WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 551,037: 87,949 70,878 182,677 236,378 212,341 507,004 465,896: 44,033 85,141
Old : 418,561: 56,897 85,541 134,600 195,853 139,966 387,350 360,106: 31,211 58,455
Other: 132,476: 60,309 14,594 18,821 40,524 72,375 119,654 105,789: 12,822 26,687
: : :
: : Changes in Commitments from: October 16, 2007 :
: 12,905: 3,805 2,511 5,174 2,245 -305 11,224 7,381: 1,681 5,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.9 33.2 42.9 38.5 92.0 84.5: 8.0 15.5
Old : 100.0: 13.6 20.4 32.2 46.8 33.4 92.5 86.0: 7.5 14.0
Other: 100.0: 45.5 11.0 14.2 30.6 54.6 90.3 79.9: 9.7 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 139 127 174 96 132 330 357:
Old : 401: 115 145 152 81 123 289 338:
Other: 253: 91 55 53 62 93 182 175:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 12.5 27.3 20.4 18.6 10.5 26.0 15.0
Old : 21.4 13.3 30.9 22.5 21.0 10.1 29.6 15.1
Other: 28.5 18.1 43.0 27.7 27.9 17.5 40.7 25.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 1,640,585: 253,963 98,212 483,799 729,842 772,198 1,467,604 1,354,209: 172,981 286,376
Old : 1,319,692: 183,790 131,624 370,430 620,802 594,123 1,175,021 1,096,177: 144,670 223,515
Other: 320,893: 118,174 14,588 65,368 109,040 178,076 292,582 258,032: 28,310 62,861
: : :
: : Changes in Commitments from: October 16, 2007 :
: 9,632: 4,785 -1,682 6,625 -2,788 5,981 8,622 10,924: 1,011 -1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 6.0 29.5 44.5 47.1 89.5 82.5: 10.5 17.5
Old : 100.0: 13.9 10.0 28.1 47.0 45.0 89.0 83.1: 11.0 16.9
Other: 100.0: 36.8 4.5 20.4 34.0 55.5 91.2 80.4: 8.8 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 711: 187 142 245 270 313 587 601:
Old : 702: 172 169 224 258 305 555 586:
Other: 448: 118 53 65 103 236 250 328:
:----------------------------------------------------------------------------------------------------
: 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 18.9 21.0 24.2 10.5 12.1 15.9 16.2
Old : 14.2 17.5 22.6 23.4 11.9 11.1 18.4 15.4
Other: 20.7 25.5 30.3 32.2 13.5 18.6 21.5 23.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 15,522: 3,841 681 1,218 7,498 8,749 12,558 10,648: 2,963 4,873
Old : 15,390: 3,841 681 1,218 7,476 8,676 12,536 10,575: 2,853 4,814
Other: 132: 0 0 0 22 73 22 73: 110 59
: : :
: : Changes in Commitments from: October 16, 2007 :
: 61: -214 10 31 378 -429 196 -389: -135 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.4 7.8 48.3 56.4 80.9 68.6: 19.1 31.4
Old : 100.0: 25.0 4.4 7.9 48.6 56.4 81.5 68.7: 18.5 31.3
Other: 100.0: 0.0 0.0 0.0 16.7 55.3 16.7 55.3: 83.3 44.7
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 9 6 18 14 42 24:
Old : 49: 19 9 6 17 14 41 24:
Other: 6: 0 0 0 3 4 3 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 : 32.8 32.4 47.2 51.7 26.7 23.1 37.7 35.2
Old : 33.1 32.3 47.6 51.6 26.9 23.3 38.0 35.2
Other: 16.7 55.3 16.7 55.3 15.9 54.5 15.9 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 785,306: 158,231 23,760 231,692 326,495 420,512 716,419 675,964: 68,887 109,341
Old : 684,849: 136,057 27,458 206,413 280,568 358,743 623,038 592,614: 61,810 92,234
Other: 100,457: 37,881 12,009 9,572 45,927 61,769 93,380 83,350: 7,077 17,107
: : :
: : Changes in Commitments from: October 16, 2007 :
: 852: 3,675 969 297 10,006 10,634 13,978 11,900: -13,126 -11,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.0 29.5 41.6 53.5 91.2 86.1: 8.8 13.9
Old : 100.0: 19.9 4.0 30.1 41.0 52.4 91.0 86.5: 9.0 13.5
Other: 100.0: 37.7 12.0 9.5 45.7 61.5 93.0 83.0: 7.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 204 94 208 160 217 454 467:
Old : 560: 196 102 206 159 214 448 463:
Other: 284: 62 58 28 46 146 122 220:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 23.3 26.0 32.4 12.2 18.8 18.4 22.4
Old : 14.9 22.2 24.0 31.1 13.2 17.8 18.8 22.1
Other: 46.1 32.6 59.9 49.3 41.8 32.0 52.3 43.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,300: 15,034 3,007 1,983 0 705 17,017 5,695: 4,283 15,605
Old : 16,537: 10,594 2,862 1,983 0 610 12,577 5,455: 3,960 11,082
Other: 4,763: 4,440 145 0 0 95 4,440 240: 323 4,523
: : :
: : Changes in Commitments from: October 16, 2007 :
: -1,605: -1,127 -806 -419 0 221 -1,546 -1,004: -59 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 14.1 9.3 0.0 3.3 79.9 26.7: 20.1 73.3
Old : 100.0: 64.1 17.3 12.0 0.0 3.7 76.1 33.0: 23.9 67.0
Other: 100.0: 93.2 3.0 0.0 0.0 2.0 93.2 5.0: 6.8 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 7 10 0 2 16 15:
Old : 21: 11 7 10 0 2 16 15:
Other: 10: 7 1 0 0 2 7 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 : 57.5 16.4 69.3 23.3 56.2 10.8 66.8 16.5
Old : 50.9 20.2 64.2 28.8 49.2 12.7 60.2 20.0
Other: 80.3 5.0 93.2 5.0 80.3 5.0 93.2 5.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 323,190: 69,020 14,533 61,266 163,949 232,037 294,236 307,837: 28,954 15,352
Old : 303,456: 68,890 17,655 54,586 151,891 216,457 275,366 288,698: 28,090 14,758
Other: 19,733: 5,950 2,698 861 12,058 15,580 18,869 19,139: 864 594
: : :
: : Changes in Commitments from: October 16, 2007 :
: 12,942: -289 2,539 2,529 8,319 7,665 10,560 12,734: 2,382 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.5 19.0 50.7 71.8 91.0 95.2: 9.0 4.8
Old : 100.0: 22.7 5.8 18.0 50.1 71.3 90.7 95.1: 9.3 4.9
Other: 100.0: 30.2 13.7 4.4 61.1 79.0 95.6 97.0: 4.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 80 32 65 66 65 182 142:
Old : 211: 79 39 64 66 64 182 140:
Other: 45: 17 6 12 11 14 31 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 : 18.4 33.1 28.2 44.5 15.5 30.4 22.5 38.9
Old : 19.1 33.1 28.0 44.3 16.5 29.8 23.3 38.0
Other: 66.6 71.4 82.2 84.4 66.3 71.4 80.6 83.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 1,115,347: 137,040 157,487 96,689 723,267 686,207 956,996 940,383: 158,351 174,964
Old : 1,115,347: 137,040 157,487 96,689 723,267 686,207 956,996 940,383: 158,351 174,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 22,069: 19,316 -5,691 15,860 -21,553 13,700 13,624 23,869: 8,445 -1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 14.1 8.7 64.8 61.5 85.8 84.3: 14.2 15.7
Old : 100.0: 12.3 14.1 8.7 64.8 61.5 85.8 84.3: 14.2 15.7
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 : 194: 36 48 52 87 92 154 161:
Old : 194: 36 48 52 87 92 154 161:
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 : 18.5 29.1 29.2 40.8 15.2 23.0 22.9 30.6
Old : 18.5 29.1 29.2 40.8 15.2 23.0 22.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 257,147: 73,398 7,966 39,780 99,312 186,141 212,490 233,887: 44,656 23,260
Old : 243,705: 69,999 8,499 36,745 94,645 175,933 201,389 221,177: 42,316 22,528
Other: 13,441: 4,854 923 1,580 4,667 10,207 11,101 12,710: 2,341 732
: : :
: : Changes in Commitments from: October 16, 2007 :
: 11,012: 4,121 1,350 2,908 3,664 6,736 10,693 10,994: 318 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 3.1 15.5 38.6 72.4 82.6 91.0: 17.4 9.0
Old : 100.0: 28.7 3.5 15.1 38.8 72.2 82.6 90.8: 17.4 9.2
Other: 100.0: 36.1 6.9 11.8 34.7 75.9 82.6 94.6: 17.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 76 17 59 62 62 163 126:
Old : 184: 74 22 57 61 62 162 124:
Other: 57: 20 8 14 23 11 49 28:
:----------------------------------------------------------------------------------------------------
: 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 37.7 29.1 50.0 17.7 35.8 26.1 46.8
Old : 21.0 39.7 30.2 49.8 19.5 38.1 27.9 46.9
Other: 31.9 64.3 48.4 80.7 29.4 63.7 42.5 74.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 18,928: 5,002 511 2,977 7,506 14,356 15,485 17,845: 3,444 1,083
Old : 18,190: 5,187 515 2,712 6,907 13,939 14,806 17,166: 3,384 1,023
Other: 738: 66 248 13 599 417 678 678: 60 60
: : :
: : Changes in Commitments from: October 16, 2007 :
: -575: 84 -182 134 -732 -392 -514 -441: -61 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 2.7 15.7 39.7 75.8 81.8 94.3: 18.2 5.7
Old : 100.0: 28.5 2.8 14.9 38.0 76.6 81.4 94.4: 18.6 5.6
Other: 100.0: 9.0 33.6 1.8 81.1 56.5 91.9 91.9: 8.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 29 10 16 32 23 67 44:
Old : 80: 29 10 14 31 23 66 42:
Other: 20: 5 5 2 5 7 11 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 : 21.9 59.4 35.4 74.0 20.0 56.9 31.1 66.3
Old : 22.2 60.3 36.2 75.2 20.3 58.8 32.5 69.6
Other: 78.4 54.8 88.4 82.2 69.3 53.5 77.8 76.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 1,032,131: 223,505 234,179 23,998 640,362 670,526 887,865 928,703: 144,266 103,427
Old : 1,032,131: 223,505 234,179 23,998 640,362 670,526 887,865 928,703: 144,266 103,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -26,215: -12,324 -13,899 -865 -12,466 -28,480 -25,654 -43,243: -560 17,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 22.7 2.3 62.0 65.0 86.0 90.0: 14.0 10.0
Old : 100.0: 21.7 22.7 2.3 62.0 65.0 86.0 90.0: 14.0 10.0
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 : 215: 51 37 22 98 83 158 133:
Old : 215: 51 37 22 98 83 158 133:
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 39.1 23.5 50.7 13.5 36.4 21.9 47.2
Old : 13.8 39.1 23.5 50.7 13.5 36.4 21.9 47.2
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 23, 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 : 3,403,976: 707,391 299,537 516,373 1,813,525 2,127,470 3,037,289 2,943,379: 366,688 460,597
Old : 3,403,976: 707,391 299,537 516,373 1,813,525 2,127,470 3,037,289 2,943,379: 366,688 460,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 196,230: 12,653 -44,115 81,671 79,177 156,255 173,500 193,810: 22,730 2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.8 15.2 53.3 62.5 89.2 86.5: 10.8 13.5
Old : 100.0: 20.8 8.8 15.2 53.3 62.5 89.2 86.5: 10.8 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 : 323: 74 69 85 143 155 257 270:
Old : 323: 74 69 85 143 155 257 270:
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 25.4 32.7 34.6 14.6 19.0 22.0 23.8
Old : 22.5 25.4 32.7 34.6 14.6 19.0 22.0 23.8
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 23, 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 : 1,937,784: 408,281 257,493 159,135 1,113,600 1,295,041 1,681,016 1,711,669: 256,768 226,115
Old : 1,937,784: 408,281 257,493 159,135 1,113,600 1,295,041 1,681,016 1,711,669: 256,768 226,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 75,776: -384 46,048 13,940 53,357 26,612 66,913 86,600: 8,863 -10,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 13.3 8.2 57.5 66.8 86.7 88.3: 13.3 11.7
Old : 100.0: 21.1 13.3 8.2 57.5 66.8 86.7 88.3: 13.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 49 42 44 106 94 178 157:
Old : 219: 49 42 44 106 94 178 157:
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 : 20.6 39.6 29.0 48.7 18.3 35.5 24.7 40.7
Old : 20.6 39.6 29.0 48.7 18.3 35.5 24.7 40.7
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 23, 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 : 604,080: 111,904 61,507 182,791 278,633 326,794 573,328 571,093: 30,752 32,987
Old : 604,080: 111,904 61,507 182,791 278,633 326,794 573,328 571,093: 30,752 32,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 56,249: -36,873 -15,128 35,602 50,528 26,795 49,257 47,268: 6,992 8,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.2 30.3 46.1 54.1 94.9 94.5: 5.1 5.5
Old : 100.0: 18.5 10.2 30.3 46.1 54.1 94.9 94.5: 5.1 5.5
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 : 138: 37 29 44 57 63 111 120:
Old : 138: 37 29 44 57 63 111 120:
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 : 25.7 20.6 39.3 32.9 14.0 10.7 20.9 17.3
Old : 25.7 20.6 39.3 32.9 14.0 10.7 20.9 17.3
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 23, 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 : 22,431: 6,877 4,656 1,921 2,394 7,626 11,192 14,204: 11,238 8,227
Old : 22,431: 6,877 4,656 1,921 2,394 7,626 11,192 14,204: 11,238 8,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -461: 487 336 306 372 -794 1,166 -153: -1,626 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 20.8 8.6 10.7 34.0 49.9 63.3: 50.1 36.7
Old : 100.0: 30.7 20.8 8.6 10.7 34.0 49.9 63.3: 50.1 36.7
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 : 43: 17 11 10 7 11 31 25:
Old : 43: 17 11 10 7 11 31 25:
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 : 15.6 29.6 25.2 45.4 15.6 26.5 23.7 42.0
Old : 15.6 29.6 25.2 45.4 15.6 26.5 23.7 42.0
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 23, 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 : 33,821: 11,946 10,089 320 16,990 17,054 29,257 27,463: 4,564 6,358
Old : 33,821: 11,946 10,089 320 16,990 17,054 29,257 27,463: 4,564 6,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,542: 2,563 -375 -235 -720 -670 1,607 -1,280: -65 2,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 29.8 0.9 50.2 50.4 86.5 81.2: 13.5 18.8
Old : 100.0: 35.3 29.8 0.9 50.2 50.4 86.5 81.2: 13.5 18.8
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 : 56: 18 16 6 13 12 35 30:
Old : 56: 18 16 6 13 12 35 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 : 36.8 34.2 55.0 55.4 36.7 34.2 54.3 55.4
Old : 36.8 34.2 55.0 55.4 36.7 34.2 54.3 55.4
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 23, 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 : 111,514: 39,967 34,411 2,087 53,575 63,843 95,629 100,341: 15,885 11,173
Old : 111,514: 39,967 34,411 2,087 53,575 63,843 95,629 100,341: 15,885 11,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 8,462: -1,977 -503 332 8,780 9,356 7,135 9,186: 1,326 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 30.9 1.9 48.0 57.3 85.8 90.0: 14.2 10.0
Old : 100.0: 35.8 30.9 1.9 48.0 57.3 85.8 90.0: 14.2 10.0
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 : 117: 51 28 18 28 19 86 58:
Old : 117: 51 28 18 28 19 86 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 40.7 44.1 57.5 30.9 40.5 43.1 56.9
Old : 31.5 40.7 44.1 57.5 30.9 40.5 43.1 56.9
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 23, 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 : 54,992: 5,442 18,528 575 48,741 35,762 54,758 54,865: 234 127
Old : 54,992: 5,442 18,528 575 48,741 35,762 54,758 54,865: 234 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,894: 2,473 757 290 -944 721 1,819 1,768: 75 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 33.7 1.0 88.6 65.0 99.6 99.8: 0.4 0.2
Old : 100.0: 9.9 33.7 1.0 88.6 65.0 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 14 4 14 14 25 31:
Old : 45: 10 14 4 14 14 25 31:
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 : 84.0 76.0 91.5 91.0 82.1 71.7 88.0 86.7
Old : 84.0 76.0 91.5 91.0 82.1 71.7 88.0 86.7
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 23, 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 : 15,189: 9,085 3,524 106 5,997 11,505 15,188 15,135: 1 54
Old : 15,189: 9,085 3,524 106 5,997 11,505 15,188 15,135: 1 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -431: -873 1,210 105 438 -1,679 -330 -364: -101 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 23.2 0.7 39.5 75.7 100.0 99.6: 0.0 0.4
Old : 100.0: 59.8 23.2 0.7 39.5 75.7 100.0 99.6: 0.0 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 : 24: 9 6 1 4 6 13 13:
Old : 24: 9 6 1 4 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 : 80.7 78.8 96.7 96.9 80.0 78.1 96.0 96.3
Old : 80.7 78.8 96.7 96.9 80.0 78.1 96.0 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2007