WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 536,739: 86,314 70,838 172,969 232,130 213,594 491,413 457,402: 45,325 79,337
Old : 418,477: 59,149 86,622 128,410 197,644 148,077 385,202 363,109: 33,274 55,368
Other: 118,262: 55,625 12,675 16,100 34,486 65,517 106,211 94,293: 12,051 23,969
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,160: -3,541 665 6,180 421 -4,077 3,061 2,768: 99 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.2 32.2 43.2 39.8 91.6 85.2: 8.4 14.8
Old : 100.0: 14.1 20.7 30.7 47.2 35.4 92.0 86.8: 8.0 13.2
Other: 100.0: 47.0 10.7 13.6 29.2 55.4 89.8 79.7: 10.2 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 137 132 159 93 130 320 342:
Old : 398: 114 147 136 81 123 280 328:
Other: 249: 90 52 54 60 91 176 173:
:----------------------------------------------------------------------------------------------------
: 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 13.0 26.8 21.3 17.9 11.1 25.8 15.9
Old : 21.0 14.3 30.4 23.8 20.5 11.0 29.5 16.0
Other: 28.3 17.9 44.6 27.5 27.7 17.3 41.6 26.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 1,615,276: 248,559 104,858 464,366 732,884 752,453 1,445,809 1,321,677: 169,467 293,598
Old : 1,312,165: 184,145 139,102 353,109 632,486 584,730 1,169,739 1,076,941: 142,425 235,224
Other: 303,111: 115,059 16,401 60,612 100,398 167,723 276,069 244,736: 27,042 58,375
: : :
: : Changes in Commitments from: October 2, 2007 :
: -2,688: -25,400 10,546 4,006 13,343 -29,168 -8,051 -14,616: 5,362 11,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 6.5 28.7 45.4 46.6 89.5 81.8: 10.5 18.2
Old : 100.0: 14.0 10.6 26.9 48.2 44.6 89.1 82.1: 10.9 17.9
Other: 100.0: 38.0 5.4 20.0 33.1 55.3 91.1 80.7: 8.9 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 170 148 227 270 318 569 590:
Old : 692: 159 168 209 261 311 544 576:
Other: 438: 99 62 63 96 239 230 332:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 18.6 22.1 24.2 10.5 10.6 15.8 14.6
Old : 14.7 17.3 23.6 23.5 11.9 9.4 18.4 13.5
Other: 20.7 25.4 31.8 32.1 15.1 18.2 23.5 23.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 15,298: 4,327 657 1,026 6,918 9,077 12,271 10,761: 3,027 4,537
Old : 15,206: 4,327 657 1,026 6,908 9,044 12,261 10,728: 2,945 4,478
Other: 92: 0 0 0 10 33 10 33: 82 59
: : :
: : Changes in Commitments from: October 2, 2007 :
: 62: -148 -48 17 322 32 191 1: -129 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 4.3 6.7 45.2 59.3 80.2 70.3: 19.8 29.7
Old : 100.0: 28.5 4.3 6.8 45.4 59.5 80.6 70.6: 19.4 29.4
Other: 100.0: 0.0 0.0 0.0 10.9 35.9 10.9 35.9: 89.1 64.1
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 23 9 6 15 14 43 24:
Old : 53: 23 9 6 15 14 43 24:
Other: 4: 0 0 0 1 3 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 34.7 47.5 53.2 26.4 26.1 36.4 39.2
Old : 34.0 34.8 47.8 53.3 26.6 26.3 36.6 39.3
Other: 10.9 35.9 10.9 35.9 10.9 35.9 10.9 35.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 766,273: 150,885 19,756 222,510 314,002 402,640 687,398 644,906: 78,875 121,367
Old : 674,961: 133,136 25,459 198,451 270,935 344,139 602,522 568,049: 72,439 106,912
Other: 91,312: 34,134 10,682 7,675 43,067 58,500 84,876 76,857: 6,436 14,455
: : :
: : Changes in Commitments from: October 2, 2007 :
: 10,436: 3,847 -3,251 -2,972 -541 5,959 335 -264: 10,101 10,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.6 29.0 41.0 52.5 89.7 84.2: 10.3 15.8
Old : 100.0: 19.7 3.8 29.4 40.1 51.0 89.3 84.2: 10.7 15.8
Other: 100.0: 37.4 11.7 8.4 47.2 64.1 93.0 84.2: 7.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 183 98 193 150 190 428 417:
Old : 519: 175 107 189 150 188 423 413:
Other: 246: 56 46 26 43 128 109 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 24.1 25.1 32.5 11.5 19.0 17.7 22.5
Old : 14.8 23.1 22.8 31.5 13.1 17.8 18.9 22.3
Other: 50.0 33.4 64.1 50.8 45.9 32.8 57.1 45.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,689: 19,149 6,781 818 4 786 19,971 8,385: 3,718 15,304
Old : 19,549: 15,343 6,744 698 4 680 16,045 8,122: 3,504 11,427
Other: 4,140: 3,926 157 0 0 106 3,926 263: 214 3,877
: : :
: : Changes in Commitments from: October 2, 2007 :
: -686: -323 339 95 4 -382 -224 52: -462 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 28.6 3.5 0.0 3.3 84.3 35.4: 15.7 64.6
Old : 100.0: 78.5 34.5 3.6 0.0 3.5 82.1 41.5: 17.9 58.5
Other: 100.0: 94.8 3.8 0.0 0.0 2.6 94.8 6.4: 5.2 93.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 17 12 8 1 2 22 18:
Old : 31: 17 12 8 1 2 22 18:
Other: 14: 9 3 0 0 2 9 5:
:----------------------------------------------------------------------------------------------------
: 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 : 54.7 20.5 70.2 28.1 54.7 18.0 70.2 25.2
Old : 54.0 24.1 67.3 33.1 54.0 21.4 67.2 30.1
Other: 76.9 6.3 93.4 6.4 76.9 6.3 93.4 6.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 303,755: 65,675 13,952 56,302 151,484 215,515 273,461 285,769: 30,294 17,986
Old : 284,711: 66,699 16,924 49,416 139,026 200,857 255,141 267,197: 29,570 17,514
Other: 19,044: 4,997 3,049 866 12,458 14,657 18,320 18,572: 724 472
: : :
: : Changes in Commitments from: October 2, 2007 :
: 4,896: 2,931 -1,293 1,810 -551 2,930 4,189 3,447: 707 1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.6 18.5 49.9 71.0 90.0 94.1: 10.0 5.9
Old : 100.0: 23.4 5.9 17.4 48.8 70.5 89.6 93.8: 10.4 6.2
Other: 100.0: 26.2 16.0 4.5 65.4 77.0 96.2 97.5: 3.8 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 68 36 64 67 66 179 139:
Old : 205: 71 41 62 67 65 178 137:
Other: 44: 13 10 11 10 14 28 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 : 17.5 32.2 27.4 44.6 15.9 29.8 22.8 38.4
Old : 17.4 32.7 26.3 44.6 17.0 29.6 24.0 37.9
Other: 71.7 71.2 86.5 84.0 71.4 71.2 86.2 83.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 1,074,062: 111,633 164,981 75,487 735,791 647,640 922,912 888,108: 151,149 185,954
Old : 1,074,062: 111,633 164,981 75,487 735,791 647,640 922,912 888,108: 151,149 185,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 5,266: 3,091 -6,363 -4,783 8,160 9,333 6,469 -1,813: -1,202 7,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 15.4 7.0 68.5 60.3 85.9 82.7: 14.1 17.3
Old : 100.0: 10.4 15.4 7.0 68.5 60.3 85.9 82.7: 14.1 17.3
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 : 181: 35 47 48 77 88 140 155:
Old : 181: 35 47 48 77 88 140 155:
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 : 22.5 29.9 34.0 40.4 19.2 25.0 25.6 31.5
Old : 22.5 29.9 34.0 40.4 19.2 25.0 25.6 31.5
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 9, 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 : 236,629: 64,053 7,138 32,331 93,977 170,952 190,361 210,422: 46,269 26,208
Old : 225,035: 63,113 8,927 28,447 89,117 162,008 180,677 199,382: 44,358 25,654
Other: 11,594: 3,661 933 1,163 4,859 8,944 9,684 11,040: 1,910 554
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,281: -3,618 -1,759 -2,154 4,063 1,117 -1,710 -2,797: 2,991 4,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 3.0 13.7 39.7 72.2 80.4 88.9: 19.6 11.1
Old : 100.0: 28.0 4.0 12.6 39.6 72.0 80.3 88.6: 19.7 11.4
Other: 100.0: 31.6 8.0 10.0 41.9 77.1 83.5 95.2: 16.5 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 64 26 56 55 59 155 119:
Old : 175: 66 30 53 54 59 153 117:
Other: 53: 19 8 14 19 11 44 27:
:----------------------------------------------------------------------------------------------------
: 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 36.1 28.7 48.1 16.6 33.4 25.2 43.9
Old : 20.4 36.4 29.6 47.5 17.8 34.3 26.3 44.0
Other: 34.2 68.5 51.1 82.8 29.2 68.5 44.6 79.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 19,849: 5,571 507 2,963 7,171 14,508 15,705 17,979: 4,144 1,870
Old : 19,209: 5,829 507 2,669 6,617 14,179 15,114 17,355: 4,095 1,854
Other: 639: 27 285 9 554 329 590 623: 49 16
: : :
: : Changes in Commitments from: October 2, 2007 :
: 2,049: 555 -268 449 256 1,120 1,260 1,301: 789 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 2.6 14.9 36.1 73.1 79.1 90.6: 20.9 9.4
Old : 100.0: 30.3 2.6 13.9 34.4 73.8 78.7 90.3: 21.3 9.7
Other: 100.0: 4.3 44.6 1.4 86.6 51.5 92.3 97.5: 7.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 32 9 14 28 20 64 40:
Old : 76: 32 9 12 28 20 64 38:
Other: 17: 3 6 2 4 6 9 12:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 57.9 36.9 71.9 20.3 55.8 30.8 64.1
Old : 23.9 58.7 38.1 72.7 21.0 57.6 32.6 67.1
Other: 86.6 60.5 92.2 88.7 79.6 59.3 83.0 85.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 989,249: 230,906 214,354 23,032 594,728 645,653 848,666 883,038: 140,583 106,211
Old : 989,249: 230,906 214,354 23,032 594,728 645,653 848,666 883,038: 140,583 106,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 56,590: 33,862 8,547 -103 26,794 51,916 60,552 60,360: -3,962 -3,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 21.7 2.3 60.1 65.3 85.8 89.3: 14.2 10.7
Old : 100.0: 23.3 21.7 2.3 60.1 65.3 85.8 89.3: 14.2 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 : 208: 52 33 18 92 83 148 130:
Old : 208: 52 33 18 92 83 148 130:
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 : 12.7 40.5 22.5 49.8 12.5 37.8 21.1 47.1
Old : 12.7 40.5 22.5 49.8 12.5 37.8 21.1 47.1
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, October 9, 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 : 3,161,420: 693,307 336,719 448,050 1,680,651 1,941,535 2,822,009 2,726,304: 339,411 435,116
Old : 3,161,420: 693,307 336,719 448,050 1,680,651 1,941,535 2,822,009 2,726,304: 339,411 435,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 52,542: -30,482 26,429 -8,067 100,895 20,297 62,346 38,659: -9,804 13,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 10.7 14.2 53.2 61.4 89.3 86.2: 10.7 13.8
Old : 100.0: 21.9 10.7 14.2 53.2 61.4 89.3 86.2: 10.7 13.8
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 : 304: 54 82 80 128 146 232 258:
Old : 304: 54 82 80 128 146 232 258:
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 : 22.7 24.8 32.4 33.8 15.3 18.6 22.8 22.8
Old : 22.7 24.8 32.4 33.8 15.3 18.6 22.8 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, October 9, 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 : 1,857,740: 399,275 236,387 137,323 1,057,302 1,247,335 1,593,900 1,621,046: 263,840 236,695
Old : 1,857,740: 399,275 236,387 137,323 1,057,302 1,247,335 1,593,900 1,621,046: 263,840 236,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 26,952: 22,118 51,278 -15,654 33,085 -15,996 39,549 19,629: -12,597 7,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.7 7.4 56.9 67.1 85.8 87.3: 14.2 12.7
Old : 100.0: 21.5 12.7 7.4 56.9 67.1 85.8 87.3: 14.2 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 : 215: 43 42 43 105 97 169 161:
Old : 215: 43 42 43 105 97 169 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 38.1 28.5 47.7 16.5 33.6 24.2 38.8
Old : 19.2 38.1 28.5 47.7 16.5 33.6 24.2 38.8
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 9, 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 : 502,339: 109,892 59,703 146,153 219,542 264,276 475,587 470,131: 26,753 32,208
Old : 502,339: 109,892 59,703 146,153 219,542 264,276 475,587 470,131: 26,753 32,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 64,989: 13,471 1,884 20,819 28,086 34,672 62,376 57,376: 2,613 7,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 11.9 29.1 43.7 52.6 94.7 93.6: 5.3 6.4
Old : 100.0: 21.9 11.9 29.1 43.7 52.6 94.7 93.6: 5.3 6.4
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 : 126: 28 32 45 49 55 99 112:
Old : 126: 28 32 45 49 55 99 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 16.2 39.8 29.3 20.1 11.1 27.0 18.3
Old : 25.8 16.2 39.8 29.3 20.1 11.1 27.0 18.3
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 9, 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 : 20,984: 7,026 3,763 1,006 1,857 8,975 9,889 13,744: 11,095 7,239
Old : 20,984: 7,026 3,763 1,006 1,857 8,975 9,889 13,744: 11,095 7,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -2,532: -2,007 108 216 60 -2,150 -1,731 -1,825: -801 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 17.9 4.8 8.8 42.8 47.1 65.5: 52.9 34.5
Old : 100.0: 33.5 17.9 4.8 8.8 42.8 47.1 65.5: 52.9 34.5
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 : 37: 17 7 5 5 9 25 18:
Old : 37: 17 7 5 5 9 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 40.2 25.7 54.8 15.7 37.3 24.6 51.9
Old : 15.9 40.2 25.7 54.8 15.7 37.3 24.6 51.9
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 9, 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 : 29,818: 7,294 7,766 408 17,339 15,532 25,042 23,706: 4,776 6,112
Old : 29,818: 7,294 7,766 408 17,339 15,532 25,042 23,706: 4,776 6,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,105: 41 426 30 2,031 574 2,101 1,030: -997 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 26.0 1.4 58.2 52.1 84.0 79.5: 16.0 20.5
Old : 100.0: 24.5 26.0 1.4 58.2 52.1 84.0 79.5: 16.0 20.5
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 : 49: 13 17 4 12 9 28 27:
Old : 49: 13 17 4 12 9 28 27:
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 : 44.8 44.5 61.6 59.2 44.8 44.5 61.1 59.2
Old : 44.8 44.5 61.6 59.2 44.8 44.5 61.1 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 101,415: 44,952 29,149 1,775 41,441 57,380 88,168 88,304: 13,247 13,111
Old : 101,415: 44,952 29,149 1,775 41,441 57,380 88,168 88,304: 13,247 13,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 9,243: 7,504 2,014 295 521 9,523 8,319 11,832: 924 -2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 28.7 1.8 40.9 56.6 86.9 87.1: 13.1 12.9
Old : 100.0: 44.3 28.7 1.8 40.9 56.6 86.9 87.1: 13.1 12.9
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 : 118: 51 31 13 23 22 79 61:
Old : 118: 51 31 13 23 22 79 61:
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 : 27.8 32.7 41.1 49.6 27.2 32.7 40.0 49.3
Old : 27.8 32.7 41.1 49.6 27.2 32.7 40.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 53,336: 2,729 17,894 285 49,986 34,956 53,000 53,135: 336 201
Old : 53,336: 2,729 17,894 285 49,986 34,956 53,000 53,135: 336 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 412: 228 -67 0 78 344 306 277: 106 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 33.5 0.5 93.7 65.5 99.4 99.6: 0.6 0.4
Old : 100.0: 5.1 33.5 0.5 93.7 65.5 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 16 2 14 12 22 30:
Old : 44: 8 16 2 14 12 22 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 : 88.7 75.3 93.7 88.6 85.3 70.0 89.4 83.2
Old : 88.7 75.3 93.7 88.6 85.3 70.0 89.4 83.2
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 9, 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 : 13,195: 7,333 2,913 292 5,469 9,869 13,094 13,074: 101 121
Old : 13,195: 7,333 2,913 292 5,469 9,869 13,094 13,074: 101 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -50: -402 -256 292 53 -70 -57 -34: 7 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 22.1 2.2 41.4 74.8 99.2 99.1: 0.8 0.9
Old : 100.0: 55.6 22.1 2.2 41.4 74.8 99.2 99.1: 0.8 0.9
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 : 25: 10 6 1 3 6 13 13:
Old : 25: 10 6 1 3 6 13 13:
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 : 82.4 81.2 95.8 95.1 80.2 81.2 93.6 94.4
Old : 82.4 81.2 95.8 95.1 80.2 81.2 93.6 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2007