WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 424,629: 99,191 89,411 67,942 215,048 200,334 382,181 357,687: 42,448 66,942
Old : 251,546: 60,389 96,414 18,834 146,763 98,498 225,986 213,746: 25,560 37,800
Other: 173,083: 73,464 27,659 14,446 68,285 101,836 156,195 143,941: 16,888 29,142
: : :
: : Changes in Commitments from: December 4, 2007 :
: 15,858: 5,493 6,669 2,190 5,135 6,150 12,818 15,009: 3,040 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.1 16.0 50.6 47.2 90.0 84.2: 10.0 15.8
Old : 100.0: 24.0 38.3 7.5 58.3 39.2 89.8 85.0: 10.2 15.0
Other: 100.0: 42.4 16.0 8.3 39.5 58.8 90.2 83.2: 9.8 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 112 121 122 75 107 274 286:
Old : 345: 88 142 68 46 89 187 252:
Other: 266: 105 46 43 60 97 184 172:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 18.2 35.3 25.1 24.1 16.6 34.4 22.6
Old : 30.6 17.5 45.0 25.1 30.6 15.1 45.0 22.4
Other: 33.5 22.9 44.8 33.2 33.1 22.3 43.1 31.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,188,165: 365,775 89,025 109,397 579,935 756,176 1,055,107 954,598: 133,058 233,567
Old : 868,885: 244,888 109,763 58,010 461,250 544,833 764,148 712,606: 104,737 156,279
Other: 319,280: 163,147 21,522 9,127 118,685 211,343 290,959 241,992: 28,321 77,288
: : :
: : Changes in Commitments from: December 4, 2007 :
: 46,331: 26,966 8,372 -2,345 15,224 41,017 39,845 47,044: 6,486 -713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.5 9.2 48.8 63.6 88.8 80.3: 11.2 19.7
Old : 100.0: 28.2 12.6 6.7 53.1 62.7 87.9 82.0: 12.1 18.0
Other: 100.0: 51.1 6.7 2.9 37.2 66.2 91.1 75.8: 8.9 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 214 109 152 186 304 481 503:
Old : 666: 186 129 106 157 284 410 458:
Other: 489: 117 60 33 93 270 223 353:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 19.6 23.3 26.3 15.1 17.6 22.7 24.3
Old : 17.7 20.3 26.8 27.3 17.7 17.8 25.9 24.4
Other: 22.9 21.7 35.3 28.3 22.9 21.6 35.3 28.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,480: 2,574 672 146 5,127 8,440 7,847 9,258: 2,633 1,222
Old : 10,094: 2,424 672 146 5,057 8,193 7,627 9,011: 2,467 1,083
Other: 386: 150 0 0 70 247 220 247: 166 139
: : :
: : Changes in Commitments from: December 4, 2007 :
: 266: -191 -57 67 207 453 83 463: 183 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.4 1.4 48.9 80.5 74.9 88.3: 25.1 11.7
Old : 100.0: 24.0 6.7 1.4 50.1 81.2 75.6 89.3: 24.4 10.7
Other: 100.0: 38.9 0.0 0.0 18.1 64.0 57.0 64.0: 43.0 36.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 4 3 13 11 30 17:
Old : 38: 16 4 3 10 11 27 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 : 35.2 54.2 50.8 77.6 35.2 51.8 50.8 72.1
Old : 36.6 55.6 52.8 78.2 36.6 53.2 52.8 74.1
Other: 56.0 53.1 57.0 64.0 50.5 52.6 50.5 57.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 584,420: 184,032 28,754 73,064 251,587 367,120 508,683 468,938: 75,737 115,482
Old : 470,588: 142,708 35,462 56,641 208,977 287,845 408,326 379,948: 62,262 90,640
Other: 113,832: 54,751 6,719 2,996 42,610 79,275 100,357 88,990: 13,475 24,842
: : :
: : Changes in Commitments from: December 4, 2007 :
: -4,509: 5,573 -6,114 -11,980 -10,186 2,433 -16,593 -15,661: 12,084 11,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 4.9 12.5 43.0 62.8 87.0 80.2: 13.0 19.8
Old : 100.0: 30.3 7.5 12.0 44.4 61.2 86.8 80.7: 13.2 19.3
Other: 100.0: 48.1 5.9 2.6 37.4 69.6 88.2 78.2: 11.8 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 199 73 130 120 194 378 366:
Old : 502: 180 85 117 109 188 346 352:
Other: 307: 83 46 20 49 151 141 211:
:----------------------------------------------------------------------------------------------------
: 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 24.3 27.7 31.0 17.1 24.0 25.2 29.1
Old : 19.5 23.6 28.4 30.5 19.5 23.4 28.3 28.3
Other: 31.2 31.9 44.0 42.2 26.4 29.9 39.2 38.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,835: 17,340 2,830 1,164 0 789 18,504 4,783: 4,331 18,052
Old : 14,379: 9,978 2,725 942 0 495 10,920 4,162: 3,459 10,217
Other: 8,456: 7,582 325 2 0 294 7,584 621: 872 7,835
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,571: 1,460 595 49 0 86 1,509 730: 62 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 12.4 5.1 0.0 3.5 81.0 20.9: 19.0 79.1
Old : 100.0: 69.4 19.0 6.6 0.0 3.4 75.9 28.9: 24.1 71.1
Other: 100.0: 89.7 3.8 0.0 0.0 3.5 89.7 7.3: 10.3 92.7
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 17 8 10 0 2 20 17:
Old : 27: 18 7 8 0 2 19 16:
Other: 13: 9 2 2 0 2 9 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 10.7 67.8 16.0 54.2 10.2 65.4 14.8
Old : 42.9 15.5 58.9 23.8 41.0 14.8 54.1 22.3
Other: 76.6 7.3 89.0 7.3 76.6 7.3 89.0 7.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 295,452: 80,758 19,781 34,232 150,956 224,559 265,946 278,572: 29,506 16,880
Old : 269,959: 82,882 24,404 24,918 134,485 204,808 242,285 254,130: 27,674 15,829
Other: 25,493: 6,332 3,833 858 16,471 19,751 23,661 24,442: 1,832 1,051
: : :
: : Changes in Commitments from: December 4, 2007 :
: -12,216: -9,971 -895 -7,697 3,708 -3,131 -13,960 -11,723: 1,744 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.7 11.6 51.1 76.0 90.0 94.3: 10.0 5.7
Old : 100.0: 30.7 9.0 9.2 49.8 75.9 89.7 94.1: 10.3 5.9
Other: 100.0: 24.8 15.0 3.4 64.6 77.5 92.8 95.9: 7.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 75 28 45 61 59 159 119:
Old : 195: 75 30 40 58 58 154 113:
Other: 59: 14 15 8 22 15 40 34:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 39.1 29.2 51.1 18.1 36.9 26.0 46.8
Old : 21.6 40.6 31.5 51.2 19.7 39.3 29.4 48.4
Other: 45.9 57.5 67.0 74.7 45.7 56.6 65.5 70.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 941,732: 158,315 162,890 8,836 615,032 612,016 782,183 783,742: 159,549 157,990
Old : 941,732: 158,315 162,890 8,836 615,032 612,016 782,183 783,742: 159,549 157,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -62,194: -67,275 -4,642 981 3,907 -38,190 -62,387 -41,851: 193 -20,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.3 0.9 65.3 65.0 83.1 83.2: 16.9 16.8
Old : 100.0: 16.8 17.3 0.9 65.3 65.0 83.1 83.2: 16.9 16.8
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 : 174: 35 38 19 68 77 113 124:
Old : 174: 35 38 19 68 77 113 124:
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 : 22.2 33.1 34.1 45.6 18.2 26.7 28.1 34.8
Old : 22.2 33.1 34.1 45.6 18.2 26.7 28.1 34.8
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 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 249,316: 85,671 8,035 28,596 90,336 193,895 204,603 230,526: 44,713 18,790
Old : 223,412: 78,994 10,743 22,050 81,995 172,732 183,039 205,525: 40,373 17,887
Other: 25,904: 11,093 1,708 2,130 8,341 21,163 21,564 25,001: 4,340 903
: : :
: : Changes in Commitments from: December 4, 2007 :
: 2,019: 3,762 379 -1,068 -1,827 2,589 867 1,900: 1,152 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 3.2 11.5 36.2 77.8 82.1 92.5: 17.9 7.5
Old : 100.0: 35.4 4.8 9.9 36.7 77.3 81.9 92.0: 18.1 8.0
Other: 100.0: 42.8 6.6 8.2 32.2 81.7 83.2 96.5: 16.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 86 19 43 57 56 163 103:
Old : 175: 79 24 40 53 56 154 101:
Other: 81: 32 6 10 34 14 70 27:
:----------------------------------------------------------------------------------------------------
: 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 39.3 28.7 54.1 15.3 37.5 22.7 48.7
Old : 22.9 40.7 30.5 52.6 21.6 39.2 29.1 50.3
Other: 22.4 62.8 36.6 79.3 20.8 60.5 33.8 75.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,437: 7,532 649 912 6,765 15,918 15,209 17,479: 6,228 3,958
Old : 19,879: 7,512 669 572 5,745 14,844 13,829 16,085: 6,050 3,794
Other: 1,558: 359 319 1 1,020 1,074 1,380 1,394: 178 164
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,984: -196 127 -95 261 137 -30 169: 2,014 1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 3.0 4.3 31.6 74.3 70.9 81.5: 29.1 18.5
Old : 100.0: 37.8 3.4 2.9 28.9 74.7 69.6 80.9: 30.4 19.1
Other: 100.0: 23.0 20.5 0.1 65.5 68.9 88.6 89.5: 11.4 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 30 5 12 27 16 63 28:
Old : 68: 28 6 7 25 16 56 26:
Other: 25: 9 4 1 7 9 16 14:
:----------------------------------------------------------------------------------------------------
: 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 62.9 29.6 72.3 17.4 58.7 29.4 66.6
Old : 17.8 64.0 30.9 73.5 17.8 61.8 30.9 71.0
Other: 56.2 61.8 78.7 78.8 40.9 37.7 54.6 51.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,012,950: 322,875 191,734 20,514 541,710 689,591 885,099 901,839: 127,851 111,111
Old : 1,012,950: 322,875 191,734 20,514 541,710 689,591 885,099 901,839: 127,851 111,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 17,493: -15,088 15,662 -2,922 19,689 21,846 1,679 34,586: 15,814 -17,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 18.9 2.0 53.5 68.1 87.4 89.0: 12.6 11.0
Old : 100.0: 31.9 18.9 2.0 53.5 68.1 87.4 89.0: 12.6 11.0
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 : 238: 56 46 15 92 96 155 151:
Old : 238: 56 46 15 92 96 155 151:
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 : 18.3 38.7 28.2 47.6 17.1 34.5 26.4 42.9
Old : 18.3 38.7 28.2 47.6 17.1 34.5 26.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,420,861: 764,576 388,179 40,313 1,272,636 1,567,781 2,077,525 1,996,273: 343,336 424,588
Old : 2,420,861: 764,576 388,179 40,313 1,272,636 1,567,781 2,077,525 1,996,273: 343,336 424,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -123,682: -30,609 35,081 -8,063 -66,016 -148,601 -104,688 -121,583: -18,994 -2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 16.0 1.7 52.6 64.8 85.8 82.5: 14.2 17.5
Old : 100.0: 31.6 16.0 1.7 52.6 64.8 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 : 278: 53 64 37 100 121 173 203:
Old : 278: 53 64 37 100 121 173 203:
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 : 27.2 25.3 40.2 35.8 23.2 24.0 33.3 32.2
Old : 27.2 25.3 40.2 35.8 23.2 24.0 33.3 32.2
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,876,193: 419,773 504,389 40,194 1,167,817 1,110,328 1,627,784 1,654,911: 248,409 221,282
Old : 1,876,193: 419,773 504,389 40,194 1,167,817 1,110,328 1,627,784 1,654,911: 248,409 221,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -70,733: -52,615 -443 -17,373 -7,286 -34,801 -77,274 -52,617: 6,541 -18,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 26.9 2.1 62.2 59.2 86.8 88.2: 13.2 11.8
Old : 100.0: 22.4 26.9 2.1 62.2 59.2 86.8 88.2: 13.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 42 50 22 89 83 142 145:
Old : 215: 42 50 22 89 83 142 145:
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 : 20.0 45.9 32.1 56.7 17.8 39.8 28.7 45.6
Old : 20.0 45.9 32.1 56.7 17.8 39.8 28.7 45.6
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 420,068: 84,088 121,551 23,086 281,704 242,986 388,878 387,623: 31,190 32,445
Old : 420,068: 84,088 121,551 23,086 281,704 242,986 388,878 387,623: 31,190 32,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 46,749: 15,783 39,484 -595 28,952 6,403 44,140 45,292: 2,609 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 28.9 5.5 67.1 57.8 92.6 92.3: 7.4 7.7
Old : 100.0: 20.0 28.9 5.5 67.1 57.8 92.6 92.3: 7.4 7.7
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 : 126: 22 39 29 51 51 94 98:
Old : 126: 22 39 29 51 51 94 98:
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 : 24.0 28.0 40.9 40.4 21.6 21.6 35.3 30.1
Old : 24.0 28.0 40.9 40.4 21.6 21.6 35.3 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 16,180: 3,977 2,084 1,354 1,850 8,327 7,181 11,765: 8,999 4,415
Old : 16,180: 3,977 2,084 1,354 1,850 8,327 7,181 11,765: 8,999 4,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 926: 677 1,596 -72 -244 187 361 1,711: 565 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 12.9 8.4 11.4 51.5 44.4 72.7: 55.6 27.3
Old : 100.0: 24.6 12.9 8.4 11.4 51.5 44.4 72.7: 55.6 27.3
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: 12 7 5 5 11 20 20:
Old : 32: 12 7 5 5 11 20 20:
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 : 19.1 38.4 30.0 53.9 12.6 38.2 20.8 50.1
Old : 19.1 38.4 30.0 53.9 12.6 38.2 20.8 50.1
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 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 38,969: 14,925 13,110 980 17,923 15,491 33,828 29,581: 5,141 9,388
Old : 38,969: 14,925 13,110 980 17,923 15,491 33,828 29,581: 5,141 9,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 2,842: 528 468 25 1,696 1,685 2,249 2,178: 593 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 33.6 2.5 46.0 39.8 86.8 75.9: 13.2 24.1
Old : 100.0: 38.3 33.6 2.5 46.0 39.8 86.8 75.9: 13.2 24.1
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 : 58: 16 20 10 15 9 39 31:
Old : 58: 16 20 10 15 9 39 31:
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 : 29.8 33.5 49.6 50.7 29.8 31.6 49.6 48.7
Old : 29.8 33.5 49.6 50.7 29.8 31.6 49.6 48.7
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 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 97,746: 33,985 41,399 1,570 39,927 43,052 75,482 86,021: 22,264 11,725
Old : 97,746: 33,985 41,399 1,570 39,927 43,052 75,482 86,021: 22,264 11,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -1,900: 1,038 4,090 741 -6,710 -6,621 -4,931 -1,790: 3,031 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 42.4 1.6 40.8 44.0 77.2 88.0: 22.8 12.0
Old : 100.0: 34.8 42.4 1.6 40.8 44.0 77.2 88.0: 22.8 12.0
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 : 110: 40 33 10 22 22 67 60:
Old : 110: 40 33 10 22 22 67 60:
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 32.4 36.7 48.1 23.6 32.4 36.1 48.1
Old : 24.3 32.4 36.7 48.1 23.6 32.4 36.1 48.1
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 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 51,830: 6,789 14,102 1,519 43,242 36,080 51,550 51,701: 280 129
Old : 51,830: 6,789 14,102 1,519 43,242 36,080 51,550 51,701: 280 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -2,515: -2,157 199 -100 -157 -2,601 -2,414 -2,502: -101 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 27.2 2.9 83.4 69.6 99.5 99.8: 0.5 0.2
Old : 100.0: 13.1 27.2 2.9 83.4 69.6 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 17 4 17 14 25 35:
Old : 48: 8 17 4 17 14 25 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 71.5 91.2 87.8 78.7 65.6 84.8 82.0
Old : 82.0 71.5 91.2 87.8 78.7 65.6 84.8 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 22,456: 5,478 711 2,055 14,912 19,644 22,445 22,410: 11 46
Old : 22,456: 5,478 711 2,055 14,912 19,644 22,445 22,410: 11 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 5,868: -974 312 1,396 5,519 4,180 5,941 5,888: -73 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 3.2 9.2 66.4 87.5 100.0 99.8: 0.0 0.2
Old : 100.0: 24.4 3.2 9.2 66.4 87.5 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 7 2 7 9 15 17:
Old : 27: 7 7 2 7 9 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 71.4 96.7 95.7 53.2 54.7 62.5 61.3
Old : 77.5 71.4 96.7 95.7 53.2 54.7 62.5 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2007