WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 451,429: 101,943 77,787 82,617 217,499 221,478 402,059 381,882: 49,370 69,547
Old : 251,115: 53,435 84,074 30,206 138,604 99,951 222,245 214,231: 28,870 36,884
Other: 200,314: 83,906 29,111 17,013 78,895 121,527 179,814 167,651: 20,500 32,663
: : :
: : Changes in Commitments from: January 15, 2008 :
: 3,155: -8,688 -4,095 -441 8,517 6,844 -612 2,308: 3,767 847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 17.2 18.3 48.2 49.1 89.1 84.6: 10.9 15.4
Old : 100.0: 21.3 33.5 12.0 55.2 39.8 88.5 85.3: 11.5 14.7
Other: 100.0: 41.9 14.5 8.5 39.4 60.7 89.8 83.7: 10.2 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 121 114 152 86 118 311 310:
Old : 360: 85 150 85 47 95 197 271:
Other: 310: 131 50 55 71 105 220 198:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 18.6 33.6 25.2 22.0 16.3 31.6 22.4
Old : 26.6 17.7 40.2 25.4 26.6 15.9 40.1 22.6
Other: 30.4 23.2 43.7 32.5 30.2 21.9 38.9 29.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,429,394: 456,320 121,642 147,890 668,503 883,369 1,272,713 1,152,901: 156,681 276,493
Old : 983,747: 289,130 156,650 74,313 509,838 580,065 873,281 811,028: 110,466 172,719
Other: 445,647: 228,608 26,410 12,159 158,665 303,304 399,432 341,873: 46,215 103,774
: : :
: : Changes in Commitments from: January 15, 2008 :
: 31,893: -6,546 8,365 16,082 15,431 738 24,967 25,185: 6,926 6,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 8.5 10.3 46.8 61.8 89.0 80.7: 11.0 19.3
Old : 100.0: 29.4 15.9 7.6 51.8 59.0 88.8 82.4: 11.2 17.6
Other: 100.0: 51.3 5.9 2.7 35.6 68.1 89.6 76.7: 10.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 754: 243 103 175 231 324 554 550:
Old : 721: 199 137 121 194 301 467 502:
Other: 550: 140 69 32 124 287 277 378:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 17.3 21.0 22.2 13.6 15.6 20.9 20.3
Old : 16.4 17.6 25.1 23.9 16.4 15.4 25.1 21.2
Other: 18.4 20.2 30.1 25.7 18.4 20.0 30.1 25.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,922: 3,485 1,459 361 6,354 10,862 10,200 12,682: 3,722 1,240
Old : 11,606: 3,287 1,534 279 5,028 8,701 8,594 10,514: 3,012 1,092
Other: 2,316: 276 3 4 1,326 2,161 1,606 2,168: 710 148
: : :
: : Changes in Commitments from: January 15, 2008 :
: -177: -725 193 -10 798 -385 63 -202: -240 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.5 2.6 45.6 78.0 73.3 91.1: 26.7 8.9
Old : 100.0: 28.3 13.2 2.4 43.3 75.0 74.0 90.6: 26.0 9.4
Other: 100.0: 11.9 0.1 0.2 57.3 93.3 69.3 93.6: 30.7 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 23 3 7 17 14 42 23:
Old : 48: 22 4 5 13 13 38 20:
Other: 19: 5 1 2 7 13 13 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 : 28.0 48.9 41.3 73.8 23.6 37.0 36.1 61.6
Old : 28.3 48.7 43.3 72.6 28.3 45.0 43.3 68.7
Other: 63.6 72.0 68.2 87.0 54.0 65.8 55.4 77.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 564,184: 183,141 38,011 64,061 249,679 358,469 496,881 460,541: 67,303 103,643
Old : 404,994: 131,387 42,539 40,698 183,150 254,198 355,235 337,435: 49,759 67,559
Other: 159,190: 70,200 13,918 4,917 66,529 104,271 141,646 123,106: 17,544 36,084
: : :
: : Changes in Commitments from: January 15, 2008 :
: -4,487: -5,789 -2,886 5,512 -556 -10,613 -833 -7,987: -3,654 3,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 6.7 11.4 44.3 63.5 88.1 81.6: 11.9 18.4
Old : 100.0: 32.4 10.5 10.0 45.2 62.8 87.7 83.3: 12.3 16.7
Other: 100.0: 44.1 8.7 3.1 41.8 65.5 89.0 77.3: 11.0 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 501: 174 89 113 116 193 341 362:
Old : 477: 148 100 92 98 189 293 347:
Other: 337: 91 57 30 62 156 164 235:
:----------------------------------------------------------------------------------------------------
: 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 22.9 29.9 31.2 17.4 22.5 27.1 28.8
Old : 20.2 23.6 31.5 31.7 19.9 23.5 31.3 30.1
Other: 30.4 26.1 42.2 36.0 24.3 23.4 35.9 31.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,823: 20,597 4,083 233 7 3,112 20,837 7,428: 3,986 17,395
Old : 12,441: 9,666 3,728 48 7 1,490 9,721 5,266: 2,720 7,175
Other: 12,382: 11,116 540 0 0 1,622 11,116 2,162: 1,266 10,220
: : :
: : Changes in Commitments from: January 15, 2008 :
: 888: 1,240 425 -199 0 124 1,041 350: -153 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 16.4 0.9 0.0 12.5 83.9 29.9: 16.1 70.1
Old : 100.0: 77.7 30.0 0.4 0.1 12.0 78.1 42.3: 21.9 57.7
Other: 100.0: 89.8 4.4 0.0 0.0 13.1 89.8 17.5: 10.2 82.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 9 8 1 8 21 23:
Old : 34: 18 9 5 1 7 20 20:
Other: 22: 10 4 0 0 8 10 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 : 58.3 13.2 71.5 19.6 58.3 13.2 71.1 19.6
Old : 41.5 22.8 58.6 31.2 41.5 22.8 58.4 31.2
Other: 79.4 9.1 89.6 14.5 79.4 9.1 89.6 14.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 296,056: 67,682 20,296 43,011 151,302 215,986 261,995 279,293: 34,061 16,763
Old : 258,651: 68,553 26,751 28,752 129,858 187,467 227,163 242,970: 31,488 15,681
Other: 37,405: 11,371 5,787 2,017 21,444 28,519 34,832 36,323: 2,573 1,082
: : :
: : Changes in Commitments from: January 15, 2008 :
: 6,360: -4,842 2,041 2,116 7,523 1,350 4,797 5,507: 1,563 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 6.9 14.5 51.1 73.0 88.5 94.3: 11.5 5.7
Old : 100.0: 26.5 10.3 11.1 50.2 72.5 87.8 93.9: 12.2 6.1
Other: 100.0: 30.4 15.5 5.4 57.3 76.2 93.1 97.1: 6.9 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 67 28 50 60 58 155 120:
Old : 186: 67 35 40 55 57 146 112:
Other: 81: 20 19 12 30 21 56 46:
:----------------------------------------------------------------------------------------------------
: 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 42.9 26.6 53.6 17.4 37.4 24.8 46.6
Old : 20.8 44.4 29.4 53.9 19.7 43.8 27.6 52.1
Other: 37.9 59.3 54.8 74.1 36.3 58.3 53.2 71.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,092,860: 257,485 227,175 6,729 678,338 669,976 942,552 903,880: 150,308 188,980
Old : 1,092,860: 257,485 227,175 6,729 678,338 669,976 942,552 903,880: 150,308 188,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 34,441: 36,721 18,394 2,988 5,670 13,915 45,379 35,297: -10,938 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.8 0.6 62.1 61.3 86.2 82.7: 13.8 17.3
Old : 100.0: 23.6 20.8 0.6 62.1 61.3 86.2 82.7: 13.8 17.3
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 : 195: 40 53 24 72 75 124 140:
Old : 195: 40 53 24 72 75 124 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 29.8 40.8 39.9 25.7 26.1 35.1 32.5
Old : 28.1 29.8 40.8 39.9 25.7 26.1 35.1 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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 237,598: 65,790 17,646 19,703 112,542 181,754 198,035 219,103: 39,563 18,495
Old : 191,095: 50,778 15,885 14,435 91,671 143,293 156,884 173,613: 34,211 17,482
Other: 46,503: 18,498 5,247 1,782 20,871 38,461 41,151 45,490: 5,352 1,013
: : :
: : Changes in Commitments from: January 15, 2008 :
: 599: -5,100 2,705 530 9,134 -3,335 4,564 -100: -3,965 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.4 8.3 47.4 76.5 83.3 92.2: 16.7 7.8
Old : 100.0: 26.6 8.3 7.6 48.0 75.0 82.1 90.9: 17.9 9.1
Other: 100.0: 39.8 11.3 3.8 44.9 82.7 88.5 97.8: 11.5 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 73 23 42 70 54 166 106:
Old : 181: 62 34 37 62 53 151 103:
Other: 94: 36 7 9 44 20 82 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 45.8 31.2 56.5 14.8 41.8 22.4 49.2
Old : 26.1 42.8 35.2 52.3 23.0 42.1 31.5 50.4
Other: 25.4 66.0 41.1 80.6 25.3 64.3 41.1 78.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,189: 6,518 370 899 6,027 15,026 13,444 16,295: 3,745 894
Old : 14,768: 6,364 581 380 4,625 13,088 11,369 14,049: 3,399 719
Other: 2,421: 649 284 24 1,402 1,938 2,075 2,246: 346 175
: : :
: : Changes in Commitments from: January 15, 2008 :
: -1,178: -1,655 -210 119 190 -1,301 -1,346 -1,392: 168 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 2.2 5.2 35.1 87.4 78.2 94.8: 21.8 5.2
Old : 100.0: 43.1 3.9 2.6 31.3 88.6 77.0 95.1: 23.0 4.9
Other: 100.0: 26.8 11.7 1.0 57.9 80.0 85.7 92.8: 14.3 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 31 4 10 23 17 57 29:
Old : 61: 25 8 7 19 15 49 25:
Other: 33: 14 2 5 10 9 24 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 : 19.2 73.7 30.9 83.0 19.2 68.2 30.8 75.6
Old : 21.0 75.3 34.5 85.1 21.0 72.4 34.5 81.7
Other: 39.4 73.2 58.5 86.5 28.0 52.3 46.0 65.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,222,563: 277,410 189,218 17,313 746,047 726,092 1,040,770 932,623: 181,793 289,940
Old : 1,222,563: 277,410 189,218 17,313 746,047 726,092 1,040,770 932,623: 181,793 289,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 151,422: -40,569 11,486 3,318 162,493 -48,352 125,242 -33,548: 26,180 184,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.5 1.4 61.0 59.4 85.1 76.3: 14.9 23.7
Old : 100.0: 22.7 15.5 1.4 61.0 59.4 85.1 76.3: 14.9 23.7
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 : 243: 63 48 22 91 94 163 156:
Old : 243: 63 48 22 91 94 163 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 37.5 30.4 44.2 15.7 36.3 26.5 41.3
Old : 18.0 37.5 30.4 44.2 15.7 36.3 26.5 41.3
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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,571,946: 569,773 398,441 92,331 1,558,950 1,619,908 2,221,054 2,110,680: 350,892 461,266
Old : 2,571,946: 569,773 398,441 92,331 1,558,950 1,619,908 2,221,054 2,110,680: 350,892 461,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 117,534: 12,998 -21,322 32,478 79,900 69,295 125,376 80,451: -7,842 37,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 15.5 3.6 60.6 63.0 86.4 82.1: 13.6 17.9
Old : 100.0: 22.2 15.5 3.6 60.6 63.0 86.4 82.1: 13.6 17.9
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 : 301: 55 73 43 118 126 200 215:
Old : 301: 55 73 43 118 126 200 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 20.8 45.9 29.1 32.5 19.9 39.6 26.9
Old : 36.1 20.8 45.9 29.1 32.5 19.9 39.6 26.9
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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,019,535: 329,276 572,369 69,086 1,363,540 1,120,860 1,761,902 1,762,315: 257,633 257,220
Old : 2,019,535: 329,276 572,369 69,086 1,363,540 1,120,860 1,761,902 1,762,315: 257,633 257,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 41,723: -35,829 6,029 18,996 71,618 -12,032 54,785 12,993: -13,062 28,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 28.3 3.4 67.5 55.5 87.2 87.3: 12.8 12.7
Old : 100.0: 16.3 28.3 3.4 67.5 55.5 87.2 87.3: 12.8 12.7
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 : 226: 44 53 36 90 88 155 157:
Old : 226: 44 53 36 90 88 155 157:
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 : 22.3 39.9 34.5 50.1 19.6 34.5 28.9 41.1
Old : 22.3 39.9 34.5 50.1 19.6 34.5 28.9 41.1
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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 405,048: 121,163 60,663 40,533 210,805 220,342 372,501 321,538: 32,547 83,510
Old : 405,048: 121,163 60,663 40,533 210,805 220,342 372,501 321,538: 32,547 83,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 11,718: -23,818 -19,810 12,198 22,344 -19,027 10,724 -26,639: 994 38,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 15.0 10.0 52.0 54.4 92.0 79.4: 8.0 20.6
Old : 100.0: 29.9 15.0 10.0 52.0 54.4 92.0 79.4: 8.0 20.6
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 : 116: 30 26 28 45 47 86 91:
Old : 116: 30 26 28 45 47 86 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 19.7 44.1 31.7 26.1 15.5 37.8 23.3
Old : 28.6 19.7 44.1 31.7 26.1 15.5 37.8 23.3
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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,322: 3,823 1,973 806 1,886 7,556 6,515 10,335: 9,807 5,987
Old : 16,322: 3,823 1,973 806 1,886 7,556 6,515 10,335: 9,807 5,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -323: -1,251 939 -229 126 -201 -1,354 509: 1,031 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 12.1 4.9 11.6 46.3 39.9 63.3: 60.1 36.7
Old : 100.0: 23.4 12.1 4.9 11.6 46.3 39.9 63.3: 60.1 36.7
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 : 26: 11 5 4 4 8 16 16:
Old : 26: 11 5 4 4 8 16 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 : 16.8 39.5 28.2 52.4 14.7 38.3 23.5 47.8
Old : 16.8 39.5 28.2 52.4 14.7 38.3 23.5 47.8
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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,226: 10,069 14,321 145 12,451 7,941 22,665 22,407: 5,561 5,819
Old : 28,226: 10,069 14,321 145 12,451 7,941 22,665 22,407: 5,561 5,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 281: 71 59 36 -369 -319 -262 -224: 543 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 50.7 0.5 44.1 28.1 80.3 79.4: 19.7 20.6
Old : 100.0: 35.7 50.7 0.5 44.1 28.1 80.3 79.4: 19.7 20.6
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 : 51: 14 21 6 11 6 30 28:
Old : 51: 14 21 6 11 6 30 28:
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 : 39.1 43.5 55.4 61.8 39.0 43.5 55.4 61.7
Old : 39.1 43.5 55.4 61.8 39.0 43.5 55.4 61.7
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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 94,753: 44,009 20,846 1,446 23,755 53,069 69,210 75,361: 25,543 19,392
Old : 94,753: 44,009 20,846 1,446 23,755 53,069 69,210 75,361: 25,543 19,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 15,997: 11,099 -831 144 -4,167 9,211 7,076 8,524: 8,921 7,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 22.0 1.5 25.1 56.0 73.0 79.5: 27.0 20.5
Old : 100.0: 46.4 22.0 1.5 25.1 56.0 73.0 79.5: 27.0 20.5
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 : 102: 44 27 8 16 19 62 52:
Old : 102: 44 27 8 16 19 62 52:
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 : 24.1 34.2 36.9 49.6 24.1 34.2 36.9 49.6
Old : 24.1 34.2 36.9 49.6 24.1 34.2 36.9 49.6
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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,214: 11,406 11,125 884 43,468 44,061 55,758 56,070: 456 144
Old : 56,214: 11,406 11,125 884 43,468 44,061 55,758 56,070: 456 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -36: -142 1,270 -92 201 -1,262 -33 -84: -3 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 19.8 1.6 77.3 78.4 99.2 99.7: 0.8 0.3
Old : 100.0: 20.3 19.8 1.6 77.3 78.4 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 17 4 17 12 29 33:
Old : 50: 12 17 4 17 12 29 33:
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 : 78.0 81.5 89.6 91.2 74.3 70.9 79.6 80.6
Old : 78.0 81.5 89.6 91.2 74.3 70.9 79.6 80.6
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 - Futures Only, January 22, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,654: 6,069 4,087 110 11,363 12,501 17,542 16,698: 112 956
Old : 17,654: 6,069 4,087 110 11,363 12,501 17,542 16,698: 112 956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,081: -3,796 774 0 4,960 -517 1,164 257: -83 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 23.2 0.6 64.4 70.8 99.4 94.6: 0.6 5.4
Old : 100.0: 34.4 23.2 0.6 64.4 70.8 99.4 94.6: 0.6 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 : 29: 7 6 1 9 9 16 16:
Old : 29: 7 6 1 9 9 16 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 : 82.9 71.5 94.7 90.4 82.2 69.0 90.6 86.5
Old : 82.9 71.5 94.7 90.4 82.2 69.0 90.6 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2008