2 0 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 : 34.3 35.0 48.9 54.9 30.8 32.1 43.5 47.1
Old : 34.4 35.1 49.0 55.0 30.9 32.1 43.5 47.2
Other: 0.0 81.8 0.0 81.8 0.0 81.8 0.0 81.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 659,541: 130,444 22,825 182,050 276,025 354,091 588,519 558,965: 71,023 100,576
Old : 588,983: 123,629 25,893 160,460 238,989 312,227 523,078 498,580: 65,905 90,403
Other: 70,558: 22,777 12,895 5,627 37,037 41,864 65,441 60,386: 5,117 10,173
: : :
: : Changes in Commitments from: August 28, 2007 :
: 21,415: 7,483 948 8,356 2,050 10,399 17,888 19,703: 3,527 1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.5 27.6 41.9 53.7 89.2 84.8: 10.8 15.2
Old : 100.0: 21.0 4.4 27.2 40.6 53.0 88.8 84.7: 11.2 15.3
Other: 100.0: 32.3 18.3 8.0 52.5 59.3 92.7 85.6: 7.3 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 163 111 171 127 191 379 401:
Old : 496: 162 116 161 125 189 371 394:
Other: 226: 41 50 18 32 121 85 178:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 24.8 27.7 33.5 13.3 19.6 20.5 24.2
Old : 16.7 24.2 25.9 32.9 15.2 19.0 22.1 24.5
Other: 60.6 32.0 70.8 50.2 55.3 31.3 61.5 45.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,032: 18,326 5,349 403 0 965 18,729 6,717: 3,303 15,315
Old : 19,040: 16,007 5,321 128 0 868 16,135 6,317: 2,905 12,723
Other: 2,992: 2,594 303 0 0 97 2,594 400: 398 2,592
: : :
: : Changes in Commitments from: August 28, 2007 :
: 525: 836 -368 -15 0 -36 821 -419: -296 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 24.3 1.8 0.0 4.4 85.0 30.5: 15.0 69.5
Old : 100.0: 84.1 27.9 0.7 0.0 4.6 84.7 33.2: 15.3 66.8
Other: 100.0: 86.7 10.1 0.0 0.0 3.2 86.7 13.4: 13.3 86.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 16 11 6 0 4 19 18:
Old : 31: 16 11 5 0 4 18 18:
Other: 15: 9 3 0 0 3 9 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 : 52.9 17.2 73.0 23.2 52.8 16.0 72.9 22.0
Old : 50.6 19.1 72.5 25.9 50.4 18.8 72.3 25.7
Other: 70.1 12.2 86.5 13.4 70.1 12.2 86.5 13.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 297,412: 52,773 15,388 56,030 162,348 209,256 271,151 280,673: 26,261 16,739
Old : 283,091: 55,515 18,302 49,265 152,707 199,142 257,487 266,709: 25,604 16,382
Other: 14,321: 3,838 3,666 184 9,642 10,113 13,664 13,964: 657 357
: : :
: : Changes in Commitments from: August 28, 2007 :
: -2,585: 7,744 -4,802 -1,007 -10,312 4,998 -3,575 -810: 990 -1,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.2 18.8 54.6 70.4 91.2 94.4: 8.8 5.6
Old : 100.0: 19.6 6.5 17.4 53.9 70.3 91.0 94.2: 9.0 5.8
Other: 100.0: 26.8 25.6 1.3 67.3 70.6 95.4 97.5: 4.6 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 57 48 67 69 63 173 144:
Old : 198: 63 47 63 69 61 172 139:
Other: 40: 9 12 5 10 13 21 28:
:----------------------------------------------------------------------------------------------------
: 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 34.9 28.0 45.9 15.5 27.9 21.6 36.4
Old : 19.5 35.1 27.1 45.7 16.3 28.2 22.7 35.7
Other: 74.5 74.1 92.2 85.3 74.5 74.1 91.8 84.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 1,069,263: 152,761 188,892 77,021 682,464 621,860 912,245 887,773: 157,018 181,490
Old : 1,069,263: 152,761 188,892 77,021 682,464 621,860 912,245 887,773: 157,018 181,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -37,885: -832 15,834 5,904 -49,683 -61,508 -44,611 -39,770: 6,726 1,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.7 7.2 63.8 58.2 85.3 83.0: 14.7 17.0
Old : 100.0: 14.3 17.7 7.2 63.8 58.2 85.3 83.0: 14.7 17.0
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 : 172: 29 41 39 80 85 134 140:
Old : 172: 29 41 39 80 85 134 140:
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 : 21.0 28.5 32.6 39.6 18.2 24.6 26.4 33.5
Old : 21.0 28.5 32.6 39.6 18.2 24.6 26.4 33.5
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 with Delta-adjusted Options and Futures Combined, September 4, 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 : 222,374: 59,428 5,644 35,283 86,434 161,996 181,145 202,923: 41,229 19,451
Old : 213,541: 57,776 5,927 33,153 82,528 155,648 173,456 194,727: 40,084 18,813
Other: 8,834: 2,939 1,003 844 3,906 6,348 7,689 8,196: 1,145 638
: : :
: : Changes in Commitments from: August 28, 2007 :
: 9,048: 8,299 465 135 -3,758 6,503 4,676 7,103: 4,371 1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 2.5 15.9 38.9 72.8 81.5 91.3: 18.5 8.7
Old : 100.0: 27.1 2.8 15.5 38.6 72.9 81.2 91.2: 18.8 8.8
Other: 100.0: 33.3 11.4 9.6 44.2 71.9 87.0 92.8: 13.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 65 22 55 62 64 164 122:
Old : 181: 69 21 55 62 64 163 122:
Other: 45: 11 9 7 18 10 34 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 : 19.0 34.1 27.2 47.3 14.8 32.2 22.0 41.6
Old : 19.1 34.1 27.1 46.7 14.7 32.1 21.9 41.4
Other: 43.1 70.8 58.1 81.2 43.1 65.4 55.4 73.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,236: 4,302 2,060 1,771 6,776 10,446 12,849 14,276: 2,388 960
Old : 15,221: 4,297 2,060 1,771 6,776 10,431 12,844 14,261: 2,378 960
Other: 15: 5 0 0 0 15 5 15: 10 -0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 26: 474 -420 80 -557 502 -3 162: 30 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 13.5 11.6 44.5 68.6 84.3 93.7: 15.7 6.3
Old : 100.0: 28.2 13.5 11.6 44.5 68.5 84.4 93.7: 15.6 6.3
Other: 100.0: 33.3 0.0 0.0 0.0 100.0 33.3 100.0: 66.7 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 30 13 9 26 20 59 40:
Old : 79: 30 13 9 26 20 59 40:
Other: 2: 1 0 0 0 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 55.6 39.5 71.7 24.3 54.0 36.7 68.0
Old : 25.6 55.6 39.6 71.6 24.3 54.0 36.7 68.0
Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 966,889: 241,927 199,152 21,343 581,610 627,043 844,880 847,539: 122,009 119,350
Old : 966,889: 241,927 199,152 21,343 581,610 627,043 844,880 847,539: 122,009 119,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -12,789: 16,517 16,942 -3,058 -22,016 -41,115 -8,558 -27,232: -4,231 14,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 20.6 2.2 60.2 64.9 87.4 87.7: 12.6 12.3
Old : 100.0: 25.0 20.6 2.2 60.2 64.9 87.4 87.7: 12.6 12.3
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 : 203: 50 25 16 95 88 149 125:
Old : 203: 50 25 16 95 88 149 125:
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 : 13.2 31.4 21.5 46.5 13.2 29.0 21.4 43.3
Old : 13.2 31.4 21.5 46.5 13.2 29.0 21.4 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 2,936,747: 633,543 273,782 400,770 1,559,119 1,858,561 2,593,432 2,533,113: 343,315 403,634
Old : 2,936,747: 633,543 273,782 400,770 1,559,119 1,858,561 2,593,432 2,533,113: 343,315 403,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -193,655: -74,783 -12,501 -6,310 -128,305 -180,749 -209,398 -199,560: 15,742 5,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 9.3 13.6 53.1 63.3 88.3 86.3: 11.7 13.7
Old : 100.0: 21.6 9.3 13.6 53.1 63.3 88.3 86.3: 11.7 13.7
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 : 292: 59 67 78 131 139 232 242:
Old : 292: 59 67 78 131 139 232 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 25.9 25.3 36.7 12.8 20.4 19.9 27.4
Old : 16.4 25.9 25.3 36.7 12.8 20.4 19.9 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 1,863,051: 248,738 239,621 153,600 1,198,819 1,207,827 1,601,157 1,601,047: 261,894 262,004
Old : 1,863,051: 248,738 239,621 153,600 1,198,819 1,207,827 1,601,157 1,601,047: 261,894 262,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -30,952: 39,126 12,855 -17,511 -41,934 -31,470 -20,320 -36,126: -10,632 5,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.9 8.2 64.3 64.8 85.9 85.9: 14.1 14.1
Old : 100.0: 13.4 12.9 8.2 64.3 64.8 85.9 85.9: 14.1 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 : 196: 32 38 39 101 95 157 148:
Old : 196: 32 38 39 101 95 157 148:
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 : 18.0 31.4 29.6 44.8 15.2 23.8 21.7 31.1
Old : 18.0 31.4 29.6 44.8 15.2 23.8 21.7 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 891,599: 71,690 84,351 454,717 330,824 301,904 857,231 840,972: 34,368 50,627
Old : 891,599: 71,690 84,351 454,717 330,824 301,904 857,231 840,972: 34,368 50,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -16,504: -4,456 -19,790 -15,937 -3,036 -8,104 -23,429 -43,831: 6,925 27,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.5 51.0 37.1 33.9 96.1 94.3: 3.9 5.7
Old : 100.0: 8.0 9.5 51.0 37.1 33.9 96.1 94.3: 3.9 5.7
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 : 123: 22 42 37 43 51 89 106:
Old : 123: 22 42 37 43 51 89 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 35.0 50.8 47.2 11.3 6.0 15.9 9.3
Old : 35.7 35.0 50.8 47.2 11.3 6.0 15.9 9.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 20,677: 7,093 2,811 1,524 1,783 9,753 10,399 14,088: 10,277 6,589
Old : 20,677: 7,093 2,811 1,524 1,783 9,753 10,399 14,088: 10,277 6,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 1,013: 1,028 133 192 -447 267 772 593: 241 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 13.6 7.4 8.6 47.2 50.3 68.1: 49.7 31.9
Old : 100.0: 34.3 13.6 7.4 8.6 47.2 50.3 68.1: 49.7 31.9
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 : 34: 15 7 7 4 10 24 19:
Old : 34: 15 7 7 4 10 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 43.3 30.8 56.4 17.4 41.3 30.4 53.3
Old : 17.5 43.3 30.8 56.4 17.4 41.3 30.4 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 40,596: 18,496 15,084 1,378 15,456 17,743 35,331 34,206: 5,266 6,390
Old : 40,596: 18,496 15,084 1,378 15,456 17,743 35,331 34,206: 5,266 6,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 149: 317 -444 98 -260 250 156 -96: -7 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 37.2 3.4 38.1 43.7 87.0 84.3: 13.0 15.7
Old : 100.0: 45.6 37.2 3.4 38.1 43.7 87.0 84.3: 13.0 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 : 67: 25 17 15 18 14 52 37:
Old : 67: 25 17 15 18 14 52 37:
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 : 31.2 40.3 47.1 57.2 31.1 38.4 47.1 54.0
Old : 31.2 40.3 47.1 57.2 31.1 38.4 47.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 105,962: 35,717 51,853 2,201 55,905 39,196 93,823 93,249: 12,139 12,713
Old : 105,962: 35,717 51,853 2,201 55,905 39,196 93,823 93,249: 12,139 12,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 2,441: 529 3,755 -542 4,014 -1,412 4,001 1,801: -1,559 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 48.9 2.1 52.8 37.0 88.5 88.0: 11.5 12.0
Old : 100.0: 33.7 48.9 2.1 52.8 37.0 88.5 88.0: 11.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 43 46 18 25 23 79 76:
Old : 128: 43 46 18 25 23 79 76:
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 : 41.3 25.1 55.8 37.8 38.9 24.8 51.1 37.4
Old : 41.3 25.1 55.8 37.8 38.9 24.8 51.1 37.4
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 with Delta-adjusted Options and Futures Combined, September 4, 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 : 70,424: 3,286 17,916 383 66,537 51,948 70,206 70,247: 218 177
Old : 70,424: 3,286 17,916 383 66,537 51,948 70,206 70,247: 218 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -1,002: -16 -1,194 45 -1,041 106 -1,012 -1,043: 10 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 25.4 0.5 94.5 73.8 99.7 99.7: 0.3 0.3
Old : 100.0: 4.7 25.4 0.5 94.5 73.8 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 : 45: 7 15 3 18 12 26 29:
Old : 45: 7 15 3 18 12 26 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 : 83.7 75.5 91.8 89.8 79.6 74.6 85.9 84.2
Old : 83.7 75.5 91.8 89.8 79.6 74.6 85.9 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 26,217: 2,693 7,855 670 22,852 17,673 26,215 26,198: 2 19
Old : 26,217: 2,693 7,855 670 22,852 17,673 26,215 26,198: 2 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -5,084: -19 -2,313 51 -5,116 -2,820 -5,084 -5,082: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 30.0 2.6 87.2 67.4 100.0 99.9: 0.0 0.1
Old : 100.0: 10.3 30.0 2.6 87.2 67.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 8 1 4 7 11 15:
Old : 23: 6 8 1 4 7 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.6 76.8 98.4 97.2 74.6 57.5 79.1 76.2
Old : 89.6 76.8 98.4 97.2 74.6 57.5 79.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2007