WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 23, 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 : 413,257: 95,881 83,212 73,385 203,899 178,321 373,165 334,918: 40,092 78,339
Old : 297,975: 65,700 98,349 34,410 169,976 112,112 270,086 244,871: 27,889 53,104
Other: 115,282: 60,226 14,908 8,930 33,923 66,209 103,079 90,047: 12,203 25,235
: : :
: : Changes in Commitments from: October 16, 2007 :
: 11,563: 4,256 2,181 3,476 2,368 -756 10,100 4,901: 1,463 6,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 20.1 17.8 49.3 43.2 90.3 81.0: 9.7 19.0
Old : 100.0: 22.0 33.0 11.5 57.0 37.6 90.6 82.2: 9.4 17.8
Other: 100.0: 52.2 12.9 7.7 29.4 57.4 89.4 78.1: 10.6 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 123 117 136 83 114 292 304:
Old : 375: 101 138 104 61 101 236 282:
Other: 234: 83 48 34 56 87 159 152:
:----------------------------------------------------------------------------------------------------
: 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 14.9 34.6 22.4 23.8 14.0 33.7 20.4
Old : 29.5 15.8 41.8 24.5 29.2 14.7 41.5 22.7
Other: 32.4 18.1 46.7 28.9 32.0 17.8 45.3 27.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 23, 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 : 1,173,871: 315,762 150,809 148,014 585,111 639,525 1,048,887 938,348: 124,984 235,523
Old : 948,867: 229,647 188,136 90,567 524,107 488,439 844,321 767,142: 104,546 181,725
Other: 225,004: 136,771 13,329 6,791 61,004 151,086 204,566 171,206: 20,438 53,798
: : :
: : Changes in Commitments from: October 16, 2007 :
: 13,058: -1,549 -494 9,972 3,966 4,685 12,389 14,163: 669 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 12.8 12.6 49.8 54.5 89.4 79.9: 10.6 20.1
Old : 100.0: 24.2 19.8 9.5 55.2 51.5 89.0 80.8: 11.0 19.2
Other: 100.0: 60.8 5.9 3.0 27.1 67.1 90.9 76.1: 9.1 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 670: 162 138 149 199 275 455 502:
Old : 658: 142 168 116 188 269 414 484:
Other: 422: 114 44 18 71 220 194 276:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 18.4 25.6 24.6 17.0 16.2 25.2 22.2
Old : 18.2 16.7 28.5 23.5 18.2 14.0 28.1 20.4
Other: 22.3 27.5 33.0 35.2 22.3 27.3 33.0 34.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 23, 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 : 14,211: 4,591 669 192 6,553 8,565 11,336 9,426: 2,875 4,785
Old : 14,079: 4,591 669 192 6,531 8,492 11,314 9,353: 2,765 4,726
Other: 132: 0 0 0 22 73 22 73: 110 59
: : :
: : Changes in Commitments from: October 16, 2007 :
: 32: -196 12 9 370 -436 183 -415: -151 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 4.7 1.4 46.1 60.3 79.8 66.3: 20.2 33.7
Old : 100.0: 32.6 4.8 1.4 46.4 60.3 80.4 66.4: 19.6 33.6
Other: 100.0: 0.0 0.0 0.0 16.7 55.3 16.7 55.3: 83.3 44.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 5 3 17 12 41 18:
Old : 46: 22 5 3 15 12 39 18:
Other: 6: 0 0 0 3 4 3 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 : 32.9 35.2 46.7 55.6 29.1 27.1 41.5 43.1
Old : 33.2 35.1 47.2 55.6 29.4 27.3 41.9 43.2
Other: 16.7 55.3 16.7 55.3 15.9 54.5 15.9 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 23, 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 : 585,945: 171,299 45,440 81,191 278,326 364,656 530,816 491,287: 55,129 94,658
Old : 497,860: 143,976 44,615 69,624 235,640 304,962 449,240 419,201: 48,620 78,659
Other: 88,085: 37,609 11,111 1,281 42,686 59,694 81,576 72,086: 6,509 15,999
: : :
: : Changes in Commitments from: October 16, 2007 :
: 8,122: 813 2,548 1,786 10,696 10,655 13,295 14,989: -5,173 -6,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 7.8 13.9 47.5 62.2 90.6 83.8: 9.4 16.2
Old : 100.0: 28.9 9.0 14.0 47.3 61.3 90.2 84.2: 9.8 15.8
Other: 100.0: 42.7 12.6 1.5 48.5 67.8 92.6 81.8: 7.4 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 198 80 145 138 202 406 395:
Old : 537: 181 97 138 136 200 397 390:
Other: 277: 64 51 9 36 137 106 194:
:----------------------------------------------------------------------------------------------------
: 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 26.0 28.3 34.5 15.5 22.7 23.3 27.6
Old : 18.1 24.5 26.8 32.5 18.0 22.1 25.1 29.1
Other: 51.3 36.5 63.3 52.2 46.5 36.2 58.0 48.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,300: 15,034 3,007 1,983 0 705 17,017 5,695: 4,283 15,605
Old : 16,537: 10,594 2,862 1,983 0 610 12,577 5,455: 3,960 11,082
Other: 4,763: 4,440 145 0 0 95 4,440 240: 323 4,523
: : :
: : Changes in Commitments from: October 16, 2007 :
: -1,605: -1,127 -806 -419 0 221 -1,546 -1,004: -59 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 14.1 9.3 0.0 3.3 79.9 26.7: 20.1 73.3
Old : 100.0: 64.1 17.3 12.0 0.0 3.7 76.1 33.0: 23.9 67.0
Other: 100.0: 93.2 3.0 0.0 0.0 2.0 93.2 5.0: 6.8 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 7 10 0 2 16 15:
Old : 21: 11 7 10 0 2 16 15:
Other: 10: 7 1 0 0 2 7 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 : 57.5 16.4 69.3 23.3 56.2 10.8 66.8 16.5
Old : 50.9 20.2 64.2 28.8 49.2 12.7 60.2 20.0
Other: 80.3 5.0 93.2 5.0 80.3 5.0 93.2 5.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 23, 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 : 282,128: 75,194 15,441 38,158 141,494 214,890 254,846 268,489: 27,282 13,639
Old : 262,563: 75,152 18,604 31,485 129,508 199,398 236,145 249,487: 26,418 13,076
Other: 19,565: 5,908 2,703 807 11,986 15,492 18,701 19,002: 864 563
: : :
: : Changes in Commitments from: October 16, 2007 :
: 10,570: 1,078 3,106 480 6,935 6,948 8,493 10,534: 2,077 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 5.5 13.5 50.2 76.2 90.3 95.2: 9.7 4.8
Old : 100.0: 28.6 7.1 12.0 49.3 75.9 89.9 95.0: 10.1 5.0
Other: 100.0: 30.2 13.8 4.1 61.3 79.2 95.6 97.1: 4.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 81 28 57 61 56 174 126:
Old : 205: 80 35 56 60 55 173 124:
Other: 45: 16 7 9 11 12 30 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 : 19.5 36.4 30.2 48.0 17.1 35.6 25.0 45.5
Old : 20.5 36.5 30.0 47.8 18.4 35.1 26.5 44.2
Other: 66.8 72.1 82.5 85.1 66.8 72.1 81.2 84.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 23, 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 : 957,109: 142,280 163,902 7,934 657,675 629,839 807,889 801,675: 149,220 155,434
Old : 957,109: 142,280 163,902 7,934 657,675 629,839 807,889 801,675: 149,220 155,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 15,919: 21,499 -6,202 543 -18,842 26,850 3,200 21,191: 12,719 -5,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 17.1 0.8 68.7 65.8 84.4 83.8: 15.6 16.2
Old : 100.0: 14.9 17.1 0.8 68.7 65.8 84.4 83.8: 15.6 16.2
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 : 181: 39 37 22 77 76 128 123:
Old : 181: 39 37 22 77 76 128 123:
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 : 21.3 33.9 33.7 46.9 18.0 26.9 26.5 35.6
Old : 21.3 33.9 33.7 46.9 18.0 26.9 26.5 35.6
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 23, 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 : 232,759: 74,132 9,540 24,463 92,806 176,816 191,401 210,819: 41,358 21,940
Old : 219,405: 70,707 10,073 21,485 88,177 166,630 180,369 198,188: 39,036 21,217
Other: 13,354: 4,888 930 1,515 4,629 10,186 11,032 12,631: 2,322 723
: : :
: : Changes in Commitments from: October 16, 2007 :
: 10,086: 4,382 1,368 2,088 3,617 6,823 10,087 10,279: -1 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 4.1 10.5 39.9 76.0 82.2 90.6: 17.8 9.4
Old : 100.0: 32.2 4.6 9.8 40.2 75.9 82.2 90.3: 17.8 9.7
Other: 100.0: 36.6 7.0 11.3 34.7 76.3 82.6 94.6: 17.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 74 16 48 61 55 157 111:
Old : 179: 73 21 46 60 55 156 109:
Other: 56: 20 8 10 22 10 46 25:
:----------------------------------------------------------------------------------------------------
: 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 40.0 30.5 53.6 18.7 38.4 27.9 50.3
Old : 21.5 42.3 31.5 53.6 20.6 40.9 29.7 50.5
Other: 32.1 64.7 48.7 81.2 29.8 64.2 43.0 75.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 23, 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 : 17,810: 4,936 610 2,338 7,308 13,922 14,582 16,870: 3,228 940
Old : 17,085: 5,112 596 2,096 6,709 13,513 13,917 16,205: 3,168 880
Other: 725: 58 248 8 599 409 665 665: 60 60
: : :
: : Changes in Commitments from: October 16, 2007 :
: -608: 103 -153 113 -688 -421 -472 -461: -136 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 3.4 13.1 41.0 78.2 81.9 94.7: 18.1 5.3
Old : 100.0: 29.9 3.5 12.3 39.3 79.1 81.5 94.8: 18.5 5.2
Other: 100.0: 8.0 34.2 1.1 82.6 56.4 91.7 91.7: 8.3 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 29 8 14 31 22 64 41:
Old : 78: 30 7 12 29 22 62 39:
Other: 19: 4 5 1 5 7 10 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 : 22.8 61.1 36.8 76.5 21.2 58.8 32.9 68.8
Old : 23.1 62.0 37.7 77.8 21.6 60.9 34.4 72.4
Other: 79.9 55.9 90.1 83.7 70.6 54.5 78.6 77.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 23, 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 : 1,007,564: 229,716 234,184 8,160 627,012 662,779 864,888 905,123: 142,676 102,441
Old : 1,007,564: 229,716 234,184 8,160 627,012 662,779 864,888 905,123: 142,676 102,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -29,754: -9,889 -17,317 -1,604 -16,621 -27,915 -28,114 -46,836: -1,640 17,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 23.2 0.8 62.2 65.8 85.8 89.8: 14.2 10.2
Old : 100.0: 22.8 23.2 0.8 62.2 65.8 85.8 89.8: 14.2 10.2
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: 54 32 14 92 79 149 122:
Old : 213: 54 32 14 92 79 149 122:
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 : 14.2 40.1 24.1 51.9 13.8 37.3 22.4 48.3
Old : 14.2 40.1 24.1 51.9 13.8 37.3 22.4 48.3
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, October 23, 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 : 2,562,472: 672,032 407,012 76,830 1,472,946 1,633,741 2,221,808 2,117,583: 340,664 444,889
Old : 2,562,472: 672,032 407,012 76,830 1,472,946 1,633,741 2,221,808 2,117,583: 340,664 444,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 52,572: 3,374 1,702 8,932 27,935 38,058 40,241 48,692: 12,331 3,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 15.9 3.0 57.5 63.8 86.7 82.6: 13.3 17.4
Old : 100.0: 26.2 15.9 3.0 57.5 63.8 86.7 82.6: 13.3 17.4
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 : 308: 56 79 48 112 127 201 221:
Old : 308: 56 79 48 112 127 201 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 25.8 42.3 35.2 21.1 20.2 30.7 25.3
Old : 28.9 25.8 42.3 35.2 21.1 20.2 30.7 25.3
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, October 23, 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 : 1,687,611: 421,533 285,064 28,521 992,933 1,155,788 1,442,987 1,469,373: 244,624 218,238
Old : 1,687,611: 421,533 285,064 28,521 992,933 1,155,788 1,442,987 1,469,373: 244,624 218,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 27,885: -11,296 53,514 -1,682 35,361 -11,180 22,383 40,652: 5,502 -12,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.9 1.7 58.8 68.5 85.5 87.1: 14.5 12.9
Old : 100.0: 25.0 16.9 1.7 58.8 68.5 85.5 87.1: 14.5 12.9
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 : 212: 49 39 20 89 84 149 132:
Old : 212: 49 39 20 89 84 149 132:
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 : 23.2 42.3 32.5 52.2 21.0 38.1 28.3 44.0
Old : 23.2 42.3 32.5 52.2 21.0 38.1 28.3 44.0
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 23, 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 : 394,104: 108,048 65,292 49,015 210,774 250,633 367,837 364,940: 26,267 29,164
Old : 394,104: 108,048 65,292 49,015 210,774 250,633 367,837 364,940: 26,267 29,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -7,429: -28,631 -14,325 -8,743 24,269 7,899 -13,105 -15,169: 5,676 7,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.6 12.4 53.5 63.6 93.3 92.6: 6.7 7.4
Old : 100.0: 27.4 16.6 12.4 53.5 63.6 93.3 92.6: 6.7 7.4
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 : 127: 35 28 30 48 54 95 101:
Old : 127: 35 28 30 48 54 95 101:
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 : 23.2 20.9 35.6 32.7 18.3 16.8 28.8 26.1
Old : 23.2 20.9 35.6 32.7 18.3 16.8 28.8 26.1
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 23, 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 : 21,573: 6,872 4,850 1,477 2,388 7,626 10,737 13,953: 10,836 7,620
Old : 21,573: 6,872 4,850 1,477 2,388 7,626 10,737 13,953: 10,836 7,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -514: 482 362 162 380 -794 1,024 -270: -1,538 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 22.5 6.8 11.1 35.3 49.8 64.7: 50.2 35.3
Old : 100.0: 31.9 22.5 6.8 11.1 35.3 49.8 64.7: 50.2 35.3
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 : 42: 17 10 7 7 11 29 23:
Old : 42: 17 10 7 7 11 29 23:
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 : 16.3 30.5 24.9 46.9 16.3 28.7 24.7 44.9
Old : 16.3 30.5 24.9 46.9 16.3 28.7 24.7 44.9
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 23, 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 : 32,820: 11,922 10,135 18 16,782 16,838 28,722 26,991: 4,098 5,829
Old : 32,820: 11,922 10,135 18 16,782 16,838 28,722 26,991: 4,098 5,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,912: 2,589 -549 -1 -634 -617 1,954 -1,167: -42 3,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 30.9 0.1 51.1 51.3 87.5 82.2: 12.5 17.8
Old : 100.0: 36.3 30.9 0.1 51.1 51.3 87.5 82.2: 12.5 17.8
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 : 56: 18 16 4 13 11 34 28:
Old : 56: 18 16 4 13 11 34 28:
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 : 37.9 35.2 56.0 57.1 37.9 35.2 55.9 57.1
Old : 37.9 35.2 56.0 57.1 37.9 35.2 55.9 57.1
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 23, 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 : 107,555: 39,600 34,368 1,411 50,833 60,920 91,844 96,699: 15,711 10,856
Old : 107,555: 39,600 34,368 1,411 50,833 60,920 91,844 96,699: 15,711 10,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 10,110: -1,527 -435 762 9,422 10,358 8,657 10,685: 1,453 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 32.0 1.3 47.3 56.6 85.4 89.9: 14.6 10.1
Old : 100.0: 36.8 32.0 1.3 47.3 56.6 85.4 89.9: 14.6 10.1
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 : 117: 50 29 8 26 17 79 51:
Old : 117: 50 29 8 26 17 79 51:
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 : 32.6 42.2 45.3 59.2 32.0 42.0 44.6 59.0
Old : 32.6 42.2 45.3 59.2 32.0 42.0 44.6 59.0
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 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 54,992: 5,442 18,528 575 48,741 35,762 54,758 54,865: 234 127
Old : 54,992: 5,442 18,528 575 48,741 35,762 54,758 54,865: 234 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,894: 2,473 757 290 -944 721 1,819 1,768: 75 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 33.7 1.0 88.6 65.0 99.6 99.8: 0.4 0.2
Old : 100.0: 9.9 33.7 1.0 88.6 65.0 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 14 4 14 14 25 31:
Old : 45: 10 14 4 14 14 25 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 : 84.0 76.0 91.5 91.0 82.1 71.7 88.0 86.7
Old : 84.0 76.0 91.5 91.0 82.1 71.7 88.0 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, October 23, 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 : 15,189: 9,085 3,524 106 5,997 11,505 15,188 15,135: 1 54
Old : 15,189: 9,085 3,524 106 5,997 11,505 15,188 15,135: 1 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -431: -873 1,210 105 438 -1,679 -330 -364: -101 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 23.2 0.7 39.5 75.7 100.0 99.6: 0.0 0.4
Old : 100.0: 59.8 23.2 0.7 39.5 75.7 100.0 99.6: 0.0 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 : 24: 9 6 1 4 6 13 13:
Old : 24: 9 6 1 4 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 : 80.7 78.8 96.7 96.9 80.0 78.1 96.0 96.3
Old : 80.7 78.8 96.7 96.9 80.0 78.1 96.0 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2007