WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 504,474: 98,497 71,710 135,906 226,207 221,144 460,610 428,760: 43,863 75,714
Old : 430,430: 76,749 80,210 109,901 207,237 179,462 393,888 369,573: 36,542 60,858
Other: 74,043: 42,103 11,855 5,650 18,969 41,682 66,722 59,187: 7,321 14,857
: : :
: : Changes in Commitments from: August 14, 2007 :
: -19,620: -7,244 3,737 -13,056 -4,795 -13,382 -25,094 -22,701: 5,474 3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.2 26.9 44.8 43.8 91.3 85.0: 8.7 15.0
Old : 100.0: 17.8 18.6 25.5 48.1 41.7 91.5 85.9: 8.5 14.1
Other: 100.0: 56.9 16.0 7.6 25.6 56.3 90.1 79.9: 9.9 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 125 116 133 87 121 297 300:
Old : 374: 114 123 121 82 117 275 291:
Other: 183: 50 43 29 29 79 96 137:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.1 28.2 22.7 18.0 12.8 27.2 18.3
Old : 19.6 13.7 29.6 22.9 19.2 12.3 28.8 18.2
Other: 40.4 21.5 59.3 32.2 40.4 21.1 57.7 31.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 1,572,036: 239,488 82,257 450,912 713,044 763,547 1,403,443 1,296,715: 168,593 275,320
Old : 161,338: 23,592 9,705 53,655 54,822 70,852 132,070 134,212: 29,268 27,126
Other: 1,410,698: 237,179 93,835 375,973 658,222 692,695 1,271,373 1,162,503: 139,325 248,195
: : :
: : Changes in Commitments from: August 14, 2007 :
: -27,362: 2,318 920 -11,533 -11,769 -6,537 -20,984 -17,150: -6,378 -10,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 5.2 28.7 45.4 48.6 89.3 82.5: 10.7 17.5
Old : 100.0: 14.6 6.0 33.3 34.0 43.9 81.9 83.2: 18.1 16.8
Other: 100.0: 16.8 6.7 26.7 46.7 49.1 90.1 82.4: 9.9 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 744: 179 147 233 308 347 612 628:
Old : 498: 101 88 96 180 207 323 351:
Other: 730: 167 162 203 273 340 552 604:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 17.1 22.7 23.0 11.0 9.5 16.6 12.7
Old : 14.0 14.9 21.3 22.5 12.0 11.5 15.7 15.4
Other: 15.3 18.0 23.6 23.4 11.2 9.6 17.2 12.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 14,184: 4,315 569 843 6,010 10,734 11,168 12,146: 3,016 2,038
Old : 14,163: 4,332 569 826 6,009 10,733 11,167 12,128: 2,996 2,035
Other: 21: 0 17 0 1 1 1 18: 20 3
: : :
: : Changes in Commitments from: August 14, 2007 :
: -97: -489 39 90 393 -426 -6 -297: -92 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.0 5.9 42.4 75.7 78.7 85.6: 21.3 14.4
Old : 100.0: 30.6 4.0 5.8 42.4 75.8 78.8 85.6: 21.2 14.4
Other: 100.0: 0.0 81.0 0.0 4.8 4.8 4.8 85.7: 95.2 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 17 7 6 14 14 33 26:
Old : 46: 18 7 6 14 14 33 26:
Other: 3: 0 1 0 1 1 1 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 : 35.4 45.7 50.8 65.6 33.1 45.0 46.3 64.4
Old : 35.5 45.7 50.8 65.7 33.2 45.0 46.4 64.5
Other: 4.8 85.7 4.8 85.7 4.8 85.7 4.8 85.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 648,191: 111,304 26,276 181,792 286,076 339,439 579,172 547,507: 69,019 100,684
Old : 581,514: 105,724 31,718 158,588 252,769 300,544 517,081 490,850: 64,433 90,664
Other: 66,677: 23,560 12,537 5,224 33,307 38,896 62,091 56,657: 4,586 10,020
: : :
: : Changes in Commitments from: August 14, 2007 :
: -9,224: -22,469 408 6,967 9,489 -23,354 -6,014 -15,980: -3,211 6,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 4.1 28.0 44.1 52.4 89.4 84.5: 10.6 15.5
Old : 100.0: 18.2 5.5 27.3 43.5 51.7 88.9 84.4: 11.1 15.6
Other: 100.0: 35.3 18.8 7.8 50.0 58.3 93.1 85.0: 6.9 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 481: 160 96 165 129 184 369 388:
Old : 480: 153 106 159 127 181 364 381:
Other: 208: 34 45 15 31 116 77 165:
:----------------------------------------------------------------------------------------------------
: 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 24.7 28.5 33.2 13.2 18.0 20.2 22.5
Old : 17.0 24.0 26.9 32.6 14.7 17.0 21.8 22.5
Other: 57.5 32.5 69.7 50.8 53.7 31.8 61.8 46.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,234: 16,312 5,747 402 0 985 16,714 7,134: 3,520 13,100
Old : 17,360: 14,114 5,559 187 0 858 14,301 6,604: 3,059 10,756
Other: 2,874: 2,413 403 0 0 127 2,413 530: 461 2,344
: : :
: : Changes in Commitments from: August 14, 2007 :
: 410: 446 395 -2 0 12 444 405: -34 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 28.4 2.0 0.0 4.9 82.6 35.3: 17.4 64.7
Old : 100.0: 81.3 32.0 1.1 0.0 4.9 82.4 38.0: 17.6 62.0
Other: 100.0: 84.0 14.0 0.0 0.0 4.4 84.0 18.4: 16.0 81.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 14 4 0 4 17 19:
Old : 32: 14 14 3 0 4 16 19:
Other: 15: 8 4 0 0 3 8 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 18.9 73.9 25.3 55.0 17.6 73.9 24.0
Old : 53.2 21.0 73.6 27.9 53.2 20.7 73.6 27.6
Other: 68.5 15.8 84.0 18.4 68.5 15.8 84.0 18.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 329,631: 44,722 19,851 76,562 183,052 214,025 304,336 310,438: 25,294 19,192
Old : 50,128: 7,482 11,462 10,128 29,202 25,341 46,812 46,931: 3,316 3,197
Other: 279,503: 52,266 23,415 51,409 153,850 188,684 257,524 263,508: 21,978 15,995
: : :
: : Changes in Commitments from: August 14, 2007 :
: 1,747: -17,998 3,198 9,870 11,705 -12,346 3,577 722: -1,829 1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.0 23.2 55.5 64.9 92.3 94.2: 7.7 5.8
Old : 100.0: 14.9 22.9 20.2 58.3 50.6 93.4 93.6: 6.6 6.4
Other: 100.0: 18.7 8.4 18.4 55.0 67.5 92.1 94.3: 7.9 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 56 36 63 74 68 171 149:
Old : 117: 25 29 14 44 36 77 71:
Other: 199: 65 42 55 70 65 162 142:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 32.0 28.9 41.8 14.1 24.7 20.1 32.0
Old : 40.2 31.8 55.2 48.9 35.9 29.6 42.7 41.0
Other: 19.8 35.8 28.6 46.5 16.6 29.3 23.2 37.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 1,190,824: 138,355 212,222 117,955 785,697 694,078 1,042,006 1,024,255: 148,817 166,569
Old : 1,190,824: 138,355 212,222 117,955 785,697 694,078 1,042,006 1,024,255: 148,817 166,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 1,363: 14,005 -32,778 10,456 -22,887 19,025 1,574 -3,297: -211 4,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.8 9.9 66.0 58.3 87.5 86.0: 12.5 14.0
Old : 100.0: 11.6 17.8 9.9 66.0 58.3 87.5 86.0: 12.5 14.0
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 : 196: 36 45 51 90 93 157 158:
Old : 196: 36 45 51 90 93 157 158:
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 : 20.4 27.5 31.7 37.7 18.3 23.0 27.5 31.1
Old : 20.4 27.5 31.7 37.7 18.3 23.0 27.5 31.1
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 21, 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 : 211,512: 47,204 7,384 35,845 91,305 148,719 174,355 191,949: 37,157 19,563
Old : 25,042: 7,535 3,812 1,642 10,517 15,822 19,694 21,276: 5,349 3,766
Other: 186,470: 47,201 11,103 26,672 80,788 132,897 154,661 170,673: 31,809 15,797
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,607: -5,614 392 2,435 2,162 -6,370 -1,018 -3,543: -4,590 -2,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.5 16.9 43.2 70.3 82.4 90.8: 17.6 9.2
Old : 100.0: 30.1 15.2 6.6 42.0 63.2 78.6 85.0: 21.4 15.0
Other: 100.0: 25.3 6.0 14.3 43.3 71.3 82.9 91.5: 17.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 57 22 50 64 61 153 115:
Old : 101: 30 13 13 40 35 76 55:
Other: 165: 56 30 42 58 58 138 111:
:----------------------------------------------------------------------------------------------------
: 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 35.1 28.5 45.7 18.6 33.0 24.4 41.0
Old : 22.9 30.6 33.0 48.5 15.7 30.6 25.8 47.4
Other: 22.7 37.3 30.8 47.7 20.6 35.1 27.1 43.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 16,297: 3,983 2,734 2,052 7,664 9,950 13,698 14,736: 2,599 1,561
Old : 16,297: 3,983 2,734 2,052 7,664 9,950 13,698 14,736: 2,599 1,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -93: -148 271 -120 273 -301 5 -150: -99 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.8 12.6 47.0 61.1 84.1 90.4: 15.9 9.6
Old : 100.0: 24.4 16.8 12.6 47.0 61.1 84.1 90.4: 15.9 9.6
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 : 86: 28 18 11 33 23 68 46:
Old : 86: 28 18 11 33 23 68 46:
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 : 23.6 45.3 36.7 61.2 23.0 43.5 34.5 57.7
Old : 23.6 45.3 36.7 61.2 23.0 43.5 34.5 57.7
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 21, 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 : 985,366: 219,989 181,550 32,467 601,991 646,155 854,447 860,172: 130,919 125,194
Old : 985,366: 219,989 181,550 32,467 601,991 646,155 854,447 860,172: 130,919 125,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -52,133: 46,752 -77,433 -4,172 -96,913 -2,096 -54,333 -83,700: 2,200 31,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 18.4 3.3 61.1 65.6 86.7 87.3: 13.3 12.7
Old : 100.0: 22.3 18.4 3.3 61.1 65.6 86.7 87.3: 13.3 12.7
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 : 204: 47 26 21 97 86 151 126:
Old : 204: 47 26 21 97 86 151 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 26.1 21.7 42.5 13.5 24.0 21.1 39.5
Old : 13.9 26.1 21.7 42.5 13.5 24.0 21.1 39.5
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 3,784,492: 831,112 301,625 584,109 2,015,695 2,500,107 3,430,915 3,385,841: 353,577 398,651
Old : 3,784,492: 831,112 301,625 584,109 2,015,695 2,500,107 3,430,915 3,385,841: 353,577 398,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -9,454: -132,541 -3,997 75,573 45,187 -43,084 -11,781 28,492: 2,327 -37,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.0 15.4 53.3 66.1 90.7 89.5: 9.3 10.5
Old : 100.0: 22.0 8.0 15.4 53.3 66.1 90.7 89.5: 9.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 68 80 94 155 160 270 287:
Old : 333: 68 80 94 155 160 270 287:
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 : 20.5 28.4 30.2 38.0 16.4 24.7 23.6 30.5
Old : 20.5 28.4 30.2 38.0 16.4 24.7 23.6 30.5
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 21, 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 : 2,062,392: 234,376 299,416 280,504 1,273,631 1,239,774 1,788,510 1,819,694: 273,882 242,698
Old : 2,062,392: 234,376 299,416 280,504 1,273,631 1,239,774 1,788,510 1,819,694: 273,882 242,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 131,009: 22,704 24,675 55,212 47,278 60,821 125,194 140,708: 5,814 -9,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.5 13.6 61.8 60.1 86.7 88.2: 13.3 11.8
Old : 100.0: 11.4 14.5 13.6 61.8 60.1 86.7 88.2: 13.3 11.8
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 : 211: 46 34 51 103 101 169 166:
Old : 211: 46 34 51 103 101 169 166:
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 : 20.2 28.9 30.0 41.7 17.0 21.0 23.3 29.1
Old : 20.2 28.9 30.0 41.7 17.0 21.0 23.3 29.1
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 21, 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 : 946,108: 97,061 114,733 471,594 342,556 328,778 911,210 915,105: 34,898 31,003
Old : 946,108: 97,061 114,733 471,594 342,556 328,778 911,210 915,105: 34,898 31,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -22,093: -22,573 -74,707 36,786 -34,753 16,704 -20,541 -21,217: -1,552 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.1 49.8 36.2 34.8 96.3 96.7: 3.7 3.3
Old : 100.0: 10.3 12.1 49.8 36.2 34.8 96.3 96.7: 3.7 3.3
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 : 131: 24 44 39 47 53 98 110:
Old : 131: 24 44 39 47 53 98 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 37.6 52.9 49.9 9.0 7.2 14.8 12.0
Old : 39.0 37.6 52.9 49.9 9.0 7.2 14.8 12.0
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 18,717: 4,474 3,054 1,240 2,623 8,078 8,336 12,372: 10,381 6,345
Old : 18,717: 4,474 3,054 1,240 2,623 8,078 8,336 12,372: 10,381 6,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -1,307: -293 619 -323 119 -1,132 -498 -837: -809 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 16.3 6.6 14.0 43.2 44.5 66.1: 55.5 33.9
Old : 100.0: 23.9 16.3 6.6 14.0 43.2 44.5 66.1: 55.5 33.9
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 : 31: 11 9 6 5 8 20 19:
Old : 31: 11 9 6 5 8 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 40.9 30.8 55.0 20.6 38.5 30.0 51.0
Old : 20.9 40.9 30.8 55.0 20.6 38.5 30.0 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 40,438: 17,395 15,884 1,416 15,507 16,802 34,318 34,102: 6,121 6,336
Old : 40,438: 17,395 15,884 1,416 15,507 16,802 34,318 34,102: 6,121 6,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -1,348: 944 1,199 -551 -384 -461 8 187: -1,356 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 39.3 3.5 38.3 41.6 84.9 84.3: 15.1 15.7
Old : 100.0: 43.0 39.3 3.5 38.3 41.6 84.9 84.3: 15.1 15.7
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 : 64: 22 18 11 16 13 47 33:
Old : 64: 22 18 11 16 13 47 33:
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 : 31.2 40.1 48.3 57.0 31.2 38.6 48.3 54.2
Old : 31.2 40.1 48.3 57.0 31.2 38.6 48.3 54.2
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 21, 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 : 101,204: 37,613 42,441 2,429 46,444 44,325 86,486 89,194: 14,718 12,010
Old : 101,204: 37,613 42,441 2,429 46,444 44,325 86,486 89,194: 14,718 12,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -8,047: -7,856 3,874 -474 2,412 -11,797 -5,918 -8,398: -2,128 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 41.9 2.4 45.9 43.8 85.5 88.1: 14.5 11.9
Old : 100.0: 37.2 41.9 2.4 45.9 43.8 85.5 88.1: 14.5 11.9
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 : 123: 40 44 21 25 21 78 73:
Old : 123: 40 44 21 25 21 78 73:
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 : 33.9 26.2 49.8 40.5 31.3 26.2 45.1 40.3
Old : 33.9 26.2 49.8 40.5 31.3 26.2 45.1 40.3
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 21, 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 : 67,716: 3,489 17,834 285 63,639 49,361 67,413 67,480: 303 236
Old : 67,716: 3,489 17,834 285 63,639 49,361 67,413 67,480: 303 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -823: -100 -1,125 0 -794 275 -894 -850: 71 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 26.3 0.4 94.0 72.9 99.6 99.7: 0.4 0.3
Old : 100.0: 5.2 26.3 0.4 94.0 72.9 99.6 99.7: 0.4 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 : 45: 6 16 2 17 12 23 30:
Old : 45: 6 16 2 17 12 23 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 : 82.6 73.2 90.6 89.2 79.1 72.7 85.6 84.8
Old : 82.6 73.2 90.6 89.2 79.1 72.7 85.6 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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 35,294: 2,520 11,305 128 30,230 21,424 32,878 32,857: 2,416 2,437
Old : 35,294: 2,520 11,305 128 30,230 21,424 32,878 32,857: 2,416 2,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 733: -760 824 -168 -741 -2,330 -1,669 -1,674: 2,402 2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 32.0 0.4 85.7 60.7 93.2 93.1: 6.8 6.9
Old : 100.0: 7.1 32.0 0.4 85.7 60.7 93.2 93.1: 6.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 8 1 4 6 10 14:
Old : 21: 5 8 1 4 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 : 87.5 75.7 92.4 91.2 77.3 62.7 80.1 78.2
Old : 87.5 75.7 92.4 91.2 77.3 62.7 80.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2007