WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 524,539: 108,612 75,102 145,772 230,198 233,108 484,582 453,981: 39,957 70,558
Old : 458,000: 85,633 79,428 124,270 213,396 196,179 423,299 399,878: 34,701 58,123
Other: 66,539: 40,174 12,869 4,306 16,802 36,929 61,283 54,104: 5,256 12,435
: : :
: : Changes in Commitments from: July 31, 2007 :
: -990: 5,132 -401 -974 -2,069 645 2,088 -731: -3,078 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.3 27.8 43.9 44.4 92.4 86.5: 7.6 13.5
Old : 100.0: 18.7 17.3 27.1 46.6 42.8 92.4 87.3: 7.6 12.7
Other: 100.0: 60.4 19.3 6.5 25.3 55.5 92.1 81.3: 7.9 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 126 121 148 83 117 318 306:
Old : 393: 119 127 134 80 113 300 297:
Other: 184: 44 47 33 26 80 95 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 14.9 27.8 23.1 17.2 14.0 27.1 20.5
Old : 18.6 15.1 29.3 23.2 18.4 13.8 28.7 20.2
Other: 43.9 20.5 61.7 33.2 43.9 20.1 60.8 32.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 1,659,771: 246,768 97,996 497,353 737,465 786,084 1,481,586 1,381,433: 178,184 278,338
Old : 340,190: 47,364 88,292 67,820 188,399 142,995 303,584 299,107: 36,607 41,083
Other: 1,319,580: 278,043 88,343 350,893 549,067 643,089 1,178,003 1,082,326: 141,578 237,255
: : :
: : Changes in Commitments from: July 31, 2007 :
: -19,586: -2,735 -10,916 -1,073 -15,110 -4,947 -18,919 -16,937: -666 -2,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 5.9 30.0 44.4 47.4 89.3 83.2: 10.7 16.8
Old : 100.0: 13.9 26.0 19.9 55.4 42.0 89.2 87.9: 10.8 12.1
Other: 100.0: 21.1 6.7 26.6 41.6 48.7 89.3 82.0: 10.7 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 195 158 245 311 350 642 647:
Old : 566: 100 134 100 191 229 337 417:
Other: 757: 216 140 206 276 336 587 596:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 17.1 21.6 23.0 10.9 10.3 16.3 13.5
Old : 26.0 19.0 38.8 28.8 26.0 17.5 37.2 25.1
Other: 14.3 18.4 21.1 23.5 8.8 10.8 14.1 13.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 14,255: 4,659 441 885 5,552 11,052 11,096 12,379: 3,159 1,876
Old : 14,234: 4,678 441 866 5,551 11,052 11,095 12,360: 3,139 1,874
Other: 21: 0 19 0 1 0 1 19: 20 2
: : :
: : Changes in Commitments from: July 31, 2007 :
: -789: 39 -147 28 -647 -341 -580 -460: -209 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 3.1 6.2 38.9 77.5 77.8 86.8: 22.2 13.2
Old : 100.0: 32.9 3.1 6.1 39.0 77.6 77.9 86.8: 22.1 13.2
Other: 100.0: 0.0 90.5 0.0 4.8 0.0 4.8 90.5: 95.2 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 7 6 15 14 37 25:
Old : 47: 20 7 6 15 14 37 25:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 52.3 48.7 71.8 31.3 52.0 45.7 67.5
Old : 32.5 52.3 48.8 71.9 31.3 52.1 45.8 67.6
Other: 4.8 90.5 4.8 90.5 4.8 90.5 4.8 90.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 652,677: 125,467 22,603 174,957 279,302 359,692 579,726 557,252: 72,951 95,425
Old : 590,535: 116,761 26,362 155,451 249,572 322,636 521,784 504,449: 68,751 86,086
Other: 62,142: 23,434 10,969 4,778 29,730 37,056 57,942 52,803: 4,200 9,339
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,194: -1,287 -5,064 -10,132 3,842 6,237 -7,576 -8,959: 382 1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.5 26.8 42.8 55.1 88.8 85.4: 11.2 14.6
Old : 100.0: 19.8 4.5 26.3 42.3 54.6 88.4 85.4: 11.6 14.6
Other: 100.0: 37.7 17.7 7.7 47.8 59.6 93.2 85.0: 6.8 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 514: 189 99 165 128 195 394 397:
Old : 510: 184 105 161 126 193 389 391:
Other: 222: 32 53 17 30 124 75 182:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 25.9 27.7 34.0 13.7 19.9 20.4 24.4
Old : 17.1 25.8 26.2 33.9 15.0 19.6 21.2 24.3
Other: 59.5 29.9 71.2 43.9 55.7 28.9 62.9 40.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,110: 14,776 4,122 423 0 1,177 15,199 5,722: 2,911 12,388
Old : 15,468: 12,678 4,034 208 0 1,070 12,886 5,312: 2,582 10,156
Other: 2,642: 2,313 303 0 0 107 2,313 410: 329 2,232
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,727: -1,740 -1,082 -12 0 157 -1,752 -937: 25 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 22.8 2.3 0.0 6.5 83.9 31.6: 16.1 68.4
Old : 100.0: 82.0 26.1 1.3 0.0 6.9 83.3 34.3: 16.7 65.7
Other: 100.0: 87.5 11.5 0.0 0.0 4.0 87.5 15.5: 12.5 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 12 5 0 5 16 19:
Old : 29: 13 11 4 0 5 15 18:
Other: 14: 8 3 0 0 3 8 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 16.7 75.0 22.3 59.1 15.3 74.9 20.9
Old : 57.4 18.6 74.5 24.7 57.4 18.3 74.3 24.4
Other: 70.9 15.0 87.5 15.5 70.9 15.0 87.5 15.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 319,972: 69,004 15,984 60,477 162,423 227,106 291,905 303,568: 28,067 16,404
Old : 59,317: 13,042 11,189 6,203 34,147 37,978 53,392 55,370: 5,925 3,948
Other: 260,655: 68,077 16,910 42,159 128,276 189,129 238,512 248,198: 22,142 12,457
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,804: -4,439 1,836 -2,727 1,034 -6,670 -6,131 -7,561: -1,673 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.0 18.9 50.8 71.0 91.2 94.9: 8.8 5.1
Old : 100.0: 22.0 18.9 10.5 57.6 64.0 90.0 93.3: 10.0 6.7
Other: 100.0: 26.1 6.5 16.2 49.2 72.6 91.5 95.2: 8.5 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 68 38 62 65 66 176 140:
Old : 120: 24 33 16 39 46 77 81:
Other: 194: 83 30 52 57 59 160 126:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 38.5 29.6 49.0 17.7 31.0 24.7 39.2
Old : 37.9 34.5 48.8 47.6 36.7 33.6 46.4 45.9
Other: 21.9 41.6 30.3 52.8 20.8 37.0 28.3 45.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 1,203,145: 145,230 226,126 109,874 802,631 681,939 1,057,735 1,017,939: 145,410 185,206
Old : 1,203,145: 145,230 226,126 109,874 802,631 681,939 1,057,735 1,017,939: 145,410 185,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 14,778: 12,290 15,574 7,959 -216 -3,197 20,033 20,336: -5,255 -5,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.8 9.1 66.7 56.7 87.9 84.6: 12.1 15.4
Old : 100.0: 12.1 18.8 9.1 66.7 56.7 87.9 84.6: 12.1 15.4
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 : 195: 32 44 47 93 97 150 163:
Old : 195: 32 44 47 93 97 150 163:
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 : 20.1 28.3 31.0 39.7 18.4 24.2 26.9 33.1
Old : 20.1 28.3 31.0 39.7 18.4 24.2 26.9 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 220,339: 54,450 12,339 33,914 91,633 152,099 179,997 198,352: 40,342 21,987
Old : 41,653: 10,893 3,236 2,465 19,624 29,198 32,982 34,900: 8,670 6,753
Other: 178,686: 50,475 16,021 24,530 72,010 122,901 147,014 163,452: 31,672 15,234
: : :
: : Changes in Commitments from: July 31, 2007 :
: 3,922: 6,213 -1,450 -5,239 -256 8,766 718 2,078: 3,204 1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.6 15.4 41.6 69.0 81.7 90.0: 18.3 10.0
Old : 100.0: 26.2 7.8 5.9 47.1 70.1 79.2 83.8: 20.8 16.2
Other: 100.0: 28.2 9.0 13.7 40.3 68.8 82.3 91.5: 17.7 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 59 27 50 59 57 151 117:
Old : 105: 33 14 20 35 39 78 66:
Other: 167: 57 35 40 55 52 137 107:
:----------------------------------------------------------------------------------------------------
: 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 35.4 29.5 46.5 19.7 33.7 27.2 42.1
Old : 33.7 40.6 44.0 53.4 31.1 40.6 40.0 52.9
Other: 21.0 36.5 30.3 47.2 19.5 34.2 28.1 43.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 17,211: 3,932 2,444 2,125 8,206 11,063 14,262 15,632: 2,949 1,579
Old : 17,211: 3,932 2,444 2,125 8,206 11,063 14,262 15,632: 2,949 1,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 266: 149 -476 216 -338 383 27 123: 238 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.2 12.3 47.7 64.3 82.9 90.8: 17.1 9.2
Old : 100.0: 22.8 14.2 12.3 47.7 64.3 82.9 90.8: 17.1 9.2
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 : 81: 25 17 11 33 22 65 44:
Old : 81: 25 17 11 33 22 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 44.8 35.9 62.8 20.9 41.0 31.1 54.6
Old : 23.2 44.8 35.9 62.8 20.9 41.0 31.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 1,079,296: 186,899 266,175 35,091 713,851 671,379 935,842 972,645: 143,455 106,651
Old : 1,079,296: 186,899 266,175 35,091 713,851 671,379 935,842 972,645: 143,455 106,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 17,858: 3,222 42,743 9,127 8,371 -32,586 20,721 19,284: -2,863 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 24.7 3.3 66.1 62.2 86.7 90.1: 13.3 9.9
Old : 100.0: 17.3 24.7 3.3 66.1 62.2 86.7 90.1: 13.3 9.9
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 : 206: 50 35 20 93 81 155 125:
Old : 206: 50 35 20 93 81 155 125:
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 : 19.2 29.1 28.1 46.4 15.8 27.4 23.4 41.4
Old : 19.2 29.1 28.1 46.4 15.8 27.4 23.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 3,901,070: 970,269 302,251 478,879 2,125,683 2,674,407 3,574,831 3,455,537: 326,240 445,533
Old : 3,901,070: 970,269 302,251 478,879 2,125,683 2,674,407 3,574,831 3,455,537: 326,240 445,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 158,746: 74,862 -22,804 51,698 70,520 133,710 197,080 162,604: -38,334 -3,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 7.7 12.3 54.5 68.6 91.6 88.6: 8.4 11.4
Old : 100.0: 24.9 7.7 12.3 54.5 68.6 91.6 88.6: 8.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 64 89 89 154 169 266 299:
Old : 342: 64 89 89 154 169 266 299:
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 : 25.0 30.7 33.7 39.9 20.1 27.0 27.6 32.8
Old : 25.0 30.7 33.7 39.9 20.1 27.0 27.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 1,979,363: 205,811 269,966 222,113 1,290,047 1,206,534 1,717,972 1,698,614: 261,392 280,750
Old : 1,979,363: 205,811 269,966 222,113 1,290,047 1,206,534 1,717,972 1,698,614: 261,392 280,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 20,899: -29,438 31,220 -15,741 49,971 1,931 4,792 17,411: 16,107 3,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 13.6 11.2 65.2 61.0 86.8 85.8: 13.2 14.2
Old : 100.0: 10.4 13.6 11.2 65.2 61.0 86.8 85.8: 13.2 14.2
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 : 219: 40 43 55 109 97 180 164:
Old : 219: 40 43 55 109 97 180 164:
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 23.2 30.3 35.9 16.9 16.0 23.0 24.3
Old : 20.8 23.2 30.3 35.9 16.9 16.0 23.0 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 810,912: 107,106 250,310 241,462 428,582 291,563 777,150 783,336: 33,763 27,577
Old : 810,912: 107,106 250,310 241,462 428,582 291,563 777,150 783,336: 33,763 27,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -66,650: -4,719 67,899 -67,584 6,152 -56,781 -66,152 -56,466: -498 -10,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 30.9 29.8 52.9 36.0 95.8 96.6: 4.2 3.4
Old : 100.0: 13.2 30.9 29.8 52.9 36.0 95.8 96.6: 4.2 3.4
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 : 132: 34 35 42 54 50 112 103:
Old : 132: 34 35 42 54 50 112 103:
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 : 22.8 34.3 37.0 52.8 15.5 28.5 23.1 34.5
Old : 22.8 34.3 37.0 52.8 15.5 28.5 23.1 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 18,421: 3,969 2,364 974 1,578 8,210 6,520 11,548: 11,900 6,873
Old : 18,421: 3,969 2,364 974 1,578 8,210 6,520 11,548: 11,900 6,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,287: -860 -821 -378 -897 -1,116 -2,136 -2,315: -151 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.8 5.3 8.6 44.6 35.4 62.7: 64.6 37.3
Old : 100.0: 21.5 12.8 5.3 8.6 44.6 35.4 62.7: 64.6 37.3
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 : 25: 10 4 4 5 8 17 14:
Old : 25: 10 4 4 5 8 17 14:
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 : 15.9 41.1 26.8 54.4 15.9 39.3 26.4 52.4
Old : 15.9 41.1 26.8 54.4 15.9 39.3 26.4 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 40,484: 16,936 13,061 1,419 15,750 17,208 34,104 31,687: 6,379 8,796
Old : 40,484: 16,936 13,061 1,419 15,750 17,208 34,104 31,687: 6,379 8,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 2,156: 746 380 -125 1,539 335 2,160 590: -4 1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 32.3 3.5 38.9 42.5 84.2 78.3: 15.8 21.7
Old : 100.0: 41.8 32.3 3.5 38.9 42.5 84.2 78.3: 15.8 21.7
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 : 63: 27 11 12 17 13 50 30:
Old : 63: 27 11 12 17 13 50 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 : 30.5 38.0 47.5 55.9 30.5 36.6 47.5 52.8
Old : 30.5 38.0 47.5 55.9 30.5 36.6 47.5 52.8
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 with Delta-adjusted Options and Futures Combined, August 7, 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 : 109,844: 35,857 39,350 2,274 50,056 47,381 88,187 89,005: 21,657 20,838
Old : 109,844: 35,857 39,350 2,274 50,056 47,381 88,187 89,005: 21,657 20,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 12,069: 23 3,981 -208 7,577 168 7,392 3,940: 4,677 8,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 35.8 2.1 45.6 43.1 80.3 81.0: 19.7 19.0
Old : 100.0: 32.6 35.8 2.1 45.6 43.1 80.3 81.0: 19.7 19.0
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 : 125: 40 44 18 27 22 79 72:
Old : 125: 40 44 18 27 22 79 72:
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 : 32.1 31.4 44.4 44.3 28.8 31.4 40.9 44.1
Old : 32.1 31.4 44.4 44.3 28.8 31.4 40.9 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 71,483: 4,176 18,365 285 66,892 52,558 71,353 71,208: 130 275
Old : 71,483: 4,176 18,365 285 66,892 52,558 71,353 71,208: 130 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 5,520: 533 6,062 -1,429 6,518 3,143 5,622 7,776: -102 -2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 25.7 0.4 93.6 73.5 99.8 99.6: 0.2 0.4
Old : 100.0: 5.8 25.7 0.4 93.6 73.5 99.8 99.6: 0.2 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 : 47: 8 17 2 19 10 27 29:
Old : 47: 8 17 2 19 10 27 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 : 77.5 73.6 87.7 90.3 72.6 69.0 78.8 80.4
Old : 77.5 73.6 87.7 90.3 72.6 69.0 78.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 31,181: 2,212 8,801 0 28,946 22,284 31,158 31,085: 23 96
Old : 31,181: 2,212 8,801 0 28,946 22,284 31,158 31,085: 23 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,083: 995 -2,195 0 -3,101 240 -2,106 -1,955: 23 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 28.2 0.0 92.8 71.5 99.9 99.7: 0.1 0.3
Old : 100.0: 7.1 28.2 0.0 92.8 71.5 99.9 99.7: 0.1 0.3
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 : 22: 5 8 0 5 6 10 14:
Old : 22: 5 8 0 5 6 10 14:
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 : 92.0 81.6 99.4 97.1 70.2 54.3 72.6 69.7
Old : 92.0 81.6 99.4 97.1 70.2 54.3 72.6 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2007