WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 24, 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 : 426,176: 92,008 85,718 71,327 222,642 202,932 385,977 359,977: 40,199 66,199
Old : 258,293: 57,321 97,659 19,953 156,339 106,177 233,613 223,789: 24,680 34,504
Other: 167,883: 70,595 23,967 15,466 66,303 96,755 152,364 136,188: 15,519 31,695
: : :
: : Changes in Commitments from: December 18, 2007 :
: -94: -1,849 -2,239 570 1,161 -906 -118 -2,575: 24 2,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.1 16.7 52.2 47.6 90.6 84.5: 9.4 15.5
Old : 100.0: 22.2 37.8 7.7 60.5 41.1 90.4 86.6: 9.6 13.4
Other: 100.0: 42.1 14.3 9.2 39.5 57.6 90.8 81.1: 9.2 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 107 115 117 82 114 275 284:
Old : 346: 89 135 63 48 93 187 247:
Other: 268: 99 45 45 64 102 183 178:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 18.6 36.3 25.7 24.8 16.6 34.9 22.7
Old : 32.4 19.5 46.9 27.7 32.4 17.7 46.8 25.2
Other: 31.2 22.0 43.5 32.0 31.0 20.2 41.8 28.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 24, 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 : 1,251,550: 415,935 92,323 105,245 598,937 819,553 1,120,117 1,017,121: 131,433 234,429
Old : 896,773: 278,573 118,422 50,826 471,687 578,240 801,086 747,488: 95,687 149,285
Other: 354,777: 183,078 19,617 8,703 127,250 241,313 319,031 269,633: 35,746 85,144
: : :
: : Changes in Commitments from: December 18, 2007 :
: 28,829: 21,463 8,803 -3,198 11,486 25,265 29,751 30,870: -922 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.4 8.4 47.9 65.5 89.5 81.3: 10.5 18.7
Old : 100.0: 31.1 13.2 5.7 52.6 64.5 89.3 83.4: 10.7 16.6
Other: 100.0: 51.6 5.5 2.5 35.9 68.0 89.9 76.0: 10.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 221 75 123 206 315 477 483:
Old : 660: 194 98 79 174 294 401 443:
Other: 500: 113 53 33 103 286 230 366:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 20.1 22.1 26.2 14.4 18.4 21.9 24.2
Old : 16.9 20.8 25.8 27.3 16.9 18.5 25.4 24.6
Other: 21.1 21.4 32.4 26.3 21.1 21.2 32.3 26.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 24, 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 : 11,430: 2,942 648 156 5,532 9,152 8,630 9,956: 2,800 1,474
Old : 10,346: 2,748 648 153 4,874 8,212 7,775 9,013: 2,571 1,333
Other: 1,084: 197 3 0 658 940 855 943: 229 141
: : :
: : Changes in Commitments from: December 18, 2007 :
: 329: 2 43 7 55 196 64 246: 265 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.7 1.4 48.4 80.1 75.5 87.1: 24.5 12.9
Old : 100.0: 26.6 6.3 1.5 47.1 79.4 75.1 87.1: 24.9 12.9
Other: 100.0: 18.2 0.3 0.0 60.7 86.7 78.9 87.0: 21.1 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 19 3 5 14 12 34 19:
Old : 41: 19 3 4 10 12 30 18:
Other: 15: 4 1 0 6 10 10 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 : 33.9 53.4 49.8 76.1 32.4 46.1 47.1 67.8
Old : 35.8 53.8 52.0 75.6 35.8 51.7 52.0 72.7
Other: 72.0 77.4 78.2 85.8 68.3 74.8 69.8 78.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 24, 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 : 574,967: 179,981 30,225 75,019 251,442 368,333 506,442 473,577: 68,525 101,390
Old : 452,867: 137,329 35,896 58,316 204,333 284,388 399,978 378,600: 52,889 74,267
Other: 122,100: 55,757 7,434 3,598 47,109 83,945 106,464 94,977: 15,636 27,123
: : :
: : Changes in Commitments from: December 18, 2007 :
: -11,757: -3,453 -8,087 -2,136 -3,938 4,739 -9,527 -5,484: -2,230 -6,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 5.3 13.0 43.7 64.1 88.1 82.4: 11.9 17.6
Old : 100.0: 30.3 7.9 12.9 45.1 62.8 88.3 83.6: 11.7 16.4
Other: 100.0: 45.7 6.1 2.9 38.6 68.8 87.2 77.8: 12.8 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 523: 183 80 148 124 198 389 385:
Old : 506: 162 89 139 108 194 357 374:
Other: 318: 88 50 18 55 153 148 218:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 26.1 28.4 33.2 17.4 25.7 26.6 31.1
Old : 19.8 26.3 29.7 33.2 19.7 25.8 29.6 30.8
Other: 31.2 30.4 43.3 41.9 26.3 29.5 38.0 38.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,771: 15,632 1,623 2,112 8 658 17,752 4,393: 3,019 16,378
Old : 11,612: 7,513 1,269 1,900 8 412 9,421 3,581: 2,191 8,031
Other: 9,159: 8,329 564 2 0 246 8,331 812: 828 8,347
: : :
: : Changes in Commitments from: December 18, 2007 :
: -917: -768 293 318 -2 -194 -452 417: -465 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 7.8 10.2 0.0 3.2 85.5 21.1: 14.5 78.9
Old : 100.0: 64.7 10.9 16.4 0.1 3.5 81.1 30.8: 18.9 69.2
Other: 100.0: 90.9 6.2 0.0 0.0 2.7 91.0 8.9: 9.0 91.1
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 6 9 1 2 17 14:
Old : 20: 13 5 7 1 2 15 13:
Other: 14: 9 3 2 0 2 9 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 : 66.4 10.2 78.9 16.3 60.7 7.0 71.4 10.9
Old : 56.0 17.0 71.9 25.2 46.0 9.5 58.1 14.4
Other: 79.5 7.8 90.3 8.9 79.5 7.8 90.3 8.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 24, 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 : 296,171: 78,640 15,110 37,398 151,823 228,500 267,861 281,008: 28,310 15,163
Old : 265,159: 79,095 21,068 25,590 133,893 204,901 238,578 251,559: 26,581 13,600
Other: 31,012: 9,535 4,032 1,818 17,930 23,599 29,283 29,449: 1,729 1,563
: : :
: : Changes in Commitments from: December 18, 2007 :
: -3,359: 699 -5,884 1,446 -1,613 5,264 532 826: -3,891 -4,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.1 12.6 51.3 77.2 90.4 94.9: 9.6 5.1
Old : 100.0: 29.8 7.9 9.7 50.5 77.3 90.0 94.9: 10.0 5.1
Other: 100.0: 30.7 13.0 5.9 57.8 76.1 94.4 95.0: 5.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 81 27 51 64 60 174 124:
Old : 203: 84 26 44 61 59 166 119:
Other: 67: 14 18 9 23 19 45 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 42.7 28.7 55.1 18.8 38.8 26.1 46.9
Old : 22.3 45.0 31.6 55.3 20.9 44.0 28.9 52.4
Other: 42.9 60.4 62.8 71.8 41.6 59.4 61.5 70.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 24, 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 : 930,611: 148,626 163,006 5,947 640,007 616,796 794,580 785,749: 136,031 144,862
Old : 930,611: 148,626 163,006 5,947 640,007 616,796 794,580 785,749: 136,031 144,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -11,684: 1,031 -4,887 607 -125 8,191 1,513 3,911: -13,197 -15,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.5 0.6 68.8 66.3 85.4 84.4: 14.6 15.6
Old : 100.0: 16.0 17.5 0.6 68.8 66.3 85.4 84.4: 14.6 15.6
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 : 167: 35 30 18 66 78 110 117:
Old : 167: 35 30 18 66 78 110 117:
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 : 23.8 34.2 38.4 46.0 21.1 28.0 31.2 35.5
Old : 23.8 34.2 38.4 46.0 21.1 28.0 31.2 35.5
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, December 24, 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 : 254,466: 85,907 13,173 28,310 98,118 196,152 212,335 237,635: 42,131 16,831
Old : 223,307: 79,628 15,898 20,784 85,342 170,701 185,754 207,383: 37,553 15,924
Other: 31,159: 11,281 2,277 2,524 12,776 25,451 26,581 30,252: 4,578 907
: : :
: : Changes in Commitments from: December 18, 2007 :
: -202: -1,271 -206 853 3,366 1,136 2,948 1,783: -3,150 -1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 5.2 11.1 38.6 77.1 83.4 93.4: 16.6 6.6
Old : 100.0: 35.7 7.1 9.3 38.2 76.4 83.2 92.9: 16.8 7.1
Other: 100.0: 36.2 7.3 8.1 41.0 81.7 85.3 97.1: 14.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 84 21 54 65 54 182 113:
Old : 194: 78 29 49 61 54 171 112:
Other: 88: 33 9 9 39 16 76 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 43.9 28.6 55.2 13.0 37.8 20.3 45.0
Old : 22.9 42.2 30.6 53.4 19.0 39.6 26.5 46.9
Other: 22.4 63.7 35.7 77.7 20.7 61.0 33.0 73.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 24, 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 : 18,486: 7,671 270 1,285 6,376 16,263 15,332 17,818: 3,154 668
Old : 16,855: 7,621 293 957 5,264 15,123 13,842 16,373: 3,013 482
Other: 1,631: 374 301 4 1,112 1,140 1,490 1,445: 141 186
: : :
: : Changes in Commitments from: December 18, 2007 :
: 435: 503 -313 261 -122 549 642 497: -207 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 1.5 7.0 34.5 88.0 82.9 96.4: 17.1 3.6
Old : 100.0: 45.2 1.7 5.7 31.2 89.7 82.1 97.1: 17.9 2.9
Other: 100.0: 22.9 18.5 0.2 68.2 69.9 91.4 88.6: 8.6 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 33 4 11 29 19 66 30:
Old : 71: 31 4 9 26 19 60 29:
Other: 27: 9 4 3 9 9 19 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 : 19.5 74.0 33.0 83.8 19.5 69.3 32.8 76.2
Old : 20.4 76.2 35.0 86.5 20.4 73.8 35.0 82.2
Other: 55.5 64.7 77.9 81.5 39.9 38.9 57.3 52.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 24, 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 : 1,002,403: 275,939 170,275 15,557 599,779 719,172 891,275 905,004: 111,128 97,399
Old : 1,002,403: 275,939 170,275 15,557 599,779 719,172 891,275 905,004: 111,128 97,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -314: -245 11,405 -4,406 14,057 -10,386 9,406 -3,387: -9,720 3,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 17.0 1.6 59.8 71.7 88.9 90.3: 11.1 9.7
Old : 100.0: 27.5 17.0 1.6 59.8 71.7 88.9 90.3: 11.1 9.7
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 : 223: 51 39 12 91 94 148 140:
Old : 223: 51 39 12 91 94 148 140:
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 41.9 29.2 51.1 16.8 38.1 25.9 46.0
Old : 18.2 41.9 29.2 51.1 16.8 38.1 25.9 46.0
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, December 24, 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 : 2,178,038: 633,034 384,608 24,320 1,237,792 1,411,088 1,895,146 1,820,016: 282,892 358,022
Old : 2,178,038: 633,034 384,608 24,320 1,237,792 1,411,088 1,895,146 1,820,016: 282,892 358,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -76,544: -25,654 18,910 -5,496 -3,080 -44,279 -34,230 -30,865: -42,314 -45,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 17.7 1.1 56.8 64.8 87.0 83.6: 13.0 16.4
Old : 100.0: 29.1 17.7 1.1 56.8 64.8 87.0 83.6: 13.0 16.4
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 : 256: 48 57 30 100 110 165 181:
Old : 256: 48 57 30 100 110 165 181:
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 : 33.3 23.1 43.3 33.2 29.8 22.6 38.1 30.7
Old : 33.3 23.1 43.3 33.2 29.8 22.6 38.1 30.7
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, December 24, 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 : 1,802,695: 378,261 453,623 20,889 1,185,543 1,110,217 1,584,693 1,584,729: 218,002 217,966
Old : 1,802,695: 378,261 453,623 20,889 1,185,543 1,110,217 1,584,693 1,584,729: 218,002 217,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -46,458: -8,685 -57,390 -95 -15,265 10,771 -24,045 -46,714: -22,413 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.2 1.2 65.8 61.6 87.9 87.9: 12.1 12.1
Old : 100.0: 21.0 25.2 1.2 65.8 61.6 87.9 87.9: 12.1 12.1
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 : 197: 36 46 18 85 74 131 129:
Old : 197: 36 46 18 85 74 131 129:
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 : 23.5 44.1 37.0 55.4 19.7 38.5 31.5 45.2
Old : 23.5 44.1 37.0 55.4 19.7 38.5 31.5 45.2
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, December 24, 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 : 449,980: 117,523 112,990 18,248 284,673 288,369 420,444 419,607: 29,536 30,373
Old : 449,980: 117,523 112,990 18,248 284,673 288,369 420,444 419,607: 29,536 30,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 14,251: 6,479 -2,448 1,179 4,936 13,518 12,594 12,249: 1,657 2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 25.1 4.1 63.3 64.1 93.4 93.3: 6.6 6.7
Old : 100.0: 26.1 25.1 4.1 63.3 64.1 93.4 93.3: 6.6 6.7
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 : 121: 25 38 24 43 43 83 90:
Old : 121: 25 38 24 43 43 83 90:
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 : 22.8 26.6 39.0 42.3 19.5 23.5 32.1 35.7
Old : 22.8 26.6 39.0 42.3 19.5 23.5 32.1 35.7
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 - Futures Only, December 24, 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 : 15,482: 4,446 760 1,304 1,151 9,252 6,901 11,316: 8,581 4,166
Old : 15,482: 4,446 760 1,304 1,151 9,252 6,901 11,316: 8,581 4,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 484: 1,370 -246 6 -626 836 750 596: -266 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.9 8.4 7.4 59.8 44.6 73.1: 55.4 26.9
Old : 100.0: 28.7 4.9 8.4 7.4 59.8 44.6 73.1: 55.4 26.9
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 : 30: 13 4 3 4 12 18 18:
Old : 30: 13 4 3 4 12 18 18:
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 : 17.4 44.5 29.9 59.4 14.5 44.5 22.0 53.4
Old : 17.4 44.5 29.9 59.4 14.5 44.5 22.0 53.4
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, December 24, 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 : 24,330: 6,960 12,975 33 12,594 6,752 19,587 19,760: 4,743 4,570
Old : 24,330: 6,960 12,975 33 12,594 6,752 19,587 19,760: 4,743 4,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -19,441: -7,733 -1,109 -1,201 -9,278 -12,028 -18,212 -14,338: -1,229 -5,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 53.3 0.1 51.8 27.8 80.5 81.2: 19.5 18.8
Old : 100.0: 28.6 53.3 0.1 51.8 27.8 80.5 81.2: 19.5 18.8
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 : 35: 7 12 4 11 6 22 18:
Old : 35: 7 12 4 11 6 22 18:
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 : 46.5 48.3 65.2 68.0 46.4 48.3 65.1 68.0
Old : 46.5 48.3 65.2 68.0 46.4 48.3 65.1 68.0
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, December 24, 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 : 66,283: 33,522 18,514 1,181 20,709 37,710 55,412 57,405: 10,871 8,878
Old : 66,283: 33,522 18,514 1,181 20,709 37,710 55,412 57,405: 10,871 8,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -54,906: -2,866 -21,578 -4,704 -26,943 -17,758 -34,513 -44,040: -20,393 -10,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 27.9 1.8 31.2 56.9 83.6 86.6: 16.4 13.4
Old : 100.0: 50.6 27.9 1.8 31.2 56.9 83.6 86.6: 16.4 13.4
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 : 83: 33 22 4 17 14 51 39:
Old : 83: 33 22 4 17 14 51 39:
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 : 33.6 45.5 48.2 61.1 33.6 45.5 48.2 61.1
Old : 33.6 45.5 48.2 61.1 33.6 45.5 48.2 61.1
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, December 24, 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 : 51,855: 8,247 10,394 1,574 39,077 37,078 48,898 49,046: 2,957 2,809
Old : 51,855: 8,247 10,394 1,574 39,077 37,078 48,898 49,046: 2,957 2,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 213: 1,318 239 -5 -3,789 -2,718 -2,476 -2,484: 2,689 2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.0 3.0 75.4 71.5 94.3 94.6: 5.7 5.4
Old : 100.0: 15.9 20.0 3.0 75.4 71.5 94.3 94.6: 5.7 5.4
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 : 42: 8 16 3 16 10 24 29:
Old : 42: 8 16 3 16 10 24 29:
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 : 81.7 75.3 87.2 86.0 78.6 72.8 83.7 83.1
Old : 81.7 75.3 87.2 86.0 78.6 72.8 83.7 83.1
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 - Futures Only, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 17,214: 9,747 4,945 114 7,309 12,137 17,170 17,196: 44 18
Old : 17,214: 9,747 4,945 114 7,309 12,137 17,170 17,196: 44 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 14: 50 619 -36 1 -549 15 34: -1 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 28.7 0.7 42.5 70.5 99.7 99.9: 0.3 0.1
Old : 100.0: 56.6 28.7 0.7 42.5 70.5 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 7 1 9 8 15 16:
Old : 28: 6 7 1 9 8 15 16:
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 : 84.8 84.2 97.1 96.9 84.1 78.7 91.8 91.4
Old : 84.8 84.2 97.1 96.9 84.1 78.7 91.8 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2007