WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 540,934: 91,715 78,614 158,087 247,846 232,466 497,648 469,167: 43,286 71,767
Old : 326,155: 55,788 86,564 77,994 165,651 123,720 299,433 288,277: 26,723 37,878
Other: 214,779: 67,540 23,663 48,481 82,194 108,746 198,215 180,890: 16,564 33,888
: : :
: : Changes in Commitments from: December 18, 2007 :
: -2,224: 271 -200 -3,198 788 -1,210 -2,139 -4,608: -85 2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 14.5 29.2 45.8 43.0 92.0 86.7: 8.0 13.3
Old : 100.0: 17.1 26.5 23.9 50.8 37.9 91.8 88.4: 8.2 11.6
Other: 100.0: 31.4 11.0 22.6 38.3 50.6 92.3 84.2: 7.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 122 118 150 92 129 315 317:
Old : 362: 111 123 106 62 106 236 278:
Other: 294: 98 64 73 75 113 215 214:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 16.6 30.8 24.2 20.6 14.0 28.8 19.0
Old : 25.7 17.6 37.6 26.4 25.6 14.8 37.4 21.4
Other: 26.3 18.5 38.9 28.1 24.2 16.2 34.3 23.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,651,670: 353,668 79,268 376,883 740,380 918,474 1,470,931 1,374,624: 180,739 277,045
Old : 1,172,740: 229,904 105,862 253,987 556,885 638,488 1,040,777 998,338: 131,963 174,402
Other: 478,930: 170,284 19,925 76,376 183,495 279,986 430,154 376,287: 48,775 102,643
: : :
: : Changes in Commitments from: December 18, 2007 :
: 35,120: 16,234 9,161 -3,922 20,218 29,151 32,531 34,390: 2,590 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.8 22.8 44.8 55.6 89.1 83.2: 10.9 16.8
Old : 100.0: 19.6 9.0 21.7 47.5 54.4 88.7 85.1: 11.3 14.9
Other: 100.0: 35.6 4.2 15.9 38.3 58.5 89.8 78.6: 10.2 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 223 95 189 269 345 565 572:
Old : 695: 186 126 158 246 323 510 533:
Other: 530: 130 58 78 139 305 298 419:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 18.3 18.7 24.1 10.7 14.3 16.0 18.7
Old : 13.1 18.3 20.8 24.8 12.9 14.9 19.4 19.5
Other: 16.9 19.4 28.8 25.1 15.3 15.5 23.1 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 11,924: 2,713 658 498 5,835 9,272 9,047 10,428: 2,877 1,496
Old : 10,809: 2,530 655 477 5,174 8,325 8,182 9,456: 2,627 1,352
Other: 1,115: 190 10 14 661 947 865 972: 250 143
: : :
: : Changes in Commitments from: December 18, 2007 :
: 260: 141 42 -90 -54 223 -4 175: 264 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 5.5 4.2 48.9 77.8 75.9 87.5: 24.1 12.5
Old : 100.0: 23.4 6.1 4.4 47.9 77.0 75.7 87.5: 24.3 12.5
Other: 100.0: 17.0 0.9 1.3 59.2 84.9 77.6 87.2: 22.4 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 7 7 16 13 36 22:
Old : 42: 17 5 7 13 13 33 22:
Other: 15: 2 3 3 6 10 11 13:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 51.2 47.9 73.2 31.1 43.0 45.1 64.0
Old : 34.3 51.7 49.8 72.6 34.3 49.5 49.8 68.4
Other: 70.2 75.2 76.3 83.9 65.9 72.7 66.8 76.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 738,955: 172,417 27,479 193,656 284,558 396,405 650,632 617,540: 88,324 121,415
Old : 588,716: 131,771 34,245 156,270 229,886 306,535 517,927 497,050: 70,789 91,666
Other: 150,239: 55,673 8,260 22,359 54,673 89,871 132,704 120,490: 17,534 29,749
: : :
: : Changes in Commitments from: December 18, 2007 :
: -40,178: 2,124 1,552 -26,698 -8,820 -6,884 -33,394 -32,029: -6,785 -8,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.7 26.2 38.5 53.6 88.0 83.6: 12.0 16.4
Old : 100.0: 22.4 5.8 26.5 39.0 52.1 88.0 84.4: 12.0 15.6
Other: 100.0: 37.1 5.5 14.9 36.4 59.8 88.3 80.2: 11.7 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 192 95 193 150 213 439 442:
Old : 533: 169 108 183 136 206 409 428:
Other: 334: 91 58 47 72 165 182 252:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 23.0 25.6 31.3 14.0 20.0 20.3 23.5
Old : 16.9 22.3 26.3 30.8 15.3 19.6 22.7 23.4
Other: 28.2 27.6 40.8 39.9 21.7 24.2 31.9 31.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,771: 15,632 1,623 2,112 8 658 17,752 4,393: 3,019 16,378
Old : 11,612: 7,513 1,269 1,900 8 412 9,421 3,581: 2,191 8,031
Other: 9,159: 8,329 564 2 0 246 8,331 812: 828 8,347
: : :
: : Changes in Commitments from: December 18, 2007 :
: -917: -768 293 318 -2 -194 -452 417: -465 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 7.8 10.2 0.0 3.2 85.5 21.1: 14.5 78.9
Old : 100.0: 64.7 10.9 16.4 0.1 3.5 81.1 30.8: 18.9 69.2
Other: 100.0: 90.9 6.2 0.0 0.0 2.7 91.0 8.9: 9.0 91.1
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 6 9 1 2 17 14:
Old : 20: 13 5 7 1 2 15 13:
Other: 14: 9 3 2 0 2 9 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 : 66.4 10.2 78.9 16.3 60.7 7.0 71.4 10.9
Old : 56.0 17.0 71.9 25.2 46.0 9.5 58.1 14.4
Other: 79.5 7.8 90.3 8.9 79.5 7.8 90.3 8.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 328,442: 70,909 13,753 61,990 164,304 236,122 297,203 311,865: 31,239 16,577
Old : 296,608: 71,389 19,744 49,630 146,085 212,263 267,104 281,637: 29,505 14,971
Other: 31,834: 9,650 4,139 2,230 18,219 23,858 30,099 30,228: 1,734 1,606
: : :
: : Changes in Commitments from: December 18, 2007 :
: -12,456: 4,137 -5,262 -5,023 -7,039 2,906 -7,925 -7,379: -4,532 -5,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.2 18.9 50.0 71.9 90.5 95.0: 9.5 5.0
Old : 100.0: 24.1 6.7 16.7 49.3 71.6 90.1 95.0: 9.9 5.0
Other: 100.0: 30.3 13.0 7.0 57.2 74.9 94.6 95.0: 5.4 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 77 32 61 69 68 180 142:
Old : 208: 80 33 55 67 67 174 139:
Other: 70: 15 19 13 23 21 48 45:
:----------------------------------------------------------------------------------------------------
: 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 39.3 27.7 50.8 17.0 34.5 23.6 42.0
Old : 21.0 40.8 30.0 51.1 18.8 38.8 26.1 46.6
Other: 41.8 59.1 61.1 70.2 40.5 57.2 59.9 68.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,076,206: 144,080 159,489 86,779 699,331 672,175 930,190 918,443: 146,016 157,764
Old : 1,076,206: 144,080 159,489 86,779 699,331 672,175 930,190 918,443: 146,016 157,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -49,137: -923 -6,033 -10,038 -22,723 -16,631 -33,684 -32,702: -15,453 -16,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.8 8.1 65.0 62.5 86.4 85.3: 13.6 14.7
Old : 100.0: 13.4 14.8 8.1 65.0 62.5 86.4 85.3: 13.6 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 : 171: 35 32 43 75 82 131 136:
Old : 171: 35 32 43 75 82 131 136:
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 : 21.4 29.8 34.4 40.0 18.9 24.3 28.0 30.8
Old : 21.4 29.8 34.4 40.0 18.9 24.3 28.0 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 277,461: 85,758 11,565 43,751 103,116 203,992 232,625 259,308: 44,836 18,152
Old : 243,847: 79,430 13,648 34,766 89,868 178,427 204,064 226,840: 39,783 17,007
Other: 33,613: 10,746 2,336 4,567 13,247 25,566 28,560 32,468: 5,053 1,145
: : :
: : Changes in Commitments from: December 18, 2007 :
: -4,549: -1,835 75 -1,883 2,695 -758 -1,023 -2,566: -3,526 -1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 4.2 15.8 37.2 73.5 83.8 93.5: 16.2 6.5
Old : 100.0: 32.6 5.6 14.3 36.9 73.2 83.7 93.0: 16.3 7.0
Other: 100.0: 32.0 7.0 13.6 39.4 76.1 85.0 96.6: 15.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 84 25 61 66 62 187 128:
Old : 200: 79 32 60 63 61 180 127:
Other: 91: 30 15 18 39 17 78 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 42.5 27.5 52.9 12.2 35.8 19.1 42.3
Old : 22.1 41.0 29.3 51.4 17.6 37.4 24.5 44.2
Other: 22.2 59.3 35.0 72.4 20.7 56.9 32.3 68.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 19,139: 7,758 0 1,706 6,419 16,723 15,883 18,429: 3,256 710
Old : 17,454: 7,683 10 1,349 5,307 15,571 14,339 16,930: 3,115 524
Other: 1,685: 388 302 45 1,112 1,152 1,544 1,499: 141 186
: : :
: : Changes in Commitments from: December 18, 2007 :
: -310: 210 -12 -142 -139 -35 -70 -189: -240 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 0.0 8.9 33.5 87.4 83.0 96.3: 17.0 3.7
Old : 100.0: 44.0 0.1 7.7 30.4 89.2 82.2 97.0: 17.8 3.0
Other: 100.0: 23.0 17.9 2.7 66.0 68.4 91.6 89.0: 8.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 36 1 11 29 20 66 31:
Old : 71: 33 2 9 26 20 60 30:
Other: 28: 9 5 4 9 9 20 16:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 73.4 31.9 83.2 18.9 68.8 31.7 75.4
Old : 19.7 75.6 33.8 85.9 19.7 73.2 33.8 81.0
Other: 53.8 62.6 75.4 78.9 38.6 37.6 56.6 51.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,026,433: 275,453 171,461 26,538 612,840 729,948 914,832 927,947: 111,602 98,486
Old : 1,026,433: 275,453 171,461 26,538 612,840 729,948 914,832 927,947: 111,602 98,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -9,829: -803 10,124 -7,557 9,811 -13,941 1,451 -11,374: -11,279 1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 16.7 2.6 59.7 71.1 89.1 90.4: 10.9 9.6
Old : 100.0: 26.8 16.7 2.6 59.7 71.1 89.1 90.4: 10.9 9.6
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 : 228: 52 42 22 96 98 160 151:
Old : 228: 52 42 22 96 98 160 151:
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 : 17.8 41.1 28.6 50.1 16.4 37.1 25.2 44.7
Old : 17.8 41.1 28.6 50.1 16.4 37.1 25.2 44.7
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 24, 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 : 2,800,359: 625,146 351,709 322,649 1,549,506 1,742,581 2,497,301 2,416,939: 303,058 383,420
Old : 2,800,359: 625,146 351,709 322,649 1,549,506 1,742,581 2,497,301 2,416,939: 303,058 383,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -174,287: -46,803 22,330 -42,458 -28,582 -100,398 -117,843 -120,526: -56,444 -53,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 12.6 11.5 55.3 62.2 89.2 86.3: 10.8 13.7
Old : 100.0: 22.3 12.6 11.5 55.3 62.2 89.2 86.3: 10.8 13.7
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 : 270: 47 65 60 120 133 200 226:
Old : 270: 47 65 60 120 133 200 226:
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 : 26.7 20.9 34.7 29.7 21.4 17.6 28.1 23.9
Old : 26.7 20.9 34.7 29.7 21.4 17.6 28.1 23.9
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 24, 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 : 2,036,410: 376,382 440,084 127,607 1,308,787 1,243,551 1,812,776 1,811,242: 223,634 225,168
Old : 2,036,410: 376,382 440,084 127,607 1,308,787 1,243,551 1,812,776 1,811,242: 223,634 225,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -108,514: -10,027 -67,912 -23,879 -41,323 -13,559 -75,229 -105,351: -33,285 -3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.6 6.3 64.3 61.1 89.0 88.9: 11.0 11.1
Old : 100.0: 18.5 21.6 6.3 64.3 61.1 89.0 88.9: 11.0 11.1
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 : 198: 37 45 40 94 86 155 148:
Old : 198: 37 45 40 94 86 155 148:
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 : 21.5 40.7 33.8 51.3 17.5 35.1 27.9 41.0
Old : 21.5 40.7 33.8 51.3 17.5 35.1 27.9 41.0
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 24, 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 : 636,312: 103,608 101,911 146,222 352,047 353,950 601,877 602,084: 34,435 34,229
Old : 636,312: 103,608 101,911 146,222 352,047 353,950 601,877 602,084: 34,435 34,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 12,905: 6,798 -4,073 1,433 5,843 14,661 14,074 12,021: -1,169 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.0 23.0 55.3 55.6 94.6 94.6: 5.4 5.4
Old : 100.0: 16.3 16.0 23.0 55.3 55.6 94.6 94.6: 5.4 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 : 135: 27 40 42 58 53 111 109:
Old : 135: 27 40 42 58 53 111 109:
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 24.1 32.5 39.4 13.8 17.4 21.8 26.1
Old : 18.4 24.1 32.5 39.4 13.8 17.4 21.8 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 15,966: 4,277 765 1,520 1,151 9,252 6,948 11,537: 9,017 4,429
Old : 15,966: 4,277 765 1,520 1,151 9,252 6,948 11,537: 9,017 4,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 535: 1,356 -241 24 -626 836 754 618: -219 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 4.8 9.5 7.2 57.9 43.5 72.3: 56.5 27.7
Old : 100.0: 26.8 4.8 9.5 7.2 57.9 43.5 72.3: 56.5 27.7
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 : 30: 12 5 3 4 12 18 18:
Old : 30: 12 5 3 4 12 18 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 : 17.2 44.6 29.2 59.0 14.0 43.1 21.3 51.8
Old : 17.2 44.6 29.2 59.0 14.0 43.1 21.3 51.8
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 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 24,976: 7,044 12,974 201 12,714 6,870 19,959 20,045: 5,017 4,931
Old : 24,976: 7,044 12,974 201 12,714 6,870 19,959 20,045: 5,017 4,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -20,241: -7,655 -1,278 -1,490 -9,442 -12,166 -18,587 -14,934: -1,654 -5,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 51.9 0.8 50.9 27.5 79.9 80.3: 20.1 19.7
Old : 100.0: 28.2 51.9 0.8 50.9 27.5 79.9 80.3: 20.1 19.7
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 : 37: 9 12 7 11 7 25 21:
Old : 37: 9 12 7 11 7 25 21:
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 : 45.3 47.0 64.0 66.3 45.2 47.0 63.5 66.2
Old : 45.3 47.0 64.0 66.3 45.2 47.0 63.5 66.2
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 24, 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 : 69,529: 33,568 17,952 2,388 22,615 40,205 58,571 60,545: 10,958 8,984
Old : 69,529: 33,568 17,952 2,388 22,615 40,205 58,571 60,545: 10,958 8,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -57,645: -3,046 -20,894 -5,908 -27,975 -19,773 -36,929 -46,576: -20,716 -11,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 25.8 3.4 32.5 57.8 84.2 87.1: 15.8 12.9
Old : 100.0: 48.3 25.8 3.4 32.5 57.8 84.2 87.1: 15.8 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 : 85: 36 21 10 17 17 59 42:
Old : 85: 36 21 10 17 17 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 43.8 46.1 59.1 32.0 43.4 46.0 57.2
Old : 32.0 43.8 46.1 59.1 32.0 43.4 46.0 57.2
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 24, 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 : 51,855: 8,247 10,394 1,574 39,077 37,078 48,898 49,046: 2,957 2,809
Old : 51,855: 8,247 10,394 1,574 39,077 37,078 48,898 49,046: 2,957 2,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 213: 1,318 239 -5 -3,789 -2,718 -2,476 -2,484: 2,689 2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.0 3.0 75.4 71.5 94.3 94.6: 5.7 5.4
Old : 100.0: 15.9 20.0 3.0 75.4 71.5 94.3 94.6: 5.7 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 : 42: 8 16 3 16 10 24 29:
Old : 42: 8 16 3 16 10 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 : 81.7 75.3 87.2 86.0 78.6 72.8 83.7 83.1
Old : 81.7 75.3 87.2 86.0 78.6 72.8 83.7 83.1
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 24, 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 : 17,214: 9,747 4,945 114 7,309 12,137 17,170 17,196: 44 18
Old : 17,214: 9,747 4,945 114 7,309 12,137 17,170 17,196: 44 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 14: 50 619 -36 1 -549 15 34: -1 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 28.7 0.7 42.5 70.5 99.7 99.9: 0.3 0.1
Old : 100.0: 56.6 28.7 0.7 42.5 70.5 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 7 1 9 8 15 16:
Old : 28: 6 7 1 9 8 15 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 : 84.8 84.2 97.1 96.9 84.1 78.7 91.8 91.4
Old : 84.8 84.2 97.1 96.9 84.1 78.7 91.8 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2007