WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 25, 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 : 387,320: 98,075 69,028 55,113 196,070 189,294 349,258 313,435: 38,062 73,885
Old : 297,727: 72,682 85,940 22,539 173,773 136,220 268,994 244,699: 28,733 53,028
Other: 89,593: 53,235 10,930 4,732 22,297 53,074 80,264 68,736: 9,329 20,857
: : :
: : Changes in Commitments from: September 18, 2007 :
: 10,372: 2,546 -4,031 6,913 -468 1,324 8,991 4,206: 1,381 6,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.8 14.2 50.6 48.9 90.2 80.9: 9.8 19.1
Old : 100.0: 24.4 28.9 7.6 58.4 45.8 90.3 82.2: 9.7 17.8
Other: 100.0: 59.4 12.2 5.3 24.9 59.2 89.6 76.7: 10.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 123 115 108 75 108 272 271:
Old : 361: 108 128 75 60 100 223 253:
Other: 208: 75 36 31 43 82 132 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 16.5 34.9 24.4 22.2 16.3 33.5 23.4
Old : 27.7 18.1 41.3 26.8 27.3 17.8 40.9 26.1
Other: 34.2 20.5 52.2 30.9 34.2 19.4 49.5 28.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 25, 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 : 1,140,593: 344,599 137,955 114,314 559,876 668,973 1,018,789 921,242: 121,804 219,351
Old : 947,248: 264,634 166,403 67,328 512,823 537,390 844,785 771,121: 102,463 176,127
Other: 193,345: 121,169 12,756 5,782 47,053 131,583 174,004 150,121: 19,341 43,224
: : :
: : Changes in Commitments from: September 18, 2007 :
: 38,845: 21,112 4,070 9,997 -253 21,077 30,856 35,144: 7,989 3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 12.1 10.0 49.1 58.7 89.3 80.8: 10.7 19.2
Old : 100.0: 27.9 17.6 7.1 54.1 56.7 89.2 81.4: 10.8 18.6
Other: 100.0: 62.7 6.6 3.0 24.3 68.1 90.0 77.6: 10.0 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 677: 161 135 123 203 288 437 494:
Old : 667: 144 149 103 193 285 408 482:
Other: 417: 91 50 16 62 233 160 294:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 18.9 27.3 24.9 17.7 15.5 26.3 21.5
Old : 18.7 18.2 30.1 24.2 18.7 14.2 28.9 20.1
Other: 25.2 25.9 36.2 33.1 25.1 25.9 36.2 32.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 25, 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 : 14,307: 5,627 789 23 5,710 8,973 11,360 9,785: 2,947 4,522
Old : 14,253: 5,627 789 23 5,699 8,965 11,349 9,777: 2,904 4,476
Other: 54: 0 0 0 11 8 11 8: 43 46
: : :
: : Changes in Commitments from: September 18, 2007 :
: -32: -199 201 -60 160 -100 -99 41: 67 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 5.5 0.2 39.9 62.7 79.4 68.4: 20.6 31.6
Old : 100.0: 39.5 5.5 0.2 40.0 62.9 79.6 68.6: 20.4 31.4
Other: 100.0: 0.0 0.0 0.0 20.4 14.8 20.4 14.8: 79.6 85.2
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 26 7 3 11 12 39 20:
Old : 52: 26 7 3 11 12 39 20:
Other: 2: 0 0 0 1 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 : 33.0 36.5 45.9 56.2 28.2 29.0 40.5 46.5
Old : 33.1 36.6 46.0 56.4 28.3 29.1 40.6 46.7
Other: 20.4 14.8 20.4 14.8 20.4 14.8 20.4 14.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 25, 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 : 553,678: 166,909 43,353 73,102 259,757 347,836 499,768 464,291: 53,910 89,387
Old : 480,309: 148,254 42,906 64,080 220,498 297,171 432,832 404,157: 47,477 76,152
Other: 73,369: 27,525 9,317 152 39,259 50,665 66,936 60,134: 6,433 13,235
: : :
: : Changes in Commitments from: September 18, 2007 :
: 25,555: 9,614 -6,200 12,172 3,959 16,267 25,745 22,239: -190 3,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 7.8 13.2 46.9 62.8 90.3 83.9: 9.7 16.1
Old : 100.0: 30.9 8.9 13.3 45.9 61.9 90.1 84.1: 9.9 15.9
Other: 100.0: 37.5 12.7 0.2 53.5 69.1 91.2 82.0: 8.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 166 83 118 108 177 347 340:
Old : 485: 162 94 109 107 175 340 334:
Other: 228: 51 37 8 30 124 85 166:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 26.6 29.2 35.4 15.9 22.9 24.4 29.2
Old : 18.5 25.3 27.3 34.1 18.3 23.3 27.1 30.6
Other: 59.8 37.5 70.7 54.9 55.0 37.1 64.8 52.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,071: 18,913 6,129 578 0 1,146 19,491 7,853: 3,580 15,218
Old : 19,334: 15,618 6,123 263 0 1,028 15,881 7,414: 3,453 11,920
Other: 3,737: 3,610 321 0 0 118 3,610 439: 127 3,298
: : :
: : Changes in Commitments from: September 18, 2007 :
: 470: 81 -242 230 0 60 311 48: 159 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 26.6 2.5 0.0 5.0 84.5 34.0: 15.5 66.0
Old : 100.0: 80.8 31.7 1.4 0.0 5.3 82.1 38.3: 17.9 61.7
Other: 100.0: 96.6 8.6 0.0 0.0 3.2 96.6 11.7: 3.4 88.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 15 9 0 4 19 23:
Old : 33: 15 14 8 0 4 18 23:
Other: 19: 11 5 0 0 3 11 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 : 59.4 16.0 75.0 22.8 59.4 14.8 75.0 21.4
Old : 57.2 18.3 73.2 26.2 57.2 18.0 73.1 25.7
Other: 71.0 10.2 93.0 11.7 71.0 10.2 93.0 11.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 25, 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 : 281,376: 70,710 12,776 34,507 145,979 219,233 251,196 266,516: 30,180 14,860
Old : 263,872: 73,496 15,473 27,341 133,540 206,480 234,377 249,294: 29,495 14,578
Other: 17,504: 3,826 3,915 554 12,439 12,753 16,819 17,222: 685 282
: : :
: : Changes in Commitments from: September 18, 2007 :
: 2,719: 1,702 -2 1,734 -584 707 2,852 2,439: -133 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.5 12.3 51.9 77.9 89.3 94.7: 10.7 5.3
Old : 100.0: 27.9 5.9 10.4 50.6 78.3 88.8 94.5: 11.2 5.5
Other: 100.0: 21.9 22.4 3.2 71.1 72.9 96.1 98.4: 3.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 77 22 49 66 59 174 121:
Old : 205: 81 26 46 66 58 173 118:
Other: 40: 7 15 4 9 11 20 27:
:----------------------------------------------------------------------------------------------------
: 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 39.0 28.6 52.0 17.5 35.0 24.7 44.0
Old : 18.7 40.0 26.9 52.5 18.7 36.3 26.3 45.1
Other: 79.2 73.3 92.5 83.7 79.2 73.3 91.6 82.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 25, 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 : 879,606: 102,689 157,124 3,580 632,548 548,615 738,817 709,319: 140,789 170,287
Old : 879,606: 102,689 157,124 3,580 632,548 548,615 738,817 709,319: 140,789 170,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -23,870: -27,179 -19,509 -199 11,248 -19,617 -16,130 -39,325: -7,740 15,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 17.9 0.4 71.9 62.4 84.0 80.6: 16.0 19.4
Old : 100.0: 11.7 17.9 0.4 71.9 62.4 84.0 80.6: 16.0 19.4
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 : 160: 32 38 13 69 67 108 111:
Old : 160: 32 38 13 69 67 108 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 35.2 37.4 46.4 22.2 29.4 30.2 36.3
Old : 26.5 35.2 37.4 46.4 22.2 29.4 30.2 36.3
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 25, 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 : 225,239: 69,291 7,353 21,084 90,192 172,459 180,567 200,896: 44,672 24,343
Old : 214,186: 66,903 7,784 18,690 85,556 164,042 171,149 190,516: 43,037 23,670
Other: 11,053: 3,575 756 1,207 4,636 8,417 9,418 10,380: 1,635 673
: : :
: : Changes in Commitments from: September 18, 2007 :
: 813: -925 -287 -967 1,602 -104 -290 -1,358: 1,103 2,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 3.3 9.4 40.0 76.6 80.2 89.2: 19.8 10.8
Old : 100.0: 31.2 3.6 8.7 39.9 76.6 79.9 88.9: 20.1 11.1
Other: 100.0: 32.3 6.8 10.9 41.9 76.2 85.2 93.9: 14.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 69 24 39 54 55 149 105:
Old : 175: 71 25 38 53 55 146 105:
Other: 50: 18 5 9 19 11 41 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 : 18.9 37.6 28.4 51.1 14.5 35.4 23.1 45.1
Old : 19.3 37.9 28.9 50.5 15.3 35.4 24.2 44.8
Other: 35.7 67.0 55.0 81.5 35.3 67.0 50.3 76.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 25, 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 : 14,864: 4,401 1,195 1,353 6,541 11,434 12,295 13,982: 2,569 882
Old : 14,779: 4,383 1,195 1,346 6,501 11,375 12,230 13,916: 2,549 863
Other: 85: 21 3 4 40 59 65 66: 20 19
: : :
: : Changes in Commitments from: September 18, 2007 :
: -17: -128 -666 -172 229 746 -71 -92: 54 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 8.0 9.1 44.0 76.9 82.7 94.1: 17.3 5.9
Old : 100.0: 29.7 8.1 9.1 44.0 77.0 82.8 94.2: 17.2 5.8
Other: 100.0: 24.7 3.5 4.7 47.1 69.4 76.5 77.6: 23.5 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 29 5 8 22 15 52 28:
Old : 67: 29 5 8 21 15 51 28:
Other: 8: 2 1 3 2 3 5 7:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 62.4 43.6 79.3 28.0 60.7 42.0 75.7
Old : 28.3 62.4 43.9 79.4 28.1 60.9 42.2 76.0
Other: 75.3 72.9 76.5 77.6 32.9 34.1 32.9 34.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 25, 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 : 923,957: 211,653 207,045 6,197 574,312 604,574 792,162 817,816: 131,795 106,141
Old : 923,957: 211,653 207,045 6,197 574,312 604,574 792,162 817,816: 131,795 106,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 44,301: 27,651 37,009 -2,228 17,577 6,055 43,000 40,836: 1,301 3,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 22.4 0.7 62.2 65.4 85.7 88.5: 14.3 11.5
Old : 100.0: 22.9 22.4 0.7 62.2 65.4 85.7 88.5: 14.3 11.5
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 : 199: 45 30 12 95 74 146 110:
Old : 199: 45 30 12 95 74 146 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 40.5 22.0 50.3 13.6 37.5 21.6 47.3
Old : 13.8 40.5 22.0 50.3 13.6 37.5 21.6 47.3
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 - Futures Only, September 25, 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 : 2,271,317: 629,290 336,706 66,238 1,246,764 1,475,638 1,942,292 1,878,582: 329,025 392,735
Old : 2,271,317: 629,290 336,706 66,238 1,246,764 1,475,638 1,942,292 1,878,582: 329,025 392,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 42,951: -1,635 16,849 -22,535 54,332 44,541 30,162 38,855: 12,789 4,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.8 2.9 54.9 65.0 85.5 82.7: 14.5 17.3
Old : 100.0: 27.7 14.8 2.9 54.9 65.0 85.5 82.7: 14.5 17.3
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 : 288: 55 68 37 114 123 192 205:
Old : 288: 55 68 37 114 123 192 205:
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 : 24.3 28.0 36.0 37.7 18.8 22.4 27.9 27.3
Old : 24.3 28.0 36.0 37.7 18.8 22.4 27.9 27.3
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 25, 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 : 1,592,782: 329,706 215,006 32,461 980,599 1,124,104 1,342,766 1,371,571: 250,016 221,211
Old : 1,592,782: 329,706 215,006 32,461 980,599 1,124,104 1,342,766 1,371,571: 250,016 221,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,314: 41,709 4,355 -2,055 43,928 64,718 83,582 67,018: -82,268 -65,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 13.5 2.0 61.6 70.6 84.3 86.1: 15.7 13.9
Old : 100.0: 20.7 13.5 2.0 61.6 70.6 84.3 86.1: 15.7 13.9
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 : 204: 49 31 18 87 80 145 120:
Old : 204: 49 31 18 87 80 145 120:
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 40.7 30.8 50.1 17.8 32.6 25.0 38.7
Old : 21.0 40.7 30.8 50.1 17.8 32.6 25.0 38.7
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 - Futures Only, September 25, 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 : 395,665: 137,145 80,509 43,576 190,997 244,277 371,718 368,362: 23,947 27,303
Old : 395,665: 137,145 80,509 43,576 190,997 244,277 371,718 368,362: 23,947 27,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -20,153: -32,420 -51,650 14,909 -6,320 33,845 -23,831 -2,896: 3,678 -17,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 20.3 11.0 48.3 61.7 93.9 93.1: 6.1 6.9
Old : 100.0: 34.7 20.3 11.0 48.3 61.7 93.9 93.1: 6.1 6.9
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 : 118: 27 33 26 42 51 82 97:
Old : 118: 27 33 26 42 51 82 97:
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 : 25.4 23.5 40.5 35.7 24.6 21.1 36.2 31.8
Old : 25.4 23.5 40.5 35.7 24.6 21.1 36.2 31.8
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 - Futures Only, September 25, 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 : 23,271: 9,080 3,796 1,007 1,838 12,162 11,925 16,965: 11,346 6,306
Old : 23,271: 9,080 3,796 1,007 1,838 12,162 11,925 16,965: 11,346 6,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,004: 1,149 74 -482 378 1,345 1,045 937: -41 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 16.3 4.3 7.9 52.3 51.2 72.9: 48.8 27.1
Old : 100.0: 39.0 16.3 4.3 7.9 52.3 51.2 72.9: 48.8 27.1
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 : 41: 20 6 5 6 12 30 19:
Old : 41: 20 6 5 6 12 30 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 : 17.9 42.4 27.1 59.1 17.8 40.2 27.0 57.0
Old : 17.9 42.4 27.1 59.1 17.8 40.2 27.0 57.0
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 25, 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 : 24,534: 6,906 6,396 19 13,633 13,276 20,558 19,691: 3,976 4,843
Old : 24,534: 6,906 6,396 19 13,633 13,276 20,558 19,691: 3,976 4,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -21,630: -11,920 -8,992 -2,543 -5,620 -7,159 -20,083 -18,694: -1,547 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 26.1 0.1 55.6 54.1 83.8 80.3: 16.2 19.7
Old : 100.0: 28.1 26.1 0.1 55.6 54.1 83.8 80.3: 16.2 19.7
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 : 42: 9 15 2 12 7 23 22:
Old : 42: 9 15 2 12 7 23 22:
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 : 47.7 49.8 60.0 64.5 47.6 49.8 59.9 64.5
Old : 47.7 49.8 60.0 64.5 47.6 49.8 59.9 64.5
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 25, 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 : 77,658: 32,095 26,492 989 33,446 35,997 66,530 63,478: 11,128 14,180
Old : 77,658: 32,095 26,492 989 33,446 35,997 66,530 63,478: 11,128 14,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -44,550: -4,948 -30,404 -5,383 -29,513 -5,294 -39,844 -41,081: -4,706 -3,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 34.1 1.3 43.1 46.4 85.7 81.7: 14.3 18.3
Old : 100.0: 41.3 34.1 1.3 43.1 46.4 85.7 81.7: 14.3 18.3
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 : 96: 40 23 4 18 17 60 42:
Old : 96: 40 23 4 18 17 60 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 : 35.8 28.6 50.5 47.1 34.9 28.6 49.5 47.1
Old : 35.8 28.6 50.5 47.1 34.9 28.6 49.5 47.1
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 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 55,073: 2,468 20,966 285 52,041 33,782 54,794 55,033: 279 40
Old : 55,073: 2,468 20,966 285 52,041 33,782 54,794 55,033: 279 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,041: 393 1,402 0 497 -307 890 1,095: 151 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 38.1 0.5 94.5 61.3 99.5 99.9: 0.5 0.1
Old : 100.0: 4.5 38.1 0.5 94.5 61.3 99.5 99.9: 0.5 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 : 43: 8 16 2 14 11 22 29:
Old : 43: 8 16 2 14 11 22 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 : 89.9 72.4 94.2 87.5 86.7 72.3 89.7 83.0
Old : 89.9 72.4 94.2 87.5 86.7 72.3 89.7 83.0
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 25, 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 : 13,876: 8,467 2,851 0 5,407 10,998 13,874 13,849: 2 27
Old : 13,876: 8,467 2,851 0 5,407 10,998 13,874 13,849: 2 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 3,476: 3,335 175 0 182 3,296 3,517 3,471: -41 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 20.5 0.0 39.0 79.3 100.0 99.8: 0.0 0.2
Old : 100.0: 61.0 20.5 0.0 39.0 79.3 100.0 99.8: 0.0 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: 8 6 0 4 6 12 12:
Old : 24: 8 6 0 4 6 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 80.2 96.5 97.8 82.7 80.2 96.5 97.8
Old : 82.7 80.2 96.5 97.8 82.7 80.2 96.5 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2007