WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 20, 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 : 405,465: 83,211 79,226 68,498 207,182 178,710 358,891 326,434: 46,574 79,031
Old : 256,991: 49,244 85,479 25,353 152,600 96,731 227,197 207,563: 29,794 49,428
Other: 148,474: 63,126 22,906 13,986 54,582 81,979 131,694 118,871: 16,780 29,603
: : :
: : Changes in Commitments from: November 13, 2007 :
: -12,388: -12,133 -10,074 -2,827 -2,184 -3,242 -17,144 -16,143: 4,756 3,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.5 16.9 51.1 44.1 88.5 80.5: 11.5 19.5
Old : 100.0: 19.2 33.3 9.9 59.4 37.6 88.4 80.8: 11.6 19.2
Other: 100.0: 42.5 15.4 9.4 36.8 55.2 88.7 80.1: 11.3 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 102 107 136 79 110 271 291:
Old : 336: 78 126 104 59 97 213 266:
Other: 255: 100 41 42 55 91 175 162:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 15.6 36.0 22.1 24.8 14.0 35.0 19.6
Old : 30.2 14.6 44.1 22.3 29.8 13.5 43.5 20.0
Other: 33.9 20.4 46.8 32.1 33.3 20.2 44.7 30.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 20, 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 : 1,198,287: 325,228 90,659 131,653 592,155 722,168 1,049,036 944,480: 149,251 253,807
Old : 902,052: 217,897 111,897 68,429 492,227 535,933 778,553 716,259: 123,499 185,793
Other: 296,235: 162,698 34,129 7,857 99,928 186,235 270,483 228,221: 25,752 68,014
: : :
: : Changes in Commitments from: November 13, 2007 :
: -35,795: -31,054 -33,090 -14,096 -1,886 10,641 -47,036 -36,545: 11,241 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.6 11.0 49.4 60.3 87.5 78.8: 12.5 21.2
Old : 100.0: 24.2 12.4 7.6 54.6 59.4 86.3 79.4: 13.7 20.6
Other: 100.0: 54.9 11.5 2.7 33.7 62.9 91.3 77.0: 8.7 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 182 102 152 212 296 474 498:
Old : 641: 160 120 125 189 283 425 472:
Other: 449: 103 53 28 80 258 196 328:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 19.1 23.0 25.8 14.8 16.9 22.3 23.4
Old : 17.4 19.0 27.0 26.5 17.4 16.3 26.4 23.4
Other: 23.0 21.9 35.5 29.6 23.0 21.8 35.4 29.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 20, 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 : 13,111: 3,803 637 123 6,369 8,953 10,295 9,713: 2,816 3,398
Old : 12,837: 3,712 637 123 6,300 8,770 10,135 9,530: 2,702 3,307
Other: 274: 91 0 0 69 183 160 183: 114 91
: : :
: : Changes in Commitments from: November 13, 2007 :
: -750: -918 -48 -15 129 -398 -804 -461: 54 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 4.9 0.9 48.6 68.3 78.5 74.1: 21.5 25.9
Old : 100.0: 28.9 5.0 1.0 49.1 68.3 79.0 74.2: 21.0 25.8
Other: 100.0: 33.2 0.0 0.0 25.2 66.8 58.4 66.8: 41.6 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 23 3 3 16 11 39 17:
Old : 43: 23 3 3 14 11 37 17:
Other: 10: 2 0 0 5 7 7 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 41.6 49.5 61.8 32.7 32.1 46.0 52.1
Old : 35.1 42.2 50.6 61.8 33.4 33.1 47.0 52.3
Other: 57.3 59.1 58.4 66.8 50.4 56.6 50.4 58.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 20, 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 : 603,146: 185,043 32,137 74,701 287,873 396,897 547,617 503,735: 55,529 99,411
Old : 498,019: 148,759 37,979 58,281 246,727 324,329 453,767 420,589: 44,252 77,430
Other: 105,127: 50,185 8,059 2,519 41,146 72,568 93,850 83,146: 11,277 21,981
: : :
: : Changes in Commitments from: November 13, 2007 :
: 15,342: 10,027 6,208 7,615 1,690 357 19,332 14,180: -3,990 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.3 12.4 47.7 65.8 90.8 83.5: 9.2 16.5
Old : 100.0: 29.9 7.6 11.7 49.5 65.1 91.1 84.5: 8.9 15.5
Other: 100.0: 47.7 7.7 2.4 39.1 69.0 89.3 79.1: 10.7 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 189 78 125 110 196 359 371:
Old : 507: 172 95 109 105 192 332 362:
Other: 319: 90 57 17 41 148 139 215:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 27.8 29.4 35.8 16.7 24.5 24.8 29.4
Old : 19.6 27.7 29.5 35.0 19.0 23.8 27.1 28.7
Other: 36.2 34.6 47.9 46.7 31.0 34.2 42.3 42.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,591: 16,605 1,485 1,432 0 780 18,037 3,697: 3,554 17,894
Old : 14,714: 10,573 1,485 1,322 0 527 11,895 3,334: 2,819 11,380
Other: 6,877: 6,142 110 0 0 253 6,142 363: 735 6,514
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,444: 1,549 165 8 0 64 1,557 237: -113 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 6.9 6.6 0.0 3.6 83.5 17.1: 16.5 82.9
Old : 100.0: 71.9 10.1 9.0 0.0 3.6 80.8 22.7: 19.2 77.3
Other: 100.0: 89.3 1.6 0.0 0.0 3.7 89.3 5.3: 10.7 94.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 7 8 0 3 17 16:
Old : 25: 15 7 7 0 3 17 15:
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 : 52.3 8.5 68.4 13.2 50.9 6.1 66.5 9.7
Old : 41.1 12.0 61.5 19.0 41.1 8.5 57.9 13.6
Other: 78.9 5.3 89.3 5.3 78.9 5.3 89.3 5.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 20, 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 : 308,538: 83,391 17,280 45,992 155,514 231,889 284,897 295,161: 23,641 13,377
Old : 284,956: 86,003 21,650 36,511 140,272 214,045 262,786 272,206: 22,170 12,750
Other: 23,582: 5,281 3,523 1,588 15,242 17,844 22,111 22,955: 1,471 627
: : :
: : Changes in Commitments from: November 13, 2007 :
: 12,898: 2,160 738 7,095 5,570 6,317 14,825 14,150: -1,927 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.6 14.9 50.4 75.2 92.3 95.7: 7.7 4.3
Old : 100.0: 30.2 7.6 12.8 49.2 75.1 92.2 95.5: 7.8 4.5
Other: 100.0: 22.4 14.9 6.7 64.6 75.7 93.8 97.3: 6.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 86 34 57 61 57 180 129:
Old : 210: 89 37 54 59 57 177 126:
Other: 53: 14 12 8 17 14 35 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 : 18.8 34.8 28.4 47.4 17.2 32.8 24.7 43.1
Old : 20.3 34.7 29.5 45.8 18.5 33.2 26.7 42.1
Other: 60.2 60.7 76.8 77.5 60.2 60.2 76.3 76.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 20, 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 : 1,040,545: 210,239 165,933 8,294 674,434 684,415 892,967 858,642: 147,578 181,903
Old : 1,040,545: 210,239 165,933 8,294 674,434 684,415 892,967 858,642: 147,578 181,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 18,259: 18,921 -21,497 -473 17,085 30,744 35,533 8,774: -17,274 9,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 15.9 0.8 64.8 65.8 85.8 82.5: 14.2 17.5
Old : 100.0: 20.2 15.9 0.8 64.8 65.8 85.8 82.5: 14.2 17.5
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 : 166: 35 34 26 73 73 123 118:
Old : 166: 35 34 26 73 73 123 118:
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 : 22.0 31.3 36.2 43.5 19.2 25.9 29.4 33.9
Old : 22.0 31.3 36.2 43.5 19.2 25.9 29.4 33.9
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 20, 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 : 251,101: 78,189 9,913 31,850 97,539 190,621 207,578 232,384: 43,523 18,717
Old : 231,981: 74,173 11,593 26,517 91,192 175,943 191,882 214,053: 40,099 17,928
Other: 19,120: 7,292 1,596 2,057 6,347 14,678 15,696 18,331: 3,424 789
: : :
: : Changes in Commitments from: November 13, 2007 :
: 4,593: -1,570 1,169 2,102 3,438 5,535 3,970 8,806: 623 -4,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 3.9 12.7 38.8 75.9 82.7 92.5: 17.3 7.5
Old : 100.0: 32.0 5.0 11.4 39.3 75.8 82.7 92.3: 17.3 7.7
Other: 100.0: 38.1 8.3 10.8 33.2 76.8 82.1 95.9: 17.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 77 20 53 55 51 162 106:
Old : 171: 72 23 52 51 51 156 105:
Other: 70: 30 5 9 28 11 60 23:
:----------------------------------------------------------------------------------------------------
: 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 39.5 30.9 52.9 17.0 38.2 25.3 47.9
Old : 23.5 40.3 32.3 51.7 20.4 39.2 28.9 48.4
Other: 26.4 63.5 46.5 81.2 23.5 60.7 38.0 75.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 20, 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 : 19,156: 7,740 652 2,007 6,421 15,535 16,168 18,194: 2,988 962
Old : 17,776: 7,841 616 1,663 5,393 14,659 14,897 16,938: 2,879 838
Other: 1,380: 212 349 31 1,028 876 1,271 1,256: 109 124
: : :
: : Changes in Commitments from: November 13, 2007 :
: 479: 442 188 35 -19 220 458 443: 21 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 3.4 10.5 33.5 81.1 84.4 95.0: 15.6 5.0
Old : 100.0: 44.1 3.5 9.4 30.3 82.5 83.8 95.3: 16.2 4.7
Other: 100.0: 15.4 25.3 2.2 74.5 63.5 92.1 91.0: 7.9 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 37 6 14 28 17 71 32:
Old : 78: 35 6 13 26 17 67 31:
Other: 23: 5 6 5 7 8 15 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 67.6 31.5 80.4 18.1 63.4 30.4 71.6
Old : 18.6 69.4 32.9 82.7 18.6 67.5 32.0 77.2
Other: 62.7 58.8 81.8 76.4 44.9 35.8 58.9 52.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 20, 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 : 1,031,693: 253,381 192,267 23,270 622,595 690,549 899,246 906,086: 132,447 125,607
Old : 1,031,693: 253,381 192,267 23,270 622,595 690,549 899,246 906,086: 132,447 125,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -7,235: 919 -33,337 11,540 -24,534 10,112 -12,075 -11,685: 4,840 4,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.6 2.3 60.3 66.9 87.2 87.8: 12.8 12.2
Old : 100.0: 24.6 18.6 2.3 60.3 66.9 87.2 87.8: 12.8 12.2
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 : 224: 57 36 17 99 86 161 134:
Old : 224: 57 36 17 99 86 161 134:
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 : 16.3 43.3 27.0 52.0 15.2 38.7 23.9 46.4
Old : 16.3 43.3 27.0 52.0 15.2 38.7 23.9 46.4
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 20, 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 : 2,534,472: 782,193 320,737 94,409 1,443,351 1,754,463 2,319,953 2,169,609: 214,519 364,863
Old : 2,534,472: 782,193 320,737 94,409 1,443,351 1,754,463 2,319,953 2,169,609: 214,519 364,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -193,398: 4,363 -89,875 -10,444 -42,044 -19,954 -48,125 -120,273: -145,273 -73,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.7 3.7 56.9 69.2 91.5 85.6: 8.5 14.4
Old : 100.0: 30.9 12.7 3.7 56.9 69.2 91.5 85.6: 8.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 55 67 41 113 136 189 223:
Old : 293: 55 67 41 113 136 189 223:
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 25.8 43.2 34.2 21.0 20.6 32.6 26.1
Old : 28.4 25.8 43.2 34.2 21.0 20.6 32.6 26.1
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 20, 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 : 1,902,405: 397,648 348,998 84,580 1,203,243 1,236,506 1,685,471 1,670,084: 216,934 232,321
Old : 1,902,405: 397,648 348,998 84,580 1,203,243 1,236,506 1,685,471 1,670,084: 216,934 232,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 8,590: 19,603 -83,902 12,633 -2,713 96,708 29,523 25,439: -20,933 -16,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 18.3 4.4 63.2 65.0 88.6 87.8: 11.4 12.2
Old : 100.0: 20.9 18.3 4.4 63.2 65.0 88.6 87.8: 11.4 12.2
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 : 206: 40 42 23 90 84 142 138:
Old : 206: 40 42 23 90 84 142 138:
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 : 22.9 44.4 34.8 55.8 20.7 37.8 29.9 43.6
Old : 22.9 44.4 34.8 55.8 20.7 37.8 29.9 43.6
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 20, 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 : 442,302: 58,312 100,432 48,194 305,585 258,516 412,091 407,142: 30,211 35,160
Old : 442,302: 58,312 100,432 48,194 305,585 258,516 412,091 407,142: 30,211 35,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 48,702: -5,212 24,504 2,965 49,639 18,247 47,392 45,716: 1,310 2,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.7 10.9 69.1 58.4 93.2 92.1: 6.8 7.9
Old : 100.0: 13.2 22.7 10.9 69.1 58.4 93.2 92.1: 6.8 7.9
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 : 148: 21 47 31 61 62 106 118:
Old : 148: 21 47 31 61 62 106 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 22.0 44.6 33.5 21.2 13.0 32.0 20.8
Old : 26.3 22.0 44.6 33.5 21.2 13.0 32.0 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, November 20, 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 : 18,555: 3,541 1,647 921 2,718 8,642 7,180 11,210: 11,375 7,345
Old : 18,555: 3,541 1,647 921 2,718 8,642 7,180 11,210: 11,375 7,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -3,266: 293 -1,357 -1,472 -106 578 -1,285 -2,251: -1,981 -1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.9 5.0 14.6 46.6 38.7 60.4: 61.3 39.6
Old : 100.0: 19.1 8.9 5.0 14.6 46.6 38.7 60.4: 61.3 39.6
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 : 32: 11 7 3 8 9 22 16:
Old : 32: 11 7 3 8 9 22 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 : 11.4 35.5 21.1 50.5 11.3 33.3 19.2 43.4
Old : 11.4 35.5 21.1 50.5 11.3 33.3 19.2 43.4
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, November 20, 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 : 35,935: 12,934 11,857 1,025 17,327 17,035 31,286 29,917: 4,649 6,018
Old : 35,935: 12,934 11,857 1,025 17,327 17,035 31,286 29,917: 4,649 6,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -449: -1,289 159 574 575 214 -140 947: -309 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 33.0 2.9 48.2 47.4 87.1 83.3: 12.9 16.7
Old : 100.0: 36.0 33.0 2.9 48.2 47.4 87.1 83.3: 12.9 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 14 21 8 15 10 36 32:
Old : 57: 14 21 8 15 10 36 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 : 29.6 34.9 49.8 55.1 29.5 32.8 48.5 52.4
Old : 29.6 34.9 49.8 55.1 29.5 32.8 48.5 52.4
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 20, 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 : 107,260: 36,265 29,135 779 39,072 56,697 76,116 86,611: 31,144 20,649
Old : 107,260: 36,265 29,135 779 39,072 56,697 76,116 86,611: 31,144 20,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 3,382: -2,339 -9,597 -43 -4,475 5,490 -6,857 -4,150: 10,239 7,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 27.2 0.7 36.4 52.9 71.0 80.7: 29.0 19.3
Old : 100.0: 33.8 27.2 0.7 36.4 52.9 71.0 80.7: 29.0 19.3
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 : 102: 39 30 7 20 17 62 51:
Old : 102: 39 30 7 20 17 62 51:
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 : 24.3 41.4 38.0 53.9 23.7 41.4 37.4 53.9
Old : 24.3 41.4 38.0 53.9 23.7 41.4 37.4 53.9
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 20, 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 : 56,803: 6,737 14,851 1,662 48,023 40,214 56,422 56,727: 381 76
Old : 56,803: 6,737 14,851 1,662 48,023 40,214 56,422 56,727: 381 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,716: -333 -3,325 55 1,935 4,978 1,657 1,708: 59 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 26.1 2.9 84.5 70.8 99.3 99.9: 0.7 0.1
Old : 100.0: 11.9 26.1 2.9 84.5 70.8 99.3 99.9: 0.7 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 : 47: 10 14 5 16 14 27 32:
Old : 47: 10 14 5 16 14 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 : 78.0 72.5 88.7 90.0 72.9 61.6 78.4 78.1
Old : 78.0 72.5 88.7 90.0 72.9 61.6 78.4 78.1
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, November 20, 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 : 16,370: 3,237 3,718 189 12,943 12,416 16,369 16,323: 1 47
Old : 16,370: 3,237 3,718 189 12,943 12,416 16,369 16,323: 1 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 321: -4,522 -225 182 4,661 390 321 347: 0 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 22.7 1.2 79.1 75.8 100.0 99.7: 0.0 0.3
Old : 100.0: 19.8 22.7 1.2 79.1 75.8 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 6 2 5 6 16 13:
Old : 27: 10 6 2 5 6 16 13:
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 : 83.4 80.7 94.5 96.5 83.4 80.6 93.6 96.5
Old : 83.4 80.7 94.5 96.5 83.4 80.6 93.6 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2007