WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 514,428: 93,264 67,754 143,962 235,366 224,028 472,591 435,743: 41,837 78,685
Old : 413,410: 64,457 80,598 108,848 208,003 167,086 381,308 356,532: 32,102 56,878
Other: 101,018: 52,832 11,181 11,089 27,362 56,942 91,283 79,212: 9,735 21,807
: : :
: : Changes in Commitments from: September 18, 2007 :
: 5,441: 1,874 -2,438 2,501 -42 1,355 4,333 1,417: 1,108 4,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.2 28.0 45.8 43.5 91.9 84.7: 8.1 15.3
Old : 100.0: 15.6 19.5 26.3 50.3 40.4 92.2 86.2: 7.8 13.8
Other: 100.0: 52.3 11.1 11.0 27.1 56.4 90.4 78.4: 9.6 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 132 127 141 83 118 304 308:
Old : 379: 113 139 121 74 112 268 295:
Other: 222: 81 40 47 48 88 152 156:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 14.0 27.3 21.5 17.6 12.1 26.1 17.5
Old : 20.4 15.1 30.5 23.5 20.0 12.5 29.9 18.7
Other: 32.4 20.2 49.5 29.4 30.4 18.8 45.1 27.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 1,597,369: 276,682 82,995 437,477 713,831 807,228 1,427,990 1,327,700: 169,379 269,669
Old : 1,317,271: 215,507 111,686 333,760 625,019 653,146 1,174,285 1,098,592: 142,986 218,680
Other: 280,098: 103,498 13,632 61,395 88,812 154,082 253,705 229,108: 26,393 50,990
: : :
: : Changes in Commitments from: September 18, 2007 :
: 45,123: 26,224 -3,005 13,876 -4,715 38,465 35,385 49,335: 9,738 -4,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 5.2 27.4 44.7 50.5 89.4 83.1: 10.6 16.9
Old : 100.0: 16.4 8.5 25.3 47.4 49.6 89.1 83.4: 10.9 16.6
Other: 100.0: 37.0 4.9 21.9 31.7 55.0 90.6 81.8: 9.4 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 718: 169 152 216 276 334 570 596:
Old : 710: 160 161 206 266 329 551 584:
Other: 443: 92 63 58 90 251 211 345:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 19.4 22.4 25.3 11.0 11.5 16.2 15.5
Old : 15.3 18.5 23.8 24.7 12.1 10.8 18.4 15.0
Other: 22.0 24.9 33.2 31.4 15.7 17.0 24.4 21.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 15,340: 5,069 769 829 6,423 9,126 12,321 10,724: 3,019 4,617
Old : 15,286: 5,069 769 829 6,412 9,118 12,310 10,716: 2,976 4,571
Other: 54: 0 0 0 11 8 11 8: 43 46
: : :
: : Changes in Commitments from: September 18, 2007 :
: -7: -219 199 -41 185 -94 -75 63: 67 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 5.0 5.4 41.9 59.5 80.3 69.9: 19.7 30.1
Old : 100.0: 33.2 5.0 5.4 41.9 59.6 80.5 70.1: 19.5 29.9
Other: 100.0: 0.0 0.0 0.0 20.4 14.8 20.4 14.8: 79.6 85.2
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 24 10 6 13 13 42 24:
Old : 54: 24 10 6 13 13 42 24:
Other: 2: 0 0 0 1 1 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 : 31.2 34.1 44.6 52.9 26.3 27.4 37.7 42.9
Old : 31.2 34.2 44.7 53.0 26.4 27.5 37.9 43.1
Other: 20.4 14.8 20.4 14.8 20.4 14.8 20.4 14.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 748,040: 149,662 19,266 211,797 312,335 408,882 673,793 639,944: 74,246 108,095
Old : 664,407: 135,168 22,704 191,356 270,510 356,291 597,034 570,352: 67,372 94,055
Other: 83,633: 27,859 9,927 7,075 41,824 52,590 76,759 69,592: 6,874 14,041
: : :
: : Changes in Commitments from: September 18, 2007 :
: 10,059: 4,568 -3,638 1,508 7,101 14,274 13,177 12,144: -3,118 -2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 2.6 28.3 41.8 54.7 90.1 85.5: 9.9 14.5
Old : 100.0: 20.3 3.4 28.8 40.7 53.6 89.9 85.8: 10.1 14.2
Other: 100.0: 33.3 11.9 8.5 50.0 62.9 91.8 83.2: 8.2 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 182 92 181 131 188 406 400:
Old : 510: 182 96 175 130 186 400 395:
Other: 234: 48 43 24 38 131 101 184:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 24.3 25.5 33.4 11.8 19.0 17.6 23.1
Old : 15.2 23.3 23.4 32.6 13.1 18.2 19.1 23.8
Other: 54.7 33.8 67.5 51.7 50.4 33.1 59.8 46.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,071: 18,913 6,129 578 0 1,146 19,491 7,853: 3,580 15,218
Old : 19,334: 15,618 6,123 263 0 1,028 15,881 7,414: 3,453 11,920
Other: 3,737: 3,610 321 0 0 118 3,610 439: 127 3,298
: : :
: : Changes in Commitments from: September 18, 2007 :
: 470: 81 -242 230 0 60 311 48: 159 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 26.6 2.5 0.0 5.0 84.5 34.0: 15.5 66.0
Old : 100.0: 80.8 31.7 1.4 0.0 5.3 82.1 38.3: 17.9 61.7
Other: 100.0: 96.6 8.6 0.0 0.0 3.2 96.6 11.7: 3.4 88.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 15 9 0 4 19 23:
Old : 33: 15 14 8 0 4 18 23:
Other: 19: 11 5 0 0 3 11 8:
:----------------------------------------------------------------------------------------------------
: 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 : 59.4 16.0 75.0 22.8 59.4 14.8 75.0 21.4
Old : 57.2 18.3 73.2 26.2 57.2 18.0 73.1 25.7
Other: 71.0 10.2 93.0 11.7 71.0 10.2 93.0 11.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 311,430: 68,255 12,581 49,584 161,772 232,723 279,612 294,888: 31,818 16,541
Old : 293,772: 71,068 15,322 42,306 149,265 219,912 262,639 277,540: 31,133 16,232
Other: 17,658: 3,838 3,910 627 12,508 12,811 16,973 17,349: 685 309
: : :
: : Changes in Commitments from: September 18, 2007 :
: -3,630: 894 37 -1,263 -2,869 -2,382 -3,238 -3,608: -392 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.0 15.9 51.9 74.7 89.8 94.7: 10.2 5.3
Old : 100.0: 24.2 5.2 14.4 50.8 74.9 89.4 94.5: 10.6 5.5
Other: 100.0: 21.7 22.1 3.6 70.8 72.6 96.1 98.2: 3.9 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 73 30 58 71 69 181 140:
Old : 209: 77 33 55 71 68 180 137:
Other: 40: 8 14 7 9 12 21 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 36.3 26.9 48.4 15.9 31.1 22.5 39.1
Old : 17.4 37.1 25.3 48.7 16.9 32.0 23.8 39.8
Other: 78.9 72.7 92.1 83.0 78.6 72.6 90.8 82.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 1,029,391: 106,843 156,672 65,297 706,926 622,861 879,066 844,830: 150,325 184,560
Old : 1,029,391: 106,843 156,672 65,297 706,926 622,861 879,066 844,830: 150,325 184,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -39,875: -16,916 -14,426 -21,674 7,721 -19,986 -30,869 -56,086: -9,007 16,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 15.2 6.3 68.7 60.5 85.4 82.1: 14.6 17.9
Old : 100.0: 10.4 15.2 6.3 68.7 60.5 85.4 82.1: 14.6 17.9
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 : 170: 40 35 41 76 82 135 139:
Old : 170: 40 35 41 76 82 135 139:
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 : 23.3 30.1 34.5 40.2 19.2 25.2 26.0 30.8
Old : 23.3 30.1 34.5 40.2 19.2 25.2 26.0 30.8
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, September 25, 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 : 245,826: 70,684 6,520 32,244 95,274 181,143 198,202 219,906: 47,624 25,920
Old : 234,736: 68,285 6,945 29,842 90,621 172,702 188,749 209,489: 45,987 25,247
Other: 11,090: 3,578 754 1,223 4,652 8,440 9,453 10,417: 1,637 673
: : :
: : Changes in Commitments from: September 18, 2007 :
: -423: 224 -169 -2,228 632 -228 -1,372 -2,625: 950 2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 2.7 13.1 38.8 73.7 80.6 89.5: 19.4 10.5
Old : 100.0: 29.1 3.0 12.7 38.6 73.6 80.4 89.2: 19.6 10.8
Other: 100.0: 32.3 6.8 11.0 42.0 76.1 85.2 93.9: 14.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 75 21 47 57 60 158 115:
Old : 181: 78 21 46 56 60 155 115:
Other: 52: 18 6 12 20 12 43 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 35.9 26.9 49.1 13.0 33.6 21.2 42.5
Old : 18.2 36.9 27.3 48.4 13.9 33.6 22.1 42.1
Other: 35.5 66.8 54.8 81.2 35.0 66.8 49.9 76.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 16,101: 4,643 1,222 1,892 6,763 12,000 13,297 15,114: 2,804 988
Old : 16,016: 4,629 1,226 1,880 6,723 11,941 13,232 15,048: 2,784 969
Other: 85: 21 3 4 40 59 65 66: 20 19
: : :
: : Changes in Commitments from: September 18, 2007 :
: 25: -1 -656 -222 164 806 -59 -73: 84 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.6 11.8 42.0 74.5 82.6 93.9: 17.4 6.1
Old : 100.0: 28.9 7.7 11.7 42.0 74.6 82.6 94.0: 17.4 6.0
Other: 100.0: 24.7 3.5 4.7 47.1 69.4 76.5 77.6: 23.5 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 29 10 10 24 19 57 36:
Old : 73: 28 11 10 24 19 57 36:
Other: 8: 2 1 3 2 3 5 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 : 26.8 60.1 41.1 76.1 25.9 58.3 38.7 72.4
Old : 26.9 60.1 41.4 76.1 26.0 58.5 38.9 72.6
Other: 75.3 72.9 76.5 77.6 32.9 34.1 32.9 34.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 949,393: 208,590 206,632 22,469 585,107 611,859 816,165 840,960: 133,228 108,434
Old : 949,393: 208,590 206,632 22,469 585,107 611,859 816,165 840,960: 133,228 108,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 40,749: 26,841 35,251 -2,636 14,658 3,696 38,863 36,311: 1,886 4,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 21.8 2.4 61.6 64.4 86.0 88.6: 14.0 11.4
Old : 100.0: 22.0 21.8 2.4 61.6 64.4 86.0 88.6: 14.0 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 : 200: 46 30 18 97 78 153 116:
Old : 200: 46 30 18 97 78 153 116:
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 : 13.5 39.4 21.5 48.9 13.3 36.5 21.1 46.1
Old : 13.5 39.4 21.5 48.9 13.3 36.5 21.1 46.1
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, September 25, 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 : 2,921,122: 644,591 293,792 386,601 1,548,714 1,833,708 2,579,906 2,514,102: 341,216 407,020
Old : 2,921,122: 644,591 293,792 386,601 1,548,714 1,833,708 2,579,906 2,514,102: 341,216 407,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -67,378: 3,012 -6,060 -83,427 3,222 13,788 -77,194 -75,699: 9,815 8,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.1 13.2 53.0 62.8 88.3 86.1: 11.7 13.9
Old : 100.0: 22.1 10.1 13.2 53.0 62.8 88.3 86.1: 11.7 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 61 69 76 132 143 235 246:
Old : 299: 61 69 76 132 143 235 246:
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 : 20.0 24.5 29.2 33.5 14.4 18.0 21.5 22.8
Old : 20.0 24.5 29.2 33.5 14.4 18.0 21.5 22.8
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, September 25, 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 : 1,799,296: 306,108 197,200 142,346 1,090,268 1,230,646 1,538,722 1,570,192: 260,574 229,104
Old : 1,799,296: 306,108 197,200 142,346 1,090,268 1,230,646 1,538,722 1,570,192: 260,574 229,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -153,515: 32,257 7,499 -52,805 -49,155 -43,788 -69,703 -89,095: -83,812 -64,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.0 7.9 60.6 68.4 85.5 87.3: 14.5 12.7
Old : 100.0: 17.0 11.0 7.9 60.6 68.4 85.5 87.3: 14.5 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 : 208: 43 38 39 103 90 167 146:
Old : 208: 43 38 39 103 90 167 146:
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 38.5 27.9 47.0 15.9 30.6 22.3 36.1
Old : 19.0 38.5 27.9 47.0 15.9 30.6 22.3 36.1
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, September 25, 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 : 549,090: 110,916 64,453 170,039 240,867 286,372 521,822 520,863: 27,268 28,227
Old : 549,090: 110,916 64,453 170,039 240,867 286,372 521,822 520,863: 27,268 28,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -93,748: -7,589 -32,359 -69,391 -18,991 26,319 -95,971 -75,431: 2,222 -18,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.7 31.0 43.9 52.2 95.0 94.9: 5.0 5.1
Old : 100.0: 20.2 11.7 31.0 43.9 52.2 95.0 94.9: 5.0 5.1
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 : 129: 27 39 41 46 57 94 116:
Old : 129: 27 39 41 46 57 94 116:
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 : 22.0 22.5 36.5 35.7 13.9 15.2 21.6 21.9
Old : 22.0 22.5 36.5 35.7 13.9 15.2 21.6 21.9
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, September 25, 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 : 23,738: 9,103 3,699 1,205 1,838 12,162 12,146 17,066: 11,592 6,671
Old : 23,738: 9,103 3,699 1,205 1,838 12,162 12,146 17,066: 11,592 6,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -471: 1,330 80 -1,298 -251 1,117 -220 -101: -251 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 15.6 5.1 7.7 51.2 51.2 71.9: 48.8 28.1
Old : 100.0: 38.3 15.6 5.1 7.7 51.2 51.2 71.9: 48.8 28.1
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 : 41: 19 7 6 6 12 30 20:
Old : 41: 19 7 6 6 12 30 20:
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 : 17.6 41.8 26.6 58.2 17.4 39.0 26.4 55.4
Old : 17.6 41.8 26.6 58.2 17.4 39.0 26.4 55.4
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, September 25, 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 : 25,502: 6,959 6,249 350 13,852 13,464 21,162 20,064: 4,340 5,438
Old : 25,502: 6,959 6,249 350 13,852 13,464 21,162 20,064: 4,340 5,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -23,472: -12,812 -9,051 -3,120 -6,036 -8,097 -21,967 -20,268: -1,505 -3,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 24.5 1.4 54.3 52.8 83.0 78.7: 17.0 21.3
Old : 100.0: 27.3 24.5 1.4 54.3 52.8 83.0 78.7: 17.0 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 14 4 12 8 25 23:
Old : 42: 10 14 4 12 8 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 47.9 58.0 62.0 45.8 47.9 57.6 62.0
Old : 45.9 47.9 58.0 62.0 45.8 47.9 57.6 62.0
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, September 25, 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 : 81,751: 31,988 25,424 2,826 35,702 38,992 70,517 67,242: 11,234 14,509
Old : 81,751: 31,988 25,424 2,826 35,702 38,992 70,517 67,242: 11,234 14,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -48,732: -6,307 -31,988 -5,538 -32,015 -7,352 -43,860 -44,878: -4,872 -3,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 31.1 3.5 43.7 47.7 86.3 82.3: 13.7 17.7
Old : 100.0: 39.1 31.1 3.5 43.7 47.7 86.3 82.3: 13.7 17.7
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 : 98: 41 24 12 20 19 68 48:
Old : 98: 41 24 12 20 19 68 48:
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 : 34.0 27.3 48.0 44.9 33.1 27.3 47.0 44.8
Old : 34.0 27.3 48.0 44.9 33.1 27.3 47.0 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 55,073: 2,468 20,966 285 52,041 33,782 54,794 55,033: 279 40
Old : 55,073: 2,468 20,966 285 52,041 33,782 54,794 55,033: 279 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,041: 393 1,402 0 497 -307 890 1,095: 151 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 38.1 0.5 94.5 61.3 99.5 99.9: 0.5 0.1
Old : 100.0: 4.5 38.1 0.5 94.5 61.3 99.5 99.9: 0.5 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 : 43: 8 16 2 14 11 22 29:
Old : 43: 8 16 2 14 11 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.9 72.4 94.2 87.5 86.7 72.3 89.7 83.0
Old : 89.9 72.4 94.2 87.5 86.7 72.3 89.7 83.0
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, September 25, 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 : 13,876: 8,467 2,851 0 5,407 10,998 13,874 13,849: 2 27
Old : 13,876: 8,467 2,851 0 5,407 10,998 13,874 13,849: 2 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 3,476: 3,335 175 0 182 3,296 3,517 3,471: -41 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 20.5 0.0 39.0 79.3 100.0 99.8: 0.0 0.2
Old : 100.0: 61.0 20.5 0.0 39.0 79.3 100.0 99.8: 0.0 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 : 24: 8 6 0 4 6 12 12:
Old : 24: 8 6 0 4 6 12 12:
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 : 82.7 80.2 96.5 97.8 82.7 80.2 96.5 97.8
Old : 82.7 80.2 96.5 97.8 82.7 80.2 96.5 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2007