WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 565,082: 84,805 76,311 187,879 246,898 219,060 519,581 483,250: 45,500 81,831
Old : 397,128: 51,915 81,446 129,378 187,254 135,790 368,547 346,615: 28,581 50,514
Other: 167,953: 59,580 21,556 31,809 59,644 83,270 151,034 136,636: 16,919 31,318
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,836: -863 2,381 -6,078 9,436 4,975 2,495 1,278: 341 1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.5 33.2 43.7 38.8 91.9 85.5: 8.1 14.5
Old : 100.0: 13.1 20.5 32.6 47.2 34.2 92.8 87.3: 7.2 12.7
Other: 100.0: 35.5 12.8 18.9 35.5 49.6 89.9 81.4: 10.1 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 122 142 189 97 130 340 361:
Old : 396: 104 151 160 80 117 289 335:
Other: 278: 101 60 69 63 100 198 202:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 13.4 27.3 21.4 17.9 10.6 25.1 14.9
Old : 19.6 14.5 30.0 23.1 19.0 9.3 27.4 14.5
Other: 30.0 17.7 43.3 26.8 28.7 17.0 40.2 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,675,679: 283,230 81,999 472,318 737,554 831,011 1,493,102 1,385,328: 182,577 290,352
Old : 1,291,379: 192,278 108,975 348,526 601,316 620,456 1,142,120 1,077,957: 149,260 213,422
Other: 384,300: 147,626 29,698 67,118 136,238 210,555 350,983 307,371: 33,318 76,930
: : :
: : Changes in Commitments from: November 6, 2007 :
: -39,415: -9,669 -4,386 -30,038 3,222 281 -36,485 -34,143: -2,930 -5,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 4.9 28.2 44.0 49.6 89.1 82.7: 10.9 17.3
Old : 100.0: 14.9 8.4 27.0 46.6 48.0 88.4 83.5: 11.6 16.5
Other: 100.0: 38.4 7.7 17.5 35.5 54.8 91.3 80.0: 8.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 745: 211 133 251 287 335 617 625:
Old : 729: 184 152 232 274 323 584 603:
Other: 482: 112 63 65 111 268 253 368:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 17.6 19.6 23.6 10.3 12.5 15.6 17.0
Old : 13.4 16.7 21.7 23.2 12.3 12.0 18.6 16.9
Other: 19.3 22.2 30.5 29.0 15.7 16.7 23.7 22.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,267: 3,918 695 1,233 7,301 9,564 12,451 11,491: 2,816 3,776
Old : 15,043: 3,858 695 1,233 7,248 9,425 12,338 11,352: 2,705 3,691
Other: 224: 60 0 0 53 139 113 139: 111 85
: : :
: : Changes in Commitments from: November 6, 2007 :
: -623: -104 99 -3 -25 -454 -132 -358: -491 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.6 8.1 47.8 62.6 81.6 75.3: 18.4 24.7
Old : 100.0: 25.6 4.6 8.2 48.2 62.6 82.0 75.5: 18.0 24.5
Other: 100.0: 26.8 0.0 0.0 23.7 62.1 50.4 62.1: 49.6 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 22 9 7 18 13 44 25:
Old : 51: 22 9 7 17 13 43 25:
Other: 8: 1 0 0 4 5 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 38.4 47.2 56.7 28.9 27.4 40.3 44.0
Old : 34.0 38.9 47.9 56.7 29.3 28.1 40.9 44.1
Other: 50.0 61.6 50.4 62.1 45.5 57.1 45.5 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 740,331: 172,290 23,661 172,106 316,457 426,373 660,853 622,141: 79,478 118,190
Old : 622,829: 141,190 28,651 144,147 268,695 352,686 554,031 525,483: 68,797 97,346
Other: 117,502: 46,917 10,827 12,142 47,763 73,688 106,822 96,658: 10,680 20,845
: : :
: : Changes in Commitments from: November 6, 2007 :
: 22,194: 3,081 -1,539 1,616 14,442 16,319 19,139 16,397: 3,056 5,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.2 23.2 42.7 57.6 89.3 84.0: 10.7 16.0
Old : 100.0: 22.7 4.6 23.1 43.1 56.6 89.0 84.4: 11.0 15.6
Other: 100.0: 39.9 9.2 10.3 40.6 62.7 90.9 82.3: 9.1 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 190 86 153 141 224 392 422:
Old : 524: 178 93 139 137 219 371 410:
Other: 316: 74 58 35 47 170 137 247:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 24.7 27.5 34.6 13.3 20.0 19.9 23.8
Old : 16.3 23.9 27.1 33.6 14.9 19.2 21.6 23.2
Other: 37.6 31.3 50.3 46.8 33.1 30.8 42.9 41.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,147: 15,056 1,320 1,424 0 716 16,480 3,460: 3,667 16,687
Old : 14,105: 9,661 1,320 1,314 0 484 10,975 3,118: 3,130 10,987
Other: 6,042: 5,505 110 0 0 232 5,505 342: 537 5,700
: : :
: : Changes in Commitments from: November 6, 2007 :
: 637: 210 -765 34 0 66 244 -665: 393 1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 6.6 7.1 0.0 3.6 81.8 17.2: 18.2 82.8
Old : 100.0: 68.5 9.4 9.3 0.0 3.4 77.8 22.1: 22.2 77.9
Other: 100.0: 91.1 1.8 0.0 0.0 3.8 91.1 5.7: 8.9 94.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 6 7 0 3 15 14:
Old : 22: 13 6 6 0 3 15 13:
Other: 10: 7 1 0 0 2 7 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 9.4 69.5 14.1 51.0 6.5 66.5 10.1
Old : 42.4 13.1 63.1 19.7 42.4 8.9 58.1 12.8
Other: 79.0 5.7 91.1 5.7 79.0 5.7 91.1 5.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 354,007: 73,786 13,054 73,746 177,453 249,250 324,985 336,050: 29,022 17,957
Old : 330,187: 74,661 17,009 65,342 162,232 230,525 302,235 312,876: 27,952 17,311
Other: 23,820: 5,912 2,831 1,617 15,222 18,726 22,750 23,174: 1,070 646
: : :
: : Changes in Commitments from: November 6, 2007 :
: 596: -2,463 790 2,817 2,029 -2,734 2,383 873: -1,787 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.7 20.8 50.1 70.4 91.8 94.9: 8.2 5.1
Old : 100.0: 22.6 5.2 19.8 49.1 69.8 91.5 94.8: 8.5 5.2
Other: 100.0: 24.8 11.9 6.8 63.9 78.6 95.5 97.3: 4.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 79 40 64 65 66 187 144:
Old : 218: 80 47 64 64 66 186 144:
Other: 54: 16 12 11 16 15 37 33:
:----------------------------------------------------------------------------------------------------
: 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 32.6 27.5 43.4 15.1 28.6 22.2 37.9
Old : 18.4 31.9 28.1 42.7 16.1 28.2 23.7 36.7
Other: 57.5 68.2 75.6 80.8 57.5 67.7 73.9 78.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,180,936: 182,516 179,211 99,615 726,719 716,503 1,008,850 995,329: 172,086 185,607
Old : 1,180,936: 182,516 179,211 99,615 726,719 716,503 1,008,850 995,329: 172,086 185,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 32,645: -10,856 10,426 8,200 33,966 13,005 31,310 31,631: 1,335 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.2 8.4 61.5 60.7 85.4 84.3: 14.6 15.7
Old : 100.0: 15.5 15.2 8.4 61.5 60.7 85.4 84.3: 14.6 15.7
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 : 188: 41 43 41 84 87 145 151:
Old : 188: 41 43 41 84 87 145 151:
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 : 18.4 28.5 30.4 39.4 15.7 23.2 24.8 30.4
Old : 18.4 28.5 30.4 39.4 15.7 23.2 24.8 30.4
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 with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 271,446: 78,479 7,299 46,099 101,131 194,202 225,709 247,600: 45,737 23,846
Old : 253,315: 75,197 9,001 40,842 94,592 180,495 210,630 230,338: 42,685 22,977
Other: 18,131: 6,636 1,652 1,903 6,539 13,707 15,079 17,262: 3,052 869
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,015: 1,901 2,508 -3,095 -1,001 -2,983 -2,194 -3,570: 1,179 2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.7 17.0 37.3 71.5 83.2 91.2: 16.8 8.8
Old : 100.0: 29.7 3.6 16.1 37.3 71.3 83.1 90.9: 16.9 9.1
Other: 100.0: 36.6 9.1 10.5 36.1 75.6 83.2 95.2: 16.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 82 21 65 55 55 167 121:
Old : 180: 77 27 64 53 55 164 121:
Other: 66: 23 9 14 26 12 55 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 37.7 29.2 50.4 17.5 35.8 25.5 46.0
Old : 21.9 37.9 30.6 49.3 20.1 36.4 28.4 46.5
Other: 28.8 65.3 49.5 81.1 24.9 62.6 42.6 76.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,780: 7,567 5 2,610 6,488 16,153 16,665 18,768: 3,115 1,013
Old : 18,446: 7,748 8 2,223 5,460 15,326 15,431 17,556: 3,015 890
Other: 1,334: 165 343 41 1,028 827 1,234 1,211: 100 123
: : :
: : Changes in Commitments from: November 6, 2007 :
: 614: 740 -13 233 -181 421 793 641: -179 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 0.0 13.2 32.8 81.7 84.3 94.9: 15.7 5.1
Old : 100.0: 42.0 0.0 12.0 29.6 83.1 83.7 95.2: 16.3 4.8
Other: 100.0: 12.4 25.7 3.1 77.0 62.0 92.5 90.8: 7.5 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 37 3 13 29 21 70 34:
Old : 76: 35 3 12 27 21 66 33:
Other: 23: 4 7 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 : 17.9 67.9 30.1 80.4 17.0 64.1 28.2 70.9
Old : 18.2 69.8 31.3 82.8 17.4 68.1 29.5 76.4
Other: 63.2 57.0 84.4 74.2 46.9 33.6 58.5 49.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,067,046: 245,537 227,660 27,992 662,384 688,295 935,913 943,948: 131,133 123,098
Old : 1,067,046: 245,537 227,660 27,992 662,384 688,295 935,913 943,948: 131,133 123,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -32,032: -14,520 -40,901 2,170 -12,828 -15,935 -25,178 -54,666: -6,854 22,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.3 2.6 62.1 64.5 87.7 88.5: 12.3 11.5
Old : 100.0: 23.0 21.3 2.6 62.1 64.5 87.7 88.5: 12.3 11.5
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 : 225: 49 47 25 104 91 170 146:
Old : 225: 49 47 25 104 91 170 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 42.1 27.9 50.9 16.0 38.1 25.8 45.9
Old : 17.1 42.1 27.9 50.9 16.0 38.1 25.8 45.9
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 with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,630,688: 808,577 269,492 567,567 1,861,591 2,342,315 3,237,735 3,179,374: 392,954 451,315
Old : 3,630,688: 808,577 269,492 567,567 1,861,591 2,342,315 3,237,735 3,179,374: 392,954 451,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 124,105: 1,517 36,543 42,933 66,717 27,256 111,167 106,732: 12,937 17,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.4 15.6 51.3 64.5 89.2 87.6: 10.8 12.4
Old : 100.0: 22.3 7.4 15.6 51.3 64.5 89.2 87.6: 10.8 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 : 326: 72 68 89 146 164 261 279:
Old : 326: 72 68 89 146 164 261 279:
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 : 22.1 27.0 32.3 34.6 14.7 21.0 22.3 25.5
Old : 22.1 27.0 32.3 34.6 14.7 21.0 22.3 25.5
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 with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,206,966: 383,554 379,620 238,574 1,332,037 1,333,970 1,954,165 1,952,164: 252,801 254,802
Old : 2,206,966: 383,554 379,620 238,574 1,332,037 1,333,970 1,954,165 1,952,164: 252,801 254,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 120,754: -6,666 5,327 56,527 62,472 33,529 112,333 95,383: 8,421 25,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.2 10.8 60.4 60.4 88.5 88.5: 11.5 11.5
Old : 100.0: 17.4 17.2 10.8 60.4 60.4 88.5 88.5: 11.5 11.5
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 : 216: 51 40 43 103 93 174 156:
Old : 216: 51 40 43 103 93 174 156:
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 : 21.2 40.0 30.4 49.5 19.3 35.4 26.6 40.3
Old : 21.2 40.0 30.4 49.5 19.3 35.4 26.6 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 675,280: 56,962 78,808 233,954 348,858 326,159 639,774 638,921: 35,506 36,359
Old : 675,280: 56,962 78,808 233,954 348,858 326,159 639,774 638,921: 35,506 36,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 13,393: 217 -3,271 11,206 5,020 12,741 16,443 20,676: -3,050 -7,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 11.7 34.6 51.7 48.3 94.7 94.6: 5.3 5.4
Old : 100.0: 8.4 11.7 34.6 51.7 48.3 94.7 94.6: 5.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 32 50 56 72 79 139 152:
Old : 166: 32 50 56 72 79 139 152:
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 28.2 43.2 38.4 12.8 8.4 17.1 13.0
Old : 29.8 28.2 43.2 38.4 12.8 8.4 17.1 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 22,905: 3,576 2,992 2,789 2,824 8,150 9,189 13,931: 13,716 8,974
Old : 22,905: 3,576 2,992 2,789 2,824 8,150 9,189 13,931: 13,716 8,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -988: -3,295 -2,040 1,424 -15 94 -1,886 -522: 899 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.1 12.2 12.3 35.6 40.1 60.8: 59.9 39.2
Old : 100.0: 15.6 13.1 12.2 12.3 35.6 40.1 60.8: 59.9 39.2
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 : 36: 12 11 9 7 10 24 26:
Old : 36: 12 11 9 7 10 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 26.1 25.8 41.9 10.5 22.0 16.0 35.5
Old : 17.0 26.1 25.8 41.9 10.5 22.0 16.0 35.5
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 with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 38,022: 14,238 11,709 1,063 17,034 17,277 32,335 30,049: 5,687 7,973
Old : 38,022: 14,238 11,709 1,063 17,034 17,277 32,335 30,049: 5,687 7,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,262: -77 554 296 1,660 748 1,878 1,598: 384 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 30.8 2.8 44.8 45.4 85.0 79.0: 15.0 21.0
Old : 100.0: 37.4 30.8 2.8 44.8 45.4 85.0 79.0: 15.0 21.0
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 : 58: 15 21 11 14 11 40 32:
Old : 58: 15 21 11 14 11 40 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 : 36.2 31.2 53.7 49.9 36.1 30.3 50.6 48.9
Old : 36.2 31.2 53.7 49.9 36.1 30.3 50.6 48.9
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 with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 108,862: 39,333 38,774 1,868 46,437 54,829 87,637 95,470: 21,225 13,392
Old : 108,862: 39,333 38,774 1,868 46,437 54,829 87,637 95,470: 21,225 13,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,428: -54 -237 259 -4,352 -3,440 -4,147 -3,418: 2,720 1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 35.6 1.7 42.7 50.4 80.5 87.7: 19.5 12.3
Old : 100.0: 36.1 35.6 1.7 42.7 50.4 80.5 87.7: 19.5 12.3
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 : 110: 46 27 16 28 19 79 57:
Old : 110: 46 27 16 28 19 79 57:
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 : 27.6 35.3 42.0 52.9 26.9 35.1 40.0 51.7
Old : 27.6 35.3 42.0 52.9 26.9 35.1 40.0 51.7
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 with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 55,087: 7,070 18,176 1,607 46,088 35,236 54,765 55,019: 322 68
Old : 55,087: 7,070 18,176 1,607 46,088 35,236 54,765 55,019: 322 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,982: -298 -382 -59 -1,674 -1,508 -2,031 -1,949: 49 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 33.0 2.9 83.7 64.0 99.4 99.9: 0.6 0.1
Old : 100.0: 12.8 33.0 2.9 83.7 64.0 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 14 5 16 12 28 30:
Old : 46: 11 14 5 16 12 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 72.1 88.1 90.7 75.3 64.2 81.2 81.9
Old : 79.5 72.1 88.1 90.7 75.3 64.2 81.2 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 16,049: 7,759 3,943 7 8,282 12,026 16,048 15,976: 1 73
Old : 16,049: 7,759 3,943 7 8,282 12,026 16,048 15,976: 1 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,297: -1,928 -21 0 631 -1,287 -1,297 -1,308: 0 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 24.6 0.0 51.6 74.9 100.0 99.5: 0.0 0.5
Old : 100.0: 48.3 24.6 0.0 51.6 74.9 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 5 1 4 6 13 11:
Old : 23: 8 5 1 4 6 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 81.2 97.9 97.6 86.0 81.1 97.9 97.6
Old : 86.0 81.2 97.9 97.6 86.0 81.1 97.9 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2007