WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 19, 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 : 437,456: 103,601 83,493 82,689 214,061 213,268 400,351 379,450: 37,105 58,006
Old : 207,161: 48,059 92,782 10,254 129,484 79,001 187,797 182,037: 19,364 25,124
Other: 230,295: 99,236 34,405 28,741 84,577 134,267 212,554 197,413: 17,741 32,882
: : :
: : Changes in Commitments from: February 12, 2008 :
: -11,781: -664 -1,055 -2,992 -4,197 -3,648 -7,853 -7,695: -3,928 -4,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 19.1 18.9 48.9 48.8 91.5 86.7: 8.5 13.3
Old : 100.0: 23.2 44.8 4.9 62.5 38.1 90.7 87.9: 9.3 12.1
Other: 100.0: 43.1 14.9 12.5 36.7 58.3 92.3 85.7: 7.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 119 123 154 87 119 315 310:
Old : 336: 95 134 67 39 89 182 244:
Other: 332: 125 72 84 75 110 241 235:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 16.9 35.5 24.1 22.9 16.4 33.0 22.7
Old : 32.1 18.2 47.8 27.1 32.1 17.9 47.0 26.2
Other: 27.4 20.7 37.2 29.6 27.2 19.6 35.6 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 19, 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 : 1,474,149: 483,845 111,234 172,978 659,850 937,056 1,316,673 1,221,268: 157,476 252,881
Old : 962,793: 283,499 156,907 85,293 490,075 573,250 858,867 815,450: 103,926 147,343
Other: 511,356: 269,552 23,533 18,479 169,775 363,806 457,806 405,818: 53,550 105,538
: : :
: : Changes in Commitments from: February 12, 2008 :
: 21,157: 11,342 -5,011 17,494 -2,615 21,451 26,221 33,934: -5,064 -12,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 7.5 11.7 44.8 63.6 89.3 82.8: 10.7 17.2
Old : 100.0: 29.4 16.3 8.9 50.9 59.5 89.2 84.7: 10.8 15.3
Other: 100.0: 52.7 4.6 3.6 33.2 71.1 89.5 79.4: 10.5 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 246 106 190 241 339 576 581:
Old : 744: 194 139 132 209 313 488 525:
Other: 598: 167 69 47 131 305 310 412:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 18.5 22.0 23.9 14.3 16.8 22.0 21.8
Old : 17.3 18.0 26.0 24.3 17.3 15.5 25.5 21.3
Other: 17.9 22.2 28.4 27.9 17.9 22.0 28.1 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 19, 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 : 15,129: 4,342 2,232 423 6,144 10,968 10,909 13,623: 4,220 1,506
Old : 11,188: 3,816 2,024 318 4,172 7,859 8,306 10,201: 2,882 987
Other: 3,941: 533 215 98 1,972 3,109 2,603 3,422: 1,338 519
: : :
: : Changes in Commitments from: February 12, 2008 :
: 543: 284 128 145 -156 537 273 810: 270 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.8 2.8 40.6 72.5 72.1 90.0: 27.9 10.0
Old : 100.0: 34.1 18.1 2.8 37.3 70.2 74.2 91.2: 25.8 8.8
Other: 100.0: 13.5 5.5 2.5 50.0 78.9 66.0 86.8: 34.0 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 4 7 16 13 42 23:
Old : 49: 23 5 5 10 13 34 22:
Other: 23: 6 2 3 9 12 18 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 : 24.1 49.3 38.4 73.9 19.7 39.4 33.1 62.3
Old : 26.1 57.8 42.9 74.7 26.1 56.4 42.9 73.2
Other: 51.5 55.8 60.7 73.6 43.6 48.1 48.6 62.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 19, 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 : 616,048: 201,702 48,956 79,328 266,005 384,516 547,035 512,800: 69,013 103,248
Old : 423,010: 141,157 54,464 43,028 189,704 265,583 373,889 363,075: 49,121 59,935
Other: 193,038: 84,838 18,785 12,007 76,301 118,933 173,146 149,725: 19,892 43,313
: : :
: : Changes in Commitments from: February 12, 2008 :
: 19,601: 4,586 4,202 2,004 10,141 14,699 16,731 20,905: 2,870 -1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 7.9 12.9 43.2 62.4 88.8 83.2: 11.2 16.8
Old : 100.0: 33.4 12.9 10.2 44.8 62.8 88.4 85.8: 11.6 14.2
Other: 100.0: 43.9 9.7 6.2 39.5 61.6 89.7 77.6: 10.3 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 201 84 144 130 191 409 382:
Old : 517: 187 99 117 107 181 359 354:
Other: 374: 107 71 35 75 159 199 250:
:----------------------------------------------------------------------------------------------------
: 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 23.4 29.3 30.7 17.7 22.9 27.4 29.3
Old : 20.3 25.6 31.6 32.6 20.3 25.5 31.5 32.1
Other: 22.4 22.1 36.3 31.1 19.3 22.1 32.2 28.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,143: 20,960 3,837 408 0 2,777 21,368 7,022: 3,775 18,121
Old : 10,638: 7,628 3,409 321 0 1,112 7,949 4,842: 2,689 5,796
Other: 14,505: 13,409 505 10 0 1,665 13,419 2,180: 1,086 12,325
: : :
: : Changes in Commitments from: February 12, 2008 :
: -85: -375 -642 218 -2 64 -159 -360: 74 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 15.3 1.6 0.0 11.0 85.0 27.9: 15.0 72.1
Old : 100.0: 71.7 32.0 3.0 0.0 10.5 74.7 45.5: 25.3 54.5
Other: 100.0: 92.4 3.5 0.1 0.0 11.5 92.5 15.0: 7.5 85.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 17 5 9 0 7 18 20:
Old : 29: 16 6 8 0 7 18 19:
Other: 23: 12 4 1 0 7 12 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 : 61.7 16.4 73.4 22.4 61.0 16.4 72.4 22.4
Old : 41.9 32.1 60.3 38.4 41.1 32.0 58.6 38.3
Other: 77.7 8.0 90.8 13.3 77.7 8.0 90.7 13.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 19, 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 : 293,887: 58,321 25,684 46,622 153,936 205,462 258,879 277,768: 35,008 16,119
Old : 247,938: 57,296 29,668 30,801 127,744 172,543 215,841 233,012: 32,097 14,926
Other: 45,949: 13,961 8,952 2,885 26,192 32,919 43,038 44,756: 2,911 1,193
: : :
: : Changes in Commitments from: February 12, 2008 :
: 9,370: -3,733 2,216 -1,061 9,733 7,039 4,939 8,194: 4,431 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 8.7 15.9 52.4 69.9 88.1 94.5: 11.9 5.5
Old : 100.0: 23.1 12.0 12.4 51.5 69.6 87.1 94.0: 12.9 6.0
Other: 100.0: 30.4 19.5 6.3 57.0 71.6 93.7 97.4: 6.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 74 42 60 62 58 174 137:
Old : 211: 73 47 52 58 57 165 132:
Other: 100: 24 24 10 38 26 68 54:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 40.0 27.6 50.8 17.6 33.6 25.8 43.1
Old : 20.7 40.1 29.8 50.9 20.6 39.4 29.2 47.3
Other: 38.0 47.5 52.0 64.3 35.9 45.1 49.9 60.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 19, 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 : 1,049,142: 226,874 205,645 12,499 662,155 642,802 901,528 860,946: 147,614 188,196
Old : 1,049,142: 226,874 205,645 12,499 662,155 642,802 901,528 860,946: 147,614 188,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 15,653: 3,673 1,984 2,005 10,290 13,052 15,968 17,041: -315 -1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.6 1.2 63.1 61.3 85.9 82.1: 14.1 17.9
Old : 100.0: 21.6 19.6 1.2 63.1 61.3 85.9 82.1: 14.1 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 : 193: 45 42 29 74 81 132 140:
Old : 193: 45 42 29 74 81 132 140:
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 : 27.3 30.0 39.5 39.2 23.8 26.9 33.0 33.0
Old : 27.3 30.0 39.5 39.2 23.8 26.9 33.0 33.0
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, February 19, 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 : 231,491: 63,611 14,730 17,715 110,316 181,342 191,642 213,787: 39,849 17,704
Old : 172,927: 51,443 14,780 10,492 79,585 131,937 141,520 157,209: 31,407 15,718
Other: 58,564: 15,874 3,656 3,517 30,731 49,405 50,122 56,578: 8,442 1,986
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,378: -702 -677 -1,500 1,467 2,602 -735 425: -643 -1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 6.4 7.7 47.7 78.3 82.8 92.4: 17.2 7.6
Old : 100.0: 29.7 8.5 6.1 46.0 76.3 81.8 90.9: 18.2 9.1
Other: 100.0: 27.1 6.2 6.0 52.5 84.4 85.6 96.6: 14.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 72 24 34 71 58 158 106:
Old : 179: 67 30 31 59 57 145 102:
Other: 93: 32 5 7 48 25 81 36:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 46.6 27.5 56.6 12.0 41.0 20.1 46.7
Old : 20.7 40.1 30.2 51.0 16.9 39.9 26.2 47.9
Other: 21.6 66.4 35.7 79.7 21.2 60.2 34.3 72.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 19, 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 : 20,946: 8,174 291 1,403 7,216 18,370 16,793 20,064: 4,153 882
Old : 15,832: 6,898 306 962 4,610 13,874 12,470 15,142: 3,362 690
Other: 5,114: 1,555 264 162 2,606 4,496 4,323 4,922: 791 192
: : :
: : Changes in Commitments from: February 12, 2008 :
: 701: 141 7 303 7 409 451 719: 250 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 1.4 6.7 34.5 87.7 80.2 95.8: 19.8 4.2
Old : 100.0: 43.6 1.9 6.1 29.1 87.6 78.8 95.6: 21.2 4.4
Other: 100.0: 30.4 5.2 3.2 51.0 87.9 84.5 96.2: 15.5 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 35 4 11 28 19 67 31:
Old : 65: 30 5 9 21 17 55 27:
Other: 40: 12 6 5 15 11 29 20:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 69.8 28.5 81.6 16.6 65.7 27.9 72.9
Old : 19.0 69.1 33.0 81.4 18.9 66.8 32.1 75.9
Other: 42.1 78.0 55.7 88.1 38.6 67.8 50.7 77.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 19, 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 : 1,330,394: 365,983 367,365 19,645 804,000 831,977 1,189,628 1,218,987: 140,766 111,407
Old : 1,330,394: 365,983 367,365 19,645 804,000 831,977 1,189,628 1,218,987: 140,766 111,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 28,269: 8,311 20,269 6,877 10,160 1,211 25,348 28,357: 2,921 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 27.6 1.5 60.4 62.5 89.4 91.6: 10.6 8.4
Old : 100.0: 27.5 27.6 1.5 60.4 62.5 89.4 91.6: 10.6 8.4
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 : 244: 66 44 25 101 88 176 149:
Old : 244: 66 44 25 101 88 176 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 49.0 29.2 59.1 13.3 47.3 24.1 55.0
Old : 16.4 49.0 29.2 59.1 13.3 47.3 24.1 55.0
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, February 19, 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 : 2,573,682: 588,565 446,391 96,211 1,587,545 1,636,581 2,272,321 2,179,183: 301,361 394,499
Old : 2,573,682: 588,565 446,391 96,211 1,587,545 1,636,581 2,272,321 2,179,183: 301,361 394,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -12,781: 6,827 -16,884 -3,212 18,718 56,930 22,333 36,834: -35,114 -49,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.3 3.7 61.7 63.6 88.3 84.7: 11.7 15.3
Old : 100.0: 22.9 17.3 3.7 61.7 63.6 88.3 84.7: 11.7 15.3
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 : 301: 51 79 43 115 136 188 237:
Old : 301: 51 79 43 115 136 188 237:
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 : 38.2 20.5 47.8 29.1 33.1 19.6 41.1 25.9
Old : 38.2 20.5 47.8 29.1 33.1 19.6 41.1 25.9
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, February 19, 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 : 2,181,380: 515,402 496,575 75,289 1,342,763 1,352,959 1,933,454 1,924,823: 247,926 256,557
Old : 2,181,380: 515,402 496,575 75,289 1,342,763 1,352,959 1,933,454 1,924,823: 247,926 256,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 81,463: 68,511 -27,678 174 22,937 90,489 91,622 62,985: -10,159 18,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.8 3.5 61.6 62.0 88.6 88.2: 11.4 11.8
Old : 100.0: 23.6 22.8 3.5 61.6 62.0 88.6 88.2: 11.4 11.8
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 : 224: 49 49 34 97 88 165 153:
Old : 224: 49 49 34 97 88 165 153:
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 : 20.8 42.4 33.9 53.7 18.2 35.7 26.7 42.3
Old : 20.8 42.4 33.9 53.7 18.2 35.7 26.7 42.3
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 - Futures Only, February 19, 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 : 353,991: 93,967 63,938 33,568 198,481 225,244 326,016 322,750: 27,975 31,241
Old : 353,991: 93,967 63,938 33,568 198,481 225,244 326,016 322,750: 27,975 31,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 8,407: 6,292 4,710 -4,749 2,872 7,498 4,415 7,459: 3,992 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 18.1 9.5 56.1 63.6 92.1 91.2: 7.9 8.8
Old : 100.0: 26.5 18.1 9.5 56.1 63.6 92.1 91.2: 7.9 8.8
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 : 121: 30 24 28 45 54 89 95:
Old : 121: 30 24 28 45 54 89 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 24.6 41.5 42.6 23.5 22.1 34.7 36.1
Old : 27.8 24.6 41.5 42.6 23.5 22.1 34.7 36.1
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 - Futures Only, February 19, 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 : 13,825: 2,617 1,946 917 1,633 6,587 5,167 9,450: 8,658 4,375
Old : 13,825: 2,617 1,946 917 1,633 6,587 5,167 9,450: 8,658 4,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -311: -393 -355 31 13 503 -349 179: 38 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.1 6.6 11.8 47.6 37.4 68.4: 62.6 31.6
Old : 100.0: 18.9 14.1 6.6 11.8 47.6 37.4 68.4: 62.6 31.6
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 : 21: 8 5 2 4 6 12 13:
Old : 21: 8 5 2 4 6 12 13:
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 : 20.1 47.2 31.9 60.1 17.2 46.7 24.3 57.3
Old : 20.1 47.2 31.9 60.1 17.2 46.7 24.3 57.3
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, February 19, 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 : 31,969: 15,472 12,844 607 12,374 11,201 28,453 24,652: 3,516 7,317
Old : 31,969: 15,472 12,844 607 12,374 11,201 28,453 24,652: 3,516 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -691: -216 23 -85 -111 -513 -412 -575: -279 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 40.2 1.9 38.7 35.0 89.0 77.1: 11.0 22.9
Old : 100.0: 48.4 40.2 1.9 38.7 35.0 89.0 77.1: 11.0 22.9
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 : 56: 18 19 8 13 8 37 29:
Old : 56: 18 19 8 13 8 37 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 : 33.6 35.3 49.6 56.0 33.6 35.2 49.5 55.9
Old : 33.6 35.3 49.6 56.0 33.6 35.2 49.5 55.9
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, February 19, 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 : 92,228: 42,673 35,876 1,335 32,888 40,735 76,896 77,946: 15,332 14,282
Old : 92,228: 42,673 35,876 1,335 32,888 40,735 76,896 77,946: 15,332 14,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -795: 237 3,063 -467 3,896 -594 3,666 2,002: -4,461 -2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 38.9 1.4 35.7 44.2 83.4 84.5: 16.6 15.5
Old : 100.0: 46.3 38.9 1.4 35.7 44.2 83.4 84.5: 16.6 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 45 38 10 18 20 67 64:
Old : 116: 45 38 10 18 20 67 64:
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 : 31.8 27.5 48.8 41.6 31.8 27.5 48.8 41.6
Old : 31.8 27.5 48.8 41.6 31.8 27.5 48.8 41.6
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, February 19, 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 : 53,885: 10,057 10,563 910 42,565 42,374 53,532 53,847: 353 38
Old : 53,885: 10,057 10,563 910 42,565 42,374 53,532 53,847: 353 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,599: -1,526 -952 -135 99 -507 -1,562 -1,594: -37 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.6 1.7 79.0 78.6 99.3 99.9: 0.7 0.1
Old : 100.0: 18.7 19.6 1.7 79.0 78.6 99.3 99.9: 0.7 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 : 52: 11 19 4 18 10 30 32:
Old : 52: 11 19 4 18 10 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 82.5 90.5 90.9 73.5 74.3 82.2 82.6
Old : 76.3 82.5 90.5 90.9 73.5 74.3 82.2 82.6
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, February 19, 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 : 16,011: 1,538 1,878 334 13,967 13,730 15,839 15,942: 172 69
Old : 16,011: 1,538 1,878 334 13,967 13,730 15,839 15,942: 172 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -71: 700 -621 223 -991 327 -68 -71: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.7 2.1 87.2 85.8 98.9 99.6: 1.1 0.4
Old : 100.0: 9.6 11.7 2.1 87.2 85.8 98.9 99.6: 1.1 0.4
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 2 9 8 17 15:
Old : 29: 7 6 2 9 8 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.0 83.7 91.8 95.2 83.0 82.3 90.7 92.4
Old : 83.0 83.7 91.8 95.2 83.0 82.3 90.7 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2008