WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 9, 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 : 400,439: 94,597 84,012 64,766 200,794 180,372 360,157 329,150: 40,282 71,289
Old : 297,572: 67,601 99,600 28,630 172,145 120,515 268,376 248,745: 29,196 48,827
Other: 102,867: 55,313 12,729 7,819 28,649 59,857 91,781 80,405: 11,086 22,462
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,052: -2,022 1,280 3,685 177 -3,521 1,840 1,444: 212 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 21.0 16.2 50.1 45.0 89.9 82.2: 10.1 17.8
Old : 100.0: 22.7 33.5 9.6 57.8 40.5 90.2 83.6: 9.8 16.4
Other: 100.0: 53.8 12.4 7.6 27.9 58.2 89.2 78.2: 10.8 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 122 117 124 86 113 286 290:
Old : 369: 103 132 91 67 105 232 275:
Other: 231: 83 44 38 55 84 156 151:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 15.5 34.6 23.3 22.8 14.8 33.4 21.6
Old : 28.8 17.3 41.6 26.0 28.4 15.9 41.2 24.0
Other: 32.3 17.8 48.0 28.4 31.7 17.4 47.2 27.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 9, 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 : 1,140,959: 313,415 154,126 130,503 572,291 624,191 1,016,209 908,820: 124,750 232,139
Old : 926,566: 232,983 193,437 70,547 518,169 480,671 821,699 744,655: 104,867 181,911
Other: 214,393: 134,013 14,270 6,375 54,122 143,520 194,510 164,165: 19,883 50,228
: : :
: : Changes in Commitments from: October 2, 2007 :
: -11,257: -23,444 3,209 6,450 4,052 -28,288 -12,942 -18,629: 1,685 7,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 13.5 11.4 50.2 54.7 89.1 79.7: 10.9 20.3
Old : 100.0: 25.1 20.9 7.6 55.9 51.9 88.7 80.4: 11.3 19.6
Other: 100.0: 62.5 6.7 3.0 25.2 66.9 90.7 76.6: 9.3 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 155 138 132 196 277 440 489:
Old : 652: 135 167 99 189 271 403 473:
Other: 410: 97 49 17 64 219 170 279:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 18.1 26.9 24.1 17.3 15.5 26.2 21.4
Old : 18.6 16.6 30.1 22.8 18.6 13.4 29.3 19.5
Other: 23.3 27.3 34.7 35.2 23.3 27.2 34.4 34.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 9, 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 : 14,049: 5,067 636 36 5,988 8,918 11,091 9,590: 2,958 4,459
Old : 13,957: 5,067 636 36 5,978 8,885 11,081 9,557: 2,876 4,400
Other: 92: 0 0 0 10 33 10 33: 82 59
: : :
: : Changes in Commitments from: October 2, 2007 :
: 71: -94 -54 -6 301 58 201 -2: -130 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 4.5 0.3 42.6 63.5 78.9 68.3: 21.1 31.7
Old : 100.0: 36.3 4.6 0.3 42.8 63.7 79.4 68.5: 20.6 31.5
Other: 100.0: 0.0 0.0 0.0 10.9 35.9 10.9 35.9: 89.1 64.1
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 27 4 2 12 12 40 17:
Old : 50: 27 4 2 12 12 40 17:
Other: 4: 0 0 0 1 3 1 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 : 34.6 37.3 47.1 57.4 28.8 29.2 40.3 45.8
Old : 34.8 37.5 47.4 57.6 28.9 29.3 40.6 45.9
Other: 10.9 35.9 10.9 35.9 10.9 35.9 10.9 35.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 9, 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 : 570,647: 171,442 40,333 81,177 261,247 349,169 513,866 470,679: 56,781 99,968
Old : 490,186: 148,256 40,965 70,302 220,758 292,429 439,316 403,696: 50,870 86,490
Other: 80,461: 33,806 9,988 255 40,489 56,740 74,550 66,983: 5,911 13,478
: : :
: : Changes in Commitments from: October 2, 2007 :
: -287: -839 -3,949 -8,896 2,121 3,025 -7,614 -9,820: 7,327 9,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 7.1 14.2 45.8 61.2 90.0 82.5: 10.0 17.5
Old : 100.0: 30.2 8.4 14.3 45.0 59.7 89.6 82.4: 10.4 17.6
Other: 100.0: 42.0 12.4 0.3 50.3 70.5 92.7 83.2: 7.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 176 81 129 126 178 374 351:
Old : 495: 171 92 122 126 176 366 348:
Other: 238: 55 41 9 32 123 92 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 26.4 28.1 34.6 15.0 23.8 23.5 29.8
Old : 17.9 25.0 26.3 33.4 17.8 23.2 26.1 30.6
Other: 55.3 36.9 68.2 54.1 50.7 36.5 63.1 51.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,689: 19,149 6,781 818 4 786 19,971 8,385: 3,718 15,304
Old : 19,549: 15,343 6,744 698 4 680 16,045 8,122: 3,504 11,427
Other: 4,140: 3,926 157 0 0 106 3,926 263: 214 3,877
: : :
: : Changes in Commitments from: October 2, 2007 :
: -686: -323 339 95 4 -382 -224 52: -462 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 28.6 3.5 0.0 3.3 84.3 35.4: 15.7 64.6
Old : 100.0: 78.5 34.5 3.6 0.0 3.5 82.1 41.5: 17.9 58.5
Other: 100.0: 94.8 3.8 0.0 0.0 2.6 94.8 6.4: 5.2 93.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 17 12 8 1 2 22 18:
Old : 31: 17 12 8 1 2 22 18:
Other: 14: 9 3 0 0 2 9 5:
:----------------------------------------------------------------------------------------------------
: 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 : 54.7 20.5 70.2 28.1 54.7 18.0 70.2 25.2
Old : 54.0 24.1 67.3 33.1 54.0 21.4 67.2 30.1
Other: 76.9 6.3 93.4 6.4 76.9 6.3 93.4 6.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 9, 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 : 268,912: 72,017 13,775 36,800 132,065 202,631 240,882 253,206: 28,030 15,706
Old : 250,046: 72,991 16,673 30,050 119,699 188,062 222,740 234,785: 27,306 15,261
Other: 18,866: 4,978 3,054 798 12,366 14,569 18,142 18,421: 724 445
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,518: 5,654 -1,201 -495 -2,876 3,201 2,283 1,505: 235 1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.1 13.7 49.1 75.4 89.6 94.2: 10.4 5.8
Old : 100.0: 29.2 6.7 12.0 47.9 75.2 89.1 93.9: 10.9 6.1
Other: 100.0: 26.4 16.2 4.2 65.5 77.2 96.2 97.6: 3.8 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 72 29 53 61 57 168 122:
Old : 200: 75 34 51 61 56 167 120:
Other: 44: 12 11 8 10 12 27 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 : 18.6 35.5 29.2 48.5 17.7 34.8 25.8 45.1
Old : 19.1 36.1 28.1 48.6 19.1 34.8 27.4 44.4
Other: 71.9 71.9 86.9 84.8 71.9 71.9 86.9 84.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 9, 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 : 925,602: 112,563 172,922 3,432 670,103 578,745 786,098 755,099: 139,504 170,503
Old : 925,602: 112,563 172,922 3,432 670,103 578,745 786,098 755,099: 139,504 170,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 385: 1,575 -4,802 -436 2,253 -2,241 3,392 -7,479: -3,007 7,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.7 0.4 72.4 62.5 84.9 81.6: 15.1 18.4
Old : 100.0: 12.2 18.7 0.4 72.4 62.5 84.9 81.6: 15.1 18.4
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 : 168: 32 43 15 66 74 107 123:
Old : 168: 32 43 15 66 74 107 123:
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 : 25.3 34.8 37.6 46.2 22.1 29.0 29.9 36.7
Old : 25.3 34.8 37.6 46.2 22.1 29.0 29.9 36.7
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, October 9, 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 : 214,805: 64,890 8,556 19,109 87,693 162,485 171,692 190,150: 43,113 24,655
Old : 203,262: 63,965 10,354 15,241 82,851 153,566 162,057 179,161: 41,205 24,101
Other: 11,543: 3,658 935 1,135 4,842 8,919 9,635 10,989: 1,908 554
: : :
: : Changes in Commitments from: October 2, 2007 :
: -823: -2,374 -1,950 -3,392 2,347 767 -3,419 -4,575: 2,596 3,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 4.0 8.9 40.8 75.6 79.9 88.5: 20.1 11.5
Old : 100.0: 31.5 5.1 7.5 40.8 75.6 79.7 88.1: 20.3 11.9
Other: 100.0: 31.7 8.1 9.8 41.9 77.3 83.5 95.2: 16.5 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 65 23 46 53 52 149 104:
Old : 170: 68 26 43 52 52 147 102:
Other: 51: 19 7 10 18 10 40 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 38.3 30.0 51.3 17.7 35.8 26.9 47.4
Old : 21.0 38.7 31.1 50.7 18.8 36.8 28.2 47.5
Other: 34.4 68.8 51.3 83.2 29.6 68.8 45.0 79.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 9, 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 : 18,436: 5,173 573 2,345 6,975 13,769 14,493 16,687: 3,943 1,749
Old : 17,799: 5,436 578 2,048 6,421 13,440 13,905 16,066: 3,894 1,733
Other: 637: 25 283 9 554 329 588 621: 49 16
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,954: 388 -255 477 308 999 1,173 1,221: 781 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.1 12.7 37.8 74.7 78.6 90.5: 21.4 9.5
Old : 100.0: 30.5 3.2 11.5 36.1 75.5 78.1 90.3: 21.9 9.7
Other: 100.0: 3.9 44.4 1.4 87.0 51.6 92.3 97.5: 7.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 32 6 13 27 19 61 37:
Old : 73: 32 6 11 25 19 59 35:
Other: 16: 2 6 2 4 6 8 12:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 59.0 38.5 73.4 21.8 56.8 33.1 65.9
Old : 24.7 59.8 39.8 74.4 22.6 58.8 35.0 69.3
Other: 87.0 60.8 92.3 89.0 79.9 59.5 82.9 85.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 9, 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 : 969,587: 234,061 216,892 9,283 586,383 638,264 829,727 864,439: 139,860 105,148
Old : 969,587: 234,061 216,892 9,283 586,383 638,264 829,727 864,439: 139,860 105,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 60,224: 33,064 11,188 2,455 28,124 50,887 63,643 64,530: -3,419 -4,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 22.4 1.0 60.5 65.8 85.6 89.2: 14.4 10.8
Old : 100.0: 24.1 22.4 1.0 60.5 65.8 85.6 89.2: 14.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 50 33 9 91 79 143 119:
Old : 206: 50 33 9 91 79 143 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 41.3 22.9 50.8 12.7 38.6 21.5 48.0
Old : 12.9 41.3 22.9 50.8 12.7 38.6 21.5 48.0
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, October 9, 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 : 2,451,749: 675,387 377,326 77,130 1,373,384 1,579,947 2,125,901 2,034,403: 325,848 417,346
Old : 2,451,749: 675,387 377,326 77,130 1,373,384 1,579,947 2,125,901 2,034,403: 325,848 417,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 59,106: -30,623 20,832 -362 96,692 20,518 65,707 40,988: -6,601 18,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.4 3.1 56.0 64.4 86.7 83.0: 13.3 17.0
Old : 100.0: 27.5 15.4 3.1 56.0 64.4 86.7 83.0: 13.3 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 : 292: 50 78 47 108 125 191 217:
Old : 292: 50 78 47 108 125 191 217:
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 : 26.9 28.5 39.3 38.9 20.1 23.4 29.7 28.1
Old : 26.9 28.5 39.3 38.9 20.1 23.4 29.7 28.1
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 - Futures Only, October 9, 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 : 1,670,028: 420,266 250,836 32,624 962,795 1,158,392 1,415,685 1,441,852: 254,343 228,176
Old : 1,670,028: 420,266 250,836 32,624 962,795 1,158,392 1,415,685 1,441,852: 254,343 228,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 53,810: 18,244 40,237 5,562 40,601 1,524 64,407 47,323: -10,597 6,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.0 2.0 57.7 69.4 84.8 86.3: 15.2 13.7
Old : 100.0: 25.2 15.0 2.0 57.7 69.4 84.8 86.3: 15.2 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 : 210: 43 40 22 89 83 144 133:
Old : 210: 43 40 22 89 83 144 133:
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 : 20.8 40.8 30.8 51.4 18.2 36.5 26.8 42.4
Old : 20.8 40.8 30.8 51.4 18.2 36.5 26.8 42.4
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, October 9, 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 : 374,410: 107,406 68,587 64,066 178,356 211,389 349,828 344,042: 24,582 30,368
Old : 374,410: 107,406 68,587 64,066 178,356 211,389 349,828 344,042: 24,582 30,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 57,615: 8,104 5,541 20,519 26,413 24,239 55,036 50,299: 2,579 7,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 18.3 17.1 47.6 56.5 93.4 91.9: 6.6 8.1
Old : 100.0: 28.7 18.3 17.1 47.6 56.5 93.4 91.9: 6.6 8.1
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 : 120: 32 26 30 43 50 87 96:
Old : 120: 32 26 30 43 50 87 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 : 26.1 19.6 39.2 31.4 24.0 15.8 33.6 25.1
Old : 26.1 19.6 39.2 31.4 24.0 15.8 33.6 25.1
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, October 9, 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 : 20,314: 7,026 3,807 809 1,827 8,975 9,662 13,591: 10,652 6,723
Old : 20,314: 7,026 3,807 809 1,827 8,975 9,662 13,591: 10,652 6,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -2,574: -2,027 104 228 63 -2,150 -1,736 -1,818: -838 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 18.7 4.0 9.0 44.2 47.6 66.9: 52.4 33.1
Old : 100.0: 34.6 18.7 4.0 9.0 44.2 47.6 66.9: 52.4 33.1
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 : 36: 17 6 4 5 9 24 17:
Old : 36: 17 6 4 5 9 24 17:
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 : 16.2 41.0 25.6 56.1 16.2 38.9 25.4 54.0
Old : 16.2 41.0 25.6 56.1 16.2 38.9 25.4 54.0
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, October 9, 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 : 28,554: 7,198 7,928 17 17,034 15,314 24,249 23,259: 4,305 5,295
Old : 28,554: 7,198 7,928 17 17,034 15,314 24,249 23,259: 4,305 5,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 962: 9 443 -1 1,977 551 1,985 993: -1,023 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 27.8 0.1 59.7 53.6 84.9 81.5: 15.1 18.5
Old : 100.0: 25.2 27.8 0.1 59.7 53.6 84.9 81.5: 15.1 18.5
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 : 49: 12 18 2 12 8 26 26:
Old : 49: 12 18 2 12 8 26 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 : 46.8 46.5 63.8 61.8 46.7 46.5 63.8 61.8
Old : 46.8 46.5 63.8 61.8 46.7 46.5 63.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 9, 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 : 95,293: 44,152 29,237 527 37,535 52,982 82,214 82,746: 13,079 12,547
Old : 95,293: 44,152 29,237 527 37,535 52,982 82,214 82,746: 13,079 12,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 8,158: 7,753 2,193 -90 -409 8,727 7,254 10,830: 904 -2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 30.7 0.6 39.4 55.6 86.3 86.8: 13.7 13.2
Old : 100.0: 46.3 30.7 0.6 39.4 55.6 86.3 86.8: 13.7 13.2
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 : 115: 49 30 4 21 20 71 53:
Old : 115: 49 30 4 21 20 71 53:
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 : 29.6 34.8 43.3 52.4 28.9 34.8 42.6 52.2
Old : 29.6 34.8 43.3 52.4 28.9 34.8 42.6 52.2
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, October 9, 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 : 53,336: 2,729 17,894 285 49,986 34,956 53,000 53,135: 336 201
Old : 53,336: 2,729 17,894 285 49,986 34,956 53,000 53,135: 336 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 412: 228 -67 0 78 344 306 277: 106 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 33.5 0.5 93.7 65.5 99.4 99.6: 0.6 0.4
Old : 100.0: 5.1 33.5 0.5 93.7 65.5 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 16 2 14 12 22 30:
Old : 44: 8 16 2 14 12 22 30:
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 : 88.7 75.3 93.7 88.6 85.3 70.0 89.4 83.2
Old : 88.7 75.3 93.7 88.6 85.3 70.0 89.4 83.2
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 - Futures Only, October 9, 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 : 13,195: 7,333 2,913 292 5,469 9,869 13,094 13,074: 101 121
Old : 13,195: 7,333 2,913 292 5,469 9,869 13,094 13,074: 101 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -50: -402 -256 292 53 -70 -57 -34: 7 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 22.1 2.2 41.4 74.8 99.2 99.1: 0.8 0.9
Old : 100.0: 55.6 22.1 2.2 41.4 74.8 99.2 99.1: 0.8 0.9
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 : 25: 10 6 1 3 6 13 13:
Old : 25: 10 6 1 3 6 13 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 : 82.4 81.2 95.8 95.1 80.2 81.2 93.6 94.4
Old : 82.4 81.2 95.8 95.1 80.2 81.2 93.6 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2007