WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 6, 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 : 422,390: 96,835 88,491 81,907 203,124 177,460 381,866 347,858: 40,524 74,532
Old : 291,216: 64,790 101,708 38,119 160,573 103,486 263,482 243,313: 27,734 47,903
Other: 131,174: 62,382 17,120 13,451 42,551 73,974 118,384 104,545: 12,790 26,629
: : :
: : Changes in Commitments from: October 30, 2007 :
: -818: 3,287 2,769 -1,814 -390 -2,195 1,083 -1,240: -1,901 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 21.0 19.4 48.1 42.0 90.4 82.4: 9.6 17.6
Old : 100.0: 22.2 34.9 13.1 55.1 35.5 90.5 83.6: 9.5 16.4
Other: 100.0: 47.6 13.1 10.3 32.4 56.4 90.2 79.7: 9.8 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 118 121 147 80 116 297 314:
Old : 377: 108 135 111 61 101 241 287:
Other: 258: 97 47 40 55 92 175 166:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 14.9 34.0 22.6 23.2 14.4 33.4 21.4
Old : 27.7 15.7 40.6 24.3 27.4 15.0 40.1 23.2
Other: 33.0 19.8 46.8 30.4 32.7 19.5 44.7 28.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 6, 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 : 1,232,612: 351,075 125,025 162,195 587,180 694,646 1,100,450 981,866: 132,162 250,746
Old : 970,811: 248,524 157,399 101,003 513,386 525,682 862,913 784,084: 107,898 186,727
Other: 261,801: 155,290 20,365 8,453 73,794 168,964 237,537 197,782: 24,264 64,019
: : :
: : Changes in Commitments from: October 30, 2007 :
: 41,818: 27,351 -9,319 8,876 557 34,552 36,784 34,109: 5,034 7,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.1 13.2 47.6 56.4 89.3 79.7: 10.7 20.3
Old : 100.0: 25.6 16.2 10.4 52.9 54.1 88.9 80.8: 11.1 19.2
Other: 100.0: 59.3 7.8 3.2 28.2 64.5 90.7 75.5: 9.3 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 696: 193 125 165 203 282 488 519:
Old : 678: 158 162 131 189 272 436 498:
Other: 448: 122 46 22 70 237 202 300:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 18.3 24.2 24.7 15.9 16.4 23.8 22.5
Old : 17.6 17.3 27.4 24.3 17.6 15.0 27.0 21.5
Other: 19.5 24.4 31.5 31.6 19.5 24.3 31.5 30.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 6, 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 : 14,480: 4,720 592 196 6,348 9,742 11,264 10,530: 3,216 3,950
Old : 14,268: 4,720 592 196 6,306 9,617 11,222 10,405: 3,046 3,863
Other: 212: 0 0 0 42 125 42 125: 170 87
: : :
: : Changes in Commitments from: October 30, 2007 :
: -335: -50 -6 -452 -84 487 -586 29: 251 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 4.1 1.4 43.8 67.3 77.8 72.7: 22.2 27.3
Old : 100.0: 33.1 4.1 1.4 44.2 67.4 78.7 72.9: 21.3 27.1
Other: 100.0: 0.0 0.0 0.0 19.8 59.0 19.8 59.0: 80.2 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 26 4 4 17 12 44 19:
Old : 49: 26 4 4 15 12 42 19:
Other: 6: 0 0 0 3 5 3 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 : 30.5 41.6 44.7 61.7 30.5 33.1 42.5 52.7
Old : 30.9 41.5 45.4 61.8 30.9 33.8 43.1 52.9
Other: 19.8 58.5 19.8 59.0 14.6 53.8 14.6 53.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 6, 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 : 573,768: 172,087 26,402 71,969 272,478 382,401 516,534 480,772: 57,234 92,996
Old : 477,611: 144,822 30,440 54,663 229,317 317,133 428,802 402,236: 48,809 75,375
Other: 96,157: 42,596 11,293 1,975 43,161 65,268 87,732 78,536: 8,425 17,621
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,645: 9,447 -132 -11,665 -3,298 7,542 -5,516 -4,255: 3,871 2,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 4.6 12.5 47.5 66.6 90.0 83.8: 10.0 16.2
Old : 100.0: 30.3 6.4 11.4 48.0 66.4 89.8 84.2: 10.2 15.8
Other: 100.0: 44.3 11.7 2.1 44.9 67.9 91.2 81.7: 8.8 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 175 74 130 105 212 347 384:
Old : 511: 162 86 118 99 210 325 378:
Other: 294: 65 49 13 38 155 109 212:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 27.1 29.3 36.4 16.6 25.4 25.4 30.3
Old : 19.3 27.0 28.3 34.9 19.2 25.1 27.3 30.2
Other: 44.8 35.2 56.5 50.6 39.7 34.8 51.3 47.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,510: 14,846 2,085 1,390 0 650 16,236 4,125: 3,274 15,385
Old : 14,099: 9,697 2,085 1,390 0 436 11,087 3,911: 3,012 10,188
Other: 5,411: 5,149 0 0 0 214 5,149 214: 262 5,197
: : :
: : Changes in Commitments from: October 30, 2007 :
: 885: 1,055 -165 57 0 416 1,112 308: -227 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 10.7 7.1 0.0 3.3 83.2 21.1: 16.8 78.9
Old : 100.0: 68.8 14.8 9.9 0.0 3.1 78.6 27.7: 21.4 72.3
Other: 100.0: 95.2 0.0 0.0 0.0 4.0 95.2 4.0: 4.8 96.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 15 5 8 0 3 17 14:
Old : 23: 15 5 8 0 3 17 14:
Other: 10: 8 0 0 0 2 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 : 51.5 12.1 66.4 18.8 49.8 10.0 63.5 14.0
Old : 40.2 16.7 58.4 25.6 39.3 13.9 53.9 17.9
Other: 81.8 4.0 95.2 4.0 81.8 4.0 95.2 4.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 298,199: 80,648 14,708 40,558 149,383 227,663 270,589 282,929: 27,610 15,270
Old : 276,125: 81,538 18,537 32,920 135,145 210,342 249,603 261,799: 26,522 14,326
Other: 22,074: 5,589 2,650 1,159 14,238 17,321 20,986 21,130: 1,088 944
: : :
: : Changes in Commitments from: October 30, 2007 :
: 7,505: 3,990 996 -942 6,363 7,944 9,411 7,998: -1,906 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.9 13.6 50.1 76.3 90.7 94.9: 9.3 5.1
Old : 100.0: 29.5 6.7 11.9 48.9 76.2 90.4 94.8: 9.6 5.2
Other: 100.0: 25.3 12.0 5.3 64.5 78.5 95.1 95.7: 4.9 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 84 28 51 63 57 177 123:
Old : 209: 83 34 49 61 56 175 119:
Other: 43: 11 9 7 15 12 29 25:
:----------------------------------------------------------------------------------------------------
: 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 35.8 29.0 48.3 17.1 34.1 24.4 45.3
Old : 20.5 36.0 29.9 47.6 18.2 34.6 26.1 44.2
Other: 58.7 67.3 77.3 82.3 58.7 66.7 75.9 80.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 6, 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 : 998,729: 203,795 174,477 7,784 624,574 646,254 836,153 828,515: 162,576 170,214
Old : 998,729: 203,795 174,477 7,784 624,574 646,254 836,153 828,515: 162,576 170,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 19,184: 23,610 -7,381 2,585 -17,586 15,666 8,609 10,870: 10,575 8,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 17.5 0.8 62.5 64.7 83.7 83.0: 16.3 17.0
Old : 100.0: 20.4 17.5 0.8 62.5 64.7 83.7 83.0: 16.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 39 37 20 73 70 123 116:
Old : 173: 39 37 20 73 70 123 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 33.3 35.6 46.3 19.8 26.4 29.4 35.5
Old : 23.2 33.3 35.6 46.3 19.8 26.4 29.4 35.5
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 - Futures Only, November 6, 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 : 247,588: 78,801 6,484 32,400 95,282 188,427 206,483 227,311: 41,105 20,277
Old : 230,712: 74,740 7,146 28,655 88,706 175,316 192,101 211,117: 38,611 19,595
Other: 16,876: 6,255 1,532 1,551 6,576 13,111 14,382 16,194: 2,494 682
: : :
: : Changes in Commitments from: October 30, 2007 :
: 11,156: 4,001 -67 5,621 2,432 6,689 12,054 12,243: -898 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 2.6 13.1 38.5 76.1 83.4 91.8: 16.6 8.2
Old : 100.0: 32.4 3.1 12.4 38.4 76.0 83.3 91.5: 16.7 8.5
Other: 100.0: 37.1 9.1 9.2 39.0 77.7 85.2 96.0: 14.8 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 72 24 54 52 49 159 107:
Old : 178: 73 27 53 51 49 158 106:
Other: 63: 26 7 10 23 10 52 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 39.9 30.0 53.8 18.3 38.1 27.1 50.8
Old : 21.8 41.6 31.5 54.1 21.0 40.7 30.1 51.7
Other: 29.5 69.5 52.1 83.4 26.7 66.7 45.4 77.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 6, 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 : 18,145: 6,502 327 1,898 6,623 14,951 15,023 17,176: 3,122 969
Old : 17,072: 6,637 291 1,587 5,795 14,324 14,019 16,202: 3,053 870
Other: 1,073: 169 340 7 828 627 1,004 974: 69 99
: : :
: : Changes in Commitments from: October 30, 2007 :
: 27: 1,485 -114 -346 -1,099 440 40 -20: -13 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 1.8 10.5 36.5 82.4 82.8 94.7: 17.2 5.3
Old : 100.0: 38.9 1.7 9.3 33.9 83.9 82.1 94.9: 17.9 5.1
Other: 100.0: 15.8 31.7 0.7 77.2 58.4 93.6 90.8: 6.4 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 35 6 13 30 18 72 31:
Old : 78: 34 5 11 28 18 68 29:
Other: 22: 5 6 3 7 8 14 15:
:----------------------------------------------------------------------------------------------------
: 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 68.3 31.9 81.6 18.2 64.9 30.2 72.8
Old : 19.0 70.4 33.2 84.0 19.0 68.6 31.7 78.1
Other: 70.0 54.8 88.3 75.3 58.2 44.7 73.8 63.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 6, 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 : 1,073,747: 268,127 269,816 8,111 661,187 696,414 937,425 974,341: 136,322 99,406
Old : 1,073,747: 268,127 269,816 8,111 661,187 696,414 937,425 974,341: 136,322 99,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 54,839: 19,914 31,387 -156 30,901 22,853 50,659 54,084: 4,180 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 25.1 0.8 61.6 64.9 87.3 90.7: 12.7 9.3
Old : 100.0: 25.0 25.1 0.8 61.6 64.9 87.3 90.7: 12.7 9.3
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 : 230: 58 40 15 100 82 162 133:
Old : 230: 58 40 15 100 82 162 133:
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 : 15.3 42.5 25.4 53.8 14.8 39.8 24.0 49.8
Old : 15.3 42.5 25.4 53.8 14.8 39.8 24.0 49.8
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 - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,680,029: 774,242 381,601 83,805 1,468,306 1,807,583 2,326,353 2,272,989: 353,676 407,040
Old : 2,680,029: 774,242 381,601 83,805 1,468,306 1,807,583 2,326,353 2,272,989: 353,676 407,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 138,582: 89,806 8,208 12,198 36,705 153,487 138,709 173,893: -127 -35,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 14.2 3.1 54.8 67.4 86.8 84.8: 13.2 15.2
Old : 100.0: 28.9 14.2 3.1 54.8 67.4 86.8 84.8: 13.2 15.2
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 : 303: 52 76 38 112 132 188 222:
Old : 303: 52 76 38 112 132 188 222:
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 : 27.9 27.9 41.8 36.3 20.8 22.8 31.2 27.7
Old : 27.9 27.9 41.8 36.3 20.8 22.8 31.2 27.7
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 - Futures Only, November 6, 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 : 1,812,283: 395,339 404,761 44,928 1,144,345 1,140,780 1,584,612 1,590,469: 227,671 221,814
Old : 1,812,283: 395,339 404,761 44,928 1,144,345 1,140,780 1,584,612 1,590,469: 227,671 221,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 79,512: -32,672 52,784 14,182 115,860 14,078 97,370 81,044: -17,858 -1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 22.3 2.5 63.1 62.9 87.4 87.8: 12.6 12.2
Old : 100.0: 21.8 22.3 2.5 63.1 62.9 87.4 87.8: 12.6 12.2
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 : 224: 54 43 26 92 82 159 138:
Old : 224: 54 43 26 92 82 159 138:
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 : 24.8 42.5 33.2 52.5 21.8 38.3 29.2 43.9
Old : 24.8 42.5 33.2 52.5 21.8 38.3 29.2 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 6, 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 : 369,937: 54,087 71,236 38,879 246,040 221,444 339,006 331,559: 30,931 38,378
Old : 369,937: 54,087 71,236 38,879 246,040 221,444 339,006 331,559: 30,931 38,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -105,787: -33,073 -50,894 -33,390 -36,352 -31,754 -102,815 -116,038: -2,972 10,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.3 10.5 66.5 59.9 91.6 89.6: 8.4 10.4
Old : 100.0: 14.6 19.3 10.5 66.5 59.9 91.6 89.6: 8.4 10.4
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 : 137: 25 36 30 49 65 94 114:
Old : 137: 25 36 30 49 65 94 114:
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 : 29.4 16.5 45.9 28.9 23.6 12.7 33.7 22.3
Old : 29.4 16.5 45.9 28.9 23.6 12.7 33.7 22.3
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 - Futures Only, November 6, 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 : 22,742: 6,792 5,156 788 2,839 8,006 10,419 13,950: 12,323 8,792
Old : 22,742: 6,792 5,156 788 2,839 8,006 10,419 13,950: 12,323 8,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,248: 186 -905 -147 459 368 498 -684: 750 1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 22.7 3.5 12.5 35.2 45.8 61.3: 54.2 38.7
Old : 100.0: 29.9 22.7 3.5 12.5 35.2 45.8 61.3: 54.2 38.7
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 : 41: 17 10 5 7 10 27 22:
Old : 41: 17 10 5 7 10 27 22:
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 : 14.3 27.9 23.0 46.0 13.4 27.1 21.7 42.8
Old : 14.3 27.9 23.0 46.0 13.4 27.1 21.7 42.8
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 - Futures Only, November 6, 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 : 34,320: 14,255 11,231 243 15,104 16,197 29,602 27,671: 4,718 6,649
Old : 34,320: 14,255 11,231 243 15,104 16,197 29,602 27,671: 4,718 6,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -37: 1,241 579 153 -2,129 -1,213 -735 -481: 698 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 32.7 0.7 44.0 47.2 86.3 80.6: 13.7 19.4
Old : 100.0: 41.5 32.7 0.7 44.0 47.2 86.3 80.6: 13.7 19.4
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 : 58: 16 20 8 13 11 37 31:
Old : 58: 16 20 8 13 11 37 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 : 35.7 34.0 54.8 54.1 35.6 33.6 54.7 53.7
Old : 35.7 34.0 54.8 54.1 35.6 33.6 54.7 53.7
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 - Futures Only, November 6, 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 : 105,630: 38,981 39,020 662 47,680 54,852 87,323 94,534: 18,307 11,096
Old : 105,630: 38,981 39,020 662 47,680 54,852 87,323 94,534: 18,307 11,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -2,028: -1,823 646 -322 -3,284 -3,062 -5,429 -2,738: 3,401 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 36.9 0.6 45.1 51.9 82.7 89.5: 17.3 10.5
Old : 100.0: 36.9 36.9 0.6 45.1 51.9 82.7 89.5: 17.3 10.5
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 : 112: 49 28 6 23 17 74 50:
Old : 112: 49 28 6 23 17 74 50:
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 : 33.1 39.6 45.5 55.3 32.4 39.4 44.7 55.1
Old : 33.1 39.6 45.5 55.3 32.4 39.4 44.7 55.1
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 - Futures Only, November 6, 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 : 57,069: 7,368 18,558 1,666 47,762 36,744 56,796 56,968: 273 101
Old : 57,069: 7,368 18,558 1,666 47,762 36,744 56,796 56,968: 273 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,306: 2,548 -905 1,048 -2,403 1,228 1,193 1,371: 113 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 32.5 2.9 83.7 64.4 99.5 99.8: 0.5 0.2
Old : 100.0: 12.9 32.5 2.9 83.7 64.4 99.5 99.8: 0.5 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 5 15 13 26 31:
Old : 45: 10 14 5 15 13 26 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 : 80.3 72.4 88.8 88.6 75.1 64.3 81.2 80.0
Old : 80.3 72.4 88.8 88.6 75.1 64.3 81.2 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, November 6, 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 : 17,346: 9,687 3,964 7 7,651 13,313 17,345 17,284: 1 62
Old : 17,346: 9,687 3,964 7 7,651 13,313 17,345 17,284: 1 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 2,012: 543 -346 7 1,462 2,344 2,012 2,005: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 22.9 0.0 44.1 76.7 100.0 99.6: 0.0 0.4
Old : 100.0: 55.8 22.9 0.0 44.1 76.7 100.0 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 : 26: 10 6 1 4 6 15 12:
Old : 26: 10 6 1 4 6 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 87.5 96.3 98.2 82.1 87.4 96.3 98.1
Old : 82.1 87.5 96.3 98.2 82.1 87.4 96.3 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2007