WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 529,374: 97,044 84,528 146,443 240,195 226,006 483,682 456,977: 45,692 72,397
Old : 314,266: 59,752 89,286 69,353 157,314 114,613 286,420 273,252: 27,846 41,013
Other: 215,108: 71,490 29,441 42,891 82,881 111,393 197,262 183,725: 17,847 31,383
: : :
: : Changes in Commitments from: December 4, 2007 :
: 25,416: 5,255 7,123 9,250 8,104 8,328 22,609 24,701: 2,808 716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.0 27.7 45.4 42.7 91.4 86.3: 8.6 13.7
Old : 100.0: 19.0 28.4 22.1 50.1 36.5 91.1 86.9: 8.9 13.1
Other: 100.0: 33.2 13.7 19.9 38.5 51.8 91.7 85.4: 8.3 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 123 128 152 84 120 309 318:
Old : 362: 110 132 115 59 101 240 283:
Other: 285: 97 67 69 68 106 209 203:
:----------------------------------------------------------------------------------------------------
: 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 16.1 30.2 23.5 20.5 13.7 28.9 19.0
Old : 24.8 15.5 36.3 24.4 24.7 12.5 36.3 19.2
Other: 28.6 19.8 40.7 29.4 26.6 18.1 36.2 26.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 1,538,786: 318,363 81,304 344,541 697,169 843,739 1,360,073 1,269,585: 178,713 269,201
Old : 1,105,904: 213,605 103,560 227,712 525,241 597,050 966,558 928,322: 139,346 177,582
Other: 432,882: 149,006 21,993 72,581 171,928 246,689 393,515 341,263: 39,367 91,619
: : :
: : Changes in Commitments from: December 4, 2007 :
: 93,757: 20,492 7,641 34,432 29,038 51,492 83,962 93,564: 9,796 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.3 22.4 45.3 54.8 88.4 82.5: 11.6 17.5
Old : 100.0: 19.3 9.4 20.6 47.5 54.0 87.4 83.9: 12.6 16.1
Other: 100.0: 34.4 5.1 16.8 39.7 57.0 90.9 78.8: 9.1 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 201 140 212 255 330 572 582:
Old : 701: 172 161 181 230 307 517 540:
Other: 517: 131 65 76 123 291 279 409:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 18.2 19.9 24.3 11.4 14.2 17.0 19.3
Old : 13.9 18.0 21.9 24.8 13.9 14.8 20.4 20.2
Other: 18.7 20.0 30.9 26.3 16.4 15.6 24.7 20.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,051: 2,132 672 632 5,572 8,503 8,337 9,808: 2,714 1,243
Old : 10,664: 1,983 672 632 5,502 8,256 8,117 9,560: 2,548 1,104
Other: 387: 150 1 0 70 247 220 248: 167 139
: : :
: : Changes in Commitments from: December 4, 2007 :
: 196: -123 -63 -7 107 474 -23 404: 219 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.1 5.7 50.4 76.9 75.4 88.7: 24.6 11.3
Old : 100.0: 18.6 6.3 5.9 51.6 77.4 76.1 89.6: 23.9 10.4
Other: 100.0: 38.8 0.2 0.0 18.1 63.9 56.9 64.0: 43.1 36.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 4 7 15 12 32 22:
Old : 39: 16 4 7 13 12 30 22:
Other: 11: 2 1 0 5 7 7 8:
:----------------------------------------------------------------------------------------------------
: 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 : 33.8 51.4 50.1 73.6 33.4 48.8 48.2 68.0
Old : 35.0 52.6 51.9 74.1 34.6 50.0 50.0 69.8
Other: 55.9 53.0 56.9 64.0 50.4 52.5 50.4 57.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 774,709: 178,864 22,676 205,098 288,637 407,224 672,599 634,998: 102,110 139,711
Old : 637,232: 137,967 29,197 172,952 239,617 322,639 550,536 524,789: 86,695 112,442
Other: 137,478: 55,023 7,606 18,019 49,021 84,584 122,062 110,209: 15,415 27,269
: : :
: : Changes in Commitments from: December 4, 2007 :
: 14,632: 5,734 -8,887 4,650 -9,121 8,202 1,263 3,965: 13,369 10,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.9 26.5 37.3 52.6 86.8 82.0: 13.2 18.0
Old : 100.0: 21.7 4.6 27.1 37.6 50.6 86.4 82.4: 13.6 17.6
Other: 100.0: 40.0 5.5 13.1 35.7 61.5 88.8 80.2: 11.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 205 88 175 151 211 433 423:
Old : 524: 183 103 166 143 203 407 408:
Other: 318: 86 52 41 63 163 165 241:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 22.3 24.7 29.4 13.3 18.8 19.0 22.6
Old : 16.4 21.0 24.7 28.6 14.4 18.0 21.1 21.7
Other: 27.9 28.6 40.6 39.5 22.1 25.4 33.1 32.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,835: 17,340 2,830 1,164 0 789 18,504 4,783: 4,331 18,052
Old : 14,379: 9,978 2,725 942 0 495 10,920 4,162: 3,459 10,217
Other: 8,456: 7,582 325 2 0 294 7,584 621: 872 7,835
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,571: 1,460 595 49 0 86 1,509 730: 62 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 12.4 5.1 0.0 3.5 81.0 20.9: 19.0 79.1
Old : 100.0: 69.4 19.0 6.6 0.0 3.4 75.9 28.9: 24.1 71.1
Other: 100.0: 89.7 3.8 0.0 0.0 3.5 89.7 7.3: 10.3 92.7
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 17 8 10 0 2 20 17:
Old : 27: 18 7 8 0 2 19 16:
Other: 13: 9 2 2 0 2 9 6:
:----------------------------------------------------------------------------------------------------
: 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 : 55.4 10.7 67.8 16.0 54.2 10.2 65.4 14.8
Old : 42.9 15.5 58.9 23.8 41.0 14.8 54.1 22.3
Other: 76.6 7.3 89.0 7.3 76.6 7.3 89.0 7.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 335,195: 66,479 17,521 65,289 170,652 233,272 302,420 316,082: 32,775 19,112
Old : 308,612: 68,470 21,879 55,488 153,711 213,224 277,670 290,591: 30,942 18,021
Other: 26,583: 6,467 4,101 1,342 16,941 20,048 24,750 25,491: 1,833 1,091
: : :
: : Changes in Commitments from: December 4, 2007 :
: -14,312: -8,253 29 -10,480 2,565 -3,383 -16,169 -13,833: 1,856 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.2 19.5 50.9 69.6 90.2 94.3: 9.8 5.7
Old : 100.0: 22.2 7.1 18.0 49.8 69.1 90.0 94.2: 10.0 5.8
Other: 100.0: 24.3 15.4 5.0 63.7 75.4 93.1 95.9: 6.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 69 37 54 63 68 163 137:
Old : 200: 70 39 50 60 67 159 133:
Other: 63: 18 14 11 22 17 44 38:
:----------------------------------------------------------------------------------------------------
: 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 35.1 27.7 46.4 16.0 31.5 23.0 39.9
Old : 19.9 36.3 29.4 46.7 18.0 33.2 26.1 41.2
Other: 44.0 55.4 64.2 71.9 43.8 52.8 62.8 66.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 1,115,391: 156,377 159,108 101,061 689,297 685,382 946,735 945,551: 168,656 169,840
Old : 1,115,391: 156,377 159,108 101,061 689,297 685,382 946,735 945,551: 168,656 169,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -50,693: -71,341 -6,161 5,098 12,917 -29,284 -53,327 -30,348: 2,634 -20,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.3 9.1 61.8 61.4 84.9 84.8: 15.1 15.2
Old : 100.0: 14.0 14.3 9.1 61.8 61.4 84.9 84.8: 15.1 15.2
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 : 185: 34 45 52 77 88 142 154:
Old : 185: 34 45 52 77 88 142 154:
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 : 18.9 28.1 30.3 38.8 15.9 22.7 24.8 29.4
Old : 18.9 28.1 30.3 38.8 15.9 22.7 24.8 29.4
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 11, 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 : 273,359: 86,624 6,967 43,794 95,346 202,390 225,764 253,151: 47,595 20,208
Old : 245,849: 80,407 9,548 35,959 86,660 181,211 203,026 226,719: 42,823 19,130
Other: 27,509: 10,577 1,778 3,475 8,686 21,179 22,738 26,432: 4,771 1,077
: : :
: : Changes in Commitments from: December 4, 2007 :
: 7,452: 5,182 652 2,201 -1,253 4,264 6,130 7,116: 1,321 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 2.5 16.0 34.9 74.0 82.6 92.6: 17.4 7.4
Old : 100.0: 32.7 3.9 14.6 35.2 73.7 82.6 92.2: 17.4 7.8
Other: 100.0: 38.4 6.5 12.6 31.6 77.0 82.7 96.1: 17.3 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 87 24 48 58 63 169 115:
Old : 182: 81 28 47 55 63 162 114:
Other: 83: 28 12 16 34 15 71 35:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 38.2 27.4 51.8 14.4 35.5 21.2 45.8
Old : 22.0 38.9 28.9 49.9 20.0 37.1 26.8 47.2
Other: 21.1 59.2 35.2 74.7 19.5 57.0 32.5 70.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 22,918: 7,943 1 1,817 6,820 17,040 16,580 18,858: 6,337 4,059
Old : 21,308: 7,911 20 1,438 5,800 15,955 15,149 17,413: 6,159 3,895
Other: 1,610: 379 327 33 1,020 1,085 1,432 1,446: 178 164
: : :
: : Changes in Commitments from: December 4, 2007 :
: 2,064: -196 -1 16 262 271 82 287: 1,982 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 0.0 7.9 29.8 74.4 72.3 82.3: 27.7 17.7
Old : 100.0: 37.1 0.1 6.7 27.2 74.9 71.1 81.7: 28.9 18.3
Other: 100.0: 23.5 20.3 2.1 63.4 67.4 88.9 89.8: 11.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 34 1 12 28 19 64 31:
Old : 69: 31 3 9 26 19 59 29:
Other: 26: 8 6 2 7 9 17 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 : 16.2 62.6 27.7 72.1 16.2 58.7 27.4 65.0
Old : 16.6 63.8 28.8 73.2 16.6 61.7 28.7 68.9
Other: 54.4 59.8 76.2 76.2 39.6 36.5 54.6 49.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 1,037,371: 323,153 193,584 31,824 553,298 699,318 908,275 924,727: 129,096 112,645
Old : 1,037,371: 323,153 193,584 31,824 553,298 699,318 908,275 924,727: 129,096 112,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 22,144: -14,941 16,048 246 20,691 24,054 5,996 40,349: 16,148 -18,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 18.7 3.1 53.3 67.4 87.6 89.1: 12.4 10.9
Old : 100.0: 31.2 18.7 3.1 53.3 67.4 87.6 89.1: 12.4 10.9
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 : 242: 58 47 25 100 102 170 163:
Old : 242: 58 47 25 100 102 170 163:
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 : 17.9 37.9 27.6 46.6 16.7 33.7 25.8 41.9
Old : 17.9 37.9 27.6 46.6 16.7 33.7 25.8 41.9
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 11, 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 : 3,150,988: 786,279 329,245 403,429 1,592,251 1,965,538 2,781,960 2,698,212: 369,028 452,776
Old : 3,150,988: 786,279 329,245 403,429 1,592,251 1,965,538 2,781,960 2,698,212: 369,028 452,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -78,592: -32,808 41,659 6,601 -37,015 -124,581 -63,222 -76,321: -15,370 -2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.4 12.8 50.5 62.4 88.3 85.6: 11.7 14.4
Old : 100.0: 25.0 10.4 12.8 50.5 62.4 88.3 85.6: 11.7 14.4
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 : 294: 54 71 77 128 144 229 246:
Old : 294: 54 71 77 128 144 229 246:
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 : 21.6 23.9 31.9 32.1 16.2 19.6 23.9 25.9
Old : 21.6 23.9 31.9 32.1 16.2 19.6 23.9 25.9
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 11, 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 : 2,173,477: 413,488 495,423 194,555 1,307,513 1,257,002 1,915,557 1,946,980: 257,920 226,497
Old : 2,173,477: 413,488 495,423 194,555 1,307,513 1,257,002 1,915,557 1,946,980: 257,920 226,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -69,441: -49,726 -3,881 -12,861 -10,114 -32,645 -72,700 -49,387: 3,259 -20,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 22.8 9.0 60.2 57.8 88.1 89.6: 11.9 10.4
Old : 100.0: 19.0 22.8 9.0 60.2 57.8 88.1 89.6: 11.9 10.4
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 : 219: 45 48 47 104 98 177 166:
Old : 219: 45 48 47 104 98 177 166:
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 : 18.2 40.7 29.0 50.5 15.6 35.2 25.1 40.1
Old : 18.2 40.7 29.0 50.5 15.6 35.2 25.1 40.1
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 11, 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 : 590,114: 82,672 131,458 126,355 344,687 296,291 553,714 554,104: 36,400 36,010
Old : 590,114: 82,672 131,458 126,355 344,687 296,291 553,714 554,104: 36,400 36,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 63,041: 10,355 35,448 16,856 31,528 7,956 58,739 60,260: 4,302 2,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 22.3 21.4 58.4 50.2 93.8 93.9: 6.2 6.1
Old : 100.0: 14.0 22.3 21.4 58.4 50.2 93.8 93.9: 6.2 6.1
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 : 138: 25 42 44 59 59 112 117:
Old : 138: 25 42 44 59 59 112 117:
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 : 18.9 26.4 32.2 40.5 15.5 16.7 25.0 22.7
Old : 18.9 26.4 32.2 40.5 15.5 16.7 25.0 22.7
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 11, 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 : 16,652: 3,844 2,108 1,544 1,850 8,327 7,239 11,980: 9,414 4,673
Old : 16,652: 3,844 2,108 1,544 1,850 8,327 7,239 11,980: 9,414 4,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 940: 679 1,585 -82 -244 187 353 1,691: 587 -751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 12.7 9.3 11.1 50.0 43.5 71.9: 56.5 28.1
Old : 100.0: 23.1 12.7 9.3 11.1 50.0 43.5 71.9: 56.5 28.1
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 : 33: 12 8 5 5 11 20 21:
Old : 33: 12 8 5 5 11 20 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 : 18.9 37.3 29.5 53.5 11.4 37.1 19.4 48.6
Old : 18.9 37.3 29.5 53.5 11.4 37.1 19.4 48.6
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, December 11, 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 : 40,242: 14,935 13,131 1,440 18,196 15,722 34,572 30,293: 5,671 9,949
Old : 40,242: 14,935 13,131 1,440 18,196 15,722 34,572 30,293: 5,671 9,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 2,899: 532 387 96 1,689 1,681 2,317 2,164: 582 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 32.6 3.6 45.2 39.1 85.9 75.3: 14.1 24.7
Old : 100.0: 37.1 32.6 3.6 45.2 39.1 85.9 75.3: 14.1 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 : 59: 17 20 13 15 10 43 32:
Old : 59: 17 20 13 15 10 43 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 : 28.9 32.4 48.7 49.1 28.8 30.6 48.1 47.2
Old : 28.9 32.4 48.7 49.1 28.8 30.6 48.1 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 103,664: 33,990 40,561 3,601 43,466 47,216 81,057 91,378: 22,606 12,286
Old : 103,664: 33,990 40,561 3,601 43,466 47,216 81,057 91,378: 22,606 12,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -1,243: 801 4,048 986 -6,087 -6,354 -4,300 -1,320: 3,056 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 39.1 3.5 41.9 45.5 78.2 88.1: 21.8 11.9
Old : 100.0: 32.8 39.1 3.5 41.9 45.5 78.2 88.1: 21.8 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 42 34 17 23 24 72 68:
Old : 113: 42 34 17 23 24 72 68:
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 : 23.8 30.8 36.9 46.6 22.3 30.6 35.4 44.7
Old : 23.8 30.8 36.9 46.6 22.3 30.6 35.4 44.7
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 51,830: 6,789 14,102 1,519 43,242 36,080 51,550 51,701: 280 129
Old : 51,830: 6,789 14,102 1,519 43,242 36,080 51,550 51,701: 280 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -2,515: -2,157 199 -100 -157 -2,601 -2,414 -2,502: -101 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 27.2 2.9 83.4 69.6 99.5 99.8: 0.5 0.2
Old : 100.0: 13.1 27.2 2.9 83.4 69.6 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 : 48: 8 17 4 17 14 25 35:
Old : 48: 8 17 4 17 14 25 35:
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 : 82.0 71.5 91.2 87.8 78.7 65.6 84.8 82.0
Old : 82.0 71.5 91.2 87.8 78.7 65.6 84.8 82.0
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, December 11, 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 : 22,456: 5,478 711 2,055 14,912 19,644 22,445 22,410: 11 46
Old : 22,456: 5,478 711 2,055 14,912 19,644 22,445 22,410: 11 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 5,868: -974 312 1,396 5,519 4,180 5,941 5,888: -73 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 3.2 9.2 66.4 87.5 100.0 99.8: 0.0 0.2
Old : 100.0: 24.4 3.2 9.2 66.4 87.5 100.0 99.8: 0.0 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 : 27: 7 7 2 7 9 15 17:
Old : 27: 7 7 2 7 9 15 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 : 77.5 71.4 96.7 95.7 53.2 54.7 62.5 61.3
Old : 77.5 71.4 96.7 95.7 53.2 54.7 62.5 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2007