WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 473,334: 96,849 63,386 116,695 218,393 217,397 431,937 397,477: 41,397 75,856
Old : 395,091: 74,433 73,934 89,512 196,849 171,363 360,795 334,809: 34,296 60,282
Other: 78,243: 42,980 10,016 6,618 21,543 46,034 71,141 62,668: 7,101 15,575
: : :
: : Changes in Commitments from: August 21, 2007 :
: -31,140: -1,648 -8,324 -19,211 -7,814 -3,747 -28,674 -31,282: -2,466 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 13.4 24.7 46.1 45.9 91.3 84.0: 8.7 16.0
Old : 100.0: 18.8 18.7 22.7 49.8 43.4 91.3 84.7: 8.7 15.3
Other: 100.0: 54.9 12.8 8.5 27.5 58.8 90.9 80.1: 9.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 130 107 129 83 118 289 293:
Old : 370: 114 123 114 77 114 266 283:
Other: 184: 53 37 33 32 81 104 135:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 15.5 29.8 24.1 19.3 14.7 29.3 20.5
Old : 20.8 15.2 32.0 24.4 20.5 14.1 31.3 20.4
Other: 40.8 22.8 59.0 34.0 40.8 22.4 58.1 33.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 1,510,757: 247,302 83,511 400,718 705,489 750,542 1,353,509 1,234,771: 157,248 275,986
Old : 49,541: 16,834 3,834 960 16,725 32,916 34,519 37,710: 15,022 11,831
Other: 1,461,216: 243,203 92,412 387,023 688,764 717,626 1,318,990 1,197,061: 142,226 264,155
: : :
: : Changes in Commitments from: August 21, 2007 :
: -61,278: 7,814 1,254 -50,193 -7,555 -13,005 -49,934 -61,944: -11,344 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 5.5 26.5 46.7 49.7 89.6 81.7: 10.4 18.3
Old : 100.0: 34.0 7.7 1.9 33.8 66.4 69.7 76.1: 30.3 23.9
Other: 100.0: 16.6 6.3 26.5 47.1 49.1 90.3 81.9: 9.7 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 720: 166 135 223 297 342 586 612:
Old : 313: 57 33 2 100 139 159 173:
Other: 720: 163 162 205 275 339 547 608:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 17.9 24.0 23.7 11.7 9.3 17.3 12.9
Old : 14.5 27.0 22.1 37.2 10.7 25.0 17.0 32.5
Other: 15.7 18.1 24.8 23.7 12.1 9.1 17.9 12.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 14,521: 4,596 575 854 6,018 9,425 11,468 10,854: 3,053 3,667
Old : 14,500: 4,613 575 837 6,017 9,424 11,467 10,836: 3,033 3,664
Other: 21: 0 17 0 1 1 1 18: 20 3
: : :
: : Changes in Commitments from: August 21, 2007 :
: 337: 280 6 11 9 -1,309 300 -1,292: 37 1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 4.0 5.9 41.4 64.9 79.0 74.7: 21.0 25.3
Old : 100.0: 31.8 4.0 5.8 41.5 65.0 79.1 74.7: 20.9 25.3
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 : 50: 20 8 6 15 15 36 28:
Old : 50: 20 8 6 15 15 36 28:
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 : 34.6 36.8 49.1 55.8 31.9 35.3 44.3 51.5
Old : 34.6 36.9 49.1 55.9 31.9 35.3 44.4 51.5
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 28, 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 : 638,126: 122,961 21,877 173,693 273,976 343,692 570,630 539,263: 67,496 98,863
Old : 569,057: 116,923 25,787 152,108 239,235 304,407 508,266 482,302: 60,791 86,755
Other: 69,069: 22,249 12,300 5,376 34,740 39,285 62,365 56,961: 6,704 12,108
: : :
: : Changes in Commitments from: August 21, 2007 :
: -10,065: 11,657 -4,398 -8,098 -12,100 4,253 -8,541 -8,244: -1,523 -1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.4 27.2 42.9 53.9 89.4 84.5: 10.6 15.5
Old : 100.0: 20.5 4.5 26.7 42.0 53.5 89.3 84.8: 10.7 15.2
Other: 100.0: 32.2 17.8 7.8 50.3 56.9 90.3 82.5: 9.7 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 162 80 167 128 185 370 388:
Old : 479: 154 92 160 127 183 366 381:
Other: 209: 33 48 17 32 116 78 169:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 25.3 27.9 33.9 13.5 19.8 20.5 24.3
Old : 16.9 24.7 26.3 33.6 15.2 19.1 22.3 25.0
Other: 57.3 31.5 67.4 48.3 52.8 30.8 58.5 44.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,507: 17,490 5,717 418 0 1,001 17,908 7,136: 3,599 14,371
Old : 18,606: 15,410 5,779 53 0 874 15,463 6,706: 3,143 11,900
Other: 2,901: 2,445 303 0 0 127 2,445 430: 456 2,471
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,273: 1,178 -30 16 0 16 1,194 2: 79 1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 26.6 1.9 0.0 4.7 83.3 33.2: 16.7 66.8
Old : 100.0: 82.8 31.1 0.3 0.0 4.7 83.1 36.0: 16.9 64.0
Other: 100.0: 84.3 10.4 0.0 0.0 4.4 84.3 14.8: 15.7 85.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 16 12 5 0 4 18 19:
Old : 32: 16 12 3 0 4 17 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 : 52.0 18.0 71.1 24.1 52.0 16.8 71.1 22.9
Old : 49.9 20.0 70.4 27.0 49.9 19.8 70.4 26.7
Other: 68.9 13.7 84.3 14.8 68.9 13.7 84.3 14.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 299,997: 45,030 20,190 57,036 172,661 204,257 274,726 281,483: 25,271 18,514
Old : 19,171: 5,481 6,549 130 10,717 10,111 16,328 16,790: 2,843 2,381
Other: 280,826: 49,413 23,505 47,042 161,944 194,146 258,398 264,693: 22,428 16,133
: : :
: : Changes in Commitments from: August 21, 2007 :
: -29,633: 308 339 -19,526 -10,391 -9,767 -29,610 -28,955: -23 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.7 19.0 57.6 68.1 91.6 93.8: 8.4 6.2
Old : 100.0: 28.6 34.2 0.7 55.9 52.7 85.2 87.6: 14.8 12.4
Other: 100.0: 17.6 8.4 16.8 57.7 69.1 92.0 94.3: 8.0 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 49 41 67 75 68 175 154:
Old : 91: 23 19 2 31 23 56 42:
Other: 203: 57 52 56 72 67 164 149:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 33.2 28.2 43.3 15.3 25.7 21.5 33.3
Old : 34.5 29.3 46.2 45.6 34.5 28.8 46.1 44.7
Other: 20.4 35.0 29.2 45.6 16.3 27.6 22.9 35.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 1,107,149: 153,593 173,058 71,117 732,147 683,368 956,857 927,543: 150,292 179,606
Old : 1,107,149: 153,593 173,058 71,117 732,147 683,368 956,857 927,543: 150,292 179,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -83,675: 15,238 -39,164 -46,838 -53,550 -10,710 -85,150 -96,712: 1,475 13,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.6 6.4 66.1 61.7 86.4 83.8: 13.6 16.2
Old : 100.0: 13.9 15.6 6.4 66.1 61.7 86.4 83.8: 13.6 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 : 169: 30 38 38 80 83 135 134:
Old : 169: 30 38 38 80 83 135 134:
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 : 21.5 28.6 33.7 40.6 18.1 24.5 26.8 33.6
Old : 21.5 28.6 33.7 40.6 18.1 24.5 26.8 33.6
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 with Delta-adjusted Options and Futures Combined, August 28, 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 : 213,327: 51,128 5,179 35,149 90,191 155,493 176,469 195,820: 36,858 17,506
Old : 15,720: 5,586 1,582 11 6,374 11,232 11,971 12,825: 3,749 2,895
Other: 197,607: 51,897 9,952 28,783 83,817 144,261 164,498 182,995: 33,109 14,611
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,815: 3,924 -2,205 -697 -1,113 6,773 2,114 3,872: -299 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.4 16.5 42.3 72.9 82.7 91.8: 17.3 8.2
Old : 100.0: 35.5 10.1 0.1 40.5 71.5 76.2 81.6: 23.8 18.4
Other: 100.0: 26.3 5.0 14.6 42.4 73.0 83.2 92.6: 16.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 55 24 56 62 63 155 123:
Old : 79: 23 7 1 25 33 48 41:
Other: 170: 57 34 45 58 60 142 118:
:----------------------------------------------------------------------------------------------------
: 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 35.1 29.6 47.2 16.4 32.4 23.8 40.7
Old : 21.8 36.6 35.3 49.8 19.3 32.1 31.9 45.3
Other: 22.4 35.8 31.5 47.8 18.9 34.0 26.8 42.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 15,210: 3,828 2,480 1,691 7,333 9,944 12,852 14,114: 2,358 1,096
Old : 15,210: 3,828 2,480 1,691 7,333 9,944 12,852 14,114: 2,358 1,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -1,087: -154 -254 -361 -331 -6 -846 -622: -241 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 16.3 11.1 48.2 65.4 84.5 92.8: 15.5 7.2
Old : 100.0: 25.2 16.3 11.1 48.2 65.4 84.5 92.8: 15.5 7.2
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: 28 16 9 29 22 63 42:
Old : 81: 28 16 9 29 22 63 42:
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 : 24.7 49.5 37.7 66.6 24.6 47.6 36.2 62.7
Old : 24.7 49.5 37.7 66.6 24.6 47.6 36.2 62.7
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 28, 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 : 979,678: 225,410 182,211 24,402 603,626 668,158 853,437 874,770: 126,240 104,907
Old : 979,678: 225,410 182,211 24,402 603,626 668,158 853,437 874,770: 126,240 104,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -5,689: 5,420 661 -8,065 1,635 22,002 -1,010 14,598: -4,678 -20,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 18.6 2.5 61.6 68.2 87.1 89.3: 12.9 10.7
Old : 100.0: 23.0 18.6 2.5 61.6 68.2 87.1 89.3: 12.9 10.7
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 : 205: 47 26 15 100 86 151 123:
Old : 205: 47 26 15 100 86 151 123:
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 : 13.0 33.2 21.9 47.0 13.0 29.7 21.6 43.5
Old : 13.0 33.2 21.9 47.0 13.0 29.7 21.6 43.5
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 28, 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 : 3,130,402: 708,326 286,282 407,080 1,687,423 2,039,310 2,802,829 2,732,673: 327,573 397,730
Old : 3,130,402: 708,326 286,282 407,080 1,687,423 2,039,310 2,802,829 2,732,673: 327,573 397,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -654,090: -122,786 -15,343 -177,029 -328,271 -460,797 -628,086 -653,168: -26,004 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.1 13.0 53.9 65.1 89.5 87.3: 10.5 12.7
Old : 100.0: 22.6 9.1 13.0 53.9 65.1 89.5 87.3: 10.5 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 : 290: 62 63 72 136 136 235 234:
Old : 290: 62 63 72 136 136 235 234:
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 : 19.3 28.9 29.7 38.3 15.0 23.7 22.8 30.3
Old : 19.3 28.9 29.7 38.3 15.0 23.7 22.8 30.3
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 with Delta-adjusted Options and Futures Combined, August 28, 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 : 1,894,003: 209,612 226,765 171,111 1,240,753 1,239,297 1,621,477 1,637,174: 272,526 256,829
Old : 1,894,003: 209,612 226,765 171,111 1,240,753 1,239,297 1,621,477 1,637,174: 272,526 256,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -168,389: -24,764 -72,650 -109,393 -32,877 -477 -167,034 -182,520: -1,356 14,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.0 9.0 65.5 65.4 85.6 86.4: 14.4 13.6
Old : 100.0: 11.1 12.0 9.0 65.5 65.4 85.6 86.4: 14.4 13.6
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 : 197: 32 36 40 103 95 157 150:
Old : 197: 32 36 40 103 95 157 150:
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 : 19.0 31.9 30.9 44.4 16.2 24.2 22.1 30.3
Old : 19.0 31.9 30.9 44.4 16.2 24.2 22.1 30.3
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 28, 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 : 908,103: 76,146 104,141 470,654 333,860 310,008 880,660 884,804: 27,443 23,300
Old : 908,103: 76,146 104,141 470,654 333,860 310,008 880,660 884,804: 27,443 23,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -38,005: -20,914 -10,592 -939 -8,696 -18,770 -30,550 -30,301: -7,455 -7,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 11.5 51.8 36.8 34.1 97.0 97.4: 3.0 2.6
Old : 100.0: 8.4 11.5 51.8 36.8 34.1 97.0 97.4: 3.0 2.6
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 : 130: 20 47 41 47 55 95 115:
Old : 130: 20 47 41 47 55 95 115:
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 : 38.6 36.9 52.3 49.2 10.0 6.7 15.8 10.7
Old : 38.6 36.9 52.3 49.2 10.0 6.7 15.8 10.7
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 28, 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 : 19,664: 6,065 2,677 1,332 2,230 9,486 9,627 13,495: 10,036 6,169
Old : 19,664: 6,065 2,677 1,332 2,230 9,486 9,627 13,495: 10,036 6,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 946: 1,592 -377 92 -393 1,408 1,291 1,123: -344 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 13.6 6.8 11.3 48.2 49.0 68.6: 51.0 31.4
Old : 100.0: 30.8 13.6 6.8 11.3 48.2 49.0 68.6: 51.0 31.4
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 : 30: 14 6 7 5 7 23 16:
Old : 30: 14 6 7 5 7 23 16:
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 : 19.9 46.8 32.4 61.1 19.8 44.8 31.7 56.5
Old : 19.9 46.8 32.4 61.1 19.8 44.8 31.7 56.5
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 28, 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 : 40,447: 18,179 15,528 1,280 15,716 17,494 35,175 34,302: 5,273 6,146
Old : 40,447: 18,179 15,528 1,280 15,716 17,494 35,175 34,302: 5,273 6,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 9: 784 -356 -136 208 691 857 199: -848 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 38.4 3.2 38.9 43.3 87.0 84.8: 13.0 15.2
Old : 100.0: 44.9 38.4 3.2 38.9 43.3 87.0 84.8: 13.0 15.2
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 : 68: 23 19 12 18 15 51 36:
Old : 68: 23 19 12 18 15 51 36:
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 : 31.3 40.4 47.9 57.3 31.2 38.6 47.8 53.9
Old : 31.3 40.4 47.9 57.3 31.2 38.6 47.8 53.9
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 28, 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 : 103,521: 35,188 48,098 2,743 51,892 40,608 89,823 91,448: 13,698 12,073
Old : 103,521: 35,188 48,098 2,743 51,892 40,608 89,823 91,448: 13,698 12,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,317: -2,425 5,658 314 5,448 -3,717 3,337 2,255: -1,020 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 46.5 2.6 50.1 39.2 86.8 88.3: 13.2 11.7
Old : 100.0: 34.0 46.5 2.6 50.1 39.2 86.8 88.3: 13.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 41 49 19 26 21 78 78:
Old : 130: 41 49 19 26 21 78 78:
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 : 36.0 24.8 53.0 38.9 33.3 24.5 47.6 38.5
Old : 36.0 24.8 53.0 38.9 33.3 24.5 47.6 38.5
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 28, 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 : 71,426: 3,302 19,110 338 67,578 51,842 71,218 71,290: 208 136
Old : 71,426: 3,302 19,110 338 67,578 51,842 71,218 71,290: 208 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 3,710: -187 1,276 53 3,939 2,481 3,805 3,810: -95 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 26.8 0.5 94.6 72.6 99.7 99.8: 0.3 0.2
Old : 100.0: 4.6 26.8 0.5 94.6 72.6 99.7 99.8: 0.3 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 : 46: 7 15 3 19 13 27 30:
Old : 46: 7 15 3 19 13 27 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 : 83.8 76.2 91.6 90.0 80.5 75.6 86.7 85.5
Old : 83.8 76.2 91.6 90.0 80.5 75.6 86.7 85.5
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 28, 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 : 31,301: 2,712 10,168 619 27,968 20,493 31,299 31,280: 2 21
Old : 31,301: 2,712 10,168 619 27,968 20,493 31,299 31,280: 2 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -3,993: 192 -1,137 491 -2,262 -931 -1,579 -1,577: -2,414 -2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 32.5 2.0 89.4 65.5 100.0 99.9: 0.0 0.1
Old : 100.0: 8.7 32.5 2.0 89.4 65.5 100.0 99.9: 0.0 0.1
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 : 23: 6 8 1 5 7 12 15:
Old : 23: 6 8 1 5 7 12 15:
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 : 91.4 80.3 98.6 97.6 79.9 64.0 83.7 81.3
Old : 91.4 80.3 98.6 97.6 79.9 64.0 83.7 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2007