WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 562,246: 85,668 73,930 193,957 237,461 214,085 517,086 481,972: 45,160 80,274
Old : 408,654: 51,486 84,363 139,772 185,762 132,696 377,020 356,831: 31,634 51,823
Other: 153,592: 61,654 17,039 26,713 51,699 81,389 140,066 125,141: 13,526 28,451
: : :
: : Changes in Commitments from: October 30, 2007 :
: 3,916: 262 3,184 2,844 2,036 -1,035 5,142 4,993: -1,226 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.1 34.5 42.2 38.1 92.0 85.7: 8.0 14.3
Old : 100.0: 12.6 20.6 34.2 45.5 32.5 92.3 87.3: 7.7 12.7
Other: 100.0: 40.1 11.1 17.4 33.7 53.0 91.2 81.5: 8.8 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 124 142 191 97 130 344 364:
Old : 402: 113 150 167 81 119 299 341:
Other: 279: 98 65 63 64 98 200 196:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 12.8 26.9 21.0 18.1 11.0 25.5 15.7
Old : 20.2 13.8 29.9 22.4 19.6 10.1 28.3 15.4
Other: 29.1 19.1 42.9 28.2 28.0 18.1 40.1 24.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,715,094: 292,899 86,385 502,356 734,332 830,730 1,529,587 1,419,471: 185,507 295,623
Old : 1,350,319: 207,743 118,718 379,485 610,465 630,930 1,197,692 1,129,133: 152,626 221,186
Other: 364,775: 138,359 20,870 69,668 123,868 199,800 331,895 290,338: 32,881 74,437
: : :
: : Changes in Commitments from: October 30, 2007 :
: 67,333: 32,753 -544 19,071 5,997 42,629 57,821 61,157: 9,512 6,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.0 29.3 42.8 48.4 89.2 82.8: 10.8 17.2
Old : 100.0: 15.4 8.8 28.1 45.2 46.7 88.7 83.6: 11.3 16.4
Other: 100.0: 37.9 5.7 19.1 34.0 54.8 91.0 79.6: 9.0 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 207 144 260 274 316 618 614:
Old : 726: 174 180 239 261 306 582 597:
Other: 476: 129 54 65 103 253 259 350:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 18.4 20.0 24.0 10.2 12.5 15.4 16.9
Old : 13.8 17.4 21.7 23.6 11.9 12.0 18.0 16.7
Other: 18.5 23.0 28.5 29.6 12.4 17.2 20.7 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,891: 4,021 596 1,236 7,326 10,018 12,583 11,850: 3,308 4,041
Old : 15,679: 4,021 596 1,236 7,284 9,893 12,541 11,725: 3,138 3,954
Other: 212: 0 0 0 42 125 42 125: 170 87
: : :
: : Changes in Commitments from: October 30, 2007 :
: -263: -0 1 -455 -64 559 -519 104: 257 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.8 7.8 46.1 63.0 79.2 74.6: 20.8 25.4
Old : 100.0: 25.6 3.8 7.9 46.5 63.1 80.0 74.8: 20.0 25.2
Other: 100.0: 0.0 0.0 0.0 19.8 59.0 19.8 59.0: 80.2 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 23 8 6 18 14 45 24:
Old : 52: 23 8 6 17 14 44 24:
Other: 6: 0 0 0 3 5 3 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 38.2 45.9 56.6 27.8 26.0 38.7 43.4
Old : 32.4 38.1 46.5 56.6 28.2 26.5 39.2 43.5
Other: 19.8 58.5 19.8 59.0 14.6 53.8 14.6 53.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 718,137: 169,209 25,200 170,490 302,016 410,054 641,715 605,744: 76,422 112,393
Old : 606,821: 142,552 29,018 142,225 254,645 342,027 539,423 513,270: 67,398 93,551
Other: 111,316: 42,651 12,176 12,271 47,371 68,027 102,292 92,474: 9,024 18,842
: : :
: : Changes in Commitments from: October 30, 2007 :
: 22,053: 11,572 741 2,330 47 12,056 13,950 15,127: 8,103 6,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.5 23.7 42.1 57.1 89.4 84.3: 10.6 15.7
Old : 100.0: 23.5 4.8 23.4 42.0 56.4 88.9 84.6: 11.1 15.4
Other: 100.0: 38.3 10.9 11.0 42.6 61.1 91.9 83.1: 8.1 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 174 90 160 139 223 394 423:
Old : 527: 164 99 149 135 220 376 416:
Other: 303: 63 58 34 49 164 129 239:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 24.2 27.6 33.7 13.7 20.4 20.7 24.4
Old : 16.4 23.4 26.9 32.5 15.2 19.9 21.6 24.1
Other: 40.6 31.0 54.2 47.6 35.7 30.5 45.9 41.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,510: 14,846 2,085 1,390 0 650 16,236 4,125: 3,274 15,385
Old : 14,099: 9,697 2,085 1,390 0 436 11,087 3,911: 3,012 10,188
Other: 5,411: 5,149 0 0 0 214 5,149 214: 262 5,197
: : :
: : Changes in Commitments from: October 30, 2007 :
: 885: 1,055 -165 57 0 416 1,112 308: -227 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 10.7 7.1 0.0 3.3 83.2 21.1: 16.8 78.9
Old : 100.0: 68.8 14.8 9.9 0.0 3.1 78.6 27.7: 21.4 72.3
Other: 100.0: 95.2 0.0 0.0 0.0 4.0 95.2 4.0: 4.8 96.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 15 5 8 0 3 17 14:
Old : 23: 15 5 8 0 3 17 14:
Other: 10: 8 0 0 0 2 8 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 12.1 66.4 18.8 49.8 10.0 63.5 14.0
Old : 40.2 16.7 58.4 25.6 39.3 13.9 53.9 17.9
Other: 81.8 4.0 95.2 4.0 81.8 4.0 95.2 4.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 353,411: 76,249 12,264 70,929 175,424 251,985 322,602 335,177: 30,809 18,234
Old : 330,675: 76,774 15,863 63,079 161,101 234,478 300,954 313,420: 29,721 17,255
Other: 22,736: 5,932 2,858 1,392 14,323 17,507 21,648 21,757: 1,088 979
: : :
: : Changes in Commitments from: October 30, 2007 :
: 14,424: 4,966 144 2,707 7,043 10,794 14,716 13,645: -292 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.5 20.1 49.6 71.3 91.3 94.8: 8.7 5.2
Old : 100.0: 23.2 4.8 19.1 48.7 70.9 91.0 94.8: 9.0 5.2
Other: 100.0: 26.1 12.6 6.1 63.0 77.0 95.2 95.7: 4.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 81 34 59 68 65 186 138:
Old : 215: 81 40 58 67 64 185 136:
Other: 47: 14 9 10 15 14 32 30:
:----------------------------------------------------------------------------------------------------
: 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 32.8 27.6 43.9 15.0 29.1 21.6 38.6
Old : 18.8 32.6 28.1 43.5 15.8 29.3 23.1 37.5
Other: 57.0 65.3 75.0 80.2 57.0 64.8 73.7 77.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,148,292: 193,372 168,785 91,415 692,753 703,498 977,540 963,698: 170,752 184,594
Old : 1,148,292: 193,372 168,785 91,415 692,753 703,498 977,540 963,698: 170,752 184,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 39,538: 26,030 -6,712 7,937 -5,929 28,920 28,038 30,144: 11,500 9,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 14.7 8.0 60.3 61.3 85.1 83.9: 14.9 16.1
Old : 100.0: 16.8 14.7 8.0 60.3 61.3 85.1 83.9: 14.9 16.1
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 : 187: 39 46 44 84 85 147 151:
Old : 187: 39 46 44 84 85 147 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 29.1 31.6 40.5 17.6 23.1 25.9 30.9
Old : 20.6 29.1 31.6 40.5 17.6 23.1 25.9 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 272,461: 76,578 4,790 49,194 102,132 197,186 227,903 251,170: 44,558 21,291
Old : 255,343: 73,228 6,000 44,698 95,514 184,050 213,440 234,748: 41,903 20,595
Other: 17,118: 6,108 1,548 1,738 6,618 13,135 14,463 16,422: 2,655 697
: : :
: : Changes in Commitments from: October 30, 2007 :
: 13,429: 4,109 326 6,468 3,130 7,607 13,707 14,401: -278 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 1.8 18.1 37.5 72.4 83.6 92.2: 16.4 7.8
Old : 100.0: 28.7 2.3 17.5 37.4 72.1 83.6 91.9: 16.4 8.1
Other: 100.0: 35.7 9.0 10.2 38.7 76.7 84.5 95.9: 15.5 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 73 25 63 53 55 164 120:
Old : 182: 72 30 62 52 55 163 119:
Other: 63: 23 10 14 23 11 52 30:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 37.7 28.8 51.0 17.5 35.5 25.5 47.1
Old : 21.3 39.1 30.1 50.4 19.9 37.8 28.2 47.8
Other: 29.1 68.6 51.4 82.3 26.2 65.8 44.6 76.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,167: 6,827 18 2,376 6,669 15,732 15,872 18,126: 3,294 1,040
Old : 18,079: 7,002 17 2,025 5,841 15,096 14,868 17,137: 3,210 941
Other: 1,088: 168 345 8 828 636 1,004 989: 84 99
: : :
: : Changes in Commitments from: October 30, 2007 :
: 521: 1,727 -422 -49 -1,168 993 511 522: 10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.1 12.4 34.8 82.1 82.8 94.6: 17.2 5.4
Old : 100.0: 38.7 0.1 11.2 32.3 83.5 82.2 94.8: 17.8 5.2
Other: 100.0: 15.4 31.7 0.7 76.1 58.5 92.3 90.9: 7.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 40 2 13 30 22 73 35:
Old : 79: 39 1 11 28 22 69 33:
Other: 22: 4 7 3 7 8 14 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 67.9 30.8 80.5 17.3 64.6 28.5 71.9
Old : 18.6 69.9 32.1 82.7 17.9 68.2 29.9 76.9
Other: 69.0 54.0 87.0 74.2 57.3 44.1 72.8 62.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,099,079: 260,058 268,561 25,822 675,212 704,231 961,092 998,614: 137,987 100,465
Old : 1,099,079: 260,058 268,561 25,822 675,212 704,231 961,092 998,614: 137,987 100,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 57,436: 17,780 30,418 2,804 32,252 23,619 52,836 56,842: 4,600 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 24.4 2.3 61.4 64.1 87.4 90.9: 12.6 9.1
Old : 100.0: 23.7 24.4 2.3 61.4 64.1 87.4 90.9: 12.6 9.1
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 : 235: 56 46 25 104 87 172 146:
Old : 235: 56 46 25 104 87 172 146:
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 : 15.0 41.5 24.9 52.6 14.4 38.9 23.4 48.6
Old : 15.0 41.5 24.9 52.6 14.4 38.9 23.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,506,584: 807,060 232,949 524,634 1,794,874 2,315,060 3,126,568 3,072,642: 380,016 433,942
Old : 3,506,584: 807,060 232,949 524,634 1,794,874 2,315,060 3,126,568 3,072,642: 380,016 433,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 230,955: 91,383 -40,688 87,224 47,214 211,078 225,821 257,614: 5,134 -26,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 6.6 15.0 51.2 66.0 89.2 87.6: 10.8 12.4
Old : 100.0: 23.0 6.6 15.0 51.2 66.0 89.2 87.6: 10.8 12.4
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 : 318: 75 62 87 142 158 252 273:
Old : 318: 75 62 87 142 158 252 273:
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 : 21.9 27.7 32.7 35.8 14.9 21.2 23.0 25.5
Old : 21.9 27.7 32.7 35.8 14.9 21.2 23.0 25.5
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 with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,086,212: 390,220 374,293 182,047 1,269,564 1,300,441 1,841,831 1,856,781: 244,380 229,431
Old : 2,086,212: 390,220 374,293 182,047 1,269,564 1,300,441 1,841,831 1,856,781: 244,380 229,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 106,312: -30,376 47,000 24,044 125,302 34,663 118,971 105,707: -12,659 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.9 8.7 60.9 62.3 88.3 89.0: 11.7 11.0
Old : 100.0: 18.7 17.9 8.7 60.9 62.3 88.3 89.0: 11.7 11.0
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 : 228: 52 47 39 105 94 179 158:
Old : 228: 52 47 39 105 94 179 158:
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 : 21.8 40.5 29.4 49.8 19.1 36.5 25.7 41.1
Old : 21.8 40.5 29.4 49.8 19.1 36.5 25.7 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 661,887: 56,745 82,079 222,748 343,838 313,418 623,331 618,245: 38,556 43,642
Old : 661,887: 56,745 82,079 222,748 343,838 313,418 623,331 618,245: 38,556 43,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -163,889: -39,968 -23,798 -70,908 -51,663 -76,953 -162,539 -171,660: -1,350 7,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.4 33.7 51.9 47.4 94.2 93.4: 5.8 6.6
Old : 100.0: 8.6 12.4 33.7 51.9 47.4 94.2 93.4: 5.8 6.6
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 : 163: 35 44 57 70 80 136 152:
Old : 163: 35 44 57 70 80 136 152:
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 25.6 41.9 35.5 13.6 8.1 18.4 13.4
Old : 28.3 25.6 41.9 35.5 13.6 8.1 18.4 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 23,893: 6,871 5,032 1,365 2,839 8,057 11,075 14,454: 12,817 9,439
Old : 23,893: 6,871 5,032 1,365 2,839 8,057 11,075 14,454: 12,817 9,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,532: 282 -825 31 459 419 771 -375: 761 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 21.1 5.7 11.9 33.7 46.4 60.5: 53.6 39.5
Old : 100.0: 28.8 21.1 5.7 11.9 33.7 46.4 60.5: 53.6 39.5
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 : 45: 18 13 8 7 11 30 27:
Old : 45: 18 13 8 7 11 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 27.1 23.0 44.3 12.8 25.8 20.7 39.6
Old : 14.4 27.1 23.0 44.3 12.8 25.8 20.7 39.6
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 with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 35,760: 14,315 11,155 767 15,375 16,529 30,456 28,451: 5,304 7,309
Old : 35,760: 14,315 11,155 767 15,375 16,529 30,456 28,451: 5,304 7,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 158: 1,217 558 309 -2,096 -1,132 -569 -265: 727 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 31.2 2.1 43.0 46.2 85.2 79.6: 14.8 20.4
Old : 100.0: 40.0 31.2 2.1 43.0 46.2 85.2 79.6: 14.8 20.4
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 : 59: 17 20 11 13 12 40 33:
Old : 59: 17 20 11 13 12 40 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 : 34.2 32.6 53.0 51.9 34.2 32.2 52.5 51.5
Old : 34.2 32.6 53.0 51.9 34.2 32.2 52.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 110,290: 39,387 39,010 1,609 50,789 58,269 91,784 98,888: 18,505 11,402
Old : 110,290: 39,387 39,010 1,609 50,789 58,269 91,784 98,888: 18,505 11,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,971: -1,519 661 -374 -3,505 -2,911 -5,399 -2,624: 3,427 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 35.4 1.5 46.1 52.8 83.2 89.7: 16.8 10.3
Old : 100.0: 35.7 35.4 1.5 46.1 52.8 83.2 89.7: 16.8 10.3
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 : 113: 50 29 15 25 19 79 59:
Old : 113: 50 29 15 25 19 79 59:
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 : 32.0 38.0 46.0 54.2 31.0 37.8 43.9 53.2
Old : 32.0 38.0 46.0 54.2 31.0 37.8 43.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 57,069: 7,368 18,558 1,666 47,762 36,744 56,796 56,968: 273 101
Old : 57,069: 7,368 18,558 1,666 47,762 36,744 56,796 56,968: 273 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,306: 2,548 -905 1,048 -2,403 1,228 1,193 1,371: 113 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 32.5 2.9 83.7 64.4 99.5 99.8: 0.5 0.2
Old : 100.0: 12.9 32.5 2.9 83.7 64.4 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 14 5 15 13 26 31:
Old : 45: 10 14 5 15 13 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 72.4 88.8 88.6 75.1 64.3 81.2 80.0
Old : 80.3 72.4 88.8 88.6 75.1 64.3 81.2 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 17,346: 9,687 3,964 7 7,651 13,313 17,345 17,284: 1 62
Old : 17,346: 9,687 3,964 7 7,651 13,313 17,345 17,284: 1 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 2,012: 543 -346 7 1,462 2,344 2,012 2,005: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 22.9 0.0 44.1 76.7 100.0 99.6: 0.0 0.4
Old : 100.0: 55.8 22.9 0.0 44.1 76.7 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 6 1 4 6 15 12:
Old : 26: 10 6 1 4 6 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 87.5 96.3 98.2 82.1 87.4 96.3 98.1
Old : 82.1 87.5 96.3 98.2 82.1 87.4 96.3 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2007