WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 4, 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 : 408,771: 93,698 82,742 65,752 209,913 194,184 369,363 342,678: 39,408 66,093
Old : 247,911: 57,725 90,201 18,415 147,314 101,232 223,454 209,848: 24,457 38,063
Other: 160,860: 69,902 26,470 13,408 62,599 92,952 145,909 132,830: 14,951 28,030
: : :
: : Changes in Commitments from: November 27, 2007 :
: 543: 6,094 5,678 -3,747 499 2,603 2,846 4,534: -2,303 -3,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 20.2 16.1 51.4 47.5 90.4 83.8: 9.6 16.2
Old : 100.0: 23.3 36.4 7.4 59.4 40.8 90.1 84.6: 9.9 15.4
Other: 100.0: 43.5 16.5 8.3 38.9 57.8 90.7 82.6: 9.3 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 110 116 125 71 110 270 290:
Old : 346: 86 135 72 44 95 187 258:
Other: 262: 100 49 46 56 96 181 172:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 17.5 36.2 25.0 24.7 15.9 34.9 22.5
Old : 31.2 17.4 46.4 26.0 31.1 15.5 46.2 23.6
Other: 33.0 21.0 45.2 31.8 32.5 19.7 43.3 29.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 4, 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 : 1,141,834: 338,809 80,653 111,742 564,711 715,159 1,015,262 907,554: 126,572 234,280
Old : 836,237: 219,976 99,647 61,371 454,409 514,339 735,756 675,357: 100,481 160,880
Other: 305,597: 160,260 22,433 8,944 110,302 200,820 279,506 232,197: 26,091 73,400
: : :
: : Changes in Commitments from: November 27, 2007 :
: -16,721: 25,099 1,993 -14,845 -12,734 5,077 -2,480 -7,775: -14,241 -8,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 7.1 9.8 49.5 62.6 88.9 79.5: 11.1 20.5
Old : 100.0: 26.3 11.9 7.3 54.3 61.5 88.0 80.8: 12.0 19.2
Other: 100.0: 52.4 7.3 2.9 36.1 65.7 91.5 76.0: 8.5 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 704: 206 128 163 184 303 481 520:
Old : 673: 178 143 121 157 284 418 473:
Other: 477: 110 63 32 84 263 208 348:
:----------------------------------------------------------------------------------------------------
: 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 19.5 23.8 26.3 15.3 17.4 23.0 24.1
Old : 18.2 19.9 27.7 27.2 18.2 17.3 27.0 24.2
Other: 23.3 22.0 35.8 29.1 23.2 21.9 35.7 29.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 4, 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 : 10,214: 2,765 729 79 4,920 7,987 7,764 8,795: 2,450 1,419
Old : 9,922: 2,665 729 79 4,851 7,795 7,595 8,603: 2,327 1,319
Other: 292: 100 0 0 69 192 169 192: 123 100
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,023: -431 78 28 -748 -586 -1,151 -480: 128 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.1 0.8 48.2 78.2 76.0 86.1: 24.0 13.9
Old : 100.0: 26.9 7.3 0.8 48.9 78.6 76.5 86.7: 23.5 13.3
Other: 100.0: 34.2 0.0 0.0 23.6 65.8 57.9 65.8: 42.1 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 4 2 13 11 30 17:
Old : 39: 16 4 2 10 11 27 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 : 37.1 55.6 52.4 75.0 37.1 52.5 52.4 70.4
Old : 38.2 57.0 54.0 75.5 38.2 54.3 54.0 72.6
Other: 57.2 58.2 57.9 65.8 50.3 55.8 50.3 58.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 4, 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 : 588,929: 178,459 34,868 85,044 261,773 364,687 525,276 484,599: 63,653 104,330
Old : 478,008: 141,046 39,720 68,039 216,779 289,143 425,864 396,902: 52,144 81,106
Other: 110,921: 51,234 8,969 3,184 44,994 75,544 99,412 87,697: 11,509 23,224
: : :
: : Changes in Commitments from: November 27, 2007 :
: -2,910: 1,893 -1,605 5,479 -11,569 -10,864 -4,197 -6,990: 1,287 4,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 5.9 14.4 44.4 61.9 89.2 82.3: 10.8 17.7
Old : 100.0: 29.5 8.3 14.2 45.4 60.5 89.1 83.0: 10.9 17.0
Other: 100.0: 46.2 8.1 2.9 40.6 68.1 89.6 79.1: 10.4 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 192 80 129 111 194 368 372:
Old : 500: 168 96 116 102 187 335 358:
Other: 305: 80 54 18 44 145 133 211:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 24.9 28.4 32.0 17.0 24.5 25.7 29.4
Old : 19.6 24.0 28.1 30.9 19.5 23.6 28.0 28.4
Other: 35.2 33.5 47.9 43.5 30.2 31.1 42.9 39.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,264: 15,880 2,235 1,115 0 703 16,995 4,053: 4,269 17,211
Old : 13,504: 8,931 2,125 1,085 0 422 10,016 3,632: 3,488 9,872
Other: 7,760: 6,979 140 0 0 281 6,979 421: 781 7,339
: : :
: : Changes in Commitments from: November 27, 2007 :
: -441: -793 620 -202 0 -145 -995 273: 554 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 10.5 5.2 0.0 3.3 79.9 19.1: 20.1 80.9
Old : 100.0: 66.1 15.7 8.0 0.0 3.1 74.2 26.9: 25.8 73.1
Other: 100.0: 89.9 1.8 0.0 0.0 3.6 89.9 5.4: 10.1 94.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 8 9 0 2 17 17:
Old : 25: 14 9 8 0 2 16 17:
Other: 11: 8 1 0 0 2 8 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 : 56.9 11.1 68.7 15.4 55.2 8.7 67.0 12.3
Old : 45.2 15.9 60.8 22.6 43.2 12.0 57.4 17.4
Other: 77.2 5.4 89.9 5.4 77.2 5.4 89.9 5.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 4, 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 : 307,668: 90,729 20,676 41,929 147,248 227,690 279,906 290,295: 27,762 17,373
Old : 284,007: 92,284 24,738 32,629 132,503 210,118 257,416 267,485: 26,591 16,522
Other: 23,661: 6,023 3,516 1,722 14,745 17,572 22,490 22,810: 1,171 851
: : :
: : Changes in Commitments from: November 27, 2007 :
: -11,052: 6,164 1,334 -3,319 -9,485 -8,120 -6,640 -10,105: -4,412 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 6.7 13.6 47.9 74.0 91.0 94.4: 9.0 5.6
Old : 100.0: 32.5 8.7 11.5 46.7 74.0 90.6 94.2: 9.4 5.8
Other: 100.0: 25.5 14.9 7.3 62.3 74.3 95.1 96.4: 4.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 81 36 53 60 59 175 129:
Old : 211: 86 38 50 57 59 171 126:
Other: 59: 15 16 9 20 14 40 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 36.8 28.1 49.3 17.4 35.3 25.2 45.3
Old : 20.3 37.7 29.8 48.3 18.8 36.4 27.2 45.4
Other: 54.8 55.1 74.8 73.3 53.6 54.2 72.7 71.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 4, 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 : 1,003,926: 225,590 167,532 7,855 611,125 650,206 844,570 825,593: 159,356 178,333
Old : 1,003,926: 225,590 167,532 7,855 611,125 650,206 844,570 825,593: 159,356 178,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -30,254: 1,111 3,767 -11,100 -8,469 -17,996 -18,458 -25,329: -11,796 -4,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.7 0.8 60.9 64.8 84.1 82.2: 15.9 17.8
Old : 100.0: 22.5 16.7 0.8 60.9 64.8 84.1 82.2: 15.9 17.8
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 : 178: 40 38 23 70 79 119 131:
Old : 178: 40 38 23 70 79 119 131:
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 : 26.7 31.2 38.6 43.1 21.4 23.0 30.0 30.7
Old : 26.7 31.2 38.6 43.1 21.4 23.0 30.0 30.7
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, December 4, 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 : 247,297: 81,909 7,656 29,664 92,163 191,306 203,736 228,626: 43,561 18,671
Old : 224,608: 76,620 10,518 22,786 85,708 173,591 185,114 206,895: 39,494 17,713
Other: 22,689: 9,790 1,639 2,377 6,455 17,715 18,622 21,731: 4,067 958
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,729: 5,094 -3,715 -498 -1,766 7,608 2,830 3,395: -1,101 -1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 3.1 12.0 37.3 77.4 82.4 92.4: 17.6 7.6
Old : 100.0: 34.1 4.7 10.1 38.2 77.3 82.4 92.1: 17.6 7.9
Other: 100.0: 43.1 7.2 10.5 28.4 78.1 82.1 95.8: 17.9 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 75 22 42 58 56 157 102:
Old : 168: 70 26 40 56 56 150 101:
Other: 74: 32 4 8 28 13 63 23:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 39.8 30.5 54.1 16.8 38.8 25.1 50.0
Old : 23.5 41.4 32.3 52.8 21.4 40.5 30.1 50.9
Other: 24.7 56.4 42.5 77.7 21.1 54.0 35.3 73.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 4, 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 : 19,453: 7,728 522 1,007 6,504 15,781 15,239 17,310: 4,214 2,143
Old : 17,958: 7,739 545 670 5,475 14,800 13,884 16,015: 4,074 1,943
Other: 1,495: 318 306 8 1,029 981 1,355 1,295: 140 200
: : :
: : Changes in Commitments from: November 27, 2007 :
: 7: -2 -50 -950 -59 -128 -1,011 -1,128: 1,018 1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 2.7 5.2 33.4 81.1 78.3 89.0: 21.7 11.0
Old : 100.0: 43.1 3.0 3.7 30.5 82.4 77.3 89.2: 22.7 10.8
Other: 100.0: 21.3 20.5 0.5 68.8 65.6 90.6 86.6: 9.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 30 5 12 25 15 61 27:
Old : 66: 28 5 8 23 15 55 25:
Other: 24: 9 3 2 7 9 16 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 68.5 32.3 78.6 19.1 64.0 32.1 72.1
Old : 19.7 70.4 34.0 80.8 19.7 68.1 34.0 77.9
Other: 58.9 59.3 80.3 77.3 43.0 36.8 56.9 52.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 4, 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 : 995,457: 337,963 176,072 23,436 522,021 667,745 883,420 867,253: 112,037 128,204
Old : 995,457: 337,963 176,072 23,436 522,021 667,745 883,420 867,253: 112,037 128,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -95,681: 18,594 -14,253 -5,415 -97,446 -73,283 -84,267 -92,951: -11,414 -2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 17.7 2.4 52.4 67.1 88.7 87.1: 11.3 12.9
Old : 100.0: 34.0 17.7 2.4 52.4 67.1 88.7 87.1: 11.3 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 58 39 21 91 97 156 150:
Old : 226: 58 39 21 91 97 156 150:
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 : 18.7 39.8 28.6 47.9 17.7 36.3 26.5 43.1
Old : 18.7 39.8 28.6 47.9 17.7 36.3 26.5 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 4, 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 : 2,544,543: 795,185 353,098 48,376 1,338,652 1,716,382 2,182,213 2,117,856: 362,330 426,687
Old : 2,544,543: 795,185 353,098 48,376 1,338,652 1,716,382 2,182,213 2,117,856: 362,330 426,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -92,460: 70,489 37,536 -21,513 -154,429 -127,792 -105,453 -111,769: 12,993 19,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 13.9 1.9 52.6 67.5 85.8 83.2: 14.2 16.8
Old : 100.0: 31.3 13.9 1.9 52.6 67.5 85.8 83.2: 14.2 16.8
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 : 267: 45 66 29 105 120 167 198:
Old : 267: 45 66 29 105 120 167 198:
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 : 26.1 30.4 39.9 39.4 21.9 23.7 33.3 31.4
Old : 26.1 30.4 39.9 39.4 21.9 23.7 33.3 31.4
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, December 4, 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 : 1,946,926: 472,388 504,832 57,567 1,175,103 1,145,129 1,705,058 1,707,528: 241,868 239,398
Old : 1,946,926: 472,388 504,832 57,567 1,175,103 1,145,129 1,705,058 1,707,528: 241,868 239,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -141,574: -24,244 79,280 -23,069 -77,551 -175,950 -124,864 -119,739: -16,710 -21,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 25.9 3.0 60.4 58.8 87.6 87.7: 12.4 12.3
Old : 100.0: 24.3 25.9 3.0 60.4 58.8 87.6 87.7: 12.4 12.3
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 : 208: 46 47 20 84 85 137 145:
Old : 208: 46 47 20 84 85 137 145:
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 : 20.4 45.5 33.1 56.3 18.9 40.5 30.8 45.9
Old : 20.4 45.5 33.1 56.3 18.9 40.5 30.8 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, December 4, 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 : 373,319: 68,305 82,067 23,681 252,752 236,583 344,738 342,331: 28,581 30,988
Old : 373,319: 68,305 82,067 23,681 252,752 236,583 344,738 342,331: 28,581 30,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -101,968: -5,033 -12,822 -32,562 -63,727 -52,549 -101,322 -97,933: -646 -4,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 22.0 6.3 67.7 63.4 92.3 91.7: 7.7 8.3
Old : 100.0: 18.3 22.0 6.3 67.7 63.4 92.3 91.7: 7.7 8.3
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 : 118: 23 31 25 50 50 90 89:
Old : 118: 23 31 25 50 50 90 89:
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 : 21.4 26.9 39.0 43.0 20.5 20.1 33.0 28.0
Old : 21.4 26.9 39.0 43.0 20.5 20.1 33.0 28.0
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, December 4, 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 : 15,254: 3,300 488 1,426 2,094 8,140 6,820 10,054: 8,434 5,200
Old : 15,254: 3,300 488 1,426 2,094 8,140 6,820 10,054: 8,434 5,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,875: 297 -789 244 -292 -750 249 -1,295: -2,124 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.2 9.3 13.7 53.4 44.7 65.9: 55.3 34.1
Old : 100.0: 21.6 3.2 9.3 13.7 53.4 44.7 65.9: 55.3 34.1
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 4 6 7 9 19 16:
Old : 24: 9 4 6 7 9 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 40.4 31.3 56.5 13.3 40.1 22.2 49.6
Old : 19.7 40.4 31.3 56.5 13.3 40.1 22.2 49.6
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, December 4, 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 : 36,127: 14,397 12,642 955 16,227 13,806 31,579 27,403: 4,548 8,724
Old : 36,127: 14,397 12,642 955 16,227 13,806 31,579 27,403: 4,548 8,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -263: 921 1,123 -119 -407 -1,631 395 -627: -658 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 35.0 2.6 44.9 38.2 87.4 75.9: 12.6 24.1
Old : 100.0: 39.9 35.0 2.6 44.9 38.2 87.4 75.9: 12.6 24.1
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: 16 19 8 15 9 38 29:
Old : 56: 16 19 8 15 9 38 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 33.1 50.0 51.7 29.6 31.0 50.0 49.4
Old : 29.7 33.1 50.0 51.7 29.6 31.0 50.0 49.4
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 - Futures Only, December 4, 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 : 99,646: 32,947 37,309 829 46,637 49,673 80,413 87,811: 19,233 11,835
Old : 99,646: 32,947 37,309 829 46,637 49,673 80,413 87,811: 19,233 11,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -2,023: -1,822 7,111 -119 1,758 -7,367 -183 -375: -1,840 -1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 37.4 0.8 46.8 49.8 80.7 88.1: 19.3 11.9
Old : 100.0: 33.1 37.4 0.8 46.8 49.8 80.7 88.1: 19.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 42 34 10 24 23 68 65:
Old : 117: 42 34 10 24 23 68 65:
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 : 28.3 38.3 42.5 53.3 27.7 38.3 41.9 53.0
Old : 28.3 38.3 42.5 53.3 27.7 38.3 41.9 53.0
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, December 4, 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 : 54,345: 8,946 13,903 1,619 43,399 38,681 53,964 54,203: 381 142
Old : 54,345: 8,946 13,903 1,619 43,399 38,681 53,964 54,203: 381 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -552: 2,574 213 -52 -3,107 -701 -585 -540: 33 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 25.6 3.0 79.9 71.2 99.3 99.7: 0.7 0.3
Old : 100.0: 16.5 25.6 3.0 79.9 71.2 99.3 99.7: 0.7 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 : 46: 9 15 4 14 14 23 33:
Old : 46: 9 15 4 14 14 23 33:
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 : 81.1 70.9 91.1 87.1 78.0 64.0 83.5 80.1
Old : 81.1 70.9 91.1 87.1 78.0 64.0 83.5 80.1
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, December 4, 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 : 16,588: 6,452 399 659 9,393 15,464 16,504 16,522: 84 66
Old : 16,588: 6,452 399 659 9,393 15,464 16,504 16,522: 84 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,600: -168 -732 -1,222 -2,257 -1,663 -3,647 -3,617: 47 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 2.4 4.0 56.6 93.2 99.5 99.6: 0.5 0.4
Old : 100.0: 38.9 2.4 4.0 56.6 93.2 99.5 99.6: 0.5 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: 8 5 2 6 8 14 15:
Old : 24: 8 5 2 6 8 14 15:
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 : 80.5 83.3 96.6 96.0 50.5 54.9 60.9 61.5
Old : 80.5 83.3 96.6 96.0 50.5 54.9 60.9 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2007