WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 508,987: 91,389 70,192 141,461 235,407 222,673 468,258 434,326: 40,729 74,661
Old : 417,906: 65,748 83,956 109,801 209,074 168,144 384,623 361,902: 33,283 56,005
Other: 91,080: 48,608 9,202 8,693 26,333 54,529 83,635 72,424: 7,446 18,656
: : :
: : Changes in Commitments from: September 11, 2007 :
: 8,955: 164 992 12,528 -4,803 -3,203 7,889 10,316: 1,066 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 13.8 27.8 46.3 43.7 92.0 85.3: 8.0 14.7
Old : 100.0: 15.7 20.1 26.3 50.0 40.2 92.0 86.6: 8.0 13.4
Other: 100.0: 53.4 10.1 9.5 28.9 59.9 91.8 79.5: 8.2 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 129 129 141 84 126 299 319:
Old : 383: 113 136 121 75 121 263 308:
Other: 215: 70 41 39 46 90 136 154:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 13.7 27.7 21.7 17.9 12.1 26.5 17.3
Old : 20.3 14.5 30.2 23.2 20.0 12.1 29.7 17.9
Other: 35.0 21.5 53.4 31.5 33.3 19.9 48.5 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,552,246: 250,457 86,000 423,602 718,545 768,763 1,392,605 1,278,365: 159,641 273,881
Old : 1,284,810: 188,811 113,914 325,357 634,735 619,365 1,148,903 1,058,636: 135,907 226,174
Other: 267,436: 101,677 12,116 58,214 83,811 149,398 243,702 219,728: 23,734 47,708
: : :
: : Changes in Commitments from: September 11, 2007 :
: 19,610: 9,497 -6,660 5,289 -3,209 22,877 11,578 21,506: 8,032 -1,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.5 27.3 46.3 49.5 89.7 82.4: 10.3 17.6
Old : 100.0: 14.7 8.9 25.3 49.4 48.2 89.4 82.4: 10.6 17.6
Other: 100.0: 38.0 4.5 21.8 31.3 55.9 91.1 82.2: 8.9 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 717: 183 138 219 277 332 568 600:
Old : 708: 176 146 209 267 323 550 582:
Other: 445: 91 66 56 82 252 201 349:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 18.5 23.3 24.3 11.1 9.8 16.7 13.7
Old : 15.8 17.5 24.9 23.5 12.2 8.6 19.0 12.7
Other: 23.7 25.3 35.5 31.9 17.2 17.2 26.7 21.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,347: 5,288 570 870 6,238 9,221 12,396 10,661: 2,951 4,687
Old : 15,295: 5,288 574 866 6,231 9,213 12,385 10,653: 2,910 4,643
Other: 52: 4 0 0 7 8 11 8: 41 44
: : :
: : Changes in Commitments from: September 11, 2007 :
: 188: 81 -137 24 66 -448 172 -561: 17 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 3.7 5.7 40.6 60.1 80.8 69.5: 19.2 30.5
Old : 100.0: 34.6 3.8 5.7 40.7 60.2 81.0 69.6: 19.0 30.4
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 : 52: 21 10 7 13 13 41 24:
Old : 52: 21 11 7 13 13 41 24:
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 : 31.6 36.0 46.5 53.6 28.8 28.8 40.8 45.3
Old : 31.7 36.2 46.6 53.8 28.9 29.0 41.0 45.5
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 with Delta-adjusted Options and Futures Combined, 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 : 737,980: 145,093 22,904 210,289 305,234 394,608 660,616 627,800: 77,364 110,180
Old : 660,448: 134,018 26,587 190,144 264,189 346,301 588,352 563,033: 72,096 97,415
Other: 77,532: 24,605 9,846 6,615 41,045 48,306 72,264 64,767: 5,267 12,765
: : :
: : Changes in Commitments from: September 11, 2007 :
: 58,823: 10,835 -932 23,766 16,035 27,551 50,635 50,385: 8,188 8,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 3.1 28.5 41.4 53.5 89.5 85.1: 10.5 14.9
Old : 100.0: 20.3 4.0 28.8 40.0 52.4 89.1 85.3: 10.9 14.7
Other: 100.0: 31.7 12.7 8.5 52.9 62.3 93.2 83.5: 6.8 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 508: 188 95 176 132 183 399 400:
Old : 507: 182 104 167 132 181 394 393:
Other: 229: 45 47 20 38 124 96 180:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 23.9 26.2 33.1 11.8 18.7 18.1 22.9
Old : 15.6 23.2 23.9 32.5 13.6 18.1 19.6 23.7
Other: 60.1 33.3 70.5 52.3 53.9 32.4 61.3 46.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 315,060: 67,361 12,544 50,847 164,641 235,106 282,850 298,496: 32,210 16,563
Old : 297,979: 69,339 15,190 44,513 152,585 222,296 266,437 281,998: 31,542 15,981
Other: 17,081: 3,863 3,195 493 12,057 12,810 16,413 16,498: 668 583
: : :
: : Changes in Commitments from: September 11, 2007 :
: 12,292: 6,315 358 1,720 1,242 10,078 9,277 12,157: 3,014 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.0 16.1 52.3 74.6 89.8 94.7: 10.2 5.3
Old : 100.0: 23.3 5.1 14.9 51.2 74.6 89.4 94.6: 10.6 5.4
Other: 100.0: 22.6 18.7 2.9 70.6 75.0 96.1 96.6: 3.9 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 77 29 54 70 70 176 138:
Old : 206: 79 33 52 70 69 175 136:
Other: 40: 7 16 7 8 13 19 32:
:----------------------------------------------------------------------------------------------------
: 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 36.0 27.0 47.7 15.4 29.9 21.7 38.3
Old : 17.1 36.8 25.5 48.4 16.3 30.9 22.9 38.7
Other: 80.0 68.5 94.1 82.0 79.7 68.4 91.9 81.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,069,266: 123,759 171,099 86,971 699,205 642,846 909,935 900,916: 159,331 168,350
Old : 1,069,266: 123,759 171,099 86,971 699,205 642,846 909,935 900,916: 159,331 168,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -29,336: -28,704 -8,857 -4,401 -3,242 -4,402 -36,347 -17,660: 7,011 -11,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 16.0 8.1 65.4 60.1 85.1 84.3: 14.9 15.7
Old : 100.0: 11.6 16.0 8.1 65.4 60.1 85.1 84.3: 14.9 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 : 181: 31 40 42 85 91 140 149:
Old : 181: 31 40 42 85 91 140 149:
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 29.7 31.6 39.2 18.0 25.0 25.4 32.1
Old : 21.0 29.7 31.6 39.2 18.0 25.0 25.4 32.1
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 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 : 246,249: 70,460 6,689 34,472 94,642 181,370 199,575 222,531: 46,674 23,717
Old : 236,338: 67,903 7,524 32,377 90,495 173,071 190,775 212,972: 45,562 23,365
Other: 9,911: 3,869 476 784 4,147 8,299 8,800 9,559: 1,112 352
: : :
: : Changes in Commitments from: September 11, 2007 :
: 16,561: 8,357 1,879 2,523 3,119 9,505 13,999 13,908: 2,561 2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 2.7 14.0 38.4 73.7 81.0 90.4: 19.0 9.6
Old : 100.0: 28.7 3.2 13.7 38.3 73.2 80.7 90.1: 19.3 9.9
Other: 100.0: 39.0 4.8 7.9 41.8 83.7 88.8 96.4: 11.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 73 22 51 59 63 160 121:
Old : 182: 75 25 50 59 63 159 121:
Other: 49: 17 6 11 18 13 39 26:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 35.1 26.1 48.8 13.8 33.4 22.1 43.9
Old : 17.6 36.1 26.5 47.9 14.0 34.8 22.6 43.2
Other: 42.3 73.5 61.6 84.5 41.5 72.7 58.3 81.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,076: 4,643 1,878 2,114 6,598 11,194 13,356 15,186: 2,720 890
Old : 16,038: 4,643 1,878 2,111 6,573 11,179 13,328 15,168: 2,710 870
Other: 38: 2 2 1 25 15 28 18: 10 20
: : :
: : Changes in Commitments from: September 11, 2007 :
: 341: 213 -116 74 34 446 321 405: 20 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 11.7 13.2 41.0 69.6 83.1 94.5: 16.9 5.5
Old : 100.0: 29.0 11.7 13.2 41.0 69.7 83.1 94.6: 16.9 5.4
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 : 76: 29 11 9 25 19 57 37:
Old : 76: 29 11 9 25 19 57 37:
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 : 24.2 56.1 39.7 73.3 22.1 54.2 36.2 68.8
Old : 24.2 56.1 39.8 73.4 22.2 54.4 36.3 69.0
Other: 73.7 47.4 73.7 47.4 71.1 44.7 71.1 44.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 908,644: 181,748 171,381 25,104 570,449 608,162 777,302 804,648: 131,342 103,996
Old : 908,644: 181,748 171,381 25,104 570,449 608,162 777,302 804,648: 131,342 103,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -13,755: -89 19,757 -9,413 -15,196 -17,732 -24,698 -7,388: 10,943 -6,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 18.9 2.8 62.8 66.9 85.5 88.6: 14.5 11.4
Old : 100.0: 20.0 18.9 2.8 62.8 66.9 85.5 88.6: 14.5 11.4
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 : 203: 51 29 21 91 83 148 127:
Old : 203: 51 29 21 91 83 148 127:
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 : 14.2 35.0 21.9 48.1 13.9 32.3 21.3 45.3
Old : 14.2 35.0 21.9 48.1 13.9 32.3 21.3 45.3
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 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 : 2,988,501: 641,579 299,852 470,029 1,545,493 1,819,920 2,657,100 2,589,801: 331,400 398,699
Old : 2,988,501: 641,579 299,852 470,029 1,545,493 1,819,920 2,657,100 2,589,801: 331,400 398,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -93,695: 819 16,510 -23,200 -64,980 -52,675 -87,362 -59,365: -6,333 -34,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 10.0 15.7 51.7 60.9 88.9 86.7: 11.1 13.3
Old : 100.0: 21.5 10.0 15.7 51.7 60.9 88.9 86.7: 11.1 13.3
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 : 304: 69 70 77 139 140 249 246:
Old : 304: 69 70 77 139 140 249 246:
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 : 16.8 25.3 24.4 33.3 12.6 19.3 18.9 25.1
Old : 16.8 25.3 24.4 33.3 12.6 19.3 18.9 25.1
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 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 : 1,952,810: 273,850 189,701 195,151 1,139,423 1,274,434 1,608,425 1,659,287: 344,386 293,524
Old : 1,952,810: 273,850 189,701 195,151 1,139,423 1,274,434 1,608,425 1,659,287: 344,386 293,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 6,902: 10,961 -53,364 11,086 -67,900 -1,120 -45,853 -43,398: 52,755 50,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.7 10.0 58.3 65.3 82.4 85.0: 17.6 15.0
Old : 100.0: 14.0 9.7 10.0 58.3 65.3 82.4 85.0: 17.6 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 44 40 46 106 93 172 157:
Old : 213: 44 40 46 106 93 172 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 34.5 23.0 43.0 11.3 26.0 17.0 31.7
Old : 14.3 34.5 23.0 43.0 11.3 26.0 17.0 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 642,838: 118,505 96,812 239,429 259,858 260,053 617,792 596,294: 25,046 46,544
Old : 642,838: 118,505 96,812 239,429 259,858 260,053 617,792 596,294: 25,046 46,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -124,679: 37,731 -4 -127,957 -33,540 -18,585 -123,765 -146,545: -914 21,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.1 37.2 40.4 40.5 96.1 92.8: 3.9 7.2
Old : 100.0: 18.4 15.1 37.2 40.4 40.5 96.1 92.8: 3.9 7.2
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 : 132: 37 31 37 47 54 94 113:
Old : 132: 37 31 37 47 54 94 113:
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 27.0 41.9 39.3 11.7 11.2 18.1 17.8
Old : 29.1 27.0 41.9 39.3 11.7 11.2 18.1 17.8
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 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 : 24,209: 7,773 3,619 2,503 2,089 11,045 12,366 17,167: 11,843 7,042
Old : 24,209: 7,773 3,619 2,503 2,089 11,045 12,366 17,167: 11,843 7,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,913: 161 83 241 140 1,406 542 1,731: 1,371 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 14.9 10.3 8.6 45.6 51.1 70.9: 48.9 29.1
Old : 100.0: 32.1 14.9 10.3 8.6 45.6 51.1 70.9: 48.9 29.1
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 : 47: 20 10 10 6 14 34 26:
Old : 47: 20 10 10 6 14 34 26:
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 : 13.4 35.7 22.6 50.9 13.0 32.9 21.3 48.1
Old : 13.4 35.7 22.6 50.9 13.0 32.9 21.3 48.1
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 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 : 48,973: 19,771 15,300 3,470 19,888 21,562 43,129 40,332: 5,844 8,642
Old : 48,973: 19,771 15,300 3,470 19,888 21,562 43,129 40,332: 5,844 8,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 4,849: 798 -350 1,243 3,870 3,302 5,911 4,196: -1,062 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 31.2 7.1 40.6 44.0 88.1 82.4: 11.9 17.6
Old : 100.0: 40.4 31.2 7.1 40.6 44.0 88.1 82.4: 11.9 17.6
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 : 71: 28 17 19 21 16 58 44:
Old : 71: 28 17 19 21 16 58 44:
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 : 28.4 36.5 42.5 52.3 27.2 31.8 40.0 44.4
Old : 28.4 36.5 42.5 52.3 27.2 31.8 40.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 130,483: 38,296 57,412 8,364 67,718 46,344 114,377 112,121: 16,106 18,363
Old : 130,483: 38,296 57,412 8,364 67,718 46,344 114,377 112,121: 16,106 18,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 29,696: 2,761 5,173 5,503 18,119 12,626 26,383 23,301: 3,313 6,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 44.0 6.4 51.9 35.5 87.7 85.9: 12.3 14.1
Old : 100.0: 29.3 44.0 6.4 51.9 35.5 87.7 85.9: 12.3 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 : 139: 43 53 36 35 29 101 96:
Old : 139: 43 53 36 35 29 101 96:
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 : 28.7 22.5 44.7 35.1 25.0 20.5 37.5 30.5
Old : 28.7 22.5 44.7 35.1 25.0 20.5 37.5 30.5
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 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 with Delta-adjusted Options and Futures Combined, 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