WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 27, 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 : 408,228: 87,604 77,064 69,499 209,414 191,581 366,517 338,144: 41,711 70,084
Old : 251,780: 51,230 85,155 22,598 151,562 103,235 225,390 210,988: 26,390 40,792
Other: 156,448: 69,216 24,751 14,059 57,852 88,346 141,127 127,156: 15,321 29,292
: : :
: : Changes in Commitments from: November 20, 2007 :
: 2,763: 4,393 -2,162 1,001 2,232 12,871 7,626 11,710: -4,863 -8,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 18.9 17.0 51.3 46.9 89.8 82.8: 10.2 17.2
Old : 100.0: 20.3 33.8 9.0 60.2 41.0 89.5 83.8: 10.5 16.2
Other: 100.0: 44.2 15.8 9.0 37.0 56.5 90.2 81.3: 9.8 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 112 112 136 75 111 279 295:
Old : 349: 86 133 95 55 97 215 265:
Other: 268: 107 46 48 55 92 185 172:
:----------------------------------------------------------------------------------------------------
: 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 17.3 36.1 24.6 24.7 15.3 34.8 21.9
Old : 30.9 17.2 45.9 25.3 30.7 15.9 45.4 22.7
Other: 32.4 21.2 44.9 32.4 31.9 20.1 43.1 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 27, 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 : 1,158,555: 313,710 78,660 126,587 577,445 710,082 1,017,742 915,329: 140,813 243,226
Old : 859,455: 206,041 104,659 64,332 474,950 518,060 745,323 687,051: 114,132 172,404
Other: 299,100: 161,956 28,288 7,968 102,495 192,022 272,419 228,278: 26,681 70,822
: : :
: : Changes in Commitments from: November 20, 2007 :
: -39,732: -11,518 -11,999 -5,066 -14,710 -12,086 -31,294 -29,151: -8,438 -10,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.8 10.9 49.8 61.3 87.8 79.0: 12.2 21.0
Old : 100.0: 24.0 12.2 7.5 55.3 60.3 86.7 79.9: 13.3 20.1
Other: 100.0: 54.1 9.5 2.7 34.3 64.2 91.1 76.3: 8.9 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 666: 179 98 147 215 300 476 502:
Old : 641: 151 122 118 191 286 419 475:
Other: 452: 100 58 30 82 256 196 332:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 18.9 23.0 25.7 15.1 16.7 22.3 23.2
Old : 18.0 18.8 26.7 26.2 18.0 16.1 25.9 23.1
Other: 22.8 22.2 35.0 29.2 22.8 22.1 34.9 29.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 27, 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 : 11,237: 3,196 651 51 5,668 8,573 8,915 9,275: 2,322 1,962
Old : 10,964: 3,106 651 51 5,599 8,389 8,756 9,091: 2,208 1,873
Other: 273: 90 0 0 69 184 159 184: 114 89
: : :
: : Changes in Commitments from: November 20, 2007 :
: -1,874: -607 14 -72 -701 -380 -1,380 -438: -494 -1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 5.8 0.5 50.4 76.3 79.3 82.5: 20.7 17.5
Old : 100.0: 28.3 5.9 0.5 51.1 76.5 79.9 82.9: 20.1 17.1
Other: 100.0: 33.0 0.0 0.0 25.3 67.4 58.2 67.4: 41.8 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 20 3 2 16 12 36 17:
Old : 41: 20 3 2 13 12 33 17:
Other: 9: 1 0 0 5 7 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 36.6 48.6 52.3 69.4 36.6 45.9 52.1 65.1
Old : 37.6 49.5 53.6 69.5 37.6 47.3 53.4 65.7
Other: 57.5 59.3 58.2 67.4 50.2 56.8 50.2 59.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 27, 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 : 591,839: 176,566 36,473 79,565 273,342 375,551 529,473 491,589: 62,366 100,250
Old : 485,056: 141,865 42,701 62,361 230,827 302,946 435,053 408,008: 50,003 77,048
Other: 106,783: 48,999 8,070 2,906 42,515 72,605 94,420 83,581: 12,363 23,202
: : :
: : Changes in Commitments from: November 20, 2007 :
: -11,307: -8,477 4,336 4,864 -14,531 -21,346 -18,144 -12,146: 6,837 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 6.2 13.4 46.2 63.5 89.5 83.1: 10.5 16.9
Old : 100.0: 29.2 8.8 12.9 47.6 62.5 89.7 84.1: 10.3 15.9
Other: 100.0: 45.9 7.6 2.7 39.8 68.0 88.4 78.3: 11.6 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 185 80 128 109 199 359 375:
Old : 506: 167 100 112 104 193 333 363:
Other: 313: 86 52 16 42 148 136 211:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 26.7 28.0 33.3 17.0 24.9 25.4 29.7
Old : 19.7 26.3 28.3 32.6 19.6 24.2 27.9 29.0
Other: 37.0 33.6 48.6 44.8 31.9 32.3 43.0 41.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,705: 16,673 1,615 1,317 0 848 17,990 3,780: 3,715 17,925
Old : 14,424: 10,173 1,615 1,317 0 582 11,490 3,514: 2,934 10,910
Other: 7,281: 6,500 0 0 0 266 6,500 266: 781 7,015
: : :
: : Changes in Commitments from: November 20, 2007 :
: 114: 68 130 -115 0 68 -47 83: 161 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 7.4 6.1 0.0 3.9 82.9 17.4: 17.1 82.6
Old : 100.0: 70.5 11.2 9.1 0.0 4.0 79.7 24.4: 20.3 75.6
Other: 100.0: 89.3 0.0 0.0 0.0 3.7 89.3 3.7: 10.7 96.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 7 8 0 3 16 16:
Old : 24: 14 7 8 0 3 16 16:
Other: 9: 7 0 0 0 2 7 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 : 54.1 8.4 69.9 13.9 52.8 7.2 68.2 10.7
Old : 43.8 12.2 63.9 20.4 43.5 10.4 60.7 15.1
Other: 78.6 3.7 89.3 3.7 78.6 3.7 89.3 3.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 27, 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 : 318,720: 84,565 19,342 45,248 156,733 235,810 286,546 300,400: 32,174 18,320
Old : 294,270: 87,227 23,504 36,004 140,477 217,662 263,708 277,170: 30,562 17,100
Other: 24,450: 5,089 3,589 1,493 16,256 18,148 22,838 23,230: 1,612 1,220
: : :
: : Changes in Commitments from: November 20, 2007 :
: 10,182: 1,174 2,062 -744 1,219 3,921 1,649 5,239: 8,533 4,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 6.1 14.2 49.2 74.0 89.9 94.3: 10.1 5.7
Old : 100.0: 29.6 8.0 12.2 47.7 74.0 89.6 94.2: 10.4 5.8
Other: 100.0: 20.8 14.7 6.1 66.5 74.2 93.4 95.0: 6.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 77 34 58 59 54 178 125:
Old : 208: 78 39 55 58 54 176 122:
Other: 51: 14 11 7 16 15 32 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 : 18.5 34.7 27.7 48.2 16.9 31.9 24.2 42.0
Old : 20.0 35.1 29.2 46.9 18.2 32.4 26.1 41.0
Other: 61.3 57.8 78.2 75.4 60.4 57.3 77.3 73.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 27, 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 : 1,034,180: 224,479 163,765 18,955 619,594 668,202 863,028 850,922: 171,152 183,258
Old : 1,034,180: 224,479 163,765 18,955 619,594 668,202 863,028 850,922: 171,152 183,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -6,365: 14,240 -2,168 10,661 -54,840 -16,213 -29,939 -7,720: 23,574 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.8 1.8 59.9 64.6 83.5 82.3: 16.5 17.7
Old : 100.0: 21.7 15.8 1.8 59.9 64.6 83.5 82.3: 16.5 17.7
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 : 175: 38 35 25 79 79 131 126:
Old : 175: 38 35 25 79 79 131 126:
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 : 21.7 30.4 34.7 42.4 20.0 25.8 30.8 33.1
Old : 21.7 30.4 34.7 42.4 20.0 25.8 30.8 33.1
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 27, 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 : 245,568: 76,815 11,371 30,162 93,929 183,698 200,906 225,231: 44,662 20,337
Old : 225,106: 73,208 14,215 23,214 87,531 168,068 183,953 205,497: 41,153 19,609
Other: 20,462: 8,067 1,616 2,488 6,398 15,630 16,953 19,734: 3,509 728
: : :
: : Changes in Commitments from: November 20, 2007 :
: -5,533: -1,374 1,458 -1,688 -3,610 -6,923 -6,672 -7,153: 1,139 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 4.6 12.3 38.2 74.8 81.8 91.7: 18.2 8.3
Old : 100.0: 32.5 6.3 10.3 38.9 74.7 81.7 91.3: 18.3 8.7
Other: 100.0: 39.4 7.9 12.2 31.3 76.4 82.9 96.4: 17.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 67 25 49 60 55 159 108:
Old : 167: 62 30 47 57 55 153 106:
Other: 74: 29 6 11 30 13 62 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 : 21.1 39.1 30.1 51.9 16.9 37.5 25.3 47.8
Old : 22.7 40.0 31.6 50.8 20.7 38.5 29.3 48.4
Other: 26.3 61.4 45.3 79.2 22.4 58.8 37.2 73.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 27, 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 : 19,446: 7,730 572 1,957 6,563 15,909 16,250 18,438: 3,196 1,008
Old : 18,038: 7,855 589 1,571 5,534 15,007 14,960 17,167: 3,078 871
Other: 1,408: 241 349 20 1,029 902 1,290 1,271: 118 137
: : :
: : Changes in Commitments from: November 20, 2007 :
: 290: -10 -80 -50 142 374 82 244: 208 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 2.9 10.1 33.7 81.8 83.6 94.8: 16.4 5.2
Old : 100.0: 43.5 3.3 8.7 30.7 83.2 82.9 95.2: 17.1 4.8
Other: 100.0: 17.1 24.8 1.4 73.1 64.1 91.6 90.3: 8.4 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 34 5 13 24 16 65 29:
Old : 70: 34 4 12 22 16 61 28:
Other: 24: 6 5 5 7 8 16 17:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 69.0 32.6 81.5 19.5 64.8 32.0 73.3
Old : 20.0 71.0 34.2 83.8 20.0 68.9 33.7 79.0
Other: 61.9 58.6 80.8 76.8 44.0 37.3 59.3 53.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 27, 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 : 1,091,138: 319,369 190,325 28,851 619,467 741,028 967,687 960,204: 123,451 130,934
Old : 1,091,138: 319,369 190,325 28,851 619,467 741,028 967,687 960,204: 123,451 130,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 59,445: 65,988 -1,942 5,581 -3,128 50,479 68,441 54,118: -8,996 5,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 17.4 2.6 56.8 67.9 88.7 88.0: 11.3 12.0
Old : 100.0: 29.3 17.4 2.6 56.8 67.9 88.7 88.0: 11.3 12.0
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 : 226: 54 46 22 93 92 157 150:
Old : 226: 54 46 22 93 92 157 150:
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 : 17.8 41.2 28.8 48.9 16.7 36.0 25.9 43.3
Old : 17.8 41.2 28.8 48.9 16.7 36.0 25.9 43.3
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 27, 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 : 2,637,003: 724,696 315,562 69,889 1,493,081 1,844,174 2,287,666 2,229,625: 349,337 407,378
Old : 2,637,003: 724,696 315,562 69,889 1,493,081 1,844,174 2,287,666 2,229,625: 349,337 407,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 102,531: -57,497 -5,175 -24,520 49,730 89,711 -32,287 60,016: 134,818 42,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 12.0 2.7 56.6 69.9 86.8 84.6: 13.2 15.4
Old : 100.0: 27.5 12.0 2.7 56.6 69.9 86.8 84.6: 13.2 15.4
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 : 270: 50 60 43 113 121 185 203:
Old : 270: 50 60 43 113 121 185 203:
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 30.3 42.1 39.9 20.8 23.8 31.6 30.5
Old : 28.7 30.3 42.1 39.9 20.8 23.8 31.6 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 27, 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 : 2,088,500: 496,632 425,552 80,636 1,252,654 1,321,079 1,829,922 1,827,267: 258,578 261,233
Old : 2,088,500: 496,632 425,552 80,636 1,252,654 1,321,079 1,829,922 1,827,267: 258,578 261,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 186,095: 98,984 76,554 -3,944 49,411 84,573 144,451 157,183: 41,644 28,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.4 3.9 60.0 63.3 87.6 87.5: 12.4 12.5
Old : 100.0: 23.8 20.4 3.9 60.0 63.3 87.6 87.5: 12.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 43 47 30 97 87 159 145:
Old : 216: 43 47 30 97 87 159 145:
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 : 22.1 46.2 35.4 55.6 20.4 41.6 31.9 45.9
Old : 22.1 46.2 35.4 55.6 20.4 41.6 31.9 45.9
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 27, 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 : 475,287: 73,338 94,889 56,243 316,479 289,132 446,060 440,264: 29,227 35,023
Old : 475,287: 73,338 94,889 56,243 316,479 289,132 446,060 440,264: 29,227 35,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 32,985: 15,026 -5,543 8,049 10,894 30,616 33,969 33,122: -984 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 20.0 11.8 66.6 60.8 93.9 92.6: 6.1 7.4
Old : 100.0: 15.4 20.0 11.8 66.6 60.8 93.9 92.6: 6.1 7.4
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 : 144: 21 45 33 63 63 113 112:
Old : 144: 21 45 33 63 63 113 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 26.5 42.3 38.2 21.6 13.8 33.1 21.1
Old : 24.9 26.5 42.3 38.2 21.6 13.8 33.1 21.1
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 27, 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 : 17,129: 3,003 1,277 1,182 2,386 8,890 6,571 11,349: 10,558 5,780
Old : 17,129: 3,003 1,277 1,182 2,386 8,890 6,571 11,349: 10,558 5,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -1,426: -538 -370 261 -332 248 -609 139: -817 -1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.5 6.9 13.9 51.9 38.4 66.3: 61.6 33.7
Old : 100.0: 17.5 7.5 6.9 13.9 51.9 38.4 66.3: 61.6 33.7
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 : 27: 10 5 3 8 10 19 17:
Old : 27: 10 5 3 8 10 19 17:
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 : 15.2 37.2 25.9 54.2 11.1 37.1 18.1 48.5
Old : 15.2 37.2 25.9 54.2 11.1 37.1 18.1 48.5
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 27, 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 : 36,390: 13,476 11,519 1,074 16,634 15,437 31,184 28,030: 5,206 8,360
Old : 36,390: 13,476 11,519 1,074 16,634 15,437 31,184 28,030: 5,206 8,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 455: 542 -338 49 -693 -1,598 -102 -1,887: 557 2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 31.7 3.0 45.7 42.4 85.7 77.0: 14.3 23.0
Old : 100.0: 37.0 31.7 3.0 45.7 42.4 85.7 77.0: 14.3 23.0
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 : 57: 15 19 7 16 10 37 30:
Old : 57: 15 19 7 16 10 37 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 : 29.5 33.5 49.5 53.5 29.5 31.4 49.4 50.8
Old : 29.5 33.5 49.5 53.5 29.5 31.4 49.4 50.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 101,669: 34,769 30,198 948 44,879 57,040 80,596 88,186: 21,073 13,483
Old : 101,669: 34,769 30,198 948 44,879 57,040 80,596 88,186: 21,073 13,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -5,591: -1,496 1,063 169 5,807 343 4,480 1,575: -10,071 -7,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 29.7 0.9 44.1 56.1 79.3 86.7: 20.7 13.3
Old : 100.0: 34.2 29.7 0.9 44.1 56.1 79.3 86.7: 20.7 13.3
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 : 102: 39 28 6 23 19 64 51:
Old : 102: 39 28 6 23 19 64 51:
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 : 27.7 42.9 42.6 55.8 27.1 42.9 42.1 55.5
Old : 27.7 42.9 42.6 55.8 27.1 42.9 42.1 55.5
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 27, 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 : 54,897: 6,372 13,690 1,671 46,506 39,382 54,549 54,743: 348 154
Old : 54,897: 6,372 13,690 1,671 46,506 39,382 54,549 54,743: 348 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -1,906: -365 -1,161 9 -1,517 -832 -1,873 -1,984: -33 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.9 3.0 84.7 71.7 99.4 99.7: 0.6 0.3
Old : 100.0: 11.6 24.9 3.0 84.7 71.7 99.4 99.7: 0.6 0.3
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 : 47: 10 14 5 16 14 27 32:
Old : 47: 10 14 5 16 14 27 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 : 79.2 72.5 89.4 89.3 73.7 61.3 78.2 76.8
Old : 79.2 72.5 89.4 89.3 73.7 61.3 78.2 76.8
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 - Futures Only, November 27, 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 : 20,188: 6,620 1,131 1,881 11,650 17,127 20,151 20,139: 37 49
Old : 20,188: 6,620 1,131 1,881 11,650 17,127 20,151 20,139: 37 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 3,818: 3,383 -2,587 1,692 -1,293 4,711 3,782 3,816: 36 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.6 9.3 57.7 84.8 99.8 99.8: 0.2 0.2
Old : 100.0: 32.8 5.6 9.3 57.7 84.8 99.8 99.8: 0.2 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 : 27: 10 5 2 7 7 17 14:
Old : 27: 10 5 2 7 7 17 14:
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 : 75.4 76.6 90.6 96.1 46.4 57.4 60.8 66.6
Old : 75.4 76.6 90.6 96.1 46.4 57.4 60.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007