WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 13, 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 : 417,853: 95,344 89,300 71,325 209,366 181,952 376,035 342,577: 41,818 75,276
Old : 274,774: 63,448 96,830 27,582 157,495 103,931 248,525 228,343: 26,249 46,431
Other: 143,079: 60,995 21,569 14,644 51,871 78,021 127,510 114,234: 15,569 28,845
: : :
: : Changes in Commitments from: November 6, 2007 :
: -4,537: -1,491 809 -10,582 6,242 4,492 -5,831 -5,281: 1,294 744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 21.4 17.1 50.1 43.5 90.0 82.0: 10.0 18.0
Old : 100.0: 23.1 35.2 10.0 57.3 37.8 90.4 83.1: 9.6 16.9
Other: 100.0: 42.6 15.1 10.2 36.3 54.5 89.1 79.8: 10.9 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 122 118 149 80 115 296 313:
Old : 371: 105 130 111 62 99 237 284:
Other: 256: 97 46 47 52 93 170 173:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 16.0 35.0 23.5 23.7 14.6 34.1 21.1
Old : 28.2 16.6 41.6 25.5 27.8 15.7 41.2 23.4
Other: 34.1 19.6 47.3 29.9 33.5 19.4 45.2 27.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 13, 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 : 1,234,082: 356,282 123,749 145,749 594,041 711,527 1,096,072 981,025: 138,010 253,057
Old : 949,532: 245,945 148,767 83,347 506,987 530,730 836,279 762,844: 113,253 186,688
Other: 284,550: 164,434 29,079 8,305 87,054 180,797 259,793 218,181: 24,757 66,369
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,470: 5,207 -1,276 -16,446 6,861 16,881 -4,378 -841: 5,848 2,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.0 11.8 48.1 57.7 88.8 79.5: 11.2 20.5
Old : 100.0: 25.9 15.7 8.8 53.4 55.9 88.1 80.3: 11.9 19.7
Other: 100.0: 57.8 10.2 2.9 30.6 63.5 91.3 76.7: 8.7 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 700: 182 131 162 212 303 487 535:
Old : 680: 153 151 133 194 291 438 510:
Other: 454: 110 51 25 78 252 198 320:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 18.3 23.0 24.8 14.9 16.3 22.7 22.6
Old : 17.1 17.4 26.6 24.7 17.1 15.0 26.2 21.9
Other: 23.2 23.3 34.5 31.6 23.2 23.2 34.5 30.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,861: 4,721 685 138 6,240 9,351 11,099 10,174: 2,762 3,687
Old : 13,637: 4,661 685 138 6,187 9,212 10,986 10,035: 2,651 3,602
Other: 224: 60 0 0 53 139 113 139: 111 85
: : :
: : Changes in Commitments from: November 6, 2007 :
: -619: 1 93 -58 -108 -391 -165 -356: -454 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 4.9 1.0 45.0 67.5 80.1 73.4: 19.9 26.6
Old : 100.0: 34.2 5.0 1.0 45.4 67.6 80.6 73.6: 19.4 26.4
Other: 100.0: 26.8 0.0 0.0 23.7 62.1 50.4 62.1: 49.6 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 5 4 17 11 43 19:
Old : 48: 25 5 4 16 11 42 19:
Other: 8: 1 0 0 4 5 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 41.9 46.0 62.1 31.8 35.2 44.4 54.3
Old : 32.3 42.5 46.8 62.2 32.3 36.1 45.2 54.6
Other: 50.0 61.6 50.4 62.1 45.5 57.1 45.5 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 13, 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 : 587,804: 175,016 25,929 67,086 286,183 396,540 528,285 489,555: 59,519 98,249
Old : 485,780: 144,640 31,678 49,198 242,232 326,059 436,070 406,935: 49,710 78,845
Other: 102,024: 46,190 10,065 2,074 43,951 70,481 92,215 82,620: 9,809 19,404
: : :
: : Changes in Commitments from: November 6, 2007 :
: 14,036: 2,929 -473 -4,883 13,705 14,139 11,751 8,783: 2,285 5,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 4.4 11.4 48.7 67.5 89.9 83.3: 10.1 16.7
Old : 100.0: 29.8 6.5 10.1 49.9 67.1 89.8 83.8: 10.2 16.2
Other: 100.0: 45.3 9.9 2.0 43.1 69.1 90.4 81.0: 9.6 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 183 80 118 111 212 346 381:
Old : 509: 161 96 101 106 208 319 370:
Other: 308: 74 52 14 36 159 118 218:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 28.5 30.1 37.3 16.4 24.8 24.6 29.6
Old : 19.1 27.7 29.7 36.1 19.1 24.3 27.2 29.5
Other: 41.7 35.3 52.9 50.1 36.5 35.0 47.7 46.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,147: 15,056 1,320 1,424 0 716 16,480 3,460: 3,667 16,687
Old : 14,105: 9,661 1,320 1,314 0 484 10,975 3,118: 3,130 10,987
Other: 6,042: 5,505 110 0 0 232 5,505 342: 537 5,700
: : :
: : Changes in Commitments from: November 6, 2007 :
: 637: 210 -765 34 0 66 244 -665: 393 1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 6.6 7.1 0.0 3.6 81.8 17.2: 18.2 82.8
Old : 100.0: 68.5 9.4 9.3 0.0 3.4 77.8 22.1: 22.2 77.9
Other: 100.0: 91.1 1.8 0.0 0.0 3.8 91.1 5.7: 8.9 94.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 6 7 0 3 15 14:
Old : 22: 13 6 6 0 3 15 13:
Other: 10: 7 1 0 0 2 7 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 9.4 69.5 14.1 51.0 6.5 66.5 10.1
Old : 42.4 13.1 63.1 19.7 42.4 8.9 58.1 12.8
Other: 79.0 5.7 91.1 5.7 79.0 5.7 91.1 5.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 13, 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 : 295,640: 81,231 16,542 38,897 149,944 225,572 270,072 281,011: 25,568 14,629
Old : 272,624: 82,531 20,804 30,770 134,806 207,032 248,107 258,606: 24,517 14,018
Other: 23,016: 5,472 2,510 1,355 15,138 18,540 21,965 22,405: 1,051 611
: : :
: : Changes in Commitments from: November 6, 2007 :
: -2,559: 583 1,834 -1,661 561 -2,091 -517 -1,918: -2,042 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 5.6 13.2 50.7 76.3 91.4 95.1: 8.6 4.9
Old : 100.0: 30.3 7.6 11.3 49.4 75.9 91.0 94.9: 9.0 5.1
Other: 100.0: 23.8 10.9 5.9 65.8 80.6 95.4 97.3: 4.6 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 85 30 54 59 58 176 127:
Old : 210: 86 36 52 57 58 174 124:
Other: 50: 12 13 8 16 13 33 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 36.1 29.0 47.8 17.3 34.7 25.3 45.9
Old : 20.6 35.2 29.8 46.5 18.5 34.0 27.4 44.2
Other: 59.5 70.6 78.2 82.8 59.5 70.1 76.6 80.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 13, 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 : 1,022,286: 191,318 187,430 8,767 657,349 653,671 857,434 849,868: 164,852 172,418
Old : 1,022,286: 191,318 187,430 8,767 657,349 653,671 857,434 849,868: 164,852 172,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 23,557: -12,477 12,953 983 32,775 7,417 21,281 21,353: 2,276 2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.3 0.9 64.3 63.9 83.9 83.1: 16.1 16.9
Old : 100.0: 18.7 18.3 0.9 64.3 63.9 83.9 83.1: 16.1 16.9
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 : 174: 37 38 22 75 74 121 125:
Old : 174: 37 38 22 75 74 121 125:
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 : 20.7 32.7 34.2 45.3 17.6 26.7 28.5 34.9
Old : 20.7 32.7 34.2 45.3 17.6 26.7 28.5 34.9
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, November 13, 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 : 246,508: 79,759 8,744 29,748 94,101 185,086 203,608 223,578: 42,900 22,930
Old : 228,630: 75,732 9,865 25,281 87,603 171,406 188,616 206,552: 40,014 22,078
Other: 17,878: 6,784 1,636 1,710 6,498 13,680 14,992 17,026: 2,886 852
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,080: 958 2,260 -2,652 -1,181 -3,341 -2,875 -3,733: 1,795 2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 3.5 12.1 38.2 75.1 82.6 90.7: 17.4 9.3
Old : 100.0: 33.1 4.3 11.1 38.3 75.0 82.5 90.3: 17.5 9.7
Other: 100.0: 37.9 9.2 9.6 36.3 76.5 83.9 95.2: 16.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 78 21 57 55 50 162 110:
Old : 174: 74 26 56 52 50 158 110:
Other: 66: 25 7 10 26 11 55 25:
:----------------------------------------------------------------------------------------------------
: 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 39.9 30.4 53.0 18.3 38.5 27.1 49.6
Old : 22.4 40.3 31.9 52.6 21.2 39.3 30.2 50.1
Other: 29.2 66.3 50.2 82.3 25.4 63.4 43.4 77.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 13, 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 : 18,677: 7,298 464 1,972 6,440 15,315 15,710 17,751: 2,967 926
Old : 17,369: 7,449 427 1,641 5,412 14,498 14,502 16,566: 2,867 803
Other: 1,308: 152 340 28 1,028 817 1,208 1,185: 100 123
: : :
: : Changes in Commitments from: November 6, 2007 :
: 532: 796 137 74 -183 364 687 575: -155 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 2.5 10.6 34.5 82.0 84.1 95.0: 15.9 5.0
Old : 100.0: 42.9 2.5 9.4 31.2 83.5 83.5 95.4: 16.5 4.6
Other: 100.0: 11.6 26.0 2.1 78.6 62.5 92.4 90.6: 7.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 34 5 13 29 18 69 31:
Old : 75: 32 5 11 27 18 64 30:
Other: 22: 4 6 4 7 8 14 16:
:----------------------------------------------------------------------------------------------------
: 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 68.3 31.1 81.2 18.0 64.3 30.0 72.2
Old : 18.5 70.2 32.4 83.7 18.5 68.5 31.4 78.1
Other: 64.5 58.2 86.1 75.7 47.9 34.3 58.7 50.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 13, 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 : 1,038,928: 252,462 225,604 11,730 647,129 680,437 911,321 917,771: 127,607 121,157
Old : 1,038,928: 252,462 225,604 11,730 647,129 680,437 911,321 917,771: 127,607 121,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -34,819: -15,665 -44,212 3,619 -14,058 -15,977 -26,104 -56,570: -8,715 21,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 21.7 1.1 62.3 65.5 87.7 88.3: 12.3 11.7
Old : 100.0: 24.3 21.7 1.1 62.3 65.5 87.7 88.3: 12.3 11.7
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 : 220: 53 39 16 99 85 160 132:
Old : 220: 53 39 16 99 85 160 132:
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 : 17.6 43.3 28.7 52.3 16.4 39.2 26.5 47.2
Old : 17.6 43.3 28.7 52.3 16.4 39.2 26.5 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 13, 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 : 2,727,870: 777,830 410,612 104,853 1,485,395 1,774,417 2,368,078 2,289,882: 359,792 437,988
Old : 2,727,870: 777,830 410,612 104,853 1,485,395 1,774,417 2,368,078 2,289,882: 359,792 437,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 47,841: 3,588 29,011 21,048 17,089 -33,166 41,725 16,893: 6,116 30,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 15.1 3.8 54.5 65.0 86.8 83.9: 13.2 16.1
Old : 100.0: 28.5 15.1 3.8 54.5 65.0 86.8 83.9: 13.2 16.1
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 : 311: 55 76 46 120 141 204 234:
Old : 311: 55 76 46 120 141 204 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 25.0 41.4 33.2 20.9 20.9 30.6 26.2
Old : 28.4 25.0 41.4 33.2 20.9 20.9 30.6 26.2
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, November 13, 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 : 1,893,815: 378,045 432,900 71,947 1,205,956 1,139,798 1,655,948 1,644,645: 237,867 249,170
Old : 1,893,815: 378,045 432,900 71,947 1,205,956 1,139,798 1,655,948 1,644,645: 237,867 249,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 81,532: -17,294 28,139 27,019 61,611 -982 71,336 54,176: 10,196 27,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.9 3.8 63.7 60.2 87.4 86.8: 12.6 13.2
Old : 100.0: 20.0 22.9 3.8 63.7 60.2 87.4 86.8: 12.6 13.2
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 : 211: 45 44 27 93 79 154 134:
Old : 211: 45 44 27 93 79 154 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 42.0 34.8 51.6 22.5 36.8 31.0 42.3
Old : 24.5 42.0 34.8 51.6 22.5 36.8 31.0 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 13, 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 : 393,600: 63,524 75,928 45,229 255,946 240,269 364,699 361,426: 28,901 32,174
Old : 393,600: 63,524 75,928 45,229 255,946 240,269 364,699 361,426: 28,901 32,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 23,663: 9,437 4,692 6,350 9,906 18,825 25,693 29,867: -2,030 -6,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.3 11.5 65.0 61.0 92.7 91.8: 7.3 8.2
Old : 100.0: 16.1 19.3 11.5 65.0 61.0 92.7 91.8: 7.3 8.2
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 : 141: 24 40 29 54 63 99 115:
Old : 141: 24 40 29 54 63 99 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 19.6 46.3 32.0 21.3 12.6 31.8 21.0
Old : 28.0 19.6 46.3 32.0 21.3 12.6 31.8 21.0
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, November 13, 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 : 21,821: 3,248 3,004 2,393 2,824 8,064 8,465 13,461: 13,356 8,360
Old : 21,821: 3,248 3,004 2,393 2,824 8,064 8,465 13,461: 13,356 8,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -921: -3,544 -2,152 1,605 -15 58 -1,954 -489: 1,033 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.8 11.0 12.9 37.0 38.8 61.7: 61.2 38.3
Old : 100.0: 14.9 13.8 11.0 12.9 37.0 38.8 61.7: 61.2 38.3
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 : 32: 11 8 6 7 9 21 21:
Old : 32: 11 8 6 7 9 21 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 : 15.9 27.4 25.0 44.0 9.6 23.0 15.4 37.2
Old : 15.9 27.4 25.0 44.0 9.6 23.0 15.4 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, November 13, 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 : 36,384: 14,223 11,698 451 16,752 16,821 31,426 28,970: 4,958 7,414
Old : 36,384: 14,223 11,698 451 16,752 16,821 31,426 28,970: 4,958 7,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,064: -32 467 208 1,648 624 1,824 1,299: 240 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 32.2 1.2 46.0 46.2 86.4 79.6: 13.6 20.4
Old : 100.0: 39.1 32.2 1.2 46.0 46.2 86.4 79.6: 13.6 20.4
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 : 57: 15 20 8 14 10 37 30:
Old : 57: 15 20 8 14 10 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 32.6 55.7 52.2 37.8 31.6 53.3 51.1
Old : 37.8 32.6 55.7 52.2 37.8 31.6 53.3 51.1
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, November 13, 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 : 103,878: 38,604 38,732 822 43,547 51,207 82,973 90,761: 20,905 13,117
Old : 103,878: 38,604 38,732 822 43,547 51,207 82,973 90,761: 20,905 13,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,752: -377 -288 160 -4,133 -3,645 -4,350 -3,773: 2,598 2,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 37.3 0.8 41.9 49.3 79.9 87.4: 20.1 12.6
Old : 100.0: 37.2 37.3 0.8 41.9 49.3 79.9 87.4: 20.1 12.6
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 : 109: 44 28 6 26 17 72 49:
Old : 109: 44 28 6 26 17 72 49:
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 36.8 42.6 53.3 28.2 36.6 41.9 53.0
Old : 28.9 36.8 42.6 53.3 28.2 36.6 41.9 53.0
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, November 13, 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 : 55,087: 7,070 18,176 1,607 46,088 35,236 54,765 55,019: 322 68
Old : 55,087: 7,070 18,176 1,607 46,088 35,236 54,765 55,019: 322 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,982: -298 -382 -59 -1,674 -1,508 -2,031 -1,949: 49 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 33.0 2.9 83.7 64.0 99.4 99.9: 0.6 0.1
Old : 100.0: 12.8 33.0 2.9 83.7 64.0 99.4 99.9: 0.6 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 : 46: 11 14 5 16 12 28 30:
Old : 46: 11 14 5 16 12 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 72.1 88.1 90.7 75.3 64.2 81.2 81.9
Old : 79.5 72.1 88.1 90.7 75.3 64.2 81.2 81.9
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, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 16,049: 7,759 3,943 7 8,282 12,026 16,048 15,976: 1 73
Old : 16,049: 7,759 3,943 7 8,282 12,026 16,048 15,976: 1 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,297: -1,928 -21 0 631 -1,287 -1,297 -1,308: 0 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 24.6 0.0 51.6 74.9 100.0 99.5: 0.0 0.5
Old : 100.0: 48.3 24.6 0.0 51.6 74.9 100.0 99.5: 0.0 0.5
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 : 23: 8 5 1 4 6 13 11:
Old : 23: 8 5 1 4 6 13 11:
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 : 86.0 81.2 97.9 97.6 86.0 81.1 97.9 97.6
Old : 86.0 81.2 97.9 97.6 86.0 81.1 97.9 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2007