WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 538,132: 84,144 68,366 177,503 234,132 212,645 495,779 458,515: 42,353 79,617
Old : 412,896: 55,511 85,046 130,517 196,328 142,899 382,356 358,462: 30,540 54,434
Other: 125,236: 58,134 12,821 17,486 37,804 69,746 113,424 100,053: 11,813 25,183
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,394: -2,171 -2,472 4,534 2,003 -949 4,366 1,113: -2,972 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.7 33.0 43.5 39.5 92.1 85.2: 7.9 14.8
Old : 100.0: 13.4 20.6 31.6 47.5 34.6 92.6 86.8: 7.4 13.2
Other: 100.0: 46.4 10.2 14.0 30.2 55.7 90.6 79.9: 9.4 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 128 129 163 93 129 321 339:
Old : 391: 106 147 141 80 120 281 323:
Other: 244: 86 49 51 59 92 173 169:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 13.0 27.2 21.1 18.3 10.8 25.9 15.5
Old : 21.5 14.0 31.0 23.6 21.0 10.7 30.0 16.0
Other: 28.0 17.8 43.7 27.6 27.4 17.1 40.7 25.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 1,630,952: 249,179 99,894 477,174 732,630 766,217 1,458,982 1,343,284: 171,970 287,668
Old : 1,318,416: 183,256 134,607 364,374 627,054 592,485 1,174,684 1,091,465: 143,733 226,951
Other: 312,536: 115,748 15,112 62,975 105,576 173,732 284,299 251,819: 28,238 60,717
: : :
: : Changes in Commitments from: October 9, 2007 :
: 15,676: 620 -4,964 12,807 -254 13,764 13,173 21,607: 2,503 -5,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 6.1 29.3 44.9 47.0 89.5 82.4: 10.5 17.6
Old : 100.0: 13.9 10.2 27.6 47.6 44.9 89.1 82.8: 10.9 17.2
Other: 100.0: 37.0 4.8 20.1 33.8 55.6 91.0 80.6: 9.0 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 174 156 245 266 309 578 601:
Old : 699: 156 183 226 257 303 553 587:
Other: 437: 110 57 63 98 230 238 323:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 19.1 21.5 24.6 10.5 11.6 15.9 15.6
Old : 14.4 17.7 23.2 23.8 11.8 10.5 18.5 14.6
Other: 20.9 25.7 31.3 32.4 14.1 18.6 22.6 23.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 15,461: 4,055 671 1,187 7,120 9,178 12,363 11,037: 3,098 4,424
Old : 15,357: 4,055 671 1,187 7,109 9,133 12,352 10,992: 3,005 4,365
Other: 104: 0 0 0 11 45 11 45: 93 59
: : :
: : Changes in Commitments from: October 9, 2007 :
: 163: -272 14 161 202 101 91 276: 72 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.3 7.7 46.1 59.4 80.0 71.4: 20.0 28.6
Old : 100.0: 26.4 4.4 7.7 46.3 59.5 80.4 71.6: 19.6 28.4
Other: 100.0: 0.0 0.0 0.0 10.6 43.3 10.6 43.3: 89.4 56.7
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 9 6 16 14 42 24:
Old : 51: 21 9 6 15 14 41 24:
Other: 5: 0 0 0 2 4 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 33.0 34.8 46.4 53.5 25.8 26.2 36.5 39.0
Old : 33.2 34.9 46.7 53.6 26.0 26.4 36.8 39.1
Other: 10.6 43.3 10.6 43.3 9.6 42.3 9.6 42.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 784,454: 154,556 22,792 231,396 316,489 409,877 702,441 664,065: 82,013 120,389
Old : 688,153: 134,260 27,005 206,338 272,517 351,104 613,114 584,447: 75,038 103,706
Other: 96,301: 36,956 12,446 8,399 43,972 58,773 89,326 79,618: 6,975 16,684
: : :
: : Changes in Commitments from: October 9, 2007 :
: 18,181: 3,671 3,035 8,885 2,487 7,238 15,043 19,158: 3,138 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.9 29.5 40.3 52.3 89.5 84.7: 10.5 15.3
Old : 100.0: 19.5 3.9 30.0 39.6 51.0 89.1 84.9: 10.9 15.1
Other: 100.0: 38.4 12.9 8.7 45.7 61.0 92.8 82.7: 7.2 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 193 99 190 153 211 431 444:
Old : 542: 187 103 187 152 209 424 441:
Other: 268: 52 57 28 46 142 116 211:
:----------------------------------------------------------------------------------------------------
: 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 23.1 25.3 31.8 12.0 18.2 17.9 22.4
Old : 15.0 22.0 23.3 30.6 13.0 17.2 18.6 22.4
Other: 48.0 32.2 61.9 48.2 44.1 31.6 54.9 43.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,905: 16,161 3,813 2,402 0 484 18,563 6,699: 4,342 16,206
Old : 18,373: 12,001 3,728 2,342 0 434 14,343 6,504: 4,030 11,869
Other: 4,532: 4,220 145 0 0 50 4,220 195: 312 4,337
: : :
: : Changes in Commitments from: October 9, 2007 :
: -784: -2,988 -2,968 1,584 -4 -302 -1,408 -1,686: 624 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 16.6 10.5 0.0 2.1 81.0 29.2: 19.0 70.8
Old : 100.0: 65.3 20.3 12.7 0.0 2.4 78.1 35.4: 21.9 64.6
Other: 100.0: 93.1 3.2 0.0 0.0 1.1 93.1 4.3: 6.9 95.7
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 15 7 8 0 1 19 12:
Old : 23: 15 7 8 0 1 19 12:
Other: 10: 8 1 0 0 1 8 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 20.2 66.4 27.8 55.2 13.9 64.4 18.8
Old : 49.8 24.4 61.5 33.6 49.7 16.5 57.8 22.7
Other: 77.6 4.3 93.1 4.3 77.6 4.3 93.1 4.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 310,248: 69,309 11,994 58,737 155,630 224,373 283,676 295,104: 26,572 15,144
Old : 290,615: 69,915 15,193 51,379 143,456 209,410 264,751 275,983: 25,864 14,631
Other: 19,633: 5,760 3,167 991 12,174 14,962 18,925 19,120: 708 513
: : :
: : Changes in Commitments from: October 9, 2007 :
: 6,492: 3,634 -1,958 2,434 4,146 8,858 10,215 9,335: -3,722 -2,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.9 18.9 50.2 72.3 91.4 95.1: 8.6 4.9
Old : 100.0: 24.1 5.2 17.7 49.4 72.1 91.1 95.0: 8.9 5.0
Other: 100.0: 29.3 16.1 5.0 62.0 76.2 96.4 97.4: 3.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 74 33 65 68 65 178 141:
Old : 206: 73 38 63 68 64 177 139:
Other: 43: 13 9 9 10 14 26 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 : 18.4 33.1 27.9 45.6 15.8 30.5 22.7 39.1
Old : 18.6 33.6 27.3 45.5 16.8 30.3 23.8 38.7
Other: 68.8 70.2 84.9 83.3 68.4 70.2 83.4 83.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 1,093,279: 117,724 163,178 80,829 744,820 672,507 943,373 916,514: 149,906 176,764
Old : 1,093,279: 117,724 163,178 80,829 744,820 672,507 943,373 916,514: 149,906 176,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 19,217: 6,091 -1,803 5,341 9,029 24,868 20,460 28,406: -1,243 -9,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 14.9 7.4 68.1 61.5 86.3 83.8: 13.7 16.2
Old : 100.0: 10.8 14.9 7.4 68.1 61.5 86.3 83.8: 13.7 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 39 42 48 81 91 143 158:
Old : 185: 39 42 48 81 91 143 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 29.5 31.9 39.6 16.1 23.8 23.3 30.4
Old : 20.1 29.5 31.9 39.6 16.1 23.8 23.3 30.4
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 16, 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 : 246,135: 69,277 6,616 36,872 95,647 179,405 201,797 222,893: 44,338 23,241
Old : 232,974: 67,035 8,446 32,612 91,025 169,337 190,671 210,394: 42,303 22,580
Other: 13,160: 5,091 1,019 1,412 4,622 10,068 11,125 12,499: 2,035 661
: : :
: : Changes in Commitments from: October 9, 2007 :
: 9,506: 5,224 -522 4,541 1,671 8,453 11,436 12,472: -1,931 -2,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 2.7 15.0 38.9 72.9 82.0 90.6: 18.0 9.4
Old : 100.0: 28.8 3.6 14.0 39.1 72.7 81.8 90.3: 18.2 9.7
Other: 100.0: 38.7 7.7 10.7 35.1 76.5 84.5 95.0: 15.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 69 20 55 59 62 160 120:
Old : 179: 68 26 53 58 62 159 118:
Other: 54: 17 9 14 20 11 45 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 : 20.4 36.3 29.4 48.9 17.2 34.2 26.2 45.4
Old : 21.1 37.9 30.6 48.5 18.9 36.2 28.0 45.4
Other: 32.0 65.0 50.9 79.9 28.8 65.0 43.4 75.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 19,503: 4,918 694 2,843 8,238 14,748 15,999 18,286: 3,505 1,218
Old : 18,819: 5,164 700 2,557 7,644 14,368 15,365 17,626: 3,454 1,193
Other: 684: 29 269 10 594 380 633 659: 51 25
: : :
: : Changes in Commitments from: October 9, 2007 :
: -345: -653 187 -120 1,067 240 294 307: -639 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.6 14.6 42.2 75.6 82.0 93.8: 18.0 6.2
Old : 100.0: 27.4 3.7 13.6 40.6 76.4 81.6 93.7: 18.4 6.3
Other: 100.0: 4.2 39.3 1.5 86.8 55.5 92.5 96.3: 7.5 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 28 11 14 31 21 64 42:
Old : 77: 28 11 12 31 21 64 40:
Other: 19: 4 5 2 5 7 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 56.2 38.4 73.3 20.0 53.9 30.7 62.2
Old : 22.4 56.9 39.2 74.2 20.2 55.5 32.0 65.2
Other: 83.9 59.5 91.6 89.4 75.3 58.3 80.6 84.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 1,058,345: 235,829 248,078 24,863 652,828 699,006 913,520 971,947: 144,826 86,398
Old : 1,058,345: 235,829 248,078 24,863 652,828 699,006 913,520 971,947: 144,826 86,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 69,097: 4,923 33,724 1,831 58,099 53,353 64,854 88,909: 4,243 -19,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 23.4 2.3 61.7 66.0 86.3 91.8: 13.7 8.2
Old : 100.0: 22.3 23.4 2.3 61.7 66.0 86.3 91.8: 13.7 8.2
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 : 216: 54 34 19 97 87 157 134:
Old : 216: 54 34 19 97 87 157 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 38.8 22.4 51.4 13.1 36.8 21.3 48.6
Old : 13.8 38.8 22.4 51.4 13.1 36.8 21.3 48.6
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 16, 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 : 3,207,746: 694,738 343,652 434,702 1,734,349 1,971,215 2,863,789 2,749,569: 343,958 458,178
Old : 3,207,746: 694,738 343,652 434,702 1,734,349 1,971,215 2,863,789 2,749,569: 343,958 458,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 46,326: 1,431 6,933 -13,349 53,698 29,680 41,780 23,264: 4,547 23,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 10.7 13.6 54.1 61.5 89.3 85.7: 10.7 14.3
Old : 100.0: 21.7 10.7 13.6 54.1 61.5 89.3 85.7: 10.7 14.3
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 : 312: 62 75 83 133 145 243 256:
Old : 312: 62 75 83 133 145 243 256:
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 : 23.4 24.8 33.9 32.8 14.8 18.9 22.8 23.0
Old : 23.4 24.8 33.9 32.8 14.8 18.9 22.8 23.0
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 16, 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 : 1,862,008: 408,666 211,444 145,195 1,060,243 1,268,429 1,614,104 1,625,068: 247,905 236,940
Old : 1,862,008: 408,666 211,444 145,195 1,060,243 1,268,429 1,614,104 1,625,068: 247,905 236,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 4,268: 9,390 -24,943 7,872 2,941 21,093 20,204 4,023: -15,936 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 11.4 7.8 56.9 68.1 86.7 87.3: 13.3 12.7
Old : 100.0: 21.9 11.4 7.8 56.9 68.1 86.7 87.3: 13.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 41 46 45 106 96 172 162:
Old : 217: 41 46 45 106 96 172 162:
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 : 19.1 37.4 28.0 46.5 16.1 32.9 23.6 38.3
Old : 19.1 37.4 28.0 46.5 16.1 32.9 23.6 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 547,831: 148,777 76,636 147,189 228,104 300,000 524,071 523,825: 23,760 24,006
Old : 547,831: 148,777 76,636 147,189 228,104 300,000 524,071 523,825: 23,760 24,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 45,492: 38,885 16,933 1,037 8,562 35,724 48,484 53,693: -2,992 -8,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 14.0 26.9 41.6 54.8 95.7 95.6: 4.3 4.4
Old : 100.0: 27.2 14.0 26.9 41.6 54.8 95.7 95.6: 4.3 4.4
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 : 130: 28 33 44 49 62 100 118:
Old : 130: 28 33 44 49 62 100 118:
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 : 37.4 22.6 50.7 34.9 30.5 14.4 34.9 21.4
Old : 37.4 22.6 50.7 34.9 30.5 14.4 34.9 21.4
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 16, 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 : 22,891: 6,390 4,321 1,615 2,021 8,420 10,027 14,356: 12,864 8,535
Old : 22,891: 6,390 4,321 1,615 2,021 8,420 10,027 14,356: 12,864 8,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,908: -636 558 609 165 -555 138 612: 1,770 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 18.9 7.1 8.8 36.8 43.8 62.7: 56.2 37.3
Old : 100.0: 27.9 18.9 7.1 8.8 36.8 43.8 62.7: 56.2 37.3
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 : 36: 14 8 5 7 10 25 19:
Old : 36: 14 8 5 7 10 25 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 : 15.4 31.0 24.4 47.1 14.6 27.9 22.9 43.8
Old : 15.4 31.0 24.4 47.1 14.6 27.9 22.9 43.8
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 16, 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 : 32,279: 9,384 10,464 556 17,711 17,724 27,650 28,744: 4,629 3,535
Old : 32,279: 9,384 10,464 556 17,711 17,724 27,650 28,744: 4,629 3,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,461: 2,089 2,698 147 372 2,192 2,608 5,037: -147 -2,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 32.4 1.7 54.9 54.9 85.7 89.0: 14.3 11.0
Old : 100.0: 29.1 32.4 1.7 54.9 54.9 85.7 89.0: 14.3 11.0
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 : 58: 16 21 5 13 10 33 32:
Old : 58: 16 21 5 13 10 33 32:
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 : 41.7 42.8 58.0 62.7 41.7 42.8 57.8 62.7
Old : 41.7 42.8 58.0 62.7 41.7 42.8 57.8 62.7
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 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 103,052: 41,944 34,913 1,754 44,794 54,487 88,493 91,155: 14,559 11,897
Old : 103,052: 41,944 34,913 1,754 44,794 54,487 88,493 91,155: 14,559 11,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,636: -3,008 5,764 -21 3,353 -2,893 325 2,851: 1,312 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 33.9 1.7 43.5 52.9 85.9 88.5: 14.1 11.5
Old : 100.0: 40.7 33.9 1.7 43.5 52.9 85.9 88.5: 14.1 11.5
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 : 122: 50 36 14 25 21 82 64:
Old : 122: 50 36 14 25 21 82 64:
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 : 28.7 31.5 42.8 47.7 28.1 31.3 41.9 47.2
Old : 28.7 31.5 42.8 47.7 28.1 31.3 41.9 47.2
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 16, 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 : 53,098: 2,969 17,771 285 49,685 35,041 52,939 53,097: 159 1
Old : 53,098: 2,969 17,771 285 49,685 35,041 52,939 53,097: 159 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -238: 240 -123 0 -301 85 -61 -38: -177 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 33.5 0.5 93.6 66.0 99.7 100.0: 0.3 0.0
Old : 100.0: 5.6 33.5 0.5 93.6 66.0 99.7 100.0: 0.3 0.0
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 : 42: 8 15 2 13 12 21 29:
Old : 42: 8 15 2 13 12 21 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 : 89.0 75.8 94.2 89.8 85.9 70.8 90.2 84.8
Old : 89.0 75.8 94.2 89.8 85.9 70.8 90.2 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 15,620: 9,958 2,314 1 5,559 13,184 15,518 15,499: 102 121
Old : 15,620: 9,958 2,314 1 5,559 13,184 15,518 15,499: 102 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,425: 2,625 -599 -291 90 3,315 2,424 2,425: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 14.8 0.0 35.6 84.4 99.3 99.2: 0.7 0.8
Old : 100.0: 63.8 14.8 0.0 35.6 84.4 99.3 99.2: 0.7 0.8
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 : 25: 9 7 1 4 5 13 13:
Old : 25: 9 7 1 4 5 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 : 84.9 90.5 96.4 97.8 84.9 90.5 96.4 97.8
Old : 84.9 90.5 96.4 97.8 84.9 90.5 96.4 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2007