WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 485,252: 87,072 72,657 126,157 226,866 210,851 440,096 409,665: 45,156 75,587
Old : 298,937: 50,537 77,657 60,651 158,890 116,296 270,079 254,605: 28,858 44,332
Other: 186,315: 67,451 25,917 34,590 67,976 94,554 170,018 155,061: 16,298 31,255
: : :
: : Changes in Commitments from: November 20, 2007 :
: 10,330: 4,298 -3,287 8,047 2,927 14,466 15,272 19,227: -4,941 -8,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 15.0 26.0 46.8 43.5 90.7 84.4: 9.3 15.6
Old : 100.0: 16.9 26.0 20.3 53.2 38.9 90.3 85.2: 9.7 14.8
Other: 100.0: 36.2 13.9 18.6 36.5 50.7 91.3 83.2: 8.7 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 118 122 165 85 121 310 326:
Old : 365: 101 131 131 65 105 254 293:
Other: 284: 107 59 71 63 100 208 200:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 15.5 32.0 23.0 21.8 13.5 30.4 19.8
Old : 26.2 16.2 38.8 24.7 25.8 13.9 38.4 21.2
Other: 28.7 18.8 42.0 29.0 27.0 16.8 37.7 25.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,426,948: 275,588 74,010 298,130 674,835 781,032 1,248,553 1,153,173: 178,395 273,775
Old : 1,024,748: 185,880 102,059 174,126 522,617 557,574 882,623 833,759: 142,126 190,989
Other: 402,199: 146,114 28,357 67,598 152,218 223,458 365,930 319,414: 36,269 82,785
: : :
: : Changes in Commitments from: November 20, 2007 :
: -31,221: -13,122 -11,402 840 -12,482 -11,828 -24,764 -22,390: -6,457 -8,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.2 20.9 47.3 54.7 87.5 80.8: 12.5 19.2
Old : 100.0: 18.1 10.0 17.0 51.0 54.4 86.1 81.4: 13.9 18.6
Other: 100.0: 36.3 7.1 16.8 37.8 55.6 91.0 79.4: 9.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 690: 178 118 204 265 321 554 566:
Old : 668: 150 141 184 245 299 509 534:
Other: 482: 113 62 66 115 273 253 378:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.9 20.5 24.5 12.2 14.2 17.8 19.4
Old : 15.2 17.5 22.9 24.7 15.2 14.5 21.8 20.5
Other: 19.0 21.0 30.7 27.2 16.2 16.0 24.4 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 11,804: 2,743 676 543 6,171 8,605 9,457 9,824: 2,347 1,980
Old : 11,531: 2,653 676 543 6,102 8,421 9,298 9,640: 2,233 1,891
Other: 273: 90 0 0 69 184 159 184: 114 89
: : :
: : Changes in Commitments from: November 20, 2007 :
: -1,716: -811 -12 123 -540 -395 -1,227 -283: -489 -1,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.7 4.6 52.3 72.9 80.1 83.2: 19.9 16.8
Old : 100.0: 23.0 5.9 4.7 52.9 73.0 80.6 83.6: 19.4 16.4
Other: 100.0: 33.0 0.0 0.0 25.3 67.4 58.2 67.4: 41.8 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 7 6 17 13 37 22:
Old : 42: 16 7 6 15 13 35 22:
Other: 9: 1 0 0 5 7 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 46.3 50.5 66.0 34.9 43.3 49.6 60.6
Old : 35.7 47.1 51.7 66.1 35.7 44.5 50.8 62.1
Other: 57.5 59.3 58.2 67.4 50.2 56.8 50.2 59.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 749,085: 170,561 32,840 185,023 307,799 408,475 663,383 626,338: 85,702 122,746
Old : 622,559: 135,762 38,547 154,935 259,943 331,550 550,640 525,032: 71,918 97,527
Other: 126,526: 49,451 8,945 15,436 47,855 76,925 112,742 101,306: 13,783 25,219
: : :
: : Changes in Commitments from: November 20, 2007 :
: -15,650: -11,709 2,894 -4,073 -10,488 -20,670 -26,270 -21,848: 10,619 6,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 4.4 24.7 41.1 54.5 88.6 83.6: 11.4 16.4
Old : 100.0: 21.8 6.2 24.9 41.8 53.3 88.4 84.3: 11.6 15.7
Other: 100.0: 39.1 7.1 12.2 37.8 60.8 89.1 80.1: 10.9 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 190 94 176 139 213 411 429:
Old : 523: 174 108 164 136 206 392 415:
Other: 322: 85 60 39 56 159 161 240:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 24.0 25.4 31.1 13.8 20.0 20.1 23.7
Old : 16.4 22.8 25.2 30.2 15.3 19.1 22.2 22.9
Other: 33.0 29.7 45.8 41.8 27.4 27.7 36.6 35.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,705: 16,673 1,615 1,317 0 848 17,990 3,780: 3,715 17,925
Old : 14,424: 10,173 1,615 1,317 0 582 11,490 3,514: 2,934 10,910
Other: 7,281: 6,500 0 0 0 266 6,500 266: 781 7,015
: : :
: : Changes in Commitments from: November 20, 2007 :
: 114: 68 130 -115 0 68 -47 83: 161 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 7.4 6.1 0.0 3.9 82.9 17.4: 17.1 82.6
Old : 100.0: 70.5 11.2 9.1 0.0 4.0 79.7 24.4: 20.3 75.6
Other: 100.0: 89.3 0.0 0.0 0.0 3.7 89.3 3.7: 10.7 96.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 7 8 0 3 16 16:
Old : 24: 14 7 8 0 3 16 16:
Other: 9: 7 0 0 0 2 7 2:
:----------------------------------------------------------------------------------------------------
: 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 : 54.1 8.4 69.9 13.9 52.8 7.2 68.2 10.7
Old : 43.8 12.2 63.9 20.4 43.5 10.4 60.7 15.1
Other: 78.6 3.7 89.3 3.7 78.6 3.7 89.3 3.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 360,244: 71,478 16,413 76,554 177,260 247,421 325,293 340,389: 34,952 19,855
Old : 335,007: 73,962 20,552 66,767 160,939 229,093 301,668 316,412: 33,339 18,595
Other: 25,237: 5,419 3,764 1,885 16,321 18,328 23,624 23,977: 1,613 1,260
: : :
: : Changes in Commitments from: November 20, 2007 :
: 13,987: -1,054 1,453 2,734 3,752 4,939 5,432 9,126: 8,555 4,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 4.6 21.3 49.2 68.7 90.3 94.5: 9.7 5.5
Old : 100.0: 22.1 6.1 19.9 48.0 68.4 90.0 94.4: 10.0 5.6
Other: 100.0: 21.5 14.9 7.5 64.7 72.6 93.6 95.0: 6.4 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 76 36 68 64 61 186 140:
Old : 211: 75 44 66 63 61 184 139:
Other: 55: 19 9 10 16 17 37 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 : 17.3 31.6 26.2 43.8 15.0 27.4 21.2 36.2
Old : 18.5 31.6 27.6 42.6 16.1 27.6 22.7 35.3
Other: 59.4 56.0 75.7 73.3 58.5 55.6 74.9 70.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,169,411: 220,697 161,342 96,908 672,961 717,454 990,566 975,703: 178,845 193,708
Old : 1,169,411: 220,697 161,342 96,908 672,961 717,454 990,566 975,703: 178,845 193,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 40,058: 9,249 -8,938 42,710 -38,413 1,406 13,546 35,179: 26,513 4,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.8 8.3 57.5 61.4 84.7 83.4: 15.3 16.6
Old : 100.0: 18.9 13.8 8.3 57.5 61.4 84.7 83.4: 15.3 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 36 41 48 83 87 146 150:
Old : 183: 36 41 48 83 87 146 150:
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 : 20.3 27.1 31.9 37.7 18.8 23.1 27.6 29.3
Old : 20.3 27.1 31.9 37.7 18.8 23.1 27.6 29.3
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 with Delta-adjusted Options and Futures Combined, November 27, 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 : 262,419: 76,296 10,468 41,227 97,812 189,243 215,335 240,938: 47,084 21,481
Old : 241,195: 73,050 13,158 33,805 91,079 173,585 197,934 220,549: 43,261 20,646
Other: 21,224: 7,622 1,685 3,047 6,732 15,657 17,401 20,389: 3,823 835
: : :
: : Changes in Commitments from: November 20, 2007 :
: -5,395: -935 2,045 -2,263 -3,736 -7,059 -6,935 -7,277: 1,539 1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 4.0 15.7 37.3 72.1 82.1 91.8: 17.9 8.2
Old : 100.0: 30.3 5.5 14.0 37.8 72.0 82.1 91.4: 17.9 8.6
Other: 100.0: 35.9 7.9 14.4 31.7 73.8 82.0 96.1: 18.0 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 68 28 55 60 61 162 120:
Old : 172: 63 32 53 58 60 157 117:
Other: 75: 26 10 15 30 14 62 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 : 20.6 37.7 29.1 50.3 16.2 36.1 24.0 45.7
Old : 22.2 38.6 30.4 49.1 19.7 37.0 27.7 46.2
Other: 25.4 59.2 43.6 76.3 21.5 56.7 36.3 71.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 20,857: 8,123 10 2,740 6,602 16,891 17,465 19,641: 3,393 1,216
Old : 19,401: 8,233 23 2,320 5,573 15,978 16,126 18,321: 3,275 1,079
Other: 1,456: 252 349 57 1,029 913 1,338 1,319: 118 137
: : :
: : Changes in Commitments from: November 20, 2007 :
: 438: 53 -43 -35 144 396 162 319: 276 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 0.0 13.1 31.7 81.0 83.7 94.2: 16.3 5.8
Old : 100.0: 42.4 0.1 12.0 28.7 82.4 83.1 94.4: 16.9 5.6
Other: 100.0: 17.3 24.0 3.9 70.7 62.7 91.9 90.6: 8.1 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 36 3 13 24 19 65 32:
Old : 70: 35 3 12 22 19 61 31:
Other: 25: 6 6 5 7 8 17 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 68.1 31.3 80.4 18.1 64.1 29.8 71.0
Old : 18.6 70.0 32.7 82.4 18.5 68.1 31.3 76.1
Other: 59.9 56.6 78.1 74.2 42.6 36.0 57.8 51.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,109,244: 319,688 189,175 37,019 627,841 747,494 984,549 973,689: 124,695 135,555
Old : 1,109,244: 319,688 189,175 37,019 627,841 747,494 984,549 973,689: 124,695 135,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 73,696: 66,428 -3,069 12,393 3,811 55,979 82,633 65,303: -8,937 8,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 17.1 3.3 56.6 67.4 88.8 87.8: 11.2 12.2
Old : 100.0: 28.8 17.1 3.3 56.6 67.4 88.8 87.8: 11.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 55 48 28 96 94 165 156:
Old : 230: 55 48 28 96 94 165 156:
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 : 17.5 40.5 28.3 48.1 16.4 35.4 25.5 42.5
Old : 17.5 40.5 28.3 48.1 16.4 35.4 25.5 42.5
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 27, 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 : 3,217,980: 738,872 254,437 365,703 1,734,831 2,153,867 2,839,406 2,774,008: 378,573 443,971
Old : 3,217,980: 738,872 254,437 365,703 1,734,831 2,153,867 2,839,406 2,774,008: 378,573 443,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 206,887: -65,459 -18,154 40,859 88,982 129,051 64,383 151,756: 142,504 55,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 7.9 11.4 53.9 66.9 88.2 86.2: 11.8 13.8
Old : 100.0: 23.0 7.9 11.4 53.9 66.9 88.2 86.2: 11.8 13.8
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 : 280: 57 58 66 129 139 218 232:
Old : 280: 57 58 66 129 139 218 232:
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 : 23.9 28.8 35.1 37.1 17.1 22.3 26.1 27.7
Old : 23.9 28.8 35.1 37.1 17.1 22.3 26.1 27.7
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 27, 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 : 2,332,896: 480,233 421,673 206,633 1,376,926 1,437,631 2,063,791 2,065,936: 269,104 266,960
Old : 2,332,896: 480,233 421,673 206,633 1,376,926 1,437,631 2,063,791 2,065,936: 269,104 266,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 238,605: 89,764 69,444 32,046 72,902 109,783 194,711 211,273: 43,894 27,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 18.1 8.9 59.0 61.6 88.5 88.6: 11.5 11.4
Old : 100.0: 20.6 18.1 8.9 59.0 61.6 88.5 88.6: 11.5 11.4
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 : 220: 49 42 43 107 99 177 163:
Old : 220: 49 42 43 107 99 177 163:
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 : 20.4 42.0 32.5 51.2 18.2 37.9 28.6 41.7
Old : 20.4 42.0 32.5 51.2 18.2 37.9 28.6 41.7
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 27, 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 : 792,458: 76,810 93,250 262,357 417,767 396,742 756,934 752,349: 35,524 40,110
Old : 792,458: 76,810 93,250 262,357 417,767 396,742 756,934 752,349: 35,524 40,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 46,757: 16,963 -23,625 21,860 8,965 47,751 47,787 45,985: -1,030 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.8 33.1 52.7 50.1 95.5 94.9: 4.5 5.1
Old : 100.0: 9.7 11.8 33.1 52.7 50.1 95.5 94.9: 4.5 5.1
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 : 169: 26 56 58 78 79 146 151:
Old : 169: 26 56 58 78 79 146 151:
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 : 28.7 30.2 41.4 40.9 13.1 7.8 19.5 12.6
Old : 28.7 30.2 41.4 40.9 13.1 7.8 19.5 12.6
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 27, 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 : 17,516: 2,926 1,296 1,418 2,386 8,890 6,730 11,605: 10,786 5,911
Old : 17,516: 2,926 1,296 1,418 2,386 8,890 6,730 11,605: 10,786 5,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -2,113: -608 33 -240 -368 87 -1,216 -120: -897 -1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.4 8.1 13.6 50.8 38.4 66.3: 61.6 33.7
Old : 100.0: 16.7 7.4 8.1 13.6 50.8 38.4 66.3: 61.6 33.7
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 : 28: 10 6 4 8 10 20 18:
Old : 28: 10 6 4 8 10 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 36.4 25.6 53.7 10.8 36.3 17.7 47.4
Old : 15.1 36.4 25.6 53.7 10.8 36.3 17.7 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 37,719: 13,507 11,726 1,449 16,937 15,710 31,893 28,885: 5,826 8,834
Old : 37,719: 13,507 11,726 1,449 16,937 15,710 31,893 28,885: 5,826 8,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 476: 544 -314 56 -672 -1,590 -72 -1,848: 548 2,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 31.1 3.8 44.9 41.6 84.6 76.6: 15.4 23.4
Old : 100.0: 35.8 31.1 3.8 44.9 41.6 84.6 76.6: 15.4 23.4
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 : 58: 17 18 11 16 11 42 31:
Old : 58: 17 18 11 16 11 42 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 : 29.1 32.3 48.6 51.6 28.4 30.3 47.8 49.1
Old : 29.1 32.3 48.6 51.6 28.4 30.3 47.8 49.1
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 with Delta-adjusted Options and Futures Combined, November 27, 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 : 106,791: 35,911 30,261 1,777 47,634 60,997 85,322 93,035: 21,469 13,757
Old : 106,791: 35,911 30,261 1,777 47,634 60,997 85,322 93,035: 21,469 13,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -4,935: -1,313 1,146 188 6,184 864 5,059 2,199: -9,994 -7,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 28.3 1.7 44.6 57.1 79.9 87.1: 20.1 12.9
Old : 100.0: 33.6 28.3 1.7 44.6 57.1 79.9 87.1: 20.1 12.9
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 : 105: 41 29 14 25 21 72 58:
Old : 105: 41 29 14 25 21 72 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 41.1 41.0 54.2 25.8 40.9 40.0 52.9
Old : 26.3 41.1 41.0 54.2 25.8 40.9 40.0 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 54,897: 6,372 13,690 1,671 46,506 39,382 54,549 54,743: 348 154
Old : 54,897: 6,372 13,690 1,671 46,506 39,382 54,549 54,743: 348 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -1,906: -365 -1,161 9 -1,517 -832 -1,873 -1,984: -33 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.9 3.0 84.7 71.7 99.4 99.7: 0.6 0.3
Old : 100.0: 11.6 24.9 3.0 84.7 71.7 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 14 5 16 14 27 32:
Old : 47: 10 14 5 16 14 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 72.5 89.4 89.3 73.7 61.3 78.2 76.8
Old : 79.2 72.5 89.4 89.3 73.7 61.3 78.2 76.8
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 27, 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 : 20,188: 6,620 1,131 1,881 11,650 17,127 20,151 20,139: 37 49
Old : 20,188: 6,620 1,131 1,881 11,650 17,127 20,151 20,139: 37 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 3,818: 3,383 -2,587 1,692 -1,293 4,711 3,782 3,816: 36 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.6 9.3 57.7 84.8 99.8 99.8: 0.2 0.2
Old : 100.0: 32.8 5.6 9.3 57.7 84.8 99.8 99.8: 0.2 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: 10 5 2 7 7 17 14:
Old : 27: 10 5 2 7 7 17 14:
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 : 75.4 76.6 90.6 96.1 46.4 57.4 60.8 66.6
Old : 75.4 76.6 90.6 96.1 46.4 57.4 60.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007