WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 16, 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 : 401,694: 91,625 81,031 69,909 201,531 179,077 363,065 330,017: 38,629 71,677
Old : 292,601: 63,237 97,588 32,001 169,870 115,201 265,108 244,790: 27,493 47,811
Other: 109,093: 57,984 13,039 8,312 31,661 63,876 97,957 85,227: 11,136 23,866
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,255: -2,972 -2,981 5,143 737 -1,295 2,908 867: -1,653 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 20.2 17.4 50.2 44.6 90.4 82.2: 9.6 17.8
Old : 100.0: 21.6 33.4 10.9 58.1 39.4 90.6 83.7: 9.4 16.3
Other: 100.0: 53.2 12.0 7.6 29.0 58.6 89.8 78.1: 10.2 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 112 112 127 84 113 281 290:
Old : 361: 94 132 97 64 101 228 272:
Other: 227: 80 42 34 54 85 154 146:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 15.4 34.9 23.1 23.4 14.5 33.7 21.4
Old : 29.7 16.8 42.6 25.9 29.3 15.5 42.3 24.3
Other: 31.9 17.7 47.1 28.6 31.4 17.4 46.0 27.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 16, 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 : 1,160,813: 317,311 151,303 138,042 581,145 634,840 1,036,498 924,185: 124,315 236,628
Old : 941,067: 235,735 190,539 78,665 522,776 487,220 837,176 756,424: 103,891 184,643
Other: 219,746: 134,732 13,920 6,221 58,369 147,620 199,322 167,761: 20,424 51,985
: : :
: : Changes in Commitments from: October 9, 2007 :
: 19,854: 3,896 -2,823 7,539 8,854 10,649 20,289 15,365: -435 4,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.0 11.9 50.1 54.7 89.3 79.6: 10.7 20.4
Old : 100.0: 25.0 20.2 8.4 55.6 51.8 89.0 80.4: 11.0 19.6
Other: 100.0: 61.3 6.3 2.8 26.6 67.2 90.7 76.3: 9.3 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 668: 163 140 148 195 267 453 495:
Old : 658: 142 170 115 186 263 415 479:
Other: 410: 105 48 17 66 212 179 272:
:----------------------------------------------------------------------------------------------------
: 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 18.3 26.4 24.7 17.1 15.8 25.8 22.1
Old : 18.2 16.6 29.4 23.3 18.2 13.5 28.8 20.1
Other: 22.8 27.8 34.0 35.6 22.7 27.6 33.9 34.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 16, 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 : 14,179: 4,787 657 183 6,183 9,001 11,153 9,841: 3,026 4,338
Old : 14,075: 4,787 657 183 6,172 8,956 11,142 9,796: 2,933 4,279
Other: 104: 0 0 0 11 45 11 45: 93 59
: : :
: : Changes in Commitments from: October 9, 2007 :
: 130: -280 21 147 195 83 62 251: 68 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 4.6 1.3 43.6 63.5 78.7 69.4: 21.3 30.6
Old : 100.0: 34.0 4.7 1.3 43.9 63.6 79.2 69.6: 20.8 30.4
Other: 100.0: 0.0 0.0 0.0 10.6 43.3 10.6 43.3: 89.4 56.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 4 3 14 12 40 18:
Old : 48: 25 4 3 13 12 39 18:
Other: 5: 0 0 0 2 4 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 33.4 37.5 45.8 57.9 28.1 29.7 39.9 46.6
Old : 33.6 37.6 46.1 58.0 28.4 29.8 40.2 46.7
Other: 10.6 43.3 10.6 43.3 9.6 42.3 9.6 42.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 16, 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 : 577,823: 170,486 42,892 79,405 267,630 354,001 517,521 476,298: 60,302 101,525
Old : 493,447: 145,697 42,785 67,479 226,352 297,196 439,528 407,460: 53,919 85,987
Other: 84,376: 35,952 11,270 763 41,278 56,805 77,993 68,838: 6,383 15,538
: : :
: : Changes in Commitments from: October 9, 2007 :
: 7,176: -956 2,559 -1,772 6,383 4,832 3,655 5,619: 3,521 1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 7.4 13.7 46.3 61.3 89.6 82.4: 10.4 17.6
Old : 100.0: 29.5 8.7 13.7 45.9 60.2 89.1 82.6: 10.9 17.4
Other: 100.0: 42.6 13.4 0.9 48.9 67.3 92.4 81.6: 7.6 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 523: 188 83 130 129 197 381 378:
Old : 520: 179 93 127 127 195 374 375:
Other: 261: 56 48 11 35 135 99 189:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 25.4 28.3 34.0 15.6 22.4 23.7 28.1
Old : 18.1 24.0 27.0 32.4 18.0 22.3 25.9 29.8
Other: 53.2 35.7 65.4 51.1 48.7 35.3 60.4 48.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,905: 16,161 3,813 2,402 0 484 18,563 6,699: 4,342 16,206
Old : 18,373: 12,001 3,728 2,342 0 434 14,343 6,504: 4,030 11,869
Other: 4,532: 4,220 145 0 0 50 4,220 195: 312 4,337
: : :
: : Changes in Commitments from: October 9, 2007 :
: -784: -2,988 -2,968 1,584 -4 -302 -1,408 -1,686: 624 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 16.6 10.5 0.0 2.1 81.0 29.2: 19.0 70.8
Old : 100.0: 65.3 20.3 12.7 0.0 2.4 78.1 35.4: 21.9 64.6
Other: 100.0: 93.1 3.2 0.0 0.0 1.1 93.1 4.3: 6.9 95.7
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 15 7 8 0 1 19 12:
Old : 23: 15 7 8 0 1 19 12:
Other: 10: 8 1 0 0 1 8 2:
:----------------------------------------------------------------------------------------------------
: 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 : 55.3 20.2 66.4 27.8 55.2 13.9 64.4 18.8
Old : 49.8 24.4 61.5 33.6 49.7 16.5 57.8 22.7
Other: 77.6 4.3 93.1 4.3 77.6 4.3 93.1 4.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 16, 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 : 271,558: 74,116 12,335 37,678 134,559 207,942 246,353 257,955: 25,205 13,603
Old : 252,096: 74,700 15,470 30,437 122,462 193,068 227,599 238,975: 24,497 13,121
Other: 19,462: 5,723 3,172 934 12,097 14,874 18,754 18,980: 708 482
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,646: 2,099 -1,440 878 2,494 5,311 5,471 4,749: -2,825 -2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 4.5 13.9 49.6 76.6 90.7 95.0: 9.3 5.0
Old : 100.0: 29.6 6.1 12.1 48.6 76.6 90.3 94.8: 9.7 5.2
Other: 100.0: 29.4 16.3 4.8 62.2 76.4 96.4 97.5: 3.6 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 76 28 56 61 56 168 124:
Old : 201: 75 33 54 60 55 166 122:
Other: 43: 12 10 6 10 12 25 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 : 19.3 36.2 30.0 49.1 17.5 35.3 25.4 45.4
Old : 19.7 37.0 29.3 49.0 18.8 35.5 27.0 44.6
Other: 69.0 70.9 85.3 84.0 69.0 70.9 84.1 83.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 16, 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 : 941,190: 120,781 170,104 7,391 676,517 602,989 804,689 780,484: 136,501 160,706
Old : 941,190: 120,781 170,104 7,391 676,517 602,989 804,689 780,484: 136,501 160,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 15,588: 8,218 -2,818 3,959 6,414 24,244 18,591 25,385: -3,003 -9,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 18.1 0.8 71.9 64.1 85.5 82.9: 14.5 17.1
Old : 100.0: 12.8 18.1 0.8 71.9 64.1 85.5 82.9: 14.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 35 36 19 73 75 118 120:
Old : 170: 35 36 19 73 75 118 120:
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 : 22.7 34.3 36.1 45.4 18.8 27.6 27.8 35.5
Old : 22.7 34.3 36.1 45.4 18.8 27.6 27.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 222,673: 69,750 8,172 22,375 89,189 169,993 181,314 200,540: 41,359 22,133
Old : 209,577: 67,479 9,990 18,170 84,588 159,945 170,237 188,105: 39,340 21,472
Other: 13,096: 5,099 1,010 1,377 4,601 10,048 11,077 12,435: 2,019 661
: : :
: : Changes in Commitments from: October 9, 2007 :
: 7,868: 4,860 -384 3,266 1,496 7,508 9,622 10,390: -1,754 -2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 3.7 10.0 40.1 76.3 81.4 90.1: 18.6 9.9
Old : 100.0: 32.2 4.8 8.7 40.4 76.3 81.2 89.8: 18.8 10.2
Other: 100.0: 38.9 7.7 10.5 35.1 76.7 84.6 95.0: 15.4 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 69 18 44 58 56 154 106:
Old : 175: 69 23 42 57 56 153 104:
Other: 53: 18 8 10 19 10 42 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 : 20.9 38.4 30.8 52.3 18.5 36.6 28.0 48.6
Old : 21.7 40.3 31.9 52.0 20.1 38.8 29.9 48.8
Other: 32.1 65.3 51.2 80.3 29.1 65.3 43.8 75.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 16, 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 : 18,418: 4,833 763 2,225 7,996 14,343 15,054 17,331: 3,364 1,087
Old : 17,736: 5,055 745 1,966 7,402 13,963 14,423 16,674: 3,313 1,062
Other: 682: 29 269 8 594 380 631 657: 51 25
: : :
: : Changes in Commitments from: October 9, 2007 :
: -18: -340 190 -120 1,021 574 561 644: -579 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.1 12.1 43.4 77.9 81.7 94.1: 18.3 5.9
Old : 100.0: 28.5 4.2 11.1 41.7 78.7 81.3 94.0: 18.7 6.0
Other: 100.0: 4.3 39.4 1.2 87.1 55.7 92.5 96.3: 7.5 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 28 8 13 30 20 61 39:
Old : 74: 29 7 11 28 20 59 37:
Other: 18: 3 5 1 5 7 9 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 : 22.7 57.6 39.8 75.7 20.9 55.5 32.3 64.5
Old : 23.0 58.5 40.7 76.8 21.3 57.3 33.6 67.7
Other: 84.2 59.7 91.9 89.7 75.5 58.5 81.2 84.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 16, 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 : 1,037,318: 239,605 251,501 9,764 643,633 690,694 893,002 951,959: 144,316 85,359
Old : 1,037,318: 239,605 251,501 9,764 643,633 690,694 893,002 951,959: 144,316 85,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 67,731: 5,544 34,609 481 57,250 52,430 63,275 87,520: 4,456 -19,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 24.2 0.9 62.0 66.6 86.1 91.8: 13.9 8.2
Old : 100.0: 23.1 24.2 0.9 62.0 66.6 86.1 91.8: 13.9 8.2
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 : 213: 53 33 11 93 81 149 122:
Old : 213: 53 33 11 93 81 149 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 39.6 22.9 52.4 13.4 37.5 21.8 49.5
Old : 14.1 39.6 22.9 52.4 13.4 37.5 21.8 49.5
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 16, 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 : 2,509,900: 668,658 405,310 67,898 1,445,011 1,595,683 2,181,567 2,068,891: 328,333 441,009
Old : 2,509,900: 668,658 405,310 67,898 1,445,011 1,595,683 2,181,567 2,068,891: 328,333 441,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 58,151: -6,729 27,984 -9,232 71,627 15,736 55,666 34,488: 2,485 23,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 16.1 2.7 57.6 63.6 86.9 82.4: 13.1 17.6
Old : 100.0: 26.6 16.1 2.7 57.6 63.6 86.9 82.4: 13.1 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 : 296: 51 79 47 104 123 189 215:
Old : 296: 51 79 47 104 123 189 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 28.2 41.2 37.7 19.8 23.2 30.0 27.9
Old : 27.9 28.2 41.2 37.7 19.8 23.2 30.0 27.9
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 16, 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 : 1,659,726: 432,829 231,550 30,203 957,572 1,166,968 1,420,604 1,428,721: 239,122 231,005
Old : 1,659,726: 432,829 231,550 30,203 957,572 1,166,968 1,420,604 1,428,721: 239,122 231,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -10,302: 12,563 -19,286 -2,421 -5,223 8,576 4,919 -13,131: -15,221 2,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 14.0 1.8 57.7 70.3 85.6 86.1: 14.4 13.9
Old : 100.0: 26.1 14.0 1.8 57.7 70.3 85.6 86.1: 14.4 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 : 211: 43 41 23 89 84 147 133:
Old : 211: 43 41 23 89 84 147 133:
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 : 20.9 40.1 30.3 50.2 18.0 35.8 26.3 42.2
Old : 20.9 40.1 30.3 50.2 18.0 35.8 26.3 42.2
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 16, 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 : 401,533: 136,679 79,617 57,758 186,505 242,734 380,942 380,109: 20,591 21,424
Old : 401,533: 136,679 79,617 57,758 186,505 242,734 380,942 380,109: 20,591 21,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 27,123: 29,273 11,030 -6,308 8,149 31,345 31,114 36,067: -3,991 -8,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 19.8 14.4 46.4 60.5 94.9 94.7: 5.1 5.3
Old : 100.0: 34.0 19.8 14.4 46.4 60.5 94.9 94.7: 5.1 5.3
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 : 119: 31 27 29 42 53 86 98:
Old : 119: 31 27 29 42 53 86 98:
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 : 39.0 26.2 50.0 38.3 36.1 21.0 42.9 30.0
Old : 39.0 26.2 50.0 38.3 36.1 21.0 42.9 30.0
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 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 22,087: 6,390 4,488 1,315 2,008 8,420 9,713 14,223: 12,374 7,864
Old : 22,087: 6,390 4,488 1,315 2,008 8,420 9,713 14,223: 12,374 7,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,773: -636 681 506 181 -555 51 632: 1,722 1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 20.3 6.0 9.1 38.1 44.0 64.4: 56.0 35.6
Old : 100.0: 28.9 20.3 6.0 9.1 38.1 44.0 64.4: 56.0 35.6
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 : 35: 14 7 4 7 10 24 18:
Old : 35: 14 7 4 7 10 24 18:
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 : 15.2 31.9 24.1 48.5 15.1 29.8 23.7 46.2
Old : 15.2 31.9 24.1 48.5 15.1 29.8 23.7 46.2
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 16, 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 : 30,908: 9,333 10,684 19 17,416 17,455 26,768 28,158: 4,140 2,750
Old : 30,908: 9,333 10,684 19 17,416 17,455 26,768 28,158: 4,140 2,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,354: 2,135 2,756 2 382 2,141 2,519 4,899: -165 -2,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 34.6 0.1 56.3 56.5 86.6 91.1: 13.4 8.9
Old : 100.0: 30.2 34.6 0.1 56.3 56.5 86.6 91.1: 13.4 8.9
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 : 58: 15 22 2 13 9 30 31:
Old : 58: 15 22 2 13 9 30 31:
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 : 43.6 44.7 60.4 65.5 43.5 44.7 60.3 65.5
Old : 43.6 44.7 60.4 65.5 43.5 44.7 60.3 65.5
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, October 16, 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 : 97,445: 41,127 34,803 649 41,411 50,562 83,187 86,014: 14,258 11,431
Old : 97,445: 41,127 34,803 649 41,411 50,562 83,187 86,014: 14,258 11,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,152: -3,025 5,566 122 3,876 -2,420 973 3,268: 1,179 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 35.7 0.7 42.5 51.9 85.4 88.3: 14.6 11.7
Old : 100.0: 42.2 35.7 0.7 42.5 51.9 85.4 88.3: 14.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 49 34 4 23 19 73 56:
Old : 119: 49 34 4 23 19 73 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 33.4 44.0 50.0 29.7 33.1 43.3 49.8
Old : 30.4 33.4 44.0 50.0 29.7 33.1 43.3 49.8
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 16, 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 : 53,098: 2,969 17,771 285 49,685 35,041 52,939 53,097: 159 1
Old : 53,098: 2,969 17,771 285 49,685 35,041 52,939 53,097: 159 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -238: 240 -123 0 -301 85 -61 -38: -177 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 33.5 0.5 93.6 66.0 99.7 100.0: 0.3 0.0
Old : 100.0: 5.6 33.5 0.5 93.6 66.0 99.7 100.0: 0.3 0.0
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 : 42: 8 15 2 13 12 21 29:
Old : 42: 8 15 2 13 12 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 : 89.0 75.8 94.2 89.8 85.9 70.8 90.2 84.8
Old : 89.0 75.8 94.2 89.8 85.9 70.8 90.2 84.8
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 16, 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 : 15,620: 9,958 2,314 1 5,559 13,184 15,518 15,499: 102 121
Old : 15,620: 9,958 2,314 1 5,559 13,184 15,518 15,499: 102 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,425: 2,625 -599 -291 90 3,315 2,424 2,425: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 14.8 0.0 35.6 84.4 99.3 99.2: 0.7 0.8
Old : 100.0: 63.8 14.8 0.0 35.6 84.4 99.3 99.2: 0.7 0.8
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 : 25: 9 7 1 4 5 13 13:
Old : 25: 9 7 1 4 5 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 : 84.9 90.5 96.4 97.8 84.9 90.5 96.4 97.8
Old : 84.9 90.5 96.4 97.8 84.9 90.5 96.4 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2007