WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 474,922: 82,775 75,944 118,111 223,939 196,384 424,825 390,439: 50,097 84,483
Old : 299,208: 47,981 78,571 59,113 159,741 108,543 266,835 246,226: 32,373 52,981
Other: 175,714: 60,615 23,195 33,177 64,198 87,841 157,990 144,212: 17,725 31,502
: : :
: : Changes in Commitments from: November 13, 2007 :
: -90,160: -2,030 -367 -69,768 -22,959 -22,676 -94,757 -92,812: 4,597 2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.0 24.9 47.2 41.4 89.5 82.2: 10.5 17.8
Old : 100.0: 16.0 26.3 19.8 53.4 36.3 89.2 82.3: 10.8 17.7
Other: 100.0: 34.5 13.2 18.9 36.5 50.0 89.9 82.1: 10.1 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 103 121 156 88 119 300 313:
Old : 350: 80 134 126 69 104 243 285:
Other: 272: 104 53 65 64 98 198 192:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 14.2 32.3 21.3 22.1 12.3 30.9 18.1
Old : 26.0 14.1 37.9 22.1 25.7 11.7 37.4 18.5
Other: 30.0 17.8 43.8 28.4 28.4 17.1 39.7 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 1,458,168: 288,710 85,412 297,291 687,317 792,860 1,273,317 1,175,563: 184,851 282,605
Old : 1,060,885: 200,565 109,429 172,102 538,314 576,069 910,981 857,600: 149,904 203,285
Other: 397,283: 146,912 34,750 66,421 149,003 216,791 362,336 317,963: 34,947 79,320
: : :
: : Changes in Commitments from: November 13, 2007 :
: -217,511: 5,479 3,413 -175,027 -50,237 -38,150 -219,785 -209,765: 2,274 -7,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.9 20.4 47.1 54.4 87.3 80.6: 12.7 19.4
Old : 100.0: 18.9 10.3 16.2 50.7 54.3 85.9 80.8: 14.1 19.2
Other: 100.0: 37.0 8.7 16.7 37.5 54.6 91.2 80.0: 8.8 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 685: 184 115 194 265 316 548 551:
Old : 667: 163 131 171 245 298 508 519:
Other: 476: 106 63 64 112 274 249 373:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 18.2 20.6 24.8 12.1 14.6 18.0 19.8
Old : 14.9 18.1 23.2 25.2 14.8 15.2 22.5 21.2
Other: 19.1 20.9 31.2 27.5 16.4 15.9 24.9 21.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 13,521: 3,553 688 420 6,711 9,000 10,684 10,108: 2,837 3,413
Old : 13,247: 3,462 688 420 6,642 8,817 10,524 9,925: 2,723 3,322
Other: 274: 91 0 0 69 183 160 183: 114 91
: : :
: : Changes in Commitments from: November 13, 2007 :
: -1,747: -364 -7 -813 -590 -564 -1,767 -1,384: 21 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 5.1 3.1 49.6 66.6 79.0 74.8: 21.0 25.2
Old : 100.0: 26.1 5.2 3.2 50.1 66.6 79.4 74.9: 20.6 25.1
Other: 100.0: 33.2 0.0 0.0 25.2 66.8 58.4 66.8: 41.6 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 7 7 17 12 40 22:
Old : 44: 19 7 7 16 12 39 22:
Other: 10: 2 0 0 5 7 7 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 : 33.6 40.3 48.3 59.9 31.7 30.9 44.6 49.1
Old : 34.3 40.9 49.3 59.8 32.4 31.7 45.5 49.6
Other: 57.3 59.1 58.4 66.8 50.4 56.6 50.4 58.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 764,735: 182,269 29,946 189,096 318,287 429,145 689,652 648,187: 75,082 116,548
Old : 641,392: 145,774 35,215 160,549 272,534 353,001 578,857 548,765: 62,535 92,627
Other: 123,343: 50,623 8,859 14,419 45,753 76,144 110,795 99,422: 12,548 23,921
: : :
: : Changes in Commitments from: November 13, 2007 :
: 24,404: 9,979 6,284 16,990 1,830 2,772 28,799 26,046: -4,395 -1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.9 24.7 41.6 56.1 90.2 84.8: 9.8 15.2
Old : 100.0: 22.7 5.5 25.0 42.5 55.0 90.3 85.6: 9.7 14.4
Other: 100.0: 41.0 7.2 11.7 37.1 61.7 89.8 80.6: 10.2 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 194 92 178 142 212 415 430:
Old : 528: 180 104 164 140 208 395 420:
Other: 329: 91 64 41 54 159 163 246:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 25.1 26.6 33.6 13.6 19.6 19.5 23.5
Old : 16.4 24.2 27.4 33.1 14.8 18.8 21.6 22.7
Other: 32.3 30.1 45.3 43.5 27.5 29.5 36.8 37.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,591: 16,605 1,485 1,432 0 780 18,037 3,697: 3,554 17,894
Old : 14,714: 10,573 1,485 1,322 0 527 11,895 3,334: 2,819 11,380
Other: 6,877: 6,142 110 0 0 253 6,142 363: 735 6,514
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,444: 1,549 165 8 0 64 1,557 237: -113 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 6.9 6.6 0.0 3.6 83.5 17.1: 16.5 82.9
Old : 100.0: 71.9 10.1 9.0 0.0 3.6 80.8 22.7: 19.2 77.3
Other: 100.0: 89.3 1.6 0.0 0.0 3.7 89.3 5.3: 10.7 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 7 8 0 3 17 16:
Old : 25: 15 7 7 0 3 17 15:
Other: 10: 7 1 0 0 2 7 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 : 52.3 8.5 68.4 13.2 50.9 6.1 66.5 9.7
Old : 41.1 12.0 61.5 19.0 41.1 8.5 57.9 13.6
Other: 78.9 5.3 89.3 5.3 78.9 5.3 89.3 5.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 346,257: 72,532 14,960 73,820 173,507 242,483 319,860 331,263: 26,397 14,994
Old : 321,813: 74,951 19,285 63,746 158,191 224,523 296,888 307,554: 24,925 14,259
Other: 24,444: 5,752 3,846 1,904 15,316 17,959 22,972 23,709: 1,472 735
: : :
: : Changes in Commitments from: November 13, 2007 :
: -7,750: -1,254 1,907 75 -3,946 -6,768 -5,125 -4,786: -2,625 -2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.3 21.3 50.1 70.0 92.4 95.7: 7.6 4.3
Old : 100.0: 23.3 6.0 19.8 49.2 69.8 92.3 95.6: 7.7 4.4
Other: 100.0: 23.5 15.7 7.8 62.7 73.5 94.0 97.0: 6.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 83 38 62 64 63 186 138:
Old : 212: 85 43 60 62 63 183 137:
Other: 56: 19 10 11 17 15 40 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 : 17.7 31.8 27.1 43.1 15.3 28.8 21.8 37.5
Old : 19.0 31.3 27.9 41.9 16.4 28.7 23.4 36.6
Other: 58.0 58.6 74.1 75.1 58.0 58.1 73.6 73.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 1,129,353: 211,448 170,280 54,198 711,375 716,047 977,020 940,525: 152,333 188,828
Old : 1,129,353: 211,448 170,280 54,198 711,375 716,047 977,020 940,525: 152,333 188,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -51,583: 28,932 -8,932 -45,418 -15,344 -455 -31,830 -54,804: -19,753 3,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 15.1 4.8 63.0 63.4 86.5 83.3: 13.5 16.7
Old : 100.0: 18.7 15.1 4.8 63.0 63.4 86.5 83.3: 13.5 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 34 39 39 79 81 137 135:
Old : 172: 34 39 39 79 81 137 135:
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 : 21.1 29.0 34.2 40.5 18.5 24.1 27.7 31.2
Old : 21.1 29.0 34.2 40.5 18.5 24.1 27.7 31.2
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 20, 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 : 267,814: 77,232 8,424 43,490 101,547 196,301 222,270 248,215: 45,544 19,599
Old : 247,964: 74,433 10,836 36,825 94,900 181,598 206,159 229,260: 41,806 18,705
Other: 19,850: 6,868 1,657 2,595 6,647 14,703 16,111 18,956: 3,739 894
: : :
: : Changes in Commitments from: November 13, 2007 :
: -3,632: -1,247 1,125 -2,609 416 2,099 -3,439 615: -193 -4,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.1 16.2 37.9 73.3 83.0 92.7: 17.0 7.3
Old : 100.0: 30.0 4.4 14.9 38.3 73.2 83.1 92.5: 16.9 7.5
Other: 100.0: 34.6 8.3 13.1 33.5 74.1 81.2 95.5: 18.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 79 21 60 56 55 167 116:
Old : 176: 75 24 59 53 55 162 115:
Other: 71: 27 9 13 28 12 60 29:
:----------------------------------------------------------------------------------------------------
: 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 38.2 29.9 51.3 16.3 36.8 24.2 45.9
Old : 22.9 39.0 31.5 50.2 19.5 37.7 27.6 46.3
Other: 25.5 61.2 44.8 78.2 22.5 58.4 36.8 72.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 20,419: 8,071 53 2,774 6,458 16,495 17,303 19,322: 3,117 1,097
Old : 18,994: 8,195 50 2,362 5,430 15,609 15,987 18,021: 3,008 973
Other: 1,425: 227 354 61 1,028 886 1,316 1,301: 109 124
: : :
: : Changes in Commitments from: November 13, 2007 :
: 639: 503 47 165 -30 343 638 555: 1 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 0.3 13.6 31.6 80.8 84.7 94.6: 15.3 5.4
Old : 100.0: 43.1 0.3 12.4 28.6 82.2 84.2 94.9: 15.8 5.1
Other: 100.0: 15.9 24.8 4.3 72.1 62.2 92.4 91.3: 7.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 41 2 14 28 20 71 35:
Old : 78: 40 1 13 26 20 67 34:
Other: 24: 4 8 5 7 8 16 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 67.2 30.4 79.7 16.9 63.3 28.5 70.2
Old : 18.1 69.1 31.7 81.8 17.5 67.2 29.8 75.3
Other: 60.7 57.0 79.2 74.0 43.5 34.7 58.7 50.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 1,035,548: 253,260 192,245 24,627 624,030 691,515 901,916 908,386: 133,632 127,162
Old : 1,035,548: 253,260 192,245 24,627 624,030 691,515 901,916 908,386: 133,632 127,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -31,498: 7,723 -35,416 -3,366 -38,354 3,220 -33,997 -35,561: 2,499 4,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.6 2.4 60.3 66.8 87.1 87.7: 12.9 12.3
Old : 100.0: 24.5 18.6 2.4 60.3 66.8 87.1 87.7: 12.9 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 : 226: 57 37 22 101 87 167 137:
Old : 226: 57 37 22 101 87 167 137:
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 : 16.2 43.2 26.9 51.8 15.2 38.6 23.8 46.2
Old : 16.2 43.2 26.9 51.8 15.2 38.6 23.8 46.2
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 20, 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 : 3,011,093: 804,331 272,591 324,844 1,645,849 2,024,817 2,775,024 2,622,252: 236,069 388,840
Old : 3,011,093: 804,331 272,591 324,844 1,645,849 2,024,817 2,775,024 2,622,252: 236,069 388,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -619,596: -4,246 3,100 -242,723 -215,742 -317,498 -462,711 -557,121: -156,885 -62,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.1 10.8 54.7 67.2 92.2 87.1: 7.8 12.9
Old : 100.0: 26.7 9.1 10.8 54.7 67.2 92.2 87.1: 7.8 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 : 302: 65 62 67 129 148 226 245:
Old : 302: 65 62 67 129 148 226 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 25.7 37.2 33.2 17.4 19.1 27.3 24.0
Old : 24.4 25.7 37.2 33.2 17.4 19.1 27.3 24.0
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 20, 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 : 2,094,291: 390,469 352,229 174,587 1,304,024 1,327,847 1,869,080 1,854,663: 225,211 239,628
Old : 2,094,291: 390,469 352,229 174,587 1,304,024 1,327,847 1,869,080 1,854,663: 225,211 239,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -112,675: 6,915 -27,391 -63,987 -28,012 -6,123 -85,084 -97,501: -27,591 -15,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.8 8.3 62.3 63.4 89.2 88.6: 10.8 11.4
Old : 100.0: 18.6 16.8 8.3 62.3 63.4 89.2 88.6: 10.8 11.4
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 : 207: 44 38 37 100 91 162 149:
Old : 207: 44 38 37 100 91 162 149:
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 : 21.0 41.1 32.4 51.8 18.8 34.8 27.3 40.3
Old : 21.0 41.1 32.4 51.8 18.8 34.8 27.3 40.3
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 20, 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 : 745,701: 59,848 116,875 240,497 408,802 348,991 709,146 706,363: 36,555 39,338
Old : 745,701: 59,848 116,875 240,497 408,802 348,991 709,146 706,363: 36,555 39,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 70,421: 2,886 38,067 6,543 59,944 22,832 69,372 67,442: 1,049 2,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 15.7 32.3 54.8 46.8 95.1 94.7: 4.9 5.3
Old : 100.0: 8.0 15.7 32.3 54.8 46.8 95.1 94.7: 4.9 5.3
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 : 171: 27 58 57 76 78 144 153:
Old : 171: 27 58 57 76 78 144 153:
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 : 28.0 29.5 41.3 40.3 13.0 10.4 18.8 15.4
Old : 28.0 29.5 41.3 40.3 13.0 10.4 18.8 15.4
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 20, 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 : 19,629: 3,534 1,263 1,658 2,754 8,803 7,946 11,724: 11,682 7,904
Old : 19,629: 3,534 1,263 1,658 2,754 8,803 7,946 11,724: 11,682 7,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -3,276: -42 -1,729 -1,131 -70 653 -1,243 -2,207: -2,034 -1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.4 8.4 14.0 44.8 40.5 59.7: 59.5 40.3
Old : 100.0: 18.0 6.4 8.4 14.0 44.8 40.5 59.7: 59.5 40.3
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 : 35: 11 10 6 8 11 25 21:
Old : 35: 11 10 6 8 11 25 21:
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 : 13.0 33.6 22.4 48.4 10.7 31.4 18.1 40.5
Old : 13.0 33.6 22.4 48.4 10.7 31.4 18.1 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 37,243: 12,963 12,040 1,393 17,609 17,300 31,965 30,733: 5,278 6,510
Old : 37,243: 12,963 12,040 1,393 17,609 17,300 31,965 30,733: 5,278 6,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -779: -1,275 331 330 575 23 -370 684: -409 -1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 32.3 3.7 47.3 46.5 85.8 82.5: 14.2 17.5
Old : 100.0: 34.8 32.3 3.7 47.3 46.5 85.8 82.5: 14.2 17.5
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 : 58: 16 20 12 15 11 41 33:
Old : 58: 16 20 12 15 11 41 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 : 29.3 33.7 48.8 53.1 28.5 31.6 46.9 50.5
Old : 29.3 33.7 48.8 53.1 28.5 31.6 46.9 50.5
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 20, 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 : 111,726: 37,224 29,115 1,588 41,450 60,133 80,263 90,836: 31,463 20,890
Old : 111,726: 37,224 29,115 1,588 41,450 60,133 80,263 90,836: 31,463 20,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,864: -2,108 -9,659 -279 -4,987 5,303 -7,375 -4,634: 10,238 7,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 26.1 1.4 37.1 53.8 71.8 81.3: 28.2 18.7
Old : 100.0: 33.3 26.1 1.4 37.1 53.8 71.8 81.3: 28.2 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 40 30 16 22 19 69 58:
Old : 103: 40 30 16 22 19 69 58:
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 : 23.3 40.5 37.5 53.4 22.7 39.8 35.9 52.7
Old : 23.3 40.5 37.5 53.4 22.7 39.8 35.9 52.7
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 20, 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 : 56,803: 6,737 14,851 1,662 48,023 40,214 56,422 56,727: 381 76
Old : 56,803: 6,737 14,851 1,662 48,023 40,214 56,422 56,727: 381 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,716: -333 -3,325 55 1,935 4,978 1,657 1,708: 59 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 26.1 2.9 84.5 70.8 99.3 99.9: 0.7 0.1
Old : 100.0: 11.9 26.1 2.9 84.5 70.8 99.3 99.9: 0.7 0.1
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 : 47: 10 14 5 16 14 27 32:
Old : 47: 10 14 5 16 14 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 72.5 88.7 90.0 72.9 61.6 78.4 78.1
Old : 78.0 72.5 88.7 90.0 72.9 61.6 78.4 78.1
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 with Delta-adjusted Options and Futures Combined, November 20, 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 : 16,370: 3,237 3,718 189 12,943 12,416 16,369 16,323: 1 47
Old : 16,370: 3,237 3,718 189 12,943 12,416 16,369 16,323: 1 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 321: -4,522 -225 182 4,661 390 321 347: 0 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 22.7 1.2 79.1 75.8 100.0 99.7: 0.0 0.3
Old : 100.0: 19.8 22.7 1.2 79.1 75.8 100.0 99.7: 0.0 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 : 27: 10 6 2 5 6 16 13:
Old : 27: 10 6 2 5 6 16 13:
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 : 83.4 80.7 94.5 96.5 83.4 80.6 93.6 96.5
Old : 83.4 80.7 94.5 96.5 83.4 80.6 93.6 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2007