WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 18, 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 : 426,270: 93,857 87,957 70,757 221,481 203,838 386,095 362,552: 40,175 63,718
Old : 258,802: 59,947 97,675 21,048 153,155 104,875 234,150 223,598: 24,652 35,204
Other: 167,468: 68,511 24,883 15,108 68,326 98,963 151,945 138,954: 15,523 28,514
: : :
: : Changes in Commitments from: December 11, 2007 :
: 1,641: -5,334 -1,454 2,815 6,433 3,504 3,914 4,865: -2,273 -3,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 20.6 16.6 52.0 47.8 90.6 85.1: 9.4 14.9
Old : 100.0: 23.2 37.7 8.1 59.2 40.5 90.5 86.4: 9.5 13.6
Other: 100.0: 40.9 14.9 9.0 40.8 59.1 90.7 83.0: 9.3 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 110 114 118 79 111 272 285:
Old : 347: 91 134 66 49 92 192 249:
Other: 262: 91 46 47 63 101 176 180:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 18.7 36.1 25.4 24.7 16.5 34.8 22.2
Old : 31.8 18.7 46.1 26.7 31.7 17.1 46.0 24.5
Other: 32.0 22.7 44.5 33.0 32.0 19.8 42.4 28.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 18, 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 : 1,222,721: 394,472 83,520 108,443 587,451 794,288 1,090,366 986,251: 132,355 236,470
Old : 886,199: 267,205 113,236 52,826 464,702 565,683 784,733 731,745: 101,466 154,454
Other: 336,522: 173,728 16,745 9,156 122,749 228,605 305,633 254,506: 30,889 82,016
: : :
: : Changes in Commitments from: December 11, 2007 :
: 34,556: 28,697 -5,505 -954 7,516 38,112 35,259 31,653: -703 2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 6.8 8.9 48.0 65.0 89.2 80.7: 10.8 19.3
Old : 100.0: 30.2 12.8 6.0 52.4 63.8 88.6 82.6: 11.4 17.4
Other: 100.0: 51.6 5.0 2.7 36.5 67.9 90.8 75.6: 9.2 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 211 82 126 198 307 467 484:
Old : 650: 183 109 87 169 285 400 440:
Other: 485: 113 49 33 96 279 219 358:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 19.5 22.3 26.2 14.4 17.6 21.8 24.2
Old : 16.8 20.3 25.9 27.2 16.8 17.8 25.2 24.3
Other: 21.9 20.8 33.7 26.6 21.9 20.6 33.6 26.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 18, 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 : 11,101: 2,940 605 149 5,477 8,956 8,566 9,710: 2,535 1,391
Old : 10,233: 2,766 605 146 4,997 8,218 7,909 8,969: 2,324 1,264
Other: 868: 177 3 0 480 738 657 741: 211 127
: : :
: : Changes in Commitments from: December 11, 2007 :
: 621: 366 -67 3 350 516 719 452: -98 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.4 1.3 49.3 80.7 77.2 87.5: 22.8 12.5
Old : 100.0: 27.0 5.9 1.4 48.8 80.3 77.3 87.6: 22.7 12.4
Other: 100.0: 20.4 0.3 0.0 55.3 85.0 75.7 85.4: 24.3 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 20 3 4 14 11 35 17:
Old : 41: 20 3 3 10 11 31 16:
Other: 14: 4 1 0 6 9 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 33.7 53.5 50.0 77.6 33.2 46.8 48.2 69.3
Old : 36.0 54.2 52.3 77.3 36.0 52.0 52.3 72.8
Other: 70.2 78.9 74.9 84.8 65.6 76.0 67.5 77.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 18, 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 : 586,724: 183,434 38,312 77,155 255,380 363,594 515,969 479,061: 70,755 107,663
Old : 471,201: 143,821 44,007 61,136 209,767 284,535 414,724 389,678: 56,477 81,523
Other: 115,523: 52,151 6,843 3,481 45,613 79,059 101,245 89,383: 14,278 26,140
: : :
: : Changes in Commitments from: December 11, 2007 :
: 2,304: -598 9,558 4,091 3,793 -3,526 7,286 10,123: -4,982 -7,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 6.5 13.2 43.5 62.0 87.9 81.7: 12.1 18.3
Old : 100.0: 30.5 9.3 13.0 44.5 60.4 88.0 82.7: 12.0 17.3
Other: 100.0: 45.1 5.9 3.0 39.5 68.4 87.6 77.4: 12.4 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 186 93 156 122 195 395 397:
Old : 523: 170 104 144 111 192 366 386:
Other: 315: 81 54 20 44 157 133 227:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 23.7 28.3 31.0 17.1 23.5 26.2 29.0
Old : 19.4 23.7 28.9 30.6 19.3 23.7 28.5 28.6
Other: 32.5 28.5 44.5 41.0 27.3 28.2 39.2 37.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,688: 16,400 1,330 1,794 10 852 18,204 3,976: 3,484 17,712
Old : 12,953: 8,421 1,055 1,682 10 404 10,113 3,141: 2,840 9,812
Other: 8,735: 8,089 385 2 0 448 8,091 835: 644 7,900
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,147: -940 -1,500 630 10 63 -300 -807: -847 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 6.1 8.3 0.0 3.9 83.9 18.3: 16.1 81.7
Old : 100.0: 65.0 8.1 13.0 0.1 3.1 78.1 24.2: 21.9 75.8
Other: 100.0: 92.6 4.4 0.0 0.0 5.1 92.6 9.6: 7.4 90.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 14 6 10 1 3 18 16:
Old : 21: 13 5 8 1 3 15 15:
Other: 16: 11 2 2 0 3 11 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 : 61.7 8.6 74.3 13.3 58.1 5.2 68.8 9.1
Old : 49.9 12.7 67.1 19.4 43.8 7.1 57.9 11.2
Other: 79.3 8.6 91.0 9.6 79.3 8.6 90.9 9.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 18, 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 : 299,530: 77,941 20,994 35,952 153,436 223,236 267,329 280,182: 32,201 19,348
Old : 270,071: 79,432 26,839 24,917 136,234 200,911 240,583 252,667: 29,488 17,404
Other: 29,459: 7,913 3,559 1,631 17,202 22,325 26,746 27,515: 2,713 1,944
: : :
: : Changes in Commitments from: December 11, 2007 :
: 4,078: -2,817 1,213 1,720 2,480 -1,323 1,383 1,610: 2,695 2,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.0 12.0 51.2 74.5 89.2 93.5: 10.8 6.5
Old : 100.0: 29.4 9.9 9.2 50.4 74.4 89.1 93.6: 10.9 6.4
Other: 100.0: 26.9 12.1 5.5 58.4 75.8 90.8 93.4: 9.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 69 38 49 61 54 160 120:
Old : 197: 75 32 42 57 53 153 113:
Other: 64: 13 20 8 22 17 41 39:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 39.9 29.2 51.6 19.0 36.7 26.3 45.0
Old : 22.8 42.0 32.1 51.9 21.0 40.5 29.9 49.1
Other: 43.2 59.5 62.9 71.4 42.2 58.6 61.5 70.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 18, 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 : 942,295: 147,595 167,893 5,340 640,132 608,605 793,067 781,838: 149,228 160,457
Old : 942,295: 147,595 167,893 5,340 640,132 608,605 793,067 781,838: 149,228 160,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 563: -10,720 5,003 -3,496 25,100 -3,411 10,884 -1,904: -10,321 2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.8 0.6 67.9 64.6 84.2 83.0: 15.8 17.0
Old : 100.0: 15.7 17.8 0.6 67.9 64.6 84.2 83.0: 15.8 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: 38 33 16 71 76 116 118:
Old : 173: 38 33 16 71 76 116 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 34.3 36.4 45.9 19.7 28.0 29.8 35.7
Old : 23.0 34.3 36.4 45.9 19.7 28.0 29.8 35.7
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 18, 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 : 254,668: 87,178 13,379 27,457 94,752 195,016 209,387 235,852: 45,281 18,816
Old : 223,362: 79,021 16,300 20,537 83,895 169,526 183,453 206,363: 39,909 16,999
Other: 31,306: 12,848 1,770 2,229 10,857 25,490 25,934 29,489: 5,372 1,817
: : :
: : Changes in Commitments from: December 11, 2007 :
: 5,352: 1,507 5,344 -1,139 4,416 1,121 4,784 5,326: 568 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 5.3 10.8 37.2 76.6 82.2 92.6: 17.8 7.4
Old : 100.0: 35.4 7.3 9.2 37.6 75.9 82.1 92.4: 17.9 7.6
Other: 100.0: 41.0 5.7 7.1 34.7 81.4 82.8 94.2: 17.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 80 26 47 62 57 173 111:
Old : 189: 78 31 45 58 57 164 110:
Other: 88: 35 9 9 35 17 73 32:
:----------------------------------------------------------------------------------------------------
: 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 42.2 28.6 54.1 12.9 37.0 20.5 44.9
Old : 22.9 41.0 30.6 51.6 19.4 39.0 26.9 46.9
Other: 23.3 63.1 37.1 77.1 22.0 61.1 34.5 73.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 18, 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 : 18,051: 7,168 583 1,024 6,498 15,714 14,690 17,321: 3,361 730
Old : 16,450: 7,106 582 727 5,456 14,605 13,289 15,914: 3,161 536
Other: 1,601: 348 287 11 1,042 1,109 1,401 1,407: 200 194
: : :
: : Changes in Commitments from: December 11, 2007 :
: -3,386: -364 -66 112 -267 -204 -519 -158: -2,867 -3,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 3.2 5.7 36.0 87.1 81.4 96.0: 18.6 4.0
Old : 100.0: 43.2 3.5 4.4 33.2 88.8 80.8 96.7: 19.2 3.3
Other: 100.0: 21.7 17.9 0.7 65.1 69.3 87.5 87.9: 12.5 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 30 4 11 28 15 62 26:
Old : 67: 27 5 7 26 15 56 24:
Other: 25: 8 4 2 8 9 16 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 : 19.6 74.7 33.4 85.0 19.6 70.2 33.2 78.1
Old : 20.4 77.0 35.4 87.7 20.4 74.9 35.4 84.5
Other: 56.3 63.8 78.8 80.1 40.0 39.1 53.8 52.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 18, 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 : 1,002,717: 276,184 158,870 19,963 585,722 729,558 881,869 908,391: 120,848 94,326
Old : 1,002,717: 276,184 158,870 19,963 585,722 729,558 881,869 908,391: 120,848 94,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -10,233: -46,691 -32,864 -551 44,012 39,967 -3,230 6,552: -7,003 -16,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.8 2.0 58.4 72.8 87.9 90.6: 12.1 9.4
Old : 100.0: 27.5 15.8 2.0 58.4 72.8 87.9 90.6: 12.1 9.4
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 : 228: 51 40 15 94 95 152 144:
Old : 228: 51 40 15 94 95 152 144:
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 : 18.0 41.8 29.0 50.4 16.6 37.6 26.4 45.1
Old : 18.0 41.8 29.0 50.4 16.6 37.6 26.4 45.1
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 18, 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 : 2,254,582: 658,688 365,698 29,816 1,240,872 1,455,367 1,929,376 1,850,881: 325,206 403,701
Old : 2,254,582: 658,688 365,698 29,816 1,240,872 1,455,367 1,929,376 1,850,881: 325,206 403,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -166,279: -105,888 -22,481 -10,497 -31,764 -112,414 -148,149 -145,392: -18,130 -20,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 16.2 1.3 55.0 64.6 85.6 82.1: 14.4 17.9
Old : 100.0: 29.2 16.2 1.3 55.0 64.6 85.6 82.1: 14.4 17.9
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 : 268: 52 54 32 102 122 170 193:
Old : 268: 52 54 32 102 122 170 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 24.1 41.5 35.1 27.6 23.7 37.1 32.2
Old : 31.2 24.1 41.5 35.1 27.6 23.7 37.1 32.2
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 18, 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 : 1,849,153: 386,946 511,013 20,984 1,200,808 1,099,446 1,608,738 1,631,443: 240,415 217,710
Old : 1,849,153: 386,946 511,013 20,984 1,200,808 1,099,446 1,608,738 1,631,443: 240,415 217,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -27,040: -32,827 6,624 -19,210 32,991 -10,882 -19,046 -23,468: -7,994 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 27.6 1.1 64.9 59.5 87.0 88.2: 13.0 11.8
Old : 100.0: 20.9 27.6 1.1 64.9 59.5 87.0 88.2: 13.0 11.8
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 : 208: 39 49 18 90 78 139 136:
Old : 208: 39 49 18 90 78 139 136:
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 : 21.3 44.9 34.1 55.9 18.3 39.3 29.7 45.7
Old : 21.3 44.9 34.1 55.9 18.3 39.3 29.7 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 18, 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 : 435,729: 111,044 115,438 17,069 279,737 274,851 407,850 407,358: 27,879 28,371
Old : 435,729: 111,044 115,438 17,069 279,737 274,851 407,850 407,358: 27,879 28,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 15,661: 26,956 -6,113 -6,017 -1,967 31,865 18,972 19,735: -3,311 -4,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 26.5 3.9 64.2 63.1 93.6 93.5: 6.4 6.5
Old : 100.0: 25.5 26.5 3.9 64.2 63.1 93.6 93.5: 6.4 6.5
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 : 126: 23 39 27 47 47 89 94:
Old : 126: 23 39 27 47 47 89 94:
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 : 23.5 27.0 39.8 41.5 20.8 25.1 34.4 36.5
Old : 23.5 27.0 39.8 41.5 20.8 25.1 34.4 36.5
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 18, 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 : 14,998: 3,076 1,006 1,298 1,777 8,416 6,151 10,720: 8,847 4,278
Old : 14,998: 3,076 1,006 1,298 1,777 8,416 6,151 10,720: 8,847 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,182: -901 -1,078 -56 -73 89 -1,030 -1,045: -152 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.7 8.7 11.8 56.1 41.0 71.5: 59.0 28.5
Old : 100.0: 20.5 6.7 8.7 11.8 56.1 41.0 71.5: 59.0 28.5
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 : 25: 8 5 4 4 10 14 17:
Old : 25: 8 5 4 4 10 14 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 : 19.3 43.8 32.2 58.9 13.0 43.8 22.5 52.9
Old : 19.3 43.8 32.2 58.9 13.0 43.8 22.5 52.9
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 18, 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 : 43,771: 14,693 14,084 1,234 21,872 18,780 37,799 34,098: 5,972 9,673
Old : 43,771: 14,693 14,084 1,234 21,872 18,780 37,799 34,098: 5,972 9,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 4,802: -232 974 254 3,949 3,289 3,971 4,517: 831 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 32.2 2.8 50.0 42.9 86.4 77.9: 13.6 22.1
Old : 100.0: 33.6 32.2 2.8 50.0 42.9 86.4 77.9: 13.6 22.1
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 : 58: 15 21 11 18 14 40 39:
Old : 58: 15 21 11 18 14 40 39:
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 : 28.5 29.6 47.2 49.9 27.7 28.1 44.8 44.2
Old : 28.5 29.6 47.2 49.9 27.7 28.1 44.8 44.2
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 18, 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 : 121,189: 36,388 40,092 5,885 47,652 55,468 89,925 101,445: 31,264 19,744
Old : 121,189: 36,388 40,092 5,885 47,652 55,468 89,925 101,445: 31,264 19,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 23,443: 2,403 -1,307 4,315 7,725 12,416 14,443 15,424: 9,000 8,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 33.1 4.9 39.3 45.8 74.2 83.7: 25.8 16.3
Old : 100.0: 30.0 33.1 4.9 39.3 45.8 74.2 83.7: 25.8 16.3
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 : 108: 42 30 25 27 23 81 67:
Old : 108: 42 30 25 27 23 81 67:
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 : 20.9 31.5 32.8 47.6 19.8 31.2 30.6 43.1
Old : 20.9 31.5 32.8 47.6 19.8 31.2 30.6 43.1
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, December 18, 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 : 51,642: 6,929 10,155 1,579 42,866 39,796 51,374 51,530: 268 112
Old : 51,642: 6,929 10,155 1,579 42,866 39,796 51,374 51,530: 268 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -188: 140 -3,947 60 -376 3,716 -176 -171: -12 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 19.7 3.1 83.0 77.1 99.5 99.8: 0.5 0.2
Old : 100.0: 13.4 19.7 3.1 83.0 77.1 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 : 44: 8 17 3 16 9 24 29:
Old : 44: 8 17 3 16 9 24 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 : 83.3 81.7 92.5 91.6 78.7 73.7 83.2 83.0
Old : 83.3 81.7 92.5 91.6 78.7 73.7 83.2 83.0
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, December 18, 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 : 17,200: 9,697 4,326 150 7,308 12,686 17,155 17,162: 45 38
Old : 17,200: 9,697 4,326 150 7,308 12,686 17,155 17,162: 45 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -5,256: 4,219 3,615 -1,905 -7,604 -6,958 -5,290 -5,248: 34 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 25.2 0.9 42.5 73.8 99.7 99.8: 0.3 0.2
Old : 100.0: 56.4 25.2 0.9 42.5 73.8 99.7 99.8: 0.3 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 : 26: 6 6 2 7 9 14 16:
Old : 26: 6 6 2 7 9 14 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 : 92.0 77.3 98.6 95.9 80.7 72.3 84.3 81.9
Old : 92.0 77.3 98.6 95.9 80.7 72.3 84.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2007