WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 503,958: 91,789 77,405 137,193 232,091 217,679 461,073 432,277: 42,885 71,681
Old : 306,094: 55,199 80,276 68,068 156,390 116,565 279,656 264,909: 26,438 41,185
Other: 197,863: 67,941 28,479 37,775 75,701 101,114 181,417 167,368: 16,447 30,495
: : :
: : Changes in Commitments from: November 27, 2007 :
: 18,705: 4,717 4,748 11,036 5,224 6,828 20,977 22,612: -2,272 -3,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.4 27.2 46.1 43.2 91.5 85.8: 8.5 14.2
Old : 100.0: 18.0 26.2 22.2 51.1 38.1 91.4 86.5: 8.6 13.5
Other: 100.0: 34.3 14.4 19.1 38.3 51.1 91.7 84.6: 8.3 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 123 121 154 84 120 309 318:
Old : 364: 103 131 121 60 104 244 287:
Other: 279: 100 63 67 65 103 203 200:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 15.4 31.2 23.0 21.2 13.2 29.6 19.2
Old : 25.2 16.1 37.9 24.7 25.2 13.5 37.6 20.7
Other: 28.5 18.1 41.4 28.2 26.4 15.7 36.7 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,445,029: 297,871 73,663 310,110 668,131 792,248 1,276,111 1,176,021: 168,917 269,008
Old : 1,031,009: 194,996 94,587 196,358 506,990 557,740 898,345 848,686: 132,664 182,323
Other: 414,020: 146,896 23,097 69,730 161,141 234,508 377,767 327,334: 36,253 86,686
: : :
: : Changes in Commitments from: November 27, 2007 :
: 18,081: 22,283 -347 11,979 -6,703 11,216 27,558 22,848: -9,477 -4,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 5.1 21.5 46.2 54.8 88.3 81.4: 11.7 18.6
Old : 100.0: 18.9 9.2 19.0 49.2 54.1 87.1 82.3: 12.9 17.7
Other: 100.0: 35.5 5.6 16.8 38.9 56.6 91.2 79.1: 8.8 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 206 147 220 249 327 571 592:
Old : 706: 182 159 191 228 304 522 549:
Other: 504: 122 69 72 114 281 263 399:
:----------------------------------------------------------------------------------------------------
: 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 20.5 24.5 12.0 14.4 17.7 19.6
Old : 14.8 17.9 23.1 25.0 14.8 15.0 21.9 20.8
Other: 19.2 20.6 31.3 27.0 16.6 15.8 25.0 21.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,855: 2,255 735 639 5,465 8,029 8,359 9,403: 2,496 1,452
Old : 10,563: 2,155 735 639 5,396 7,837 8,190 9,211: 2,373 1,352
Other: 292: 100 0 0 69 192 169 192: 123 100
: : :
: : Changes in Commitments from: November 27, 2007 :
: -949: -487 59 96 -706 -575 -1,098 -421: 148 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.8 5.9 50.3 74.0 77.0 86.6: 23.0 13.4
Old : 100.0: 20.4 7.0 6.1 51.1 74.2 77.5 87.2: 22.5 12.8
Other: 100.0: 34.2 0.0 0.0 23.6 65.8 57.9 65.8: 42.1 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 6 6 15 12 32 22:
Old : 40: 14 6 6 13 12 30 22:
Other: 9: 1 0 0 5 7 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 52.3 51.7 70.5 34.9 48.9 49.3 65.8
Old : 35.9 53.5 53.1 70.9 35.9 50.5 50.7 67.7
Other: 57.2 58.2 57.9 65.8 50.3 55.8 50.3 58.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 760,077: 173,130 31,564 200,448 297,758 399,022 671,335 631,033: 88,742 129,044
Old : 627,041: 135,337 35,632 169,497 246,792 318,495 551,626 523,624: 75,415 103,417
Other: 133,036: 51,977 10,117 16,766 50,966 80,526 119,709 107,409: 13,327 25,627
: : :
: : Changes in Commitments from: November 27, 2007 :
: 10,992: 2,569 -1,276 15,424 -10,040 -9,454 7,953 4,695: 3,040 6,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 4.2 26.4 39.2 52.5 88.3 83.0: 11.7 17.0
Old : 100.0: 21.6 5.7 27.0 39.4 50.8 88.0 83.5: 12.0 16.5
Other: 100.0: 39.1 7.6 12.6 38.3 60.5 90.0 80.7: 10.0 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 193 97 178 141 209 424 425:
Old : 520: 175 106 167 133 201 395 410:
Other: 316: 78 63 41 58 158 157 243:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 22.5 25.4 29.9 13.5 19.2 19.8 23.0
Old : 16.3 20.9 24.4 28.7 15.0 18.1 21.5 21.8
Other: 31.3 29.7 44.4 40.4 26.1 26.4 37.0 33.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,264: 15,880 2,235 1,115 0 703 16,995 4,053: 4,269 17,211
Old : 13,504: 8,931 2,125 1,085 0 422 10,016 3,632: 3,488 9,872
Other: 7,760: 6,979 140 0 0 281 6,979 421: 781 7,339
: : :
: : Changes in Commitments from: November 27, 2007 :
: -441: -793 620 -202 0 -145 -995 273: 554 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 10.5 5.2 0.0 3.3 79.9 19.1: 20.1 80.9
Old : 100.0: 66.1 15.7 8.0 0.0 3.1 74.2 26.9: 25.8 73.1
Other: 100.0: 89.9 1.8 0.0 0.0 3.6 89.9 5.4: 10.1 94.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 8 9 0 2 17 17:
Old : 25: 14 9 8 0 2 16 17:
Other: 11: 8 1 0 0 2 8 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 11.1 68.7 15.4 55.2 8.7 67.0 12.3
Old : 45.2 15.9 60.8 22.6 43.2 12.0 57.4 17.4
Other: 77.2 5.4 89.9 5.4 77.2 5.4 89.9 5.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 349,507: 74,732 17,492 75,769 168,087 236,655 318,588 329,916: 30,919 19,591
Old : 324,765: 76,139 21,283 65,993 152,886 218,789 295,017 306,065: 29,747 18,699
Other: 24,743: 6,151 3,766 2,219 15,202 17,866 23,571 23,850: 1,172 892
: : :
: : Changes in Commitments from: November 27, 2007 :
: -10,737: 3,254 1,078 -785 -9,172 -10,766 -6,704 -10,473: -4,033 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.0 21.7 48.1 67.7 91.2 94.4: 8.8 5.6
Old : 100.0: 23.4 6.6 20.3 47.1 67.4 90.8 94.2: 9.2 5.8
Other: 100.0: 24.9 15.2 9.0 61.4 72.2 95.3 96.4: 4.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 80 40 63 64 65 182 144:
Old : 216: 84 44 61 61 65 178 143:
Other: 63: 19 15 12 20 16 45 37:
:----------------------------------------------------------------------------------------------------
: 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 33.0 26.9 44.8 15.4 30.1 21.6 38.8
Old : 18.8 33.6 28.1 43.9 16.5 30.8 23.8 38.5
Other: 52.4 53.0 71.5 70.4 51.2 50.3 69.5 67.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,166,084: 227,718 165,270 95,963 676,380 714,666 1,000,061 975,899: 166,023 190,185
Old : 1,166,084: 227,718 165,270 95,963 676,380 714,666 1,000,061 975,899: 166,023 190,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,327: 7,021 3,928 -944 3,419 -2,788 9,496 196: -12,823 -3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.2 8.2 58.0 61.3 85.8 83.7: 14.2 16.3
Old : 100.0: 19.5 14.2 8.2 58.0 61.3 85.8 83.7: 14.2 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 : 187: 39 44 51 79 88 143 158:
Old : 187: 39 44 51 79 88 143 158:
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 : 24.2 27.1 34.6 37.4 19.6 20.1 26.8 26.4
Old : 24.2 27.1 34.6 37.4 19.6 20.1 26.8 26.4
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 265,907: 81,442 6,315 41,593 96,599 198,126 219,633 246,035: 46,274 19,872
Old : 242,163: 76,644 9,016 33,978 89,726 180,389 200,348 223,382: 41,816 18,781
Other: 23,744: 9,228 1,730 3,185 6,873 17,738 19,286 22,652: 4,458 1,091
: : :
: : Changes in Commitments from: November 27, 2007 :
: 3,488: 5,145 -4,153 366 -1,213 8,884 4,298 5,097: -810 -1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.4 15.6 36.3 74.5 82.6 92.5: 17.4 7.5
Old : 100.0: 31.6 3.7 14.0 37.1 74.5 82.7 92.2: 17.3 7.8
Other: 100.0: 38.9 7.3 13.4 28.9 74.7 81.2 95.4: 18.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 78 24 50 60 62 164 115:
Old : 174: 75 25 49 58 61 158 113:
Other: 76: 28 10 14 28 14 64 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 38.4 29.4 52.4 16.0 37.2 23.7 47.6
Old : 22.9 39.9 31.1 51.1 20.2 38.8 28.3 48.5
Other: 23.6 53.9 40.6 74.2 20.1 51.6 33.7 69.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,854: 8,139 1 1,801 6,558 16,769 16,498 18,572: 4,356 2,282
Old : 19,309: 8,126 12 1,438 5,529 15,777 15,093 17,227: 4,216 2,082
Other: 1,545: 329 306 47 1,029 992 1,405 1,345: 140 200
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3: 16 -9 -938 -44 -122 -966 -1,069: 963 1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 0.0 8.6 31.4 80.4 79.1 89.1: 20.9 10.9
Old : 100.0: 42.1 0.1 7.4 28.6 81.7 78.2 89.2: 21.8 10.8
Other: 100.0: 21.3 19.8 3.0 66.6 64.2 90.9 87.1: 9.1 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 33 2 12 25 18 61 30:
Old : 66: 30 3 9 23 18 56 28:
Other: 25: 10 3 2 7 9 17 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 67.7 30.2 77.9 17.9 63.4 29.9 70.2
Old : 18.3 69.6 31.6 79.9 18.3 67.3 31.5 75.3
Other: 57.0 57.3 77.7 74.8 41.6 35.6 56.1 50.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,015,228: 338,093 177,536 31,578 532,608 675,264 902,279 884,378: 112,948 130,849
Old : 1,015,228: 338,093 177,536 31,578 532,608 675,264 902,279 884,378: 112,948 130,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -94,016: 18,405 -11,639 -5,441 -95,233 -72,231 -82,270 -89,311: -11,747 -4,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 17.5 3.1 52.5 66.5 88.9 87.1: 11.1 12.9
Old : 100.0: 33.3 17.5 3.1 52.5 66.5 88.9 87.1: 11.1 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 : 230: 59 41 29 99 99 169 158:
Old : 230: 59 41 29 99 99 169 158:
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 : 18.3 39.1 28.1 47.0 17.3 35.5 26.0 42.2
Old : 18.3 39.1 28.1 47.0 17.3 35.5 26.0 42.2
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,229,579: 819,088 287,587 396,828 1,629,266 2,090,118 2,845,182 2,774,533: 384,397 455,046
Old : 3,229,579: 819,088 287,587 396,828 1,629,266 2,090,118 2,845,182 2,774,533: 384,397 455,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 11,600: 80,216 33,149 31,125 -105,565 -63,749 5,775 525: 5,824 11,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 8.9 12.3 50.4 64.7 88.1 85.9: 11.9 14.1
Old : 100.0: 25.4 8.9 12.3 50.4 64.7 88.1 85.9: 11.9 14.1
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 : 279: 54 63 69 128 138 218 234:
Old : 279: 54 63 69 128 138 218 234:
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 : 21.2 28.4 32.4 35.6 17.5 21.4 26.6 27.9
Old : 21.2 28.4 32.4 35.6 17.5 21.4 26.6 27.9
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,242,918: 463,214 499,304 207,415 1,317,627 1,289,648 1,988,257 1,996,367: 254,661 246,551
Old : 2,242,918: 463,214 499,304 207,415 1,317,627 1,289,648 1,988,257 1,996,367: 254,661 246,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -89,978: -17,018 77,632 783 -59,299 -147,983 -75,534 -69,568: -14,443 -20,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 22.3 9.2 58.7 57.5 88.6 89.0: 11.4 11.0
Old : 100.0: 20.7 22.3 9.2 58.7 57.5 88.6 89.0: 11.4 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 : 214: 49 46 42 96 96 166 163:
Old : 214: 49 46 42 96 96 166 163:
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 : 18.6 40.6 30.0 50.6 16.6 36.0 26.9 41.1
Old : 18.6 40.6 30.0 50.6 16.6 36.0 26.9 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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 527,073: 72,317 96,010 109,499 313,159 288,335 494,976 493,844: 32,098 33,229
Old : 527,073: 72,317 96,010 109,499 313,159 288,335 494,976 493,844: 32,098 33,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -265,385: -4,493 2,760 -152,857 -104,607 -108,407 -261,958 -258,505: -3,427 -6,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.2 20.8 59.4 54.7 93.9 93.7: 6.1 6.3
Old : 100.0: 13.7 18.2 20.8 59.4 54.7 93.9 93.7: 6.1 6.3
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 : 132: 28 34 39 61 59 111 110:
Old : 132: 28 34 39 61 59 111 110:
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 : 16.9 25.9 31.2 40.0 14.5 17.2 23.5 22.8
Old : 16.9 25.9 31.2 40.0 14.5 17.2 23.5 22.8
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 15,712: 3,166 523 1,626 2,094 8,140 6,886 10,289: 8,827 5,424
Old : 15,712: 3,166 523 1,626 2,094 8,140 6,886 10,289: 8,827 5,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,804: 239 -774 208 -292 -750 155 -1,316: -1,959 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.3 10.3 13.3 51.8 43.8 65.5: 56.2 34.5
Old : 100.0: 20.1 3.3 10.3 13.3 51.8 43.8 65.5: 56.2 34.5
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: 9 5 6 7 9 19 17:
Old : 25: 9 5 6 7 9 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 39.2 30.8 56.0 12.4 38.9 20.7 48.2
Old : 19.5 39.2 30.8 56.0 12.4 38.9 20.7 48.2
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 37,343: 14,403 12,743 1,344 16,507 14,042 32,254 28,129: 5,088 9,213
Old : 37,343: 14,403 12,743 1,344 16,507 14,042 32,254 28,129: 5,088 9,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -376: 896 1,017 -105 -430 -1,668 362 -755: -738 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 34.1 3.6 44.2 37.6 86.4 75.3: 13.6 24.7
Old : 100.0: 38.6 34.1 3.6 44.2 37.6 86.4 75.3: 13.6 24.7
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 : 57: 17 19 11 15 10 42 30:
Old : 57: 17 19 11 15 10 42 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 32.0 49.1 50.0 28.7 30.0 48.5 47.8
Old : 29.3 32.0 49.1 50.0 28.7 30.0 48.5 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 104,907: 33,189 36,513 2,614 49,553 53,570 85,357 92,698: 19,550 12,209
Old : 104,907: 33,189 36,513 2,614 49,553 53,570 85,357 92,698: 19,550 12,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,884: -2,722 6,252 838 1,919 -7,427 35 -337: -1,920 -1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 34.8 2.5 47.2 51.1 81.4 88.4: 18.6 11.6
Old : 100.0: 31.6 34.8 2.5 47.2 51.1 81.4 88.4: 18.6 11.6
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 : 119: 43 35 17 26 25 73 73:
Old : 119: 43 35 17 26 25 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 36.4 41.5 50.8 26.3 36.4 39.8 50.4
Old : 26.9 36.4 41.5 50.8 26.3 36.4 39.8 50.4
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 54,345: 8,946 13,903 1,619 43,399 38,681 53,964 54,203: 381 142
Old : 54,345: 8,946 13,903 1,619 43,399 38,681 53,964 54,203: 381 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -552: 2,574 213 -52 -3,107 -701 -585 -540: 33 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 25.6 3.0 79.9 71.2 99.3 99.7: 0.7 0.3
Old : 100.0: 16.5 25.6 3.0 79.9 71.2 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 15 4 14 14 23 33:
Old : 46: 9 15 4 14 14 23 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 70.9 91.1 87.1 78.0 64.0 83.5 80.1
Old : 81.1 70.9 91.1 87.1 78.0 64.0 83.5 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 16,588: 6,452 399 659 9,393 15,464 16,504 16,522: 84 66
Old : 16,588: 6,452 399 659 9,393 15,464 16,504 16,522: 84 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,600: -168 -732 -1,222 -2,257 -1,663 -3,647 -3,617: 47 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 2.4 4.0 56.6 93.2 99.5 99.6: 0.5 0.4
Old : 100.0: 38.9 2.4 4.0 56.6 93.2 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 5 2 6 8 14 15:
Old : 24: 8 5 2 6 8 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 83.3 96.6 96.0 50.5 54.9 60.9 61.5
Old : 80.5 83.3 96.6 96.0 50.5 54.9 60.9 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2007