WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 533,578: 89,855 70,174 166,789 231,708 217,671 488,353 454,634: 45,226 78,944
Old : 424,025: 60,370 84,569 127,506 201,459 155,274 389,336 367,350: 34,690 56,676
Other: 109,553: 55,013 11,133 13,755 30,249 62,397 99,017 87,284: 10,536 22,269
: : :
: : Changes in Commitments from: September 25, 2007 :
: 19,150: -3,408 2,420 22,827 -3,657 -6,356 15,762 18,891: 3,389 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.2 31.3 43.4 40.8 91.5 85.2: 8.5 14.8
Old : 100.0: 14.2 19.9 30.1 47.5 36.6 91.8 86.6: 8.2 13.4
Other: 100.0: 50.2 10.2 12.6 27.6 57.0 90.4 79.7: 9.6 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 132 131 150 90 127 313 327:
Old : 387: 118 137 130 75 119 272 312:
Other: 238: 80 49 50 58 91 162 170:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 14.3 27.5 21.9 18.3 12.1 26.4 17.0
Old : 21.6 15.6 31.2 24.5 21.2 12.5 30.4 18.0
Other: 29.4 18.3 46.7 27.8 28.5 17.3 42.6 26.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 1,617,964: 273,958 94,312 460,361 719,541 781,621 1,453,859 1,336,294: 164,105 281,671
Old : 1,329,705: 210,127 127,405 352,502 628,767 622,699 1,191,396 1,102,606: 138,309 227,098
Other: 288,260: 112,379 15,455 59,310 90,774 158,922 262,464 233,687: 25,796 54,573
: : :
: : Changes in Commitments from: September 25, 2007 :
: 20,596: -2,724 11,318 22,883 5,710 -25,607 25,869 8,594: -5,274 12,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.8 28.5 44.5 48.3 89.9 82.6: 10.1 17.4
Old : 100.0: 15.8 9.6 26.5 47.3 46.8 89.6 82.9: 10.4 17.1
Other: 100.0: 39.0 5.4 20.6 31.5 55.1 91.1 81.1: 8.9 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 183 139 220 269 326 568 590:
Old : 697: 173 151 205 262 321 546 578:
Other: 444: 102 60 63 90 243 224 336:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 19.2 22.0 25.0 10.8 11.5 16.0 15.5
Old : 14.8 18.2 23.6 24.3 12.0 10.6 18.3 14.7
Other: 20.9 25.3 31.4 31.8 15.3 17.7 23.8 22.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 15,236: 4,475 705 1,010 6,596 9,045 12,081 10,760: 3,156 4,476
Old : 15,182: 4,475 705 1,010 6,596 9,037 12,081 10,752: 3,102 4,430
Other: 54: 0 0 0 0 8 0 8: 54 46
: : :
: : Changes in Commitments from: September 25, 2007 :
: -104: -595 -63 181 173 -81 -241 37: 137 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.6 6.6 43.3 59.4 79.3 70.6: 20.7 29.4
Old : 100.0: 29.5 4.6 6.7 43.4 59.5 79.6 70.8: 20.4 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 14.8 0.0 14.8: 100.0 85.2
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 23 10 6 13 14 41 25:
Old : 54: 23 10 6 13 14 41 25:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 33.8 46.0 52.7 26.6 27.2 37.0 41.1
Old : 32.5 33.9 46.2 52.9 26.7 27.3 37.1 41.2
Other: 0.0 14.8 0.0 14.8 0.0 14.8 0.0 14.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 755,837: 147,038 23,007 225,482 314,543 396,681 687,063 645,170: 68,774 110,667
Old : 668,212: 131,149 27,063 202,485 272,327 341,832 605,961 571,381: 62,250 96,831
Other: 87,625: 31,345 11,400 7,541 42,216 54,848 81,102 73,789: 6,524 13,836
: : :
: : Changes in Commitments from: September 25, 2007 :
: 7,797: -2,624 3,741 13,685 2,208 -12,201 13,270 5,225: -5,472 2,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.0 29.8 41.6 52.5 90.9 85.4: 9.1 14.6
Old : 100.0: 19.6 4.1 30.3 40.8 51.2 90.7 85.5: 9.3 14.5
Other: 100.0: 35.8 13.0 8.6 48.2 62.6 92.6 84.2: 7.4 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 181 98 195 138 192 419 421:
Old : 522: 180 101 192 137 191 414 419:
Other: 237: 48 46 25 39 129 103 185:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 23.6 26.0 32.1 11.7 17.6 17.5 21.1
Old : 14.9 22.6 23.8 31.1 13.0 16.5 18.8 21.1
Other: 52.2 33.0 64.5 50.7 47.9 32.3 56.8 45.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,375: 19,472 6,442 723 0 1,168 20,195 8,333: 4,180 16,042
Old : 20,235: 15,821 6,393 448 0 1,034 16,269 7,875: 3,966 12,360
Other: 4,140: 3,926 324 0 0 134 3,926 458: 214 3,682
: : :
: : Changes in Commitments from: September 25, 2007 :
: 1,304: 559 313 145 0 22 704 480: 600 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 26.4 3.0 0.0 4.8 82.9 34.2: 17.1 65.8
Old : 100.0: 78.2 31.6 2.2 0.0 5.1 80.4 38.9: 19.6 61.1
Other: 100.0: 94.8 7.8 0.0 0.0 3.2 94.8 11.1: 5.2 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 17 9 0 4 19 25:
Old : 35: 14 17 8 0 4 18 25:
Other: 18: 10 5 0 0 3 10 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 : 57.4 16.3 73.2 22.0 57.3 15.0 73.2 20.5
Old : 56.2 18.7 70.6 25.3 56.2 18.2 70.6 24.8
Other: 73.2 9.5 93.3 11.1 73.2 9.5 93.3 11.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 298,860: 62,744 15,245 54,493 152,035 212,585 269,272 282,322: 29,588 16,538
Old : 280,099: 63,512 17,598 48,122 139,675 198,325 251,309 264,045: 28,790 16,054
Other: 18,761: 4,827 3,242 776 12,360 14,260 17,963 18,277: 798 483
: : :
: : Changes in Commitments from: September 25, 2007 :
: -12,570: -5,511 2,664 4,908 -9,737 -20,138 -10,340 -12,566: -2,230 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.1 18.2 50.9 71.1 90.1 94.5: 9.9 5.5
Old : 100.0: 22.7 6.3 17.2 49.9 70.8 89.7 94.3: 10.3 5.7
Other: 100.0: 25.7 17.3 4.1 65.9 76.0 95.7 97.4: 4.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 60 47 74 64 70 179 153:
Old : 208: 64 48 71 64 69 178 150:
Other: 41: 10 12 11 9 12 24 31:
:----------------------------------------------------------------------------------------------------
: 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 33.0 27.8 44.7 16.5 29.3 23.5 36.7
Old : 18.3 33.5 26.8 44.6 17.6 28.9 24.6 36.8
Other: 72.5 70.1 87.5 83.7 72.2 70.1 87.2 82.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 1,068,795: 108,542 171,344 80,270 727,631 638,307 916,444 889,921: 152,352 178,874
Old : 1,068,795: 108,542 171,344 80,270 727,631 638,307 916,444 889,921: 152,352 178,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 39,405: 1,700 14,672 14,973 20,705 15,446 37,377 45,090: 2,027 -5,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 16.0 7.5 68.1 59.7 85.7 83.3: 14.3 16.7
Old : 100.0: 10.2 16.0 7.5 68.1 59.7 85.7 83.3: 14.3 16.7
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 : 183: 34 46 45 82 88 142 153:
Old : 183: 34 46 45 82 88 142 153:
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 : 22.9 30.3 34.0 40.3 19.7 25.8 26.8 31.9
Old : 22.9 30.3 34.0 40.3 19.7 25.8 26.8 31.9
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, October 2, 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 : 235,348: 67,671 8,898 34,486 89,914 169,835 192,070 213,218: 43,278 22,130
Old : 224,024: 65,897 9,918 31,222 85,176 161,161 182,295 202,300: 41,729 21,723
Other: 11,324: 3,823 1,029 1,215 4,738 8,675 9,776 10,918: 1,549 406
: : :
: : Changes in Commitments from: September 25, 2007 :
: -10,478: -3,013 2,378 2,241 -5,360 -11,308 -6,132 -6,688: -4,346 -3,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.8 14.7 38.2 72.2 81.6 90.6: 18.4 9.4
Old : 100.0: 29.4 4.4 13.9 38.0 71.9 81.4 90.3: 18.6 9.7
Other: 100.0: 33.8 9.1 10.7 41.8 76.6 86.3 96.4: 13.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 74 32 63 56 60 169 131:
Old : 194: 76 33 58 55 60 165 129:
Other: 57: 19 10 13 19 12 43 31:
:----------------------------------------------------------------------------------------------------
: 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 35.2 28.0 47.1 15.5 32.2 24.2 42.2
Old : 19.2 35.1 28.7 46.2 16.5 32.8 25.2 42.0
Other: 34.0 67.4 49.9 82.1 27.7 67.4 43.4 78.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,799: 5,016 775 2,515 6,915 13,388 14,445 16,678: 3,354 1,122
Old : 17,415: 5,157 777 2,360 6,585 13,157 14,102 16,295: 3,313 1,121
Other: 384: 8 147 5 330 231 343 383: 41 1
: : :
: : Changes in Commitments from: September 25, 2007 :
: 1,698: 373 -447 623 152 1,389 1,147 1,564: 551 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 4.4 14.1 38.8 75.2 81.2 93.7: 18.8 6.3
Old : 100.0: 29.6 4.5 13.6 37.8 75.6 81.0 93.6: 19.0 6.4
Other: 100.0: 2.1 38.3 1.3 85.9 60.2 89.3 99.7: 10.7 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 30 11 13 25 21 61 40:
Old : 76: 31 10 11 25 21 61 38:
Other: 13: 1 5 2 3 5 6 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 60.6 38.9 75.9 23.0 58.5 34.5 69.8
Old : 26.4 61.0 39.8 76.2 23.5 59.4 35.2 71.6
Other: 88.0 73.4 89.3 97.7 84.4 72.7 84.4 94.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 932,659: 197,044 205,806 23,135 567,935 593,737 788,114 822,678: 144,545 109,981
Old : 932,659: 197,044 205,806 23,135 567,935 593,737 788,114 822,678: 144,545 109,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -16,734: -11,545 -826 666 -17,172 -18,122 -28,051 -18,281: 11,317 1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 22.1 2.5 60.9 63.7 84.5 88.2: 15.5 11.8
Old : 100.0: 21.1 22.1 2.5 60.9 63.7 84.5 88.2: 15.5 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 : 198: 46 31 18 92 76 146 117:
Old : 198: 46 31 18 92 76 146 117:
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 : 12.9 40.3 21.4 49.7 12.4 37.3 20.9 46.7
Old : 12.9 40.3 21.4 49.7 12.4 37.3 20.9 46.7
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, October 2, 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 : 3,108,878: 723,790 310,290 456,118 1,579,756 1,921,238 2,759,663 2,687,646: 349,215 421,233
Old : 3,108,878: 723,790 310,290 456,118 1,579,756 1,921,238 2,759,663 2,687,646: 349,215 421,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 187,756: 79,199 16,497 69,516 31,042 87,530 179,757 173,543: 7,999 14,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 10.0 14.7 50.8 61.8 88.8 86.5: 11.2 13.5
Old : 100.0: 23.3 10.0 14.7 50.8 61.8 88.8 86.5: 11.2 13.5
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 : 307: 65 71 81 133 146 246 250:
Old : 307: 65 71 81 133 146 246 250:
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 25.9 29.8 35.6 15.0 20.2 22.3 25.5
Old : 20.5 25.9 29.8 35.6 15.0 20.2 22.3 25.5
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, October 2, 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 : 1,830,788: 377,157 185,109 152,977 1,024,217 1,263,331 1,554,351 1,601,417: 276,437 229,371
Old : 1,830,788: 377,157 185,109 152,977 1,024,217 1,263,331 1,554,351 1,601,417: 276,437 229,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 31,492: 71,049 -12,092 10,631 -66,051 32,685 15,629 31,224: 15,863 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.1 8.4 55.9 69.0 84.9 87.5: 15.1 12.5
Old : 100.0: 20.6 10.1 8.4 55.9 69.0 84.9 87.5: 15.1 12.5
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 : 212: 45 40 41 100 93 165 154:
Old : 212: 45 40 41 100 93 165 154:
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 38.3 28.1 46.1 16.3 31.7 22.7 36.9
Old : 19.0 38.3 28.1 46.1 16.3 31.7 22.7 36.9
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, October 2, 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 : 437,351: 96,421 57,819 125,334 191,457 229,603 413,211 412,756: 24,140 24,595
Old : 437,351: 96,421 57,819 125,334 191,457 229,603 413,211 412,756: 24,140 24,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -111,739: -14,495 -6,634 -44,705 -49,411 -56,769 -108,611 -108,107: -3,128 -3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 13.2 28.7 43.8 52.5 94.5 94.4: 5.5 5.6
Old : 100.0: 22.0 13.2 28.7 43.8 52.5 94.5 94.4: 5.5 5.6
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 : 116: 24 32 39 45 50 90 101:
Old : 116: 24 32 39 45 50 90 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 18.2 37.3 31.8 16.6 12.6 24.1 19.5
Old : 23.5 18.2 37.3 31.8 16.6 12.6 24.1 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 23,515: 9,033 3,655 790 1,797 11,125 11,620 15,570: 11,896 7,946
Old : 23,515: 9,033 3,655 790 1,797 11,125 11,620 15,570: 11,896 7,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -222: -70 -44 -415 -41 -1,037 -526 -1,496: 304 1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 15.5 3.4 7.6 47.3 49.4 66.2: 50.6 33.8
Old : 100.0: 38.4 15.5 3.4 7.6 47.3 49.4 66.2: 50.6 33.8
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 : 39: 17 7 5 7 11 28 19:
Old : 39: 17 7 5 7 11 28 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 : 18.8 38.5 28.5 53.9 18.7 36.7 28.4 52.1
Old : 18.8 38.5 28.5 53.9 18.7 36.7 28.4 52.1
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, October 2, 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 : 28,713: 7,253 7,339 379 15,309 14,958 22,941 22,676: 5,773 6,037
Old : 28,713: 7,253 7,339 379 15,309 14,958 22,941 22,676: 5,773 6,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 3,212: 294 1,091 28 1,456 1,494 1,778 2,613: 1,433 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 25.6 1.3 53.3 52.1 79.9 79.0: 20.1 21.0
Old : 100.0: 25.3 25.6 1.3 53.3 52.1 79.9 79.0: 20.1 21.0
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 : 46: 11 17 4 12 8 26 26:
Old : 46: 11 17 4 12 8 26 26:
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 : 46.0 47.8 57.0 61.4 45.9 47.8 56.8 61.4
Old : 46.0 47.8 57.0 61.4 45.9 47.8 56.8 61.4
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, October 2, 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 : 92,172: 37,449 27,136 1,480 40,920 47,857 79,849 76,473: 12,323 15,700
Old : 92,172: 37,449 27,136 1,480 40,920 47,857 79,849 76,473: 12,323 15,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 10,421: 5,460 1,712 -1,346 5,218 8,864 9,332 9,230: 1,089 1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 29.4 1.6 44.4 51.9 86.6 83.0: 13.4 17.0
Old : 100.0: 40.6 29.4 1.6 44.4 51.9 86.6 83.0: 13.4 17.0
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 : 114: 49 29 12 24 20 79 55:
Old : 114: 49 29 12 24 20 79 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 28.2 42.6 46.0 29.9 28.2 41.1 46.0
Old : 30.8 28.2 42.6 46.0 29.9 28.2 41.1 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 52,924: 2,501 17,961 285 49,908 34,612 52,694 52,858: 230 66
Old : 52,924: 2,501 17,961 285 49,908 34,612 52,694 52,858: 230 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -2,149: 33 -3,005 0 -2,133 830 -2,100 -2,175: -49 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 33.9 0.5 94.3 65.4 99.6 99.9: 0.4 0.1
Old : 100.0: 4.7 33.9 0.5 94.3 65.4 99.6 99.9: 0.4 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 15 2 13 13 21 30:
Old : 43: 8 15 2 13 13 21 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 : 90.1 75.6 95.0 88.5 86.7 70.5 90.6 83.4
Old : 90.1 75.6 95.0 88.5 86.7 70.5 90.6 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 13,245: 7,735 3,169 0 5,416 9,939 13,151 13,108: 94 137
Old : 13,245: 7,735 3,169 0 5,416 9,939 13,151 13,108: 94 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -631: -732 318 0 9 -1,059 -723 -741: 92 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 23.9 0.0 40.9 75.0 99.3 99.0: 0.7 1.0
Old : 100.0: 58.4 23.9 0.0 40.9 75.0 99.3 99.0: 0.7 1.0
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 : 25: 9 6 0 4 6 13 12:
Old : 25: 9 6 0 4 6 13 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 : 80.9 83.8 95.2 96.9 80.9 83.8 95.2 96.9
Old : 80.9 83.8 95.2 96.9 80.9 83.8 95.2 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2007