WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 543,158: 91,444 78,815 161,285 247,058 233,676 499,787 473,775: 43,371 69,382
Old : 331,806: 55,712 84,173 85,334 163,891 123,699 304,937 293,206: 26,869 38,600
Other: 211,352: 65,780 24,689 45,903 83,167 109,977 194,849 180,569: 16,503 30,783
: : :
: : Changes in Commitments from: December 11, 2007 :
: 13,784: -5,599 -5,714 14,841 6,863 7,670 16,105 16,798: -2,321 -3,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 14.5 29.7 45.5 43.0 92.0 87.2: 8.0 12.8
Old : 100.0: 16.8 25.4 25.7 49.4 37.3 91.9 88.4: 8.1 11.6
Other: 100.0: 31.1 11.7 21.7 39.3 52.0 92.2 85.4: 7.8 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 122 118 149 91 126 311 318:
Old : 362: 109 125 115 64 105 244 283:
Other: 283: 87 66 72 73 111 203 213:
:----------------------------------------------------------------------------------------------------
: 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 16.8 30.4 24.0 20.4 13.8 28.6 18.4
Old : 24.8 16.7 36.6 25.0 24.7 14.1 36.2 20.1
Other: 26.7 19.4 40.1 29.0 25.4 16.1 35.2 23.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 1,616,549: 337,434 70,107 380,805 720,162 889,323 1,438,400 1,340,234: 178,149 276,315
Old : 1,161,618: 224,142 99,480 259,495 542,471 624,121 1,026,107 983,096: 135,511 178,523
Other: 454,931: 159,268 16,602 75,334 177,691 265,202 412,293 357,138: 42,638 97,793
: : :
: : Changes in Commitments from: December 11, 2007 :
: 77,763: 19,071 -11,197 36,263 22,993 45,583 78,327 70,649: -564 7,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.3 23.6 44.5 55.0 89.0 82.9: 11.0 17.1
Old : 100.0: 19.3 8.6 22.3 46.7 53.7 88.3 84.6: 11.7 15.4
Other: 100.0: 35.0 3.6 16.6 39.1 58.3 90.6 78.5: 9.4 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 710: 204 108 193 258 341 551 577:
Old : 684: 177 132 166 237 317 501 535:
Other: 513: 123 60 75 128 298 279 411:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 17.6 18.8 23.7 10.7 13.6 16.0 18.5
Old : 12.9 17.5 20.7 24.1 12.9 14.3 19.3 19.0
Other: 17.8 19.2 29.7 25.3 15.8 15.0 23.9 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 11,664: 2,572 616 588 5,889 9,049 9,050 10,254: 2,614 1,410
Old : 10,767: 2,408 612 568 5,407 8,304 8,383 9,484: 2,384 1,283
Other: 896: 170 10 14 483 745 667 769: 229 127
: : :
: : Changes in Commitments from: December 11, 2007 :
: 613: 440 -56 -44 318 546 714 446: -101 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.3 5.0 50.5 77.6 77.6 87.9: 22.4 12.1
Old : 100.0: 22.4 5.7 5.3 50.2 77.1 77.9 88.1: 22.1 11.9
Other: 100.0: 19.0 1.1 1.6 53.9 83.1 74.4 85.8: 25.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 5 7 16 12 37 21:
Old : 42: 18 5 7 13 12 34 21:
Other: 14: 2 3 3 6 9 11 12:
:----------------------------------------------------------------------------------------------------
: 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 : 32.3 50.9 48.3 74.1 31.6 44.4 45.9 63.9
Old : 34.5 51.7 51.3 73.6 34.2 49.3 49.7 68.2
Other: 68.3 76.4 73.0 82.9 63.0 73.6 64.1 75.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 779,134: 170,293 25,927 220,353 293,379 403,289 684,025 649,569: 95,108 129,564
Old : 637,731: 131,594 31,709 186,151 240,885 318,844 558,629 536,703: 79,101 101,027
Other: 141,403: 52,215 7,733 20,688 52,494 84,445 125,396 112,866: 16,007 28,537
: : :
: : Changes in Commitments from: December 11, 2007 :
: 4,424: -8,570 3,250 15,256 4,741 -3,935 11,427 14,572: -7,002 -10,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.3 28.3 37.7 51.8 87.8 83.4: 12.2 16.6
Old : 100.0: 20.6 5.0 29.2 37.8 50.0 87.6 84.2: 12.4 15.8
Other: 100.0: 36.9 5.5 14.6 37.1 59.7 88.7 79.8: 11.3 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 567: 206 100 205 152 214 455 459:
Old : 551: 188 114 195 143 208 427 448:
Other: 330: 88 60 45 60 169 167 256:
:----------------------------------------------------------------------------------------------------
: 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 21.9 25.0 29.6 13.2 18.3 19.3 21.9
Old : 16.3 21.0 24.9 29.1 14.4 18.0 21.1 21.7
Other: 29.2 25.6 41.6 38.6 22.7 23.0 32.9 30.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,688: 16,400 1,330 1,794 10 852 18,204 3,976: 3,484 17,712
Old : 12,953: 8,421 1,055 1,682 10 404 10,113 3,141: 2,840 9,812
Other: 8,735: 8,089 385 2 0 448 8,091 835: 644 7,900
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,147: -940 -1,500 630 10 63 -300 -807: -847 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 6.1 8.3 0.0 3.9 83.9 18.3: 16.1 81.7
Old : 100.0: 65.0 8.1 13.0 0.1 3.1 78.1 24.2: 21.9 75.8
Other: 100.0: 92.6 4.4 0.0 0.0 5.1 92.6 9.6: 7.4 90.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 14 6 10 1 3 18 16:
Old : 21: 13 5 8 1 3 15 15:
Other: 16: 11 2 2 0 3 11 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 : 61.7 8.6 74.3 13.3 58.1 5.2 68.8 9.1
Old : 49.9 12.7 67.1 19.4 43.8 7.1 57.9 11.2
Other: 79.3 8.6 91.0 9.6 79.3 8.6 90.9 9.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 340,898: 66,772 19,015 67,013 171,343 233,216 305,127 319,244: 35,771 21,655
Old : 310,427: 67,947 24,435 55,719 153,703 210,603 277,370 290,758: 33,057 19,669
Other: 30,471: 8,021 3,777 2,097 17,640 22,612 27,758 28,485: 2,714 1,986
: : :
: : Changes in Commitments from: December 11, 2007 :
: 5,703: 293 1,494 1,724 691 -57 2,707 3,161: 2,996 2,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 5.6 19.7 50.3 68.4 89.5 93.6: 10.5 6.4
Old : 100.0: 21.9 7.9 17.9 49.5 67.8 89.4 93.7: 10.6 6.3
Other: 100.0: 26.3 12.4 6.9 57.9 74.2 91.1 93.5: 8.9 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 66 43 56 67 65 168 138:
Old : 202: 71 40 51 65 64 164 134:
Other: 67: 14 21 11 22 19 44 43:
:----------------------------------------------------------------------------------------------------
: 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 36.1 27.8 47.2 16.7 31.7 22.9 39.1
Old : 20.8 37.7 30.1 47.5 18.5 34.6 26.4 42.3
Other: 41.8 57.8 60.8 69.3 40.8 55.5 59.5 66.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 1,125,343: 145,003 165,522 96,817 722,054 688,806 963,874 951,145: 161,469 174,198
Old : 1,125,343: 145,003 165,522 96,817 722,054 688,806 963,874 951,145: 161,469 174,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 9,953: -11,374 6,413 -4,243 32,757 3,424 17,140 5,594: -7,187 4,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 14.7 8.6 64.2 61.2 85.7 84.5: 14.3 15.5
Old : 100.0: 12.9 14.7 8.6 64.2 61.2 85.7 84.5: 14.3 15.5
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 : 182: 32 44 52 81 85 145 149:
Old : 182: 32 44 52 81 85 145 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 28.9 32.0 38.7 17.2 23.6 26.4 29.9
Old : 19.8 28.9 32.0 38.7 17.2 23.6 26.4 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 282,010: 87,593 11,490 45,634 100,420 204,750 233,648 261,874: 48,362 20,136
Old : 248,552: 79,382 13,857 37,402 89,216 179,156 206,000 230,416: 42,552 18,136
Other: 33,458: 12,404 1,825 4,039 11,205 25,594 27,648 31,458: 5,810 2,000
: : :
: : Changes in Commitments from: December 11, 2007 :
: 8,651: 969 4,523 1,840 5,074 2,360 7,884 8,723: 768 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 4.1 16.2 35.6 72.6 82.9 92.9: 17.1 7.1
Old : 100.0: 31.9 5.6 15.0 35.9 72.1 82.9 92.7: 17.1 7.3
Other: 100.0: 37.1 5.5 12.1 33.5 76.5 82.6 94.0: 17.4 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 82 28 52 65 64 180 123:
Old : 195: 80 33 52 62 64 173 123:
Other: 91: 31 16 18 35 18 75 43:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 40.8 27.1 51.5 12.0 34.8 19.1 41.8
Old : 21.8 39.1 28.6 49.4 17.7 36.5 24.6 43.6
Other: 23.6 59.3 36.5 72.4 22.3 57.4 34.1 68.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 19,449: 7,548 12 1,848 6,557 16,758 15,954 18,619: 3,496 830
Old : 17,795: 7,475 13 1,509 5,515 15,637 14,500 17,159: 3,296 636
Other: 1,654: 371 298 41 1,042 1,121 1,454 1,460: 200 194
: : :
: : Changes in Commitments from: December 11, 2007 :
: -3,469: -396 12 31 -262 -282 -627 -239: -2,842 -3,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 0.1 9.5 33.7 86.2 82.0 95.7: 18.0 4.3
Old : 100.0: 42.0 0.1 8.5 31.0 87.9 81.5 96.4: 18.5 3.6
Other: 100.0: 22.4 18.0 2.5 63.0 67.8 87.9 88.3: 12.1 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 33 2 11 29 19 64 30:
Old : 69: 30 3 8 27 19 59 28:
Other: 26: 7 6 2 8 9 17 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 : 18.2 73.3 31.0 83.6 18.2 68.9 30.7 75.4
Old : 18.9 75.5 32.7 86.0 18.9 73.4 32.6 81.0
Other: 54.5 61.7 76.3 77.6 38.8 37.9 53.9 50.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 1,036,262: 276,257 161,337 34,095 603,029 743,889 913,381 939,321: 122,881 96,941
Old : 1,036,262: 276,257 161,337 34,095 603,029 743,889 913,381 939,321: 122,881 96,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,109: -46,896 -32,248 2,271 49,731 44,571 5,106 14,594: -6,215 -15,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 15.6 3.3 58.2 71.8 88.1 90.6: 11.9 9.4
Old : 100.0: 26.7 15.6 3.3 58.2 71.8 88.1 90.6: 11.9 9.4
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 : 232: 55 39 24 101 100 166 154:
Old : 232: 55 39 24 101 100 166 154:
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 : 17.4 40.8 28.1 49.0 16.0 36.3 25.5 43.5
Old : 17.4 40.8 28.1 49.0 16.0 36.3 25.5 43.5
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, December 18, 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 : 2,974,646: 671,949 329,379 365,107 1,578,088 1,842,980 2,615,144 2,537,465: 359,502 437,180
Old : 2,974,646: 671,949 329,379 365,107 1,578,088 1,842,980 2,615,144 2,537,465: 359,502 437,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -176,342: -114,330 134 -38,322 -14,163 -122,558 -166,816 -160,747: -9,526 -15,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 11.1 12.3 53.1 62.0 87.9 85.3: 12.1 14.7
Old : 100.0: 22.6 11.1 12.3 53.1 62.0 87.9 85.3: 12.1 14.7
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 : 287: 60 57 68 131 145 220 242:
Old : 287: 60 57 68 131 145 220 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 22.2 32.5 31.1 19.2 18.5 26.5 25.0
Old : 24.5 22.2 32.5 31.1 19.2 18.5 26.5 25.0
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, December 18, 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 : 2,144,923: 386,409 507,996 151,486 1,350,110 1,257,110 1,888,005 1,916,592: 256,918 228,331
Old : 2,144,923: 386,409 507,996 151,486 1,350,110 1,257,110 1,888,005 1,916,592: 256,918 228,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -28,554: -27,080 12,573 -43,069 42,597 108 -27,552 -30,388: -1,002 1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.7 7.1 62.9 58.6 88.0 89.4: 12.0 10.6
Old : 100.0: 18.0 23.7 7.1 62.9 58.6 88.0 89.4: 12.0 10.6
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 : 210: 43 45 42 103 92 169 157:
Old : 210: 43 45 42 103 92 169 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 40.1 30.6 50.5 16.0 34.9 25.8 40.6
Old : 19.1 40.1 30.6 50.5 16.0 34.9 25.8 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 623,407: 96,810 105,984 144,789 346,205 339,289 587,803 590,063: 35,604 33,344
Old : 623,407: 96,810 105,984 144,789 346,205 339,289 587,803 590,063: 35,604 33,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 33,293: 14,138 -25,473 18,434 1,518 42,998 34,089 35,959: -796 -2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 17.0 23.2 55.5 54.4 94.3 94.7: 5.7 5.3
Old : 100.0: 15.5 17.0 23.2 55.5 54.4 94.3 94.7: 5.7 5.3
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 : 139: 26 41 43 61 56 114 113:
Old : 139: 26 41 43 61 56 114 113:
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 : 18.1 24.5 32.7 40.2 14.9 18.4 23.5 26.3
Old : 18.1 24.5 32.7 40.2 14.9 18.4 23.5 26.3
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, December 18, 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 : 15,431: 2,921 1,006 1,497 1,777 8,416 6,195 10,919: 9,236 4,512
Old : 15,431: 2,921 1,006 1,497 1,777 8,416 6,195 10,919: 9,236 4,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,221: -923 -1,102 -48 -73 89 -1,044 -1,061: -177 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.5 9.7 11.5 54.5 40.1 70.8: 59.9 29.2
Old : 100.0: 18.9 6.5 9.7 11.5 54.5 40.1 70.8: 59.9 29.2
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 : 25: 8 5 4 4 10 14 17:
Old : 25: 8 5 4 4 10 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 : 19.0 43.7 31.6 58.6 12.6 42.5 20.8 51.4
Old : 19.0 43.7 31.6 58.6 12.6 42.5 20.8 51.4
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, December 18, 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 : 45,217: 14,699 14,252 1,690 22,156 19,036 38,546 34,978: 6,671 10,239
Old : 45,217: 14,699 14,252 1,690 22,156 19,036 38,546 34,978: 6,671 10,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 4,975: -236 1,121 250 3,960 3,314 3,974 4,685: 1,001 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 31.5 3.7 49.0 42.1 85.2 77.4: 14.8 22.6
Old : 100.0: 32.5 31.5 3.7 49.0 42.1 85.2 77.4: 14.8 22.6
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 : 59: 16 21 15 18 14 45 39:
Old : 59: 16 21 15 18 14 45 39:
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 28.6 46.3 48.4 26.8 27.2 43.5 42.8
Old : 27.6 28.6 46.3 48.4 26.8 27.2 43.5 42.8
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, December 18, 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 : 127,174: 36,615 38,847 8,296 50,589 59,978 95,500 107,120: 31,674 20,054
Old : 127,174: 36,615 38,847 8,296 50,589 59,978 95,500 107,120: 31,674 20,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 23,510: 2,624 -1,715 4,695 7,123 12,762 14,443 15,742: 9,068 7,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 30.5 6.5 39.8 47.2 75.1 84.2: 24.9 15.8
Old : 100.0: 28.8 30.5 6.5 39.8 47.2 75.1 84.2: 24.9 15.8
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 : 109: 43 30 28 29 24 85 70:
Old : 109: 43 30 28 29 24 85 70:
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 : 20.2 30.4 32.3 45.9 18.8 28.7 29.6 40.1
Old : 20.2 30.4 32.3 45.9 18.8 28.7 29.6 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 51,642: 6,929 10,155 1,579 42,866 39,796 51,374 51,530: 268 112
Old : 51,642: 6,929 10,155 1,579 42,866 39,796 51,374 51,530: 268 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -188: 140 -3,947 60 -376 3,716 -176 -171: -12 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 19.7 3.1 83.0 77.1 99.5 99.8: 0.5 0.2
Old : 100.0: 13.4 19.7 3.1 83.0 77.1 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 17 3 16 9 24 29:
Old : 44: 8 17 3 16 9 24 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 : 83.3 81.7 92.5 91.6 78.7 73.7 83.2 83.0
Old : 83.3 81.7 92.5 91.6 78.7 73.7 83.2 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 with Delta-adjusted Options and Futures Combined, December 18, 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 : 17,200: 9,697 4,326 150 7,308 12,686 17,155 17,162: 45 38
Old : 17,200: 9,697 4,326 150 7,308 12,686 17,155 17,162: 45 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -5,256: 4,219 3,615 -1,905 -7,604 -6,958 -5,290 -5,248: 34 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 25.2 0.9 42.5 73.8 99.7 99.8: 0.3 0.2
Old : 100.0: 56.4 25.2 0.9 42.5 73.8 99.7 99.8: 0.3 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 : 26: 6 6 2 7 9 14 16:
Old : 26: 6 6 2 7 9 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 77.3 98.6 95.9 80.7 72.3 84.3 81.9
Old : 92.0 77.3 98.6 95.9 80.7 72.3 84.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2007