WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 31, 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 : 427,218: 92,240 80,674 71,986 222,991 213,163 387,217 365,823: 40,001 61,395
Old : 255,412: 54,139 92,730 20,346 156,615 109,827 231,100 222,903: 24,312 32,509
Other: 171,806: 73,604 23,447 16,137 66,376 103,336 156,117 142,920: 15,689 28,886
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,042: 232 -5,044 659 349 10,231 1,240 5,846: -198 -4,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 18.9 16.8 52.2 49.9 90.6 85.6: 9.4 14.4
Old : 100.0: 21.2 36.3 8.0 61.3 43.0 90.5 87.3: 9.5 12.7
Other: 100.0: 42.8 13.6 9.4 38.6 60.1 90.9 83.2: 9.1 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 110 112 123 85 115 278 291:
Old : 348: 82 140 70 50 94 188 255:
Other: 274: 102 45 49 67 102 190 183:
:----------------------------------------------------------------------------------------------------
: 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 18.7 36.2 26.1 24.7 16.3 34.8 23.0
Old : 32.3 19.9 47.1 27.7 32.3 17.7 47.1 24.7
Other: 31.1 22.8 43.3 32.4 31.0 21.5 41.6 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 31, 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 : 1,291,607: 430,153 100,606 110,068 615,362 838,483 1,155,583 1,049,157: 136,024 242,450
Old : 925,450: 285,083 128,419 53,547 485,392 588,618 824,022 770,584: 101,428 154,866
Other: 366,157: 192,413 19,530 9,178 129,970 249,865 331,561 278,573: 34,596 87,584
: : :
: : Changes in Commitments from: December 24, 2007 :
: 40,057: 14,218 8,283 4,823 16,425 18,930 35,466 32,036: 4,591 8,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 7.8 8.5 47.6 64.9 89.5 81.2: 10.5 18.8
Old : 100.0: 30.8 13.9 5.8 52.4 63.6 89.0 83.3: 11.0 16.7
Other: 100.0: 52.5 5.3 2.5 35.5 68.2 90.6 76.1: 9.4 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 703: 221 80 123 213 323 485 497:
Old : 671: 185 110 80 179 301 404 456:
Other: 509: 122 51 31 106 291 239 367:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 19.8 22.0 25.7 14.1 18.1 21.7 23.8
Old : 16.5 20.4 25.5 26.8 16.5 18.1 25.0 24.0
Other: 20.9 21.1 32.3 26.2 20.9 20.8 32.2 25.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,612: 3,134 728 168 5,582 9,466 8,884 10,362: 2,728 1,250
Old : 10,485: 2,941 728 165 4,912 8,488 8,018 9,381: 2,467 1,104
Other: 1,127: 196 3 0 670 978 866 981: 261 146
: : :
: : Changes in Commitments from: December 24, 2007 :
: 182: 192 80 12 50 314 254 406: -72 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.3 1.4 48.1 81.5 76.5 89.2: 23.5 10.8
Old : 100.0: 28.0 6.9 1.6 46.8 81.0 76.5 89.5: 23.5 10.5
Other: 100.0: 17.4 0.3 0.0 59.4 86.8 76.8 87.0: 23.2 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 4 5 16 12 38 20:
Old : 45: 20 4 4 13 12 35 19:
Other: 15: 4 1 0 6 10 10 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 53.8 49.1 77.9 31.9 47.2 46.4 70.0
Old : 35.3 53.7 51.4 77.5 35.3 51.5 51.4 75.0
Other: 70.3 77.7 76.3 85.9 66.6 75.2 68.1 78.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 31, 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 : 555,441: 178,748 30,133 70,071 244,908 360,846 493,727 461,050: 61,714 94,391
Old : 430,276: 137,655 37,635 50,967 195,402 274,846 384,024 363,448: 46,252 66,828
Other: 125,165: 56,554 7,959 3,643 49,506 86,000 109,703 97,602: 15,462 27,563
: : :
: : Changes in Commitments from: December 24, 2007 :
: -19,526: -1,233 -92 -4,948 -6,534 -7,487 -12,715 -12,527: -6,811 -6,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 5.4 12.6 44.1 65.0 88.9 83.0: 11.1 17.0
Old : 100.0: 32.0 8.7 11.8 45.4 63.9 89.3 84.5: 10.7 15.5
Other: 100.0: 45.2 6.4 2.9 39.6 68.7 87.6 78.0: 12.4 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 510: 178 75 130 112 194 360 369:
Old : 497: 167 79 116 97 191 326 360:
Other: 316: 86 51 16 55 155 146 218:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 25.6 29.6 33.1 17.8 25.1 27.6 30.6
Old : 20.2 26.2 30.7 33.3 20.1 25.6 30.6 31.2
Other: 31.5 28.4 44.3 40.6 26.5 28.0 38.9 37.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,396: 16,943 2,948 1,966 6 1,217 18,915 6,131: 3,481 16,265
Old : 12,834: 8,404 2,664 1,675 6 738 10,085 5,077: 2,749 7,757
Other: 9,562: 8,829 574 1 0 479 8,830 1,054: 732 8,508
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,625: 1,311 1,325 -146 -2 559 1,163 1,738: 462 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 13.2 8.8 0.0 5.4 84.5 27.4: 15.5 72.6
Old : 100.0: 65.5 20.8 13.1 0.0 5.8 78.6 39.6: 21.4 60.4
Other: 100.0: 92.3 6.0 0.0 0.0 5.0 92.3 11.0: 7.7 89.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 16 8 9 1 4 19 19:
Old : 27: 15 8 7 1 4 17 18:
Other: 19: 11 4 1 0 4 11 9:
:----------------------------------------------------------------------------------------------------
: 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 : 62.5 13.4 74.6 19.7 57.1 10.5 67.9 15.4
Old : 48.5 21.4 67.0 29.9 40.3 15.4 54.7 21.8
Other: 81.2 7.0 91.5 11.0 81.2 7.0 91.5 11.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 31, 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 : 288,787: 75,481 18,086 37,063 148,112 216,968 260,656 272,117: 28,131 16,670
Old : 257,241: 75,263 25,553 24,776 130,859 191,666 230,898 241,995: 26,343 15,246
Other: 31,546: 11,270 3,585 1,235 17,253 25,302 29,758 30,122: 1,788 1,424
: : :
: : Changes in Commitments from: December 24, 2007 :
: -7,384: -3,159 2,976 -335 -3,711 -11,532 -7,205 -8,891: -179 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.3 12.8 51.3 75.1 90.3 94.2: 9.7 5.8
Old : 100.0: 29.3 9.9 9.6 50.9 74.5 89.8 94.1: 10.2 5.9
Other: 100.0: 35.7 11.4 3.9 54.7 80.2 94.3 95.5: 5.7 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 70 43 59 60 57 170 128:
Old : 202: 69 46 51 55 56 161 122:
Other: 66: 18 15 6 24 17 46 35:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 41.4 28.6 53.3 19.0 36.5 26.7 44.7
Old : 21.7 42.9 31.3 53.1 21.2 42.4 29.5 50.8
Other: 44.7 66.5 64.3 78.1 43.4 65.6 63.0 77.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 31, 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 : 920,284: 142,853 170,247 2,876 633,667 591,343 779,396 764,466: 140,888 155,818
Old : 920,284: 142,853 170,247 2,876 633,667 591,343 779,396 764,466: 140,888 155,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -10,327: -5,773 7,241 -3,071 -6,340 -25,453 -15,184 -21,283: 4,857 10,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 18.5 0.3 68.9 64.3 84.7 83.1: 15.3 16.9
Old : 100.0: 15.5 18.5 0.3 68.9 64.3 84.7 83.1: 15.3 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 : 160: 37 29 17 67 70 110 110:
Old : 160: 37 29 17 67 70 110 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 34.9 39.7 46.9 23.3 28.7 31.9 37.3
Old : 25.9 34.9 39.7 46.9 23.3 28.7 31.9 37.3
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 31, 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 : 242,052: 78,939 12,938 26,379 96,785 184,797 202,103 224,114: 39,949 17,938
Old : 208,920: 72,554 15,920 18,423 82,404 157,626 173,381 191,969: 35,539 16,951
Other: 33,132: 11,962 2,595 2,379 14,381 27,171 28,722 32,145: 4,410 987
: : :
: : Changes in Commitments from: December 24, 2007 :
: -12,414: -6,968 -235 -1,931 -1,333 -11,355 -10,232 -13,521: -2,182 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 5.3 10.9 40.0 76.3 83.5 92.6: 16.5 7.4
Old : 100.0: 34.7 7.6 8.8 39.4 75.4 83.0 91.9: 17.0 8.1
Other: 100.0: 36.1 7.8 7.2 43.4 82.0 86.7 97.0: 13.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 74 23 57 66 55 180 117:
Old : 193: 71 29 47 59 55 163 114:
Other: 90: 34 8 9 42 15 79 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 : 21.6 43.6 29.5 55.3 13.1 37.3 19.6 45.5
Old : 24.0 40.8 31.6 53.1 19.7 39.4 27.3 48.5
Other: 21.7 67.4 37.0 80.6 20.2 64.7 34.8 75.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 31, 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 : 18,006: 7,761 764 759 6,246 15,740 14,766 17,263: 3,240 743
Old : 16,326: 7,709 784 428 5,120 14,578 13,257 15,790: 3,069 536
Other: 1,680: 369 297 14 1,126 1,162 1,509 1,473: 171 207
: : :
: : Changes in Commitments from: December 24, 2007 :
: -480: 90 494 -526 -130 -523 -566 -555: 86 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 4.2 4.2 34.7 87.4 82.0 95.9: 18.0 4.1
Old : 100.0: 47.2 4.8 2.6 31.4 89.3 81.2 96.7: 18.8 3.3
Other: 100.0: 22.0 17.7 0.8 67.0 69.2 89.8 87.7: 10.2 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 29 7 10 27 18 62 29:
Old : 66: 27 7 7 23 17 54 27:
Other: 27: 9 3 3 9 9 19 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 70.9 33.1 81.5 19.2 66.3 32.9 74.2
Old : 20.7 72.8 35.3 84.1 20.7 70.6 35.3 80.4
Other: 54.9 64.2 77.4 80.5 40.0 39.5 57.4 53.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 31, 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 : 983,075: 254,304 166,251 16,185 596,663 709,888 867,152 892,324: 115,923 90,751
Old : 983,075: 254,304 166,251 16,185 596,663 709,888 867,152 892,324: 115,923 90,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -19,328: -21,635 -4,024 628 -3,116 -9,284 -24,123 -12,680: 4,795 -6,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 16.9 1.6 60.7 72.2 88.2 90.8: 11.8 9.2
Old : 100.0: 25.9 16.9 1.6 60.7 72.2 88.2 90.8: 11.8 9.2
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 : 220: 51 38 13 91 93 148 139:
Old : 220: 51 38 13 91 93 148 139:
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 : 16.5 43.2 27.3 51.9 14.8 39.1 23.8 46.8
Old : 16.5 43.2 27.3 51.9 14.8 39.1 23.8 46.8
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 31, 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 : 2,123,952: 597,365 361,328 25,479 1,213,532 1,373,204 1,836,376 1,760,011: 287,576 363,941
Old : 2,123,952: 597,365 361,328 25,479 1,213,532 1,373,204 1,836,376 1,760,011: 287,576 363,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -54,086: -35,669 -23,280 1,159 -24,260 -37,884 -58,770 -60,005: 4,684 5,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 17.0 1.2 57.1 64.7 86.5 82.9: 13.5 17.1
Old : 100.0: 28.1 17.0 1.2 57.1 64.7 86.5 82.9: 13.5 17.1
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 : 259: 50 56 30 98 113 164 184:
Old : 259: 50 56 30 98 113 164 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 23.3 43.1 33.2 30.3 22.3 38.0 30.6
Old : 33.6 23.3 43.1 33.2 30.3 22.3 38.0 30.6
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 31, 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 : 1,785,139: 364,277 465,889 23,127 1,168,598 1,075,177 1,556,002 1,564,193: 229,137 220,946
Old : 1,785,139: 364,277 465,889 23,127 1,168,598 1,075,177 1,556,002 1,564,193: 229,137 220,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -17,556: -13,984 12,266 2,238 -16,945 -35,040 -28,691 -20,536: 11,135 2,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 26.1 1.3 65.5 60.2 87.2 87.6: 12.8 12.4
Old : 100.0: 20.4 26.1 1.3 65.5 60.2 87.2 87.6: 12.8 12.4
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 : 198: 36 48 20 80 74 127 132:
Old : 198: 36 48 20 80 74 127 132:
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 : 22.3 44.2 35.8 55.4 18.5 38.6 30.3 44.9
Old : 22.3 44.2 35.8 55.4 18.5 38.6 30.3 44.9
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 31, 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 : 460,799: 117,556 116,635 19,304 295,096 290,825 431,956 426,764: 28,843 34,035
Old : 460,799: 117,556 116,635 19,304 295,096 290,825 431,956 426,764: 28,843 34,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 10,819: 33 3,645 1,056 10,423 2,456 11,512 7,157: -693 3,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 25.3 4.2 64.0 63.1 93.7 92.6: 6.3 7.4
Old : 100.0: 25.5 25.3 4.2 64.0 63.1 93.7 92.6: 6.3 7.4
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 : 118: 26 34 23 44 42 83 87:
Old : 118: 26 34 23 44 42 83 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 25.4 39.6 41.1 19.2 22.4 32.5 34.4
Old : 23.4 25.4 39.6 41.1 19.2 22.4 32.5 34.4
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 31, 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 : 16,569: 6,153 949 1,118 1,201 9,876 8,472 11,943: 8,097 4,626
Old : 16,569: 6,153 949 1,118 1,201 9,876 8,472 11,943: 8,097 4,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,087: 1,707 189 -186 50 624 1,571 627: -484 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 5.7 6.7 7.2 59.6 51.1 72.1: 48.9 27.9
Old : 100.0: 37.1 5.7 6.7 7.2 59.6 51.1 72.1: 48.9 27.9
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 : 31: 14 5 4 4 11 21 17:
Old : 31: 14 5 4 4 11 21 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 : 21.9 42.2 33.4 57.0 20.8 42.0 29.5 53.6
Old : 21.9 42.2 33.4 57.0 20.8 42.0 29.5 53.6
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 24,673: 7,041 13,432 32 12,808 6,766 19,881 20,230: 4,792 4,443
Old : 24,673: 7,041 13,432 32 12,808 6,766 19,881 20,230: 4,792 4,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 343: 81 457 -1 214 14 294 470: 49 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 54.4 0.1 51.9 27.4 80.6 82.0: 19.4 18.0
Old : 100.0: 28.5 54.4 0.1 51.9 27.4 80.6 82.0: 19.4 18.0
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 : 37: 8 13 4 11 6 23 19:
Old : 37: 8 13 4 11 6 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 47.9 64.2 67.1 46.4 47.9 64.2 67.1
Old : 46.5 47.9 64.2 67.1 46.4 47.9 64.2 67.1
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, December 31, 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 : 68,473: 33,025 21,350 1,184 22,802 37,916 57,011 60,450: 11,462 8,023
Old : 68,473: 33,025 21,350 1,184 22,802 37,916 57,011 60,450: 11,462 8,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,190: -497 2,836 3 2,093 206 1,599 3,045: 591 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 31.2 1.7 33.3 55.4 83.3 88.3: 16.7 11.7
Old : 100.0: 48.2 31.2 1.7 33.3 55.4 83.3 88.3: 16.7 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 : 88: 35 22 3 17 18 53 42:
Old : 88: 35 22 3 17 18 53 42:
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 : 35.1 44.4 48.6 59.5 35.1 44.4 48.6 59.5
Old : 35.1 44.4 48.6 59.5 35.1 44.4 48.6 59.5
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 31, 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 : 52,148: 8,134 10,785 1,652 42,076 39,699 51,862 52,136: 286 12
Old : 52,148: 8,134 10,785 1,652 42,076 39,699 51,862 52,136: 286 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 293: -113 391 78 2,999 2,621 2,964 3,090: -2,671 -2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.7 3.2 80.7 76.1 99.5 100.0: 0.5 0.0
Old : 100.0: 15.6 20.7 3.2 80.7 76.1 99.5 100.0: 0.5 0.0
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 : 42: 8 16 4 16 10 25 29:
Old : 42: 8 16 4 16 10 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 80.8 91.9 90.9 77.4 73.1 83.9 83.0
Old : 80.6 80.8 91.9 90.9 77.4 73.1 83.9 83.0
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 31, 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 : 16,162: 9,753 4,541 114 6,257 11,493 16,124 16,148: 38 14
Old : 16,162: 9,753 4,541 114 6,257 11,493 16,124 16,148: 38 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -1,052: 6 -404 0 -1,052 -644 -1,046 -1,048: -6 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 28.1 0.7 38.7 71.1 99.8 99.9: 0.2 0.1
Old : 100.0: 60.3 28.1 0.7 38.7 71.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 7 1 8 9 14 17:
Old : 28: 6 7 1 8 9 14 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 : 89.7 82.7 97.8 95.9 86.9 76.9 92.2 90.0
Old : 89.7 82.7 97.8 95.9 86.9 76.9 92.2 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2008