WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 441,651: 96,696 81,906 76,072 223,466 217,476 396,234 375,454: 45,417 66,197
Old : 262,558: 56,574 92,743 23,867 155,224 109,645 235,665 226,255: 26,893 36,303
Other: 179,093: 75,844 24,885 16,483 68,242 107,831 160,569 149,199: 18,524 29,894
: : :
: : Changes in Commitments from: December 31, 2007 :
: 14,433: 4,456 1,232 4,086 475 4,313 9,017 9,631: 5,416 4,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.5 17.2 50.6 49.2 89.7 85.0: 10.3 15.0
Old : 100.0: 21.5 35.3 9.1 59.1 41.8 89.8 86.2: 10.2 13.8
Other: 100.0: 42.3 13.9 9.2 38.1 60.2 89.7 83.3: 10.3 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 114 117 132 86 117 294 301:
Old : 357: 86 141 71 50 92 193 260:
Other: 288: 112 45 53 69 106 203 190:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 18.5 35.2 25.7 23.8 15.7 33.6 22.1
Old : 30.8 19.6 45.0 27.2 30.8 17.6 45.0 24.2
Other: 30.9 22.7 42.8 32.0 30.9 21.4 41.5 29.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,341,299: 443,905 105,680 117,946 632,431 864,476 1,194,282 1,088,102: 147,017 253,197
Old : 944,172: 291,307 134,568 57,513 487,340 590,562 836,160 782,643: 108,012 161,529
Other: 397,127: 202,690 21,204 10,341 145,091 273,914 358,122 305,459: 39,005 91,668
: : :
: : Changes in Commitments from: December 31, 2007 :
: 49,692: 13,752 5,074 7,878 17,069 25,993 38,699 38,945: 10,993 10,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 7.9 8.8 47.2 64.5 89.0 81.1: 11.0 18.9
Old : 100.0: 30.9 14.3 6.1 51.6 62.5 88.6 82.9: 11.4 17.1
Other: 100.0: 51.0 5.3 2.6 36.5 69.0 90.2 76.9: 9.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 720: 229 92 143 215 322 508 515:
Old : 685: 191 121 101 182 298 425 474:
Other: 523: 132 57 32 111 285 255 365:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 19.8 21.6 25.4 13.9 18.1 21.6 23.5
Old : 16.1 19.9 25.1 26.3 16.1 17.5 24.7 23.6
Other: 20.5 21.3 32.3 26.9 20.5 21.0 32.2 26.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,138: 4,162 646 161 5,340 10,900 9,663 11,707: 3,475 1,431
Old : 11,690: 3,950 646 156 4,575 9,654 8,681 10,456: 3,009 1,234
Other: 1,448: 215 3 2 765 1,246 982 1,251: 466 197
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,526: 1,028 -82 -7 -242 1,434 779 1,345: 747 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 4.9 1.2 40.6 83.0 73.6 89.1: 26.4 10.9
Old : 100.0: 33.8 5.5 1.3 39.1 82.6 74.3 89.4: 25.7 10.6
Other: 100.0: 14.8 0.2 0.1 52.8 86.0 67.8 86.4: 32.2 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 24 3 5 16 12 41 19:
Old : 47: 23 3 3 13 12 38 17:
Other: 14: 2 1 2 7 10 11 12:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 52.0 40.7 77.2 24.6 44.9 38.3 68.7
Old : 27.7 52.3 43.1 76.9 27.7 49.6 43.1 73.7
Other: 61.4 76.9 67.5 84.5 57.1 74.8 59.9 78.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 562,878: 182,026 36,883 63,198 251,409 368,000 496,633 468,081: 66,245 94,797
Old : 427,458: 137,997 44,458 42,155 197,529 275,510 377,681 362,123: 49,777 65,335
Other: 135,420: 60,973 9,369 4,099 53,880 92,490 118,952 105,958: 16,468 29,462
: : :
: : Changes in Commitments from: December 31, 2007 :
: 7,437: 3,278 6,750 -6,873 6,501 7,154 2,906 7,031: 4,531 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 6.6 11.2 44.7 65.4 88.2 83.2: 11.8 16.8
Old : 100.0: 32.3 10.4 9.9 46.2 64.5 88.4 84.7: 11.6 15.3
Other: 100.0: 45.0 6.9 3.0 39.8 68.3 87.8 78.2: 12.2 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 514: 186 82 116 115 200 359 360:
Old : 495: 166 93 99 97 197 317 349:
Other: 333: 91 52 21 61 159 159 228:
:----------------------------------------------------------------------------------------------------
: 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 26.5 29.8 34.0 17.9 25.2 27.6 30.8
Old : 20.3 27.4 31.3 34.3 20.2 25.9 31.2 31.2
Other: 29.6 28.2 43.2 40.1 24.8 27.9 37.5 36.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,320: 17,335 3,211 818 0 1,987 18,153 6,016: 4,167 16,304
Old : 11,682: 8,063 2,922 516 0 1,028 8,579 4,466: 3,103 7,216
Other: 10,638: 9,573 590 1 0 959 9,574 1,550: 1,064 9,088
: : :
: : Changes in Commitments from: December 31, 2007 :
: -76: 392 263 -1,148 -6 770 -762 -115: 686 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 14.4 3.7 0.0 8.9 81.3 27.0: 18.7 73.0
Old : 100.0: 69.0 25.0 4.4 0.0 8.8 73.4 38.2: 26.6 61.8
Other: 100.0: 90.0 5.5 0.0 0.0 9.0 90.0 14.6: 10.0 85.4
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 16 9 10 0 6 19 22:
Old : 29: 15 9 8 0 5 17 20:
Other: 22: 12 4 1 0 6 12 11:
:----------------------------------------------------------------------------------------------------
: 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 : 58.8 10.7 71.7 17.5 58.6 10.7 70.3 17.0
Old : 43.6 17.6 61.1 27.2 42.4 16.9 57.3 25.5
Other: 79.3 7.9 88.7 13.2 79.3 7.9 88.7 13.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 294,151: 76,702 18,348 39,680 148,085 221,812 264,467 279,840: 29,684 14,311
Old : 259,849: 77,675 25,342 26,233 127,913 194,883 231,821 246,458: 28,028 13,391
Other: 34,302: 11,230 5,209 1,244 20,172 26,929 32,646 33,382: 1,656 920
: : :
: : Changes in Commitments from: December 31, 2007 :
: 5,364: 1,221 262 2,617 -27 4,844 3,811 7,723: 1,553 -2,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.2 13.5 50.3 75.4 89.9 95.1: 10.1 4.9
Old : 100.0: 29.9 9.8 10.1 49.2 75.0 89.2 94.8: 10.8 5.2
Other: 100.0: 32.7 15.2 3.6 58.8 78.5 95.2 97.3: 4.8 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 73 35 51 60 55 161 123:
Old : 196: 72 43 41 55 54 151 116:
Other: 78: 22 19 10 25 19 53 43:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 42.7 27.0 54.9 18.4 37.0 26.2 47.3
Old : 21.1 43.1 29.6 55.1 20.7 42.6 28.5 51.1
Other: 41.6 64.2 59.7 77.5 40.4 63.4 58.6 76.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,000,171: 192,935 195,672 3,593 657,862 617,995 854,390 817,260: 145,781 182,911
Old : 1,000,171: 192,935 195,672 3,593 657,862 617,995 854,390 817,260: 145,781 182,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 79,887: 50,082 25,425 717 24,195 26,652 74,994 52,794: 4,893 27,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.6 0.4 65.8 61.8 85.4 81.7: 14.6 18.3
Old : 100.0: 19.3 19.6 0.4 65.8 61.8 85.4 81.7: 14.6 18.3
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 : 175: 37 38 20 72 74 118 123:
Old : 175: 37 38 20 72 74 118 123:
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 : 25.2 31.5 38.7 43.6 23.0 26.6 32.1 34.7
Old : 25.2 31.5 38.7 43.6 23.0 26.6 32.1 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 229,873: 74,766 12,471 20,924 90,606 177,100 186,296 210,495: 43,577 19,378
Old : 197,071: 68,698 15,967 13,163 76,794 150,468 158,655 179,598: 38,416 17,473
Other: 32,802: 12,083 2,519 1,746 13,812 26,632 27,641 30,897: 5,161 1,905
: : :
: : Changes in Commitments from: December 31, 2007 :
: -12,179: -4,173 -467 -5,455 -6,179 -7,697 -15,807 -13,619: 3,628 1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 5.4 9.1 39.4 77.0 81.0 91.6: 19.0 8.4
Old : 100.0: 34.9 8.1 6.7 39.0 76.4 80.5 91.1: 19.5 8.9
Other: 100.0: 36.8 7.7 5.3 42.1 81.2 84.3 94.2: 15.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 79 28 46 68 57 174 111:
Old : 189: 70 36 37 61 57 157 108:
Other: 87: 32 7 5 42 16 76 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 44.1 29.8 55.3 12.9 39.2 20.2 47.1
Old : 24.4 41.4 32.6 53.0 19.5 40.5 27.6 49.2
Other: 21.5 64.5 36.5 78.1 20.1 61.8 34.4 74.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,937: 7,865 569 808 5,709 15,925 14,382 17,302: 3,555 635
Old : 16,047: 7,836 667 399 4,486 14,486 12,721 15,552: 3,326 495
Other: 1,890: 422 295 16 1,223 1,439 1,661 1,750: 229 140
: : :
: : Changes in Commitments from: December 31, 2007 :
: -69: 104 -195 49 -537 185 -384 39: 315 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 3.2 4.5 31.8 88.8 80.2 96.5: 19.8 3.5
Old : 100.0: 48.8 4.2 2.5 28.0 90.3 79.3 96.9: 20.7 3.1
Other: 100.0: 22.3 15.6 0.8 64.7 76.1 87.9 92.6: 12.1 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 32 5 10 24 18 60 29:
Old : 64: 29 6 6 20 16 52 25:
Other: 28: 8 4 2 8 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 : 18.8 74.1 33.1 83.9 18.8 69.6 32.8 77.5
Old : 20.6 76.2 35.7 86.4 20.6 74.2 35.7 84.3
Other: 50.5 68.3 71.5 84.9 35.4 43.0 54.9 59.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,036,600: 259,314 177,362 13,297 625,464 749,624 898,075 940,283: 138,525 96,317
Old : 1,036,600: 259,314 177,362 13,297 625,464 749,624 898,075 940,283: 138,525 96,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 53,525: 5,010 11,111 -2,888 28,801 39,736 30,923 47,959: 22,602 5,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.1 1.3 60.3 72.3 86.6 90.7: 13.4 9.3
Old : 100.0: 25.0 17.1 1.3 60.3 72.3 86.6 90.7: 13.4 9.3
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 : 222: 55 43 15 88 88 149 141:
Old : 222: 55 43 15 88 88 149 141:
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 : 16.0 44.0 26.8 51.6 15.1 40.4 24.4 46.6
Old : 16.0 44.0 26.8 51.6 15.1 40.4 24.4 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,290,428: 571,874 391,449 36,836 1,350,189 1,453,577 1,958,899 1,881,862: 331,529 408,566
Old : 2,290,428: 571,874 391,449 36,836 1,350,189 1,453,577 1,958,899 1,881,862: 331,529 408,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 166,476: -25,491 30,121 11,357 136,657 80,373 122,523 121,851: 43,953 44,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.1 1.6 58.9 63.5 85.5 82.2: 14.5 17.8
Old : 100.0: 25.0 17.1 1.6 58.9 63.5 85.5 82.2: 14.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 43 67 31 107 115 170 194:
Old : 272: 43 67 31 107 115 170 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 22.3 43.4 31.4 31.4 21.6 38.5 29.0
Old : 34.0 22.3 43.4 31.4 31.4 21.6 38.5 29.0
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 - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,890,947: 390,141 512,553 24,620 1,231,261 1,130,442 1,646,022 1,667,615: 244,925 223,332
Old : 1,890,947: 390,141 512,553 24,620 1,231,261 1,130,442 1,646,022 1,667,615: 244,925 223,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 105,808: 25,864 46,664 1,493 62,663 55,265 90,020 103,422: 15,788 2,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 27.1 1.3 65.1 59.8 87.0 88.2: 13.0 11.8
Old : 100.0: 20.6 27.1 1.3 65.1 59.8 87.0 88.2: 13.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 41 46 26 90 80 146 138:
Old : 211: 41 46 26 90 80 146 138:
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 42.9 33.7 53.1 17.4 37.9 28.3 44.7
Old : 21.0 42.9 33.7 53.1 17.4 37.9 28.3 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 343,829: 120,422 71,014 19,140 185,892 225,208 325,454 315,362: 18,375 28,467
Old : 343,829: 120,422 71,014 19,140 185,892 225,208 325,454 315,362: 18,375 28,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -116,970: 2,866 -45,621 -164 -109,204 -65,617 -106,502 -111,402: -10,468 -5,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 20.7 5.6 54.1 65.5 94.7 91.7: 5.3 8.3
Old : 100.0: 35.0 20.7 5.6 54.1 65.5 94.7 91.7: 5.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 23 30 21 49 42 86 80:
Old : 113: 23 30 21 49 42 86 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 23.9 46.3 39.9 29.1 21.9 41.7 36.1
Old : 32.3 23.9 46.3 39.9 29.1 21.9 41.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,969: 6,046 2,040 884 1,723 8,688 8,653 11,612: 9,316 6,357
Old : 17,969: 6,046 2,040 884 1,723 8,688 8,653 11,612: 9,316 6,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,400: -107 1,091 -234 522 -1,188 181 -331: 1,219 1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 11.4 4.9 9.6 48.3 48.2 64.6: 51.8 35.4
Old : 100.0: 33.6 11.4 4.9 9.6 48.3 48.2 64.6: 51.8 35.4
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 : 34: 15 7 5 5 10 23 19:
Old : 34: 15 7 5 5 10 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 32.3 30.0 47.2 17.7 32.3 25.7 45.7
Old : 20.2 32.3 30.0 47.2 17.7 32.3 25.7 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,622: 9,567 14,281 47 12,402 8,160 22,016 22,488: 4,606 4,134
Old : 26,622: 9,567 14,281 47 12,402 8,160 22,016 22,488: 4,606 4,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,949: 2,526 849 15 -406 1,394 2,135 2,258: -186 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 53.6 0.2 46.6 30.7 82.7 84.5: 17.3 15.5
Old : 100.0: 35.9 53.6 0.2 46.6 30.7 82.7 84.5: 17.3 15.5
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 : 46: 10 19 6 11 7 26 27:
Old : 46: 10 19 6 11 7 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 49.3 61.2 67.5 42.4 49.3 61.1 67.5
Old : 42.5 49.3 61.2 67.5 42.4 49.3 61.1 67.5
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 - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,619: 33,559 22,717 1,481 25,861 43,740 60,901 67,938: 16,718 9,681
Old : 77,619: 33,559 22,717 1,481 25,861 43,740 60,901 67,938: 16,718 9,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 9,146: 534 1,367 297 3,059 5,824 3,890 7,488: 5,256 1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 29.3 1.9 33.3 56.4 78.5 87.5: 21.5 12.5
Old : 100.0: 43.2 29.3 1.9 33.3 56.4 78.5 87.5: 21.5 12.5
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 : 104: 42 28 6 21 16 65 48:
Old : 104: 42 28 6 21 16 65 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 43.1 44.2 55.8 32.2 43.1 44.2 55.8
Old : 32.2 43.1 44.2 55.8 32.2 43.1 44.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,713: 8,644 10,539 1,277 42,488 40,766 52,409 52,582: 304 131
Old : 52,713: 8,644 10,539 1,277 42,488 40,766 52,409 52,582: 304 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 565: 510 -246 -375 412 1,067 547 446: 18 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.0 2.4 80.6 77.3 99.4 99.8: 0.6 0.2
Old : 100.0: 16.4 20.0 2.4 80.6 77.3 99.4 99.8: 0.6 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 : 47: 10 17 4 16 12 27 32:
Old : 47: 10 17 4 16 12 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 : 79.1 81.2 90.7 90.5 75.5 71.7 81.2 80.8
Old : 79.1 81.2 90.7 90.5 75.5 71.7 81.2 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,894: 9,784 3,981 251 6,766 12,625 16,801 16,857: 93 37
Old : 16,894: 9,784 3,981 251 6,766 12,625 16,801 16,857: 93 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 732: 31 -560 137 509 1,132 677 709: 55 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 23.6 1.5 40.0 74.7 99.4 99.8: 0.6 0.2
Old : 100.0: 57.9 23.6 1.5 40.0 74.7 99.4 99.8: 0.6 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 : 29: 6 8 2 9 8 16 17:
Old : 29: 6 8 2 9 8 16 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 : 86.1 75.5 95.9 95.2 83.8 72.7 90.4 88.7
Old : 86.1 75.5 95.9 95.2 83.8 72.7 90.4 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2008