WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 540,679: 91,356 75,431 157,307 248,902 241,127 497,565 473,865: 43,114 66,814
Old : 322,723: 54,066 85,641 75,459 166,798 125,956 296,324 287,056: 26,399 35,666
Other: 217,956: 70,126 22,626 49,011 82,104 115,172 201,241 186,809: 16,715 31,148
: : :
: : Changes in Commitments from: December 24, 2007 :
: -255: -360 -3,183 -780 1,057 8,662 -83 4,698: -172 -4,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.0 29.1 46.0 44.6 92.0 87.6: 8.0 12.4
Old : 100.0: 16.8 26.5 23.4 51.7 39.0 91.8 88.9: 8.2 11.1
Other: 100.0: 32.2 10.4 22.5 37.7 52.8 92.3 85.7: 7.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 121 118 157 94 131 317 327:
Old : 365: 102 132 117 63 107 237 291:
Other: 299: 97 68 76 78 113 222 217:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 16.4 30.8 24.0 20.6 13.5 28.7 19.1
Old : 25.6 17.5 37.7 26.2 25.6 14.4 37.6 21.2
Other: 26.3 19.2 38.8 28.6 24.5 17.3 34.1 24.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,726,038: 364,888 81,776 409,248 761,598 945,438 1,535,733 1,436,461: 190,305 289,577
Old : 1,226,183: 233,577 108,630 280,086 570,895 654,182 1,084,558 1,042,898: 141,626 183,286
Other: 499,855: 178,070 19,904 82,403 190,703 291,256 451,176 393,564: 48,679 106,291
: : :
: : Changes in Commitments from: December 24, 2007 :
: 74,368: 11,220 2,508 32,364 21,218 26,964 64,802 61,837: 9,566 12,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 4.7 23.7 44.1 54.8 89.0 83.2: 11.0 16.8
Old : 100.0: 19.0 8.9 22.8 46.6 53.4 88.4 85.1: 11.6 14.9
Other: 100.0: 35.6 4.0 16.5 38.2 58.3 90.3 78.7: 9.7 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 228 95 198 272 352 576 588:
Old : 706: 190 127 166 248 329 519 545:
Other: 543: 138 59 80 143 312 308 429:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 18.0 18.3 23.9 10.3 14.2 15.6 18.5
Old : 12.8 18.0 20.4 24.4 12.4 14.5 18.8 19.2
Other: 17.0 19.2 28.5 24.9 15.0 15.0 22.6 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,061: 2,935 731 477 5,848 9,584 9,261 10,792: 2,801 1,270
Old : 10,903: 2,753 728 455 5,176 8,598 8,384 9,781: 2,519 1,121
Other: 1,159: 190 11 14 672 986 877 1,010: 282 148
: : :
: : Changes in Commitments from: December 24, 2007 :
: 138: 222 73 -21 13 312 214 364: -77 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 6.1 4.0 48.5 79.5 76.8 89.5: 23.2 10.5
Old : 100.0: 25.3 6.7 4.2 47.5 78.9 76.9 89.7: 23.1 10.3
Other: 100.0: 16.4 0.9 1.2 58.0 85.0 75.7 87.2: 24.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 19 6 7 18 13 40 23:
Old : 46: 20 4 7 15 13 37 23:
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 : 32.5 51.8 47.7 75.2 30.7 45.0 44.7 67.0
Old : 33.9 51.9 49.4 74.7 33.9 49.0 49.4 71.7
Other: 68.6 75.6 74.4 84.0 64.4 73.2 65.2 76.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 733,990: 165,567 26,586 199,127 285,162 391,198 649,856 616,911: 84,134 117,079
Old : 578,776: 127,254 35,753 157,581 227,228 298,715 512,063 492,049: 66,713 86,728
Other: 155,213: 56,167 8,687 23,692 57,934 92,483 137,792 124,862: 17,421 30,351
: : :
: : Changes in Commitments from: December 24, 2007 :
: -4,965: -6,850 -893 5,471 604 -5,207 -776 -629: -4,190 -4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.6 27.1 38.9 53.3 88.5 84.0: 11.5 16.0
Old : 100.0: 22.0 6.2 27.2 39.3 51.6 88.5 85.0: 11.5 15.0
Other: 100.0: 36.2 5.6 15.3 37.3 59.6 88.8 80.4: 11.2 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 185 89 178 140 211 411 429:
Old : 517: 165 100 165 127 205 379 416:
Other: 333: 88 60 43 73 169 180 253:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 22.7 26.3 31.0 14.0 18.4 20.2 21.9
Old : 17.0 21.9 26.7 30.6 15.1 18.1 22.6 22.2
Other: 28.3 26.0 41.8 39.0 21.4 22.6 32.2 30.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,396: 16,943 2,948 1,966 6 1,217 18,915 6,131: 3,481 16,265
Old : 12,834: 8,404 2,664 1,675 6 738 10,085 5,077: 2,749 7,757
Other: 9,562: 8,829 574 1 0 479 8,830 1,054: 732 8,508
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,625: 1,311 1,325 -146 -2 559 1,163 1,738: 462 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 13.2 8.8 0.0 5.4 84.5 27.4: 15.5 72.6
Old : 100.0: 65.5 20.8 13.1 0.0 5.8 78.6 39.6: 21.4 60.4
Other: 100.0: 92.3 6.0 0.0 0.0 5.0 92.3 11.0: 7.7 89.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 16 8 9 1 4 19 19:
Old : 27: 15 8 7 1 4 17 18:
Other: 19: 11 4 1 0 4 11 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 13.4 74.6 19.7 57.1 10.5 67.9 15.4
Old : 48.5 21.4 67.0 29.9 40.3 15.4 54.7 21.8
Other: 81.2 7.0 91.5 11.0 81.2 7.0 91.5 11.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 320,931: 68,590 16,552 61,802 159,810 224,284 290,202 302,639: 30,729 18,292
Old : 288,798: 68,289 24,185 49,057 142,517 198,735 259,863 271,978: 28,935 16,820
Other: 32,133: 11,384 3,450 1,662 17,293 25,549 30,339 30,661: 1,794 1,472
: : :
: : Changes in Commitments from: December 24, 2007 :
: -7,511: -2,319 2,799 -188 -4,494 -11,837 -7,001 -9,226: -510 1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.2 19.3 49.8 69.9 90.4 94.3: 9.6 5.7
Old : 100.0: 23.6 8.4 17.0 49.3 68.8 90.0 94.2: 10.0 5.8
Other: 100.0: 35.4 10.7 5.2 53.8 79.5 94.4 95.4: 5.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 66 49 67 65 65 177 143:
Old : 206: 66 51 62 62 64 171 140:
Other: 68: 19 15 10 24 19 49 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 38.1 27.3 49.2 17.2 32.4 24.1 39.7
Old : 20.2 38.8 29.6 49.0 19.0 37.3 26.1 45.0
Other: 43.9 65.6 63.1 76.9 42.6 64.6 61.9 75.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,063,364: 142,656 166,610 77,231 695,450 651,079 915,338 894,920: 148,026 168,444
Old : 1,063,364: 142,656 166,610 77,231 695,450 651,079 915,338 894,920: 148,026 168,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -12,843: -1,424 7,121 -9,548 -3,881 -21,096 -14,852 -23,523: 2,010 10,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.7 7.3 65.4 61.2 86.1 84.2: 13.9 15.8
Old : 100.0: 13.4 15.7 7.3 65.4 61.2 86.1 84.2: 13.9 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 : 165: 31 38 44 77 77 134 133:
Old : 165: 31 38 44 77 77 134 133:
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 : 23.5 30.5 35.7 41.0 21.0 25.0 28.5 32.5
Old : 23.5 30.5 35.7 41.0 21.0 25.0 28.5 32.5
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 265,428: 77,618 11,443 42,177 102,805 192,468 222,599 246,087: 42,829 19,341
Old : 228,735: 72,402 14,046 31,451 86,937 165,186 190,790 210,684: 37,945 18,051
Other: 36,693: 10,570 2,751 5,371 15,867 27,282 31,809 35,403: 4,884 1,289
: : :
: : Changes in Commitments from: December 24, 2007 :
: -12,033: -8,140 -122 -1,575 -311 -11,524 -10,026 -13,221: -2,007 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 4.3 15.9 38.7 72.5 83.9 92.7: 16.1 7.3
Old : 100.0: 31.7 6.1 13.8 38.0 72.2 83.4 92.1: 16.6 7.9
Other: 100.0: 28.8 7.5 14.6 43.2 74.4 86.7 96.5: 13.3 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 74 29 63 67 61 186 130:
Old : 200: 70 35 57 61 60 171 128:
Other: 94: 30 16 18 42 16 82 40:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 42.1 28.4 52.7 12.4 35.2 18.6 42.7
Old : 23.0 39.9 30.0 51.1 18.3 37.3 25.2 45.6
Other: 23.0 61.1 38.0 73.0 22.9 58.7 35.3 68.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,685: 7,798 444 1,252 6,286 16,209 15,336 17,905: 3,348 780
Old : 16,947: 7,736 466 874 5,160 15,034 13,770 16,374: 3,177 573
Other: 1,738: 389 304 52 1,126 1,175 1,567 1,531: 171 207
: : :
: : Changes in Commitments from: December 24, 2007 :
: -454: 40 444 -454 -133 -514 -547 -524: 93 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 2.4 6.7 33.6 86.7 82.1 95.8: 17.9 4.2
Old : 100.0: 45.6 2.7 5.2 30.4 88.7 81.3 96.6: 18.7 3.4
Other: 100.0: 22.4 17.5 3.0 64.8 67.6 90.2 88.1: 9.8 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 29 7 12 28 19 63 32:
Old : 67: 27 7 10 25 18 57 30:
Other: 28: 9 4 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 : 18.5 70.3 31.9 81.0 18.5 65.8 31.6 73.0
Old : 20.0 72.4 34.0 83.5 20.0 70.1 33.9 78.6
Other: 53.1 62.1 74.9 77.9 38.7 38.1 56.8 51.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,005,764: 253,597 167,842 26,029 609,816 720,051 889,442 913,922: 116,322 91,842
Old : 1,005,764: 253,597 167,842 26,029 609,816 720,051 889,442 913,922: 116,322 91,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -20,669: -21,856 -3,619 -510 -3,024 -9,897 -25,389 -14,026: 4,720 -6,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 16.7 2.6 60.6 71.6 88.4 90.9: 11.6 9.1
Old : 100.0: 25.2 16.7 2.6 60.6 71.6 88.4 90.9: 11.6 9.1
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 : 226: 52 42 24 96 97 162 150:
Old : 226: 52 42 24 96 97 162 150:
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 : 16.1 42.4 26.7 51.0 14.5 38.1 23.2 45.6
Old : 16.1 42.4 26.7 51.0 14.5 38.1 23.2 45.6
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,770,259: 604,231 312,542 332,096 1,527,035 1,738,899 2,463,362 2,383,538: 306,897 386,721
Old : 2,770,259: 604,231 312,542 332,096 1,527,035 1,738,899 2,463,362 2,383,538: 306,897 386,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -30,100: -20,915 -39,166 9,448 -22,472 -3,682 -33,939 -33,401: 3,839 3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 11.3 12.0 55.1 62.8 88.9 86.0: 11.1 14.0
Old : 100.0: 21.8 11.3 12.0 55.1 62.8 88.9 86.0: 11.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 52 61 64 120 135 204 229:
Old : 273: 52 61 64 120 135 204 229:
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 : 26.4 22.3 34.4 30.8 20.7 18.5 27.2 24.9
Old : 26.4 22.3 34.4 30.8 20.7 18.5 27.2 24.9
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,042,891: 366,797 463,407 135,930 1,302,205 1,214,864 1,804,932 1,814,201: 237,958 228,690
Old : 2,042,891: 366,797 463,407 135,930 1,302,205 1,214,864 1,804,932 1,814,201: 237,958 228,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 6,481: -9,585 23,323 8,323 -6,582 -28,687 -7,843 2,959: 14,325 3,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.7 6.7 63.7 59.5 88.4 88.8: 11.6 11.2
Old : 100.0: 18.0 22.7 6.7 63.7 59.5 88.4 88.8: 11.6 11.2
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 : 199: 39 45 43 91 85 156 148:
Old : 199: 39 45 43 91 85 156 148:
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 : 20.0 40.7 32.2 51.4 16.3 35.3 26.7 41.3
Old : 20.0 40.7 32.2 51.4 16.3 35.3 26.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 663,413: 103,201 98,646 159,581 368,293 368,517 631,075 626,745: 32,338 36,668
Old : 663,413: 103,201 98,646 159,581 368,293 368,517 631,075 626,745: 32,338 36,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 27,101: -408 -3,265 13,359 16,246 14,567 29,198 24,661: -2,097 2,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.9 24.1 55.5 55.5 95.1 94.5: 4.9 5.5
Old : 100.0: 15.6 14.9 24.1 55.5 55.5 95.1 94.5: 4.9 5.5
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 : 133: 30 35 40 57 53 109 107:
Old : 133: 30 35 40 57 53 109 107:
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 : 18.9 23.7 32.7 39.1 13.3 15.8 21.6 24.3
Old : 18.9 23.7 32.7 39.1 13.3 15.8 21.6 24.3
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 17,067: 6,153 1,047 1,195 1,201 9,876 8,549 12,117: 8,518 4,950
Old : 17,067: 6,153 1,047 1,195 1,201 9,876 8,549 12,117: 8,518 4,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,101: 1,876 282 -326 50 624 1,600 580: -499 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 6.1 7.0 7.0 57.9 50.1 71.0: 49.9 29.0
Old : 100.0: 36.1 6.1 7.0 7.0 57.9 50.1 71.0: 49.9 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 5 4 4 11 21 17:
Old : 31: 14 5 4 4 11 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 41.5 32.9 56.4 20.2 40.7 28.6 52.0
Old : 21.3 41.5 32.9 56.4 20.2 40.7 28.6 52.0
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 25,428: 7,019 13,431 288 12,959 6,914 20,265 20,633: 5,163 4,795
Old : 25,428: 7,019 13,431 288 12,959 6,914 20,265 20,633: 5,163 4,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 452: -26 457 87 245 44 306 589: 146 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 52.8 1.1 51.0 27.2 79.7 81.1: 20.3 18.9
Old : 100.0: 27.6 52.8 1.1 51.0 27.2 79.7 81.1: 20.3 18.9
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 : 39: 10 13 7 11 7 26 22:
Old : 39: 10 13 7 11 7 26 22:
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 : 45.2 46.5 62.9 65.1 45.1 46.5 62.3 65.1
Old : 45.2 46.5 62.9 65.1 45.1 46.5 62.3 65.1
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, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 72,176: 33,116 20,532 2,703 24,676 40,793 60,495 64,029: 11,681 8,148
Old : 72,176: 33,116 20,532 2,703 24,676 40,793 60,495 64,029: 11,681 8,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,648: -452 2,580 315 2,061 589 1,924 3,484: 724 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 28.4 3.7 34.2 56.5 83.8 88.7: 16.2 11.3
Old : 100.0: 45.9 28.4 3.7 34.2 56.5 83.8 88.7: 16.2 11.3
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 : 89: 37 21 9 18 21 61 45:
Old : 89: 37 21 9 18 21 61 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 42.7 46.1 57.3 33.3 40.9 46.1 55.2
Old : 33.3 42.7 46.1 57.3 33.3 40.9 46.1 55.2
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 52,148: 8,134 10,785 1,652 42,076 39,699 51,862 52,136: 286 12
Old : 52,148: 8,134 10,785 1,652 42,076 39,699 51,862 52,136: 286 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 293: -113 391 78 2,999 2,621 2,964 3,090: -2,671 -2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.7 3.2 80.7 76.1 99.5 100.0: 0.5 0.0
Old : 100.0: 15.6 20.7 3.2 80.7 76.1 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 16 4 16 10 25 29:
Old : 42: 8 16 4 16 10 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 80.8 91.9 90.9 77.4 73.1 83.9 83.0
Old : 80.6 80.8 91.9 90.9 77.4 73.1 83.9 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 16,162: 9,753 4,541 114 6,257 11,493 16,124 16,148: 38 14
Old : 16,162: 9,753 4,541 114 6,257 11,493 16,124 16,148: 38 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -1,052: 6 -404 0 -1,052 -644 -1,046 -1,048: -6 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 28.1 0.7 38.7 71.1 99.8 99.9: 0.2 0.1
Old : 100.0: 60.3 28.1 0.7 38.7 71.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 7 1 8 9 14 17:
Old : 28: 6 7 1 8 9 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 82.7 97.8 95.9 86.9 76.9 92.2 90.0
Old : 89.7 82.7 97.8 95.9 86.9 76.9 92.2 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2008